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02/13/2023
A regularized variance-reduced modified extragradient method for stochastic hierarchical games
The theory of learning in games has so far focused mainly on games with ...
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12/22/2022
Distributed Random Block-Coordinate descent methods for ill-posed composite convex optimisation problems
We develop a novel randomised block coordinate descent primal-dual algor...
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07/07/2022
A conditional gradient homotopy method with applications to Semidefinite Programming
We propose a new homotopy-based conditional gradient method for solving ...
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03/29/2022
Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems
We consider potential games with mixed-integer variables, for which we p...
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03/08/2022
Mini-batch stochastic three-operator splitting for distributed optimization
We consider a network of agents, each with its own private cost consisti...
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03/24/2021
A relaxed-inertial forward-backward-forward algorithm for Stochastic Generalized Nash equilibrium seeking
In this paper we propose a new operator splitting algorithm for distribu...
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01/04/2021
First-Order Methods for Convex Optimization
First-order methods for solving convex optimization problems have been a...
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08/27/2020
A competitive search game with a moving target
We introduce a discrete-time search game, in which two players compete t...
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04/04/2020
Incentive compatibility in sender-receiver stopping games
We introduce a model of sender-receiver stopping games, where the state ...
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02/11/2020
Self-concordant analysis of Frank-Wolfe algorithms
Projection-free optimization via different variants of the Frank-Wolfe (...
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11/12/2019
Inducing strong convergence of trajectories in dynamical systems associated to monotone inclusions with composite structure
In this work we investigate dynamical systems designed to approach the s...
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11/04/2019
Generalized Self-concordant Hessian-barrier algorithms
Many problems in statistical learning, imaging, and computer vision invo...
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10/30/2019
Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking
We present two distributed algorithms for the computation of a generaliz...
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02/09/2019
Forward-backward-forward methods with variance reduction for stochastic variational inequalities
We develop a new stochastic algorithm with variance reduction for solvin...
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09/25/2018
Hessian barrier algorithms for linearly constrained optimization problems
In this paper, we propose an interior-point method for linearly constrai...
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09/10/2018