相关论文: Interval Valued Vector Variational Inequalities an…

This article explores fundamental properties of convex interval-valued functions defined on Riemannian manifolds. The study employs generalized Hukuhara directional differentiability to derive KKT-type optimality conditions for an…

Learning representations for solutions of constrained optimization problems (COPs) with unknown cost functions is challenging, as models like (Variational) Autoencoders struggle to enforce constraints when decoding structured outputs. We…

We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…

In this paper, we study federated optimization for solving stochastic variational inequalities (VIs), a problem that has attracted growing attention in recent years. Despite substantial progress, a significant gap remains between existing…

This paper focuses on non-monotone stochastic variational inequalities (SVIs) that may not have a unique solution. A commonly used efficient algorithm to solve VIs is the Popov method, which is known to have the optimal convergence rate for…

We study the connection between a multitime scalar variational problem (SVP), a multitime vector variational problem (VVP) and a multitime vector fractional variational problem (VFP). For (SVP), we establish necessary optimality conditions.…

We develop an interior-point approach to solve constrained variational inequality (cVI) problems. Inspired by the efficacy of the alternating direction method of multipliers (ADMM) method in the single-objective context, we generalize ADMM…

We consider the mirror-prox algorithm for solving monotone Variational Inequality (VI) problems. As the mirror-prox algorithm is not practically implementable, except in special instances of VIs (such as affine VIs), we consider its…

We consider a class of optimization problems with Cartesian variational inequality (CVI) constraints, where the objective function is convex and the CVI is associated with a monotone mapping and a convex Cartesian product set. This…

We improve the understanding of the $\textit{golden ratio algorithm}$, which solves monotone variational inequalities (VI) and convex-concave min-max problems via the distinctive feature of adapting the step sizes to the local Lipschitz…

This paper is concerned with the variational inequality problem (VIP) over the fixed point set of a quasi-nonexpansive operator. We propose, in particular, an algorithm which entails, at each step, projecting onto a suitably chosen…

We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vectors in a vector space. These functions can serve as…

The Multi-Objective Mixed-Integer Programming (MOMIP) problem is one of the most challenging. To derive its Pareto optimal solutions one can use the well-known Chebyshev scalarization and Mixed-Integer Programming (MIP) solvers. However,…

In this paper, we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems, and variational inequalities. This framework allows obtaining many…

In this paper, we discuss variational inequality (VI) problems without monotonicity from the perspective of convergence of projection-type algorithms. In particular, we identify existing conditions as well as present new conditions that are…

Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…

Inverse optimization is the problem of determining the values of missing input parameters for an associated forward problem that are closest to given estimates and that will make a given target vector optimal. This study is concerned with…

The purpose of this paper is to characterize the weak efficient solutions, the efficient solutions, and the isolated efficient solutions of a given vector optimization problem with finitely many convex objective functions and infinitely…

In this paper, we study a class of misspecified variational inequalities (VIs) where both the monotone operator and nonlinear convex constraints depend on an unknown parameter learned via a secondary VI. Existing data-driven VI methods…

This paper deals with approximate Pareto solutions of a nonsmooth interval-valued multiobjective optimization problem with data uncertainty in constraints. We first introduce some kinds of approximate Pareto solutions for the robust…