arXiv subjects

Reza Rahimi Baghbadorani

Publications and source records attributed to Reza Rahimi Baghbadorani.

10 recordsLinked to original sources

arXiv2026

Learning in Inverse Games: Tractable Training with Probabilistic Guarantees

Inverse game theory seeks to learn agents' unknown objectives from observed equilibrium behavior. Existing residual-based approaches can lead to non-convex problems and need not ensure strong monotonicity of the learned game, limiting reliable equilibrium prediction. We develop a tractable convex framework for learning static and dynamic non-cooperative games using first-order and Nikaido-Isoda (NI) loss. Specialized operator parameterizations, including a Helmholtz--Hodge decomposition in a reproducing kernel Hilbert space (RKHS), enforce strong monotonicity for quadratic, nonparametric, non-quadratic, and linear-quadratic dynamic games. We establish finite-sample out-of-sample prediction guarantees, using Rademacher complexity to match existing bounds for the non-quadratic setting. For noisy sequential data, we develop a robust receding-horizon learning scheme whose adaptive regularization admits a maximum a posteriori (MAP) interpretation and is computed using randomized trace estimation. Numerical experiments, including a stylized autonomous-vehicle collision-avoidance application, demonstrate predictive accuracy and robustness to measurement noise.

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arXiv2026

A New Lineserach for Accelerated Composite Minimization

The choice of the stepsize in first-order convex optimization is typically based on the smoothness constant and plays a crucial role in the performance of algorithms. Recently, there has been a resurgent interest in introducing adaptive stepsizes that do not explicitly depend on smooth constant. In this paper, we propose a novel linesearch stepsize rule based on function evaluations (i.e., zero-order information) that enjoys provable convergence guarantees for both accelerated and non-accelerated gradient descent. We further discuss the similarities and differences between the proposed stepsize regimes and the existing stepsize rules (including Polyak and Armijo). We numerically benchmark the performance of our proposed algorithms against state-of-the-art methods across three major problems classes of (1) smooth minimization (logistic regression, quadratic programs, log-sum-exponential, and smooth max-cut relaxation) (2) composite minimization ($\ell_1$-regularized least-squares, $\ell_1$-constrained least-squares, and $\ell_1$-regularized logistic regression), and (3) non-convex minimization (cubic minimization). These classes include a wide range of operations research and management applications such as portfolio optimization, discrete choice models, sparse classification and feature selections, high-order optimization and trust-region subproblems.

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arXiv2026

Dynamic Congestion Pricing in Distribution Networks via a Convex-Analytic Bilevel Reformulation

Dynamic congestion pricing is an important tool for managing congestion and coordinating distributed energy resources in active distribution networks. However, scalable mechanisms that preserve participant autonomy remain computationally challenging because the operator-resource interaction is naturally bilevel. This paper develops a convex-analytic framework in which a distribution system operator computes dynamic congestion-price adders, while decentralized energy hubs schedule flexible demand, storage, local generation, renewable curtailment, and grid import/export. Unlike conventional single-level reformulations that replace lower-level problems by Karush-Kuhn-Tucker (KKT) conditions, complementarity constraints, and big-M linearizations, the proposed model represents follower feasibility and optimality through a Fenchel-Young equality involving the convex conjugate of an extended follower objective. The remaining bilinear price-response term is handled through a penalized difference-of-convex reformulation and sequential convex approximation. The method solves continuous convex subproblems and avoids the constraint-wise complementarity and branch-and-bound scaling of mixed-integer KKT reformulations; its main computational drivers are price-response dimension and conjugate evaluation rather than binary encodings of follower inequalities. On augmented IEEE 13- and 34-node feeders, it reduces congestion by 96.89% and 96.45%, respectively, approaches centralized full-information dispatch, certifies price-response consistency to numerical precision, and yields lower residual congestion than time-limited KKT incumbents within the computational budget.

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arXiv2026

Fast Newton methods for linear-quadratic dynamic games with application to autonomous vehicle platooning and intersection crossing

We consider constrained linear-quadratic dynamic games arising in autonomous vehicle platooning, intersection crossing and other cooperative driving scenarios. Infinite-horizon Nash equilibria are reformulated as receding-horizon affine variational inequalities with special structure. Exploiting this formulation, we design Newton-type algorithms with local quadratic convergence. The resulting methods achieve extremely fast convergence, making them well suited for real-time and embedded receding-horizon control in safety-critical traffic applications. Simulations of platooning and intersection crossing demonstrate substantial performance gains over first-order and operator-splitting approaches, hence high application potential.

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arXiv2026

Learning-Based Stackelberg Equilibrium Seeking with Application to Demand-Side Energy Management

Demand-side management (DSM) enables distribution system operators (DSOs) to steer electricity consumption through dynamic price signals or incentive mechanisms, thereby leveraging end-users' flexibility potential for delivering grid services. The resulting hierarchical interaction between the DSO and the end-users can be formulated as a Stackelberg game, where the operator dynamically sets the prices and the end-users optimally respond to them. Efficiently designing these price signals is challenging, as the users' response models are unknown or difficult to estimate. In this paper, we propose a learning-based zeroth-order algorithm for incentive design, in which the iterative update of the incentive signals is efficiently assisted by a data-driven online estimation of the users' responses. The proposed method is then proven to converge to an equilibrium tariff while allowing the DSO to estimate the decision-making problems at the user level. Moreover, the method preserves users' privacy, as the update rule of the DSO is solely based on observations of communicated end-user actions. Numerical simulations employing real-world data illustrate the efficient convergence of our learning-based proposed method, while significantly reducing the number of required interactions between the DSO and the end-users with respect to the state-of-the-art approach.

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arXiv2026

A Douglas-Rachford Splitting Method for Solving Monotone Variational Inequalities in Linear-quadratic Dynamic Games

This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure, we apply the Douglas-Rachford splitting, which generates a solution algorithm with linear convergence rate. The fast convergence of the method enables receding-horizon control architectures. Furthermore, we demonstrate that {the associated VI admits a closed-form solution within a neighborhood of the attractor, thus allowing for a further reduction in computation time.} Finally, we benchmark the proposed method via numerical experiments in an automated driving application.

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arXiv2026

Locally Linear Convergence for Nonsmooth Convex Optimization via Coupled Smoothing and Momentum

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function is the sum of two nonsmooth functions. With regard to convergence rate, we provide the global (optimal) sublinear convergence guarantees of O(1/k), which is known to be provably optimal for the studied class of functions, along with a local linear rate if the nonsmooth term fulfills a so-call locally strong convexity condition. We validate the performance of our algorithm on several problem classes, including regression with the l1-norm (the Lasso problem), sparse semidefinite programming (the MaxCut problem), Nuclear norm minimization with application in model free fault diagnosis, and l_1-regularized model predictive control to showcase the benefits of the coupling. An interesting observation is that although our global convergence result guarantees O(1/k) convergence, we consistently observe a practical transient convergence rate of O(1/k^2), followed by asymptotic linear convergence as anticipated by the theoretical result. This two-phase behavior can also be explained in view of the proposed smoothing rule.

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arXiv2026

A Hybrid Algorithm for Monotone Variational Inequalities

Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter beyond the golden ratio in aGRAAL, the convergence speed can be improved, which motivates us to study the switching between small and large momentum parameters to accelerate convergence. We validate the performance of our proposed algorithms on several classes of variational inequality problems studied in the machine learning and control literature, including Nash equilibrium seeking, composite minimization, Markov decision processes, and zero-sum games, and compare them to that of existing methods.

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arXiv2025

A Frank-Wolfe Algorithm for Strongly Monotone Variational Inequalities

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve projecting onto the desired set at each iteration, a distinctive feature of our proposed method is the use of a linear minimization oracle in each iteration. This difference potentially reduces the projection cost, a factor that can become significant for certain sets or in high-dimensional problems. We validate the performance of the proposed algorithm on the traffic assignment problem, motivated by the fact that the projection complexity per iteration increases exponentially with respect to the number of links.

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arXiv2025

Nash equilibrium seeking for a class of quadratic-bilinear Wasserstein distributionally robust games

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse behaviour. By leveraging relevant properties of this class of games, we show that equilibria of the original seemingly infinite-dimensional problem can be obtained as a solution to a finite-dimensional Nash equilibrium problem. We then reformulate the problem as a finite-dimensional variational inequality and establish the connection between the corresponding solution sets. Our reformulation has scalable behaviour with respect to the data size and maintains a fixed number of constraints, independently of the number of samples. To compute a solution, we leverage two algorithms, based on the golden ratio algorithm. The efficiency of both algorithmic schemes is corroborated through extensive simulation studies on an illustrative example and a stochastic portfolio allocation game, where behavioural coupling among investors is modeled.

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