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Author

Xiaojun Chen

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Preprint Sep 2026

An Adaptive Projected-Gradient Algorithm for Sample-Average Approximations of Stochastic Multi-Objective Optimization

A line-search-free and function-value-free adaptive projected-gradient algorithm for the sample-average approximation (SAA) problem that transfers vanishing SAA residuals to Pareto stationarity for the population problem, while an additional concentration argument gives a finite-sample residual bound on compact sets.

Yi-Yang Li, Lei Wang, Xiao-Jun Chen · 0 citations
Preprint Aug 2026

Stability of Differential Stochastic Variational Inequalities with History-Dependent Responses and Transfer Learning

A class of differential stochastic variational inequalities (DSVIs), in which an ordinary differential equation (ODE) is coupled with history-dependent stochastic variational inequalities (SVI), is proposed and studied, which provides theoretical and computational support for efficient transfer learning in history-depe...

Xiaojun Chen, Jian Guo, Xin Guo et al. · 0 citations

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