We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...
Tsukuba, Japan—Distributed constraint optimization problems are crucial for modeling cooperative-multiagent systems. Asynchronous Distributed OPTimization (ADOPT) is a well-known algorithm for solving ...
The paper intends to give a survey on some important aspects of optimization problems with infinitely many constraints. We consider the structure of the problem, optimality conditions, Newton methods ...