Publications related to Learning Generalized Nash Equilibria in a Class of Convex Games

A construction of the Stable Web

We provide a process on the space of collections of coalescing cadlag stable paths and show convergence in an appropriate topology for coalescing stable random walks on the integer lattice. ...

IMPA2019

Distributed Coupled Learning Over Adaptive Networks

Ali H. Sayed, Sulaiman A S A E Alghunaim

This work develops an effective distributed algorithm for the solution of stochastic optimization problems that involve partial coupling among both local constraints and local cost functions. While the collection of networked agents is interested in discov ...

IEEE2018

Dual Coupled Diffusion for Distributed Optimization with Affine Constraints

Ali H. Sayed, Kun Yuan, Sulaiman A S A E Alghunaim

In this work, a distributed multi-agent optimization problem is studied where different subsets of agents are coupled with each other through affine constraints. Moreover, each agent is only aware of its own contribution to the constraints and only knows w ...

IEEE2018

Impacts of Constraints and Constraint Handling Strategies for Multi-Objective Mechanical Design Problems

Jürg Alexander Schiffmann, Cyril Picard

Multi-objective optimization tools are becoming increasingly popu-lar in mechanical engineering and allow decision-makers to better understand the inevitable trade-offs. Mechanical design problems can however combine properties that make the use of optimiz ...

2018

A Single-Phase, Proximal Path-Following Framework

Volkan Cevher, Quoc Tran Dinh, Anastasios Kyrillidis

We propose a new proximal path-following framework for a class of constrained convex problems. We consider settings where the nonlinear-and possibly nonsmooth-objective part is endowed with a proximity operator, and the constraint set is equipped with a se ...

INFORMS2018

A coordinator-driven communication reduction scheme for distributed optimization using the projected gradient method

Colin Neil Jones, Georgios Stathopoulos

We propose a way to estimate the value function of a convex proximal minimization problem. The scheme constructs a convex set within which the optimizer resides and iteratively refines the set every time that the value function is sampled, namely every tim ...

2018

A coordinator-driven communication reduction scheme for distributed optimization using the projected gradient method

Colin Neil Jones, Georgios Stathopoulos

We propose a way to estimate the value function of a convex proximal minimization problem. The scheme constructs a convex set within which the optimizer resides and iteratively refines the set every time that the value function is sampled, namely every tim ...

IEEE2018

Non-local Functionals Related to the Total Variation and Connections with Image Processing

Hoài-Minh Nguyên

We present new results concerning the approximation of the total variation,

\int_{\Omega} |\nabla u|

, of a function

u

by non-local, non-convex functionals of the form $$ \Lambda_\delta u = \int_{\Omega} \int_{\Omega} \frac{\delta \varphi \big( |u(x) - ...

2018

Decentralized Consensus Optimization With Asynchrony and Delays

Ali H. Sayed, Kun Yuan, Tianyu Wu

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can compute and comm ...

2018

Robust Multidimensional Pricing: Separation without Regret

Daniel Kuhn, Napat Rujeerapaiboon, Cagil Kocyigit

We study a robust monopoly pricing problem with a minimax regret objective, where a seller endeavors to sell multiple goods to a single buyer, only knowing that the buyer's values for the goods range over a rectangular uncertainty set. We interpret this pr ...

2018

Learning Generalized Nash Equilibria in a Class of Convex Games

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A construction of the Stable Web

Distributed Coupled Learning Over Adaptive Networks

Dual Coupled Diffusion for Distributed Optimization with Affine Constraints

Impacts of Constraints and Constraint Handling Strategies for Multi-Objective Mechanical Design Problems

A Single-Phase, Proximal Path-Following Framework

A coordinator-driven communication reduction scheme for distributed optimization using the projected gradient method

A coordinator-driven communication reduction scheme for distributed optimization using the projected gradient method

Non-local Functionals Related to the Total Variation and Connections with Image Processing

Decentralized Consensus Optimization With Asynchrony and Delays

Robust Multidimensional Pricing: Separation without Regret

A construction of the Stable Web

Distributed Coupled Learning Over Adaptive Networks

A coordinator-driven communication reduction scheme for distributed optimization using the projected gradient method

A coordinator-driven communication reduction scheme for distributed optimization using the projected gradient method

Robust Multidimensional Pricing: Separation without Regret

Non-local Functionals Related to the Total Variation and Connections with Image Processing

A Single-Phase, Proximal Path-Following Framework

Dual Coupled Diffusion for Distributed Optimization with Affine Constraints

Impacts of Constraints and Constraint Handling Strategies for Multi-Objective Mechanical Design Problems

Decentralized Consensus Optimization With Asynchrony and Delays