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We examine a Gelfand type system and show the extremal solutions are bounded provided we are close enough to the scalar case.
The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…
We describe a method for computing an atlas for the stable or unstable manifold attached to an equilibrium point, and implement the method for the saddle-focus libration points of the planar equilateral restricted four body problem. We…
Motivated by Nash equilibrium problems on 'curved' strategy sets, the concept of Nash-Stampacchia equilibrium points is introduced via variational inequalities on Riemannian manifolds. Characterizations, existence, and stability of…
Decentralized optimization methods have been in the focus of optimization community due to their scalability, increasing popularity of parallel algorithms and many applications. In this work, we study saddle point problems of sum type,…
Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…
In this article we introduce a variational approach to collision avoidance of multiple agents evolving on a Riemannian manifold and derive necessary conditions for extremals. The problem consists of finding non-intersecting trajectories of…
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…
This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterization of local error bounds for the distance to the…
This paper discussed the {\it robust alignment} problem, that is, the problem of aligning the goals of algorithms with human preferences. It presented a general roadmap to tackle this issue. Interestingly, this roadmap identifies 5 critical…
Homotopy perturbation method is used for solving the multi-point boundary value problems. The approximate solution is found in the form of a rapidly convergent series. Several numerical examples have been considered to illustrate the…
In this article, we introduce the interval optimization problems (IOPs) on Hadamard manifolds as well as study the relationship between them and the interval variational inequalities. To achieve the theoretical results, we build up some new…
This paper considers stochastic first-order algorithms for convex-concave minimax problems of the form $\min_{\bf x}\max_{\bf y}f(\bf x, \bf y)$, where $f$ can be presented by the average of $n$ individual components which are $L$-average…
For the planar Navier--Lam\'e equation in mixed form with symmetric stress tensors, we prove the uniform quasi-optimal convergence of an adaptive method based on the hybridized mixed finite element proposed in [Gong, Wu, and Xu:…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
Kinetic traps are a notorious problem in equilibrium statistical mechanics, where temperature quenches ultimately fail to bring the system to low energy configurations. Using multifarious self-assembly as a model system, we introduce a…
In this paper, we propose two parallel extragradient - viscosity methods for finding a particular element in the common solution set of a system of equilibrium problems and finitely many fixed point problems. This particular point is the…
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variables. Problems of this type express the distributional…