Presentations
Presentations
Jalilzadeh A., "Convergence Analysis of Stochastic Quasi-Variational Inequalities", ICCOPT 2025.
Jalilzadeh A., "Efficient Methods for Stochastic Nash Games and Variational Inequalities", Wayne State University, January 2025.
Alizadeh, Z., Yazdandoost Hamedani, E., and Jalilzadeh, A., Single-loop stochastic variance reduced method for variational inequalities, ISMP 2024.
Alizadeh, Z., Yazdandoost Hamedani, E., and Jalilzadeh, A., “Variance-reduction for Variational Inequality Problems with Bregman Distance Function”, INFORMS Annual Meeting 2024.
Boroun M., Yazdandoost Hamedani E., Jalilzadeh A., “Projection-free methods for solving nonconvex-concave saddle point problems”, INFORMS Optimization Society 2024.
Jalilzadeh A., and Yazdandoost Hamedani, E. “A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems", INFORMS Annual Meeting 2023.
Jalilzadeh A., “Stochastic Approximation Methods for Solving Stochastic Nash Equilibrium Problems”, Department of Industrial, Manufacturing, and Systems Engineering, Texas Tech University, September 2023.
Jalilzadeh A., “Stochastic Approximation Methods for Solving Stochastic Nash Equilibrium Problems”, Department of Industrial and Systems Engineering, University of Southern California, September 2023.
Jalilzadeh A., "Primal-dual Methods to solve Nonconvex-concave Saddle Point Problems", SIAM Conference on Optimization 2023.
Jalilzadeh A., "Solving Stochastic Nash Equilibrium Problems using Stochastic (Quasi-)Variational Inequalities", East Coast Optimization Meeting Series 2023.
Jalilzadeh A., “Finding Equilibria in Large (Generalized) Nash Games Using (Quasi) Variational Inequalities”, Statistics and Data Science GIDP Colloquium, The University of Arizona, March 2023.
Alizadeh Z., Jalilzadeh A., Yousefian F., “Complexity Guarantees for Nonlinearly Constrained Nonsmooth Stochastic Convex-Concave Minimax Optimization”, International Conference on Continuous Optimization (ICCOPT) 2022.
Jalilzadeh A., “Primal-Dual Incremental Gradient Method for Nonsmooth and Convex Optimization Problems”, INFORMS Annual Meeting 2021.
Boroun M., and Jalilzadeh, A. (2021) “Inexact-Proximal Accelerated Gradient Method for Stochastic Nonconvex Constrained Optimization Problems”. Winter Simulation Conference (WSC) Phoenix, AZ.
Jalilzadeh A., Yazdandoost Hamedani, E., Aybat N. S., and Shanbhag U. V., “Iteration Complexity of Randomized Primal-dual Methods For Convex-concave Saddle Point Problems”, INFORMS Annual Meeting 2020.
Jalilzadeh, A., and Shanbhag, U. V.(2019) “A Proximal-point Algorithm with Variable Sample-sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems”, Winter Simulation Conference (WSC), National Harbor, MD.
Jalilzadeh, A., Nedich, A., Shanbhag, U. V., and Yousefian, F. (2019) “Rate Analysis For Variance-reduced Stochastic Quasi-newton Schemes For Stochastic Convex Optimization”, INFORMS Annual Meeting 2019, Seattle, WA.
Jalilzadeh, A., Nedich, A., Shanbhag, U.V., and Yousefian, F. (2018) “A Variable Sample-size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization”, Annual Conference on Decision and Control (CDC), Miami Beach, FL.
Jalilzadeh, A., and Shanbhag, U. V. (2018) “Smoothing and Acceleration for Stochastic Convex Optimization”, INFORMS Annual Meeting 2018, Phoenix, AZ.
Jalilzadeh, A., and Shanbhag, U. V. (2017) “On Variable Sample-sizeStochastic Mirror-descent and Fista-like Schemes for Nonsmooth Stochastic Optimization”, INFORMS Annual Meeting 2017, Houston, TX.
Jalilzadeh, A., and Shanbhag, U. V. (2016) “A Variable Sample-Size Stochastic Approximation Scheme (VSSA): Rate analysis and Complexity Trade-offs”, poster presentation at ICML 2016.
Jalilzadeh, A., and Shanbhag, U. V. (2016) “eg-VSSA: an extragradient variable sample-size stochastic approximation scheme: error analysis and complexity trade-offs”, Winter Simulation Conference (WSC), Arlington, VA.