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Soroosh Shafiee

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Preprint Sep 2026

Projection-Free Algorithms for Nonsmooth Stochastic Convex-Concave Saddle-Point Problems

We study nonsmooth convex-concave saddle-point problems over compact convex sets, assuming access to stochastic subgradients of the payoff function. We develop single-loop projection-free algorithms that use linear minimization oracles over the primal and dual domains. Unlike prior projection-free approaches that rely...

Khanh-Hung Giang-Tran, Soroosh Shafiee · 0 citations
Preprint Sep 2026

Estimate then Predict: Convex Formulation for Travel Demand Forecasting

Travel demand forecasting is essential for evaluating large-scale infrastructure projects, yet the traditional sequential four-step process can produce inconsistencies across trip distribution, mode choice, and traffic assignment. Although combined models address these inconsistencies, their practical use has been limi...

Youngseo Kim, Gioele Zardini, S. Samaranayake et al. · 6 citations · ⚡1
Preprint Aug 2026

Oracle-Based Distributionally Robust Optimization under Optimal Transport Ambiguity Sets

This paper reduces the inner worst-case expectation problem exactly to a scalar budget allocation task, and embeds this procedure within an oracle-based distributional best-response framework to directly compute an approximate primal-dual solution to the overall DRO problem.

Guixian Chen, S. Fattahi, Soroosh Shafiee · 1 citation

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