FPMCO decomposes multi-constraint RL into KL-projection sub-problems, achieving higher reward with lower computing than second-order rivals on the new SCIG robotics benchmark.

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 ...

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 ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...