We consider a multi-agent optimization problem where agents aim to cooperatively minimize a sum of local objective functions subject to a global inequality constraint and a global ...
In this paper, we apply the primal-dual decomposition and subgradient projection methods to solve the rate-distortion optimization problem with the constant bit rate constraint. T...
Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time...
In this paper, we apply the primal-dual decomposition and subgradient projection methods to solve the rate-distortion optimization problem with the constant bit rate constraint. Th...
The generation of profitable trading rules for Foreign Exchange (FX) investments is a difficult but popular problem. The use of Machine Learning in this problem allows us to obtai...
Akinori Hirabayashi, Claus de Castro Aranha, Hitos...