James Madison (1-2) trailed 66-60 with 59 seconds to play before Nation and Cooke made back-to-back shots to cut the deficit to two, 66-64.
Youngstown State's Blake Allen, who missed two free throws after Cooke's jumper closed the gap to 66-62, converted both free throws this time to extend the Penguins (3-2) advantage to 68-64.
But Diouf hit a fast-break 3-pointer with 23 seconds left, and Youngstown State missed a layup and a tip-in on the other end. Damian Eargle fouled Cooke after Ron Curry's rebound, setting up his game winning free throws.
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