Farzad Yousefian
Orcid: 0000-0003-2628-741X
According to our database1,
Farzad Yousefian
authored at least 28 papers
between 2010 and 2024.
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Bibliography
2024
Stochastic Approximation for Estimating the Price of Stability in Stochastic Nash Games.
ACM Trans. Model. Comput. Simul., April, 2024
Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games.
Optim. Lett., March, 2024
Achieving Optimal Complexity Guarantees for a Class of Bilevel Convex Optimization Problems.
Proceedings of the American Control Conference, 2024
Distributed Gradient Tracking Methods with Guarantees for Computing a Solution to Stochastic MPECs.
Proceedings of the American Control Conference, 2024
2023
An Incremental Gradient Method for Optimization Problems With Variational Inequality Constraints.
IEEE Trans. Autom. Control., December, 2023
Math. Program., April, 2023
Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023
2022
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization.
Math. Oper. Res., 2022
2021
A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints.
SIAM J. Optim., 2021
Proceedings of the 2021 American Control Conference, 2021
An Incremental Gradient Method for Large-scale Distributed Nonlinearly Constrained Optimization.
Proceedings of the 2021 American Control Conference, 2021
2020
On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis.
SIAM J. Optim., 2020
2019
Self-Tuned Mirror Descent Schemes for Smooth and Nonsmooth High-Dimensional Stochastic Optimization.
IEEE Trans. Autom. Control., 2019
A First-order Method for Monotone Stochastic Variational Inequalities on Semidefinite Matrix Spaces.
Proceedings of the 2019 American Control Conference, 2019
A Randomized Block Coordinate Iterative Regularized Subgradient Method for High-dimensional Ill-posed Convex Optimization.
Proceedings of the 2019 American Control Conference, 2019
An Iterative Regularized Incremental Projected Subgradient Method for a Class of Bilevel Optimization Problems.
Proceedings of the 2019 American Control Conference, 2019
2018
Proceedings of the 2018 Winter Simulation Conference, 2018
2017
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems.
Math. Program., 2017
A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems.
Proceedings of the 2017 Winter Simulation Conference, 2017
2016
Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games.
IEEE Trans. Autom. Control., 2016
Stochastic quasi-Newton methods for non-strongly convex problems: Convergence and rate analysis.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016
2014
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014
2013
A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013
A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games.
Proceedings of the American Control Conference, 2013
2012
Autom., 2012
2011
A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities.
Proceedings of the Winter Simulation Conference 2011, 2011
2010
Convex nondifferentiable stochastic optimization: A local randomized smoothing technique.
Proceedings of the American Control Conference, 2010