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Thursday 16 July

Optimization and Control · Cross-listed from cs.LG

Data Driven Block Replacement Scheduling

We develop data-driven algorithms for maintaining $N$ independent identical machines under a block replacement policy, in which each machine is replaced upon failure and all machines are jointly replaced at regular intervals of length $k$. The goal is to learn the cost-minimizing interval $k^*$ from operational data when the lifetime distribution is unknown. At each decision epoch, the operator selects $k \in \{1, 2, \ldots, K\}$, observes the resulting failure history (a mixture of complete and right-censored lifetimes) and incurs a per-unit-time cost governed by the renewal function. We formulate this as a stochastic multi-armed bandit and propose Hoeffding- and Bernstein-based lower-confidence-bound algorithms achieving $O(K \log T)$ regret, matching the Lai–Robbins lower bound. Exploiting a nested observation property unique to block replacement, correlated variants attain $O((K-k^*)\log T)$ regret and require only $O(1)$ direct pulls of suboptimal arms $k < k^*$. A complementary Kaplan–Meier renewal algorithm estimates the lifetime distribution nonparametrically from censored data, achieving almost-sure policy consistency and empirically near-zero incremental regret at long horizons. We additionally analyze two average-cost MDPs: a time-elapsed formulation establishing that block replacement is optimal within its policy class for any lifetime distribution, and an age-vector formulation proving a monotone threshold structure under increasing failure rate distributions and providing a gold-standard cost benchmark. Numerical experiments confirm the theoretical ordering and reveal structural cost gaps between optimal block and age-dependent replacement.
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Optimization and Control

Landscape analysis for shallow neural networks: Complete classification of critical points for cubic activation and affine target functions

In this paper, we study the optimization landscape induced by the true loss for shallow polynomial neural networks (PNNs) with $\mathfrak{h} \in \mathbb{N}$ neurons on the hidden layer, one-dimensional input and output layers, and a monomial activation of degree $d \in \mathbb{N}$, trained against a non-constant affine linear target function. Our first main result provides for arbitrary activation degree $d$ a sharp existence/non-existence criterion for global minimizers with necessary structural conditions. We show that the infimum of the loss is always zero and achievable with at least $d$ active and visible hidden neurons – that is, hidden neurons with non-zero inner and outer weights – with pairwise distinct pivots. In contrast, if $\mathfrak{h} < d$, then the infimum cannot be attained and any minimizing sequence of parameters necessarily diverges to infinity. In the second main result, we provide a complete classification of all critical points of the loss function for the cubic activation. We show that the loss landscape admits no local maximizers, critical points cannot have exactly two distinct pivots, global minimizers require at least three distinct pivots, critical points with no active hidden neurons correspond to saddle points only, and consequently, non-global local minimizers and non-trivial saddle points arise only in networks where all pivots coincide. Moreover, non-global local minimizers require all hidden neurons to be active and visible with exactly one hidden neuron having a slope sign matching that of the target function. Our second main result also guarantees that each hidden neuron of a critical point that is not a global minimizer has either input-dependent or zero contribution, but has no nonzero input-independent contribution, to its corresponding realization function.
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Optimization and Control

Robust Optimal Control of Arbitrarily Switched Systems: A Path-Complete Framework

This paper addresses the robust control of switched systems under arbitrary switching with performance guarantees. We propose a framework that jointly synthesizes a feedback policy and a certified upper bound on its corresponding infinite-horizon closed-loop value function. The proposed upper bound not only certifies the performance of the synthesized policy, but can also be optimized during controller synthesis. More precisely, our approach associates functions with the nodes of a path-complete graph and enforces graph-based Bellman inequalities along its edges. Exploiting a newly introduced notion of reachability graph, these functions are combined into both a feedback policy and a certified upper bound on its corresponding closed-loop value function, expressed as a pointwise min-max combination of the graph-indexed functions. For linear switched systems with quadratic stage costs, the proposed framework admits tractable computational formulations based on semidefinite programming and alternating optimization. Numerical experiments, including a building temperature regulation benchmark, demonstrate the practical usefulness of the proposed approach both for direct feedback control using the synthesized policy and for model predictive control using the certified upper bound as a terminal cost.
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All authors Léa Ninite, Adrien Banse, Guillaume O. Berger, Raphaël M. Jungers

Optimization and Control

Heilbronn's Problem in the Unit Triangle: Certified Optimal Configurations for up to $n\le 8$

We study Heilbronn's triangle problem in the unit right triangle, where $n$ points are placed to maximize the smallest of the $\binom{n}{3}$ triangle areas they span. We prove a boundary-structure result: unless all three vertices are occupied, some optimal configuration with $n \ge 5$ has at least four points on the boundary, one edge carrying two of them. With the affine $S_3$ symmetry this fixes four boundary points and $n$ orientation variables in a mixed-integer model that certifies global optimality for all $n \le 8$: for $n = 8$ apparently the first proof, and for $n = 7$ an independent confirmation of the symbolic-computation proof of Zeng and Chen. For $n \le 7$ we obtain exact optima with explicit configurations. For $n = 8$ the optimum is conjectured to be the real root of a septic obtained by Chen, Zeng and Zhou, which our reconstruction confirms to $250$ digits. We show its Galois group is $S_7$, so on that conjecture no expression in radicals exists.
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Optimization and Control

Statistical Inference for Scenario-Based Dynamic Optimization under Uncertainty

Motivated by batch and semi-batch process operation, we study finite-horizon open-loop dynamic optimization problems with uncertain parameters. A common computational approach replaces the expected performance criterion by an average over finitely many sampled parameter realizations. We develop a statistical theory for the resulting sample-based optimal value as an estimator of the population optimal value. The analysis is based on a stability estimate showing that terminal losses depend Lipschitz continuously on the time-integrated control, which records the cumulative input delivered up to each time. This estimate yields a functional central limit theorem for the sample-based objective and a statistical limit theorem for the corresponding optimal value error. As a consequence, we obtain confidence intervals for the population optimal value. When the population optimizer is unique, the limit is Gaussian and leads to a plug-in confidence interval. When multiple optimal policies may exist, we use a subsampling confidence interval that does not require uniqueness. The methodology is illustrated on two fed-batch case studies in which feed-rate profiles are optimized under parametric uncertainty.
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Optimization and Control · Cross-listed from cs.RO

Steering Robustness into World Action Models via Mechanistic Interpretability and Optimal Control

World Action Models (WAMs) enable semantically- and physically-informed control but are brittle under distribution shift. In this work, we use mechanistic interpretability to study how robustness-relevant perturbations are represented in WAM activation space. Comparing activations across successful and unsuccessful rollouts, we find some WAM architectures exhibit low-dimensional linear separability for robustness-critical features, while others do not. This motivates the use of contrastive activation directions for training-free WAM steering. We also show that local linearity in WAM activation dynamics enables efficient feedback steering via model-based optimal control, yielding World-Action Linear Quadratic Regulator (WA-LQR), a minimally-invasive reduced-order LQR controller. Via mechanistic evaluations, we predict strong steerability in the Cosmos-Policy and DiT4DiT models but weak steerability in LingBot-VA, consistent with steering intervention results. On Cosmos-Policy and DiT4DiT, WA-LQR generalizes contrastive directions to new tasks and improves robustness to camera, gripper, and visual-noise perturbations over unsteered and prompt steering baselines.
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All authors Jihoon Hong, Julian Skifstad, Qiyue Dai, Alice Chan, Glen Chou

Optimization and Control

Finite-Dimensional Feedback Stabilization of Nonautonomous Stochastic Parabolic Equations

We investigate finite-dimensional feedback stabilization for nonlinear nonautonomous stochastic parabolic equations driven by $Q$-Wiener, covering both additive and multiplicative perturbations. The control is given by a finite linear combination of localized indicator-type actuators whose supports are selected as part of the construction and may have arbitrarily small total measure. The feedback law is constructed by means of oblique projections onto suitable finite-dimensional subspaces. Within the variational Gelfand triple framework, we prove well-posedness of the closed-loop system under standard coercivity, growth, and global Lipschitz assumptions. By appropriately choosing the actuator configuration and feedback strength, we establish exponential mean-square stabilization of the stochastic dynamics and, for pure multiplicative noise, almost-sure stabilization. A fully discrete three-layer implementation complements the theoretical results. Numerical experiments illustrate the influence of number of actuators, noise intensity, and nonlinear effects on the closed-loop stabilization behavior.
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Optimization and Control · Cross-listed from eess.IV

Domain Adaptation of Mismatched Proximal Denoiser for Plug-and-Play Image Reconstruction

Plug-and-play proximal gradient descent (PnP-PGD) enables flexible image reconstruction by using denoisers as implicit priors. In practice, these denoisers are often deployed outside their training domains. Existing analyses establish convergence under structural assumptions on the deployed denoiser, such as requiring it to be a proximal map or a contraction. However, they do not measure how domain mismatch affects convergence of PnP-PGD. We define this effect as proximal mismatch: the discrepancy between a deployed denoiser $\widehat{\mathsf D}$ and a target-domain reference map $\mathsf D_\star=\operatorname{prox}_{R_\star}$ associated with the underlying regularizer $R_\star$. Under this mismatch, each denoising update becomes an inexact proximal step for the target objective. We further derive a stationarity bound that decays at a rate of $\mathcal{O}(1/K)$, with an additive term proportional to the average squared proximal mismatch. This result motivates adaptation via proximal matching rather than MSE-based adaptation alone. We study this approach with two established denoiser families: learned proximal networks and gradient-step denoisers. Experiments on Gaussian deblurring and super-resolution under substantial domain shift show that proximal matching adaptation improves reconstruction quality significantly over MSE-based adaptation, yielding the largest numerical gains in the few-shot regime.
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Optimization and Control

Tamed Stochastic Gradient Hamiltonian Monte Carlo

In this paper, we propose a novel tamed stochastic gradient Hamiltonian Monte Carlo (tSGHMC) algorithm for sampling and stochastic optimization problems with superlinearly growing stochastic gradients. Under a certain continuity in average condition and a strong convexity condition, we establish a non-asymptotic error bound in Wasserstein-2 distance for tSGHMC with the rate of convergence equal to $1/4$. Then, we derive an upper estimate for the associated expected excess risk, which provides a theoretical guarantee for the performance of tSGHMC. To illustrate the effectiveness of the proposed algorithm, we apply tSGHMC to practical examples, including a newsvendor problem and a Conditional Value-at-Risk minimization problem, using synthetic and real-world datasets. Numerical results support our theoretical findings. Furthermore, we compare tSGHMC with its first-order counterpart, namely, the tamed unadjusted stochastic Langevin algorithm. Simulation results demonstrate that tSGHMC achieves lower root mean square error and expected excess risk across a range of tasks.
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Optimization and Control · Cross-listed from eess.SY

Modular Sign Compensation for MIMO Systems with Unknown Control Direction: An Exact Nominal Recovery Approach

This paper addresses stabilization of MIMO systems with uncertain time-varying diagonal input direction. We propose a modular switching sign-compensation layer acting as an outer wrapper around a nominal controller. Unlike Nussbaum-type gains, monitoring functions, or binary adaptive mechanisms, the method uses only bounded sign changes that preserve the nominal control magnitude and its properties. The compensation layer uses adaptive variables built from nominal Lyapunov quantities to search for the unknown input-sign configuration based on schedulers. Two schedulers are developed: a vector scheduler, where each input channel explores its own sign compensation and admits an online trapping certificate, and a scalar pattern scheduler, where one variable visits all diagonal sign matrices and gives a design-time recovery guarantee on sufficiently long constant-sign intervals. Once the correct sign configuration is set, the actual closed loop coincides with the nominal closed loop and the original nominal stability property is recovered. The approach is illustrated on a flight roll-reversal problem, a visual-servoing benchmark, and an underground-reservoir control example motivated by human induced-seismicity mitigation.
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Optimization and Control

A Slow-Fast Stochastic Framework for Zeroth-Order Distributed Time-Varying Optimization

This paper investigates the distributed time-varying optimization of stochastic multi-agent systems (SMASs) using only zero-order information. Unlike existing methods that directly couple gradient estimation and optimization updates on a single time scale, this paper constructs a novel stochastic singular perturbation framework by introducing auxiliary fast systems. The proposed scheme naturally forms a slow-fast coupling structure: by introducing auxiliary variables and constructing fast subsystems to generate smooth gradient estimates, while the agent's state evolution, as the slow subsystem, performs distributed optimization and consensus. The convergence of the proposed scheme is analyzed using stochastic singular perturbation techniques and stochastic Lyapunov theory. The results show that the fast subsystem converges rapidly to the instantaneous stochastic gradient estimates, while the slow subsystem achieves practically fixed-time consensus (Pfxc) in probability and asymptotically bounded tracks the time-varying optimal trajectory. Furthermore, this paper establishes explicit bounds to characterize the effects of parameters, stochastic disturbances, and the properties of the objective function on tracking performance. Finally, the theoretical results are validated through numerical simulations.
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Optimization and Control · Cross-listed from cs.LG

What's in a Smoothness Constant? Tighter Rates for Local SGD with Bounded Second-order Heterogeneity

Local SGD, also known as Federated Averaging, is a widely used distributed optimization algorithm. Although Local SGD often outperforms alternatives such as Mini-batch SGD in practice, theory still only partially explains when and why local updates help under realistic data heterogeneity. Recent work by [Patel et al., 2025] shows that a bounded second-order heterogeneity assumption captures the efficiency of Local SGD for strongly convex objectives, and conjectures that the same principle extends to the general convex setting. In this paper, we prove this conjecture by establishing an improved convergence guarantee for Local SGD on general convex objectives under bounded second-order heterogeneity. We also improve the best-known lower bounds for Local SGD in this setting, showing that our upper bounds are nearly tight. Together, these results provide a sharper, more fine-grained convergence theory for Local SGD. As a further application of our techniques, we provide a lower bound for serial SGD with replacement, showing how second-order heterogeneity captures the impact of rare high-curvature clients.
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All authors Kumar Kshitij Patel, Rustem Islamov, Sebastian U Stich, Aurelien Lucchi, Eduard Gorbunov, Lingxiao Wang

Optimization and Control

State-Dependent Metric Projection Neural Network for Variational Inequalities

Projection-based dynamical systems and projection neural networks offer a continuous-time approach to solving variational inequalities by driving the state toward its projection onto the feasible set. However, most existing models are built on a fixed Euclidean or constant metric, which can lead to poor conditioning and slow convergence when the operator or feasible set geometry is highly anisotropic. This paper introduces a state-dependent metric projection dynamical system, referred to as a state-dependent scaled projection neural network (SD-SPNN), in which the geometry of the projection operator evolves smoothly with the state. The dynamics generalize classical projected dynamical systems and projection neural networks by embedding continuous-time preconditioning directly into the flow. Under standard monotonicity assumptions on the operator and mild regularity conditions on the metric, we establish existence of solutions, an exact equilibrium-solution correspondence with the underlying variational inequality, and Lyapunov-based stability properties. The framework unifies Euclidean, constant-metric, and state-dependent projection neural network within a single continuous-time model. Numerical experiments illustrate how state-dependent metrics reshape the transient geometry of the projected dynamics while converging to the same equilibrium.
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Optimization and Control · Cross-listed from cs.LG

Adaptive Runge-Kutta Step Control Buys Training Loss, Not Generalization: An Honest Compute-Matched Study of RK-Adam Optimizers

Interpreting optimizers as gradient-flow discretizations has motivated applying higher-order Runge-Kutta (RK) integrators to neural networks. We build a representative Adam variant (Bogacki-Shampine 3(2) RK pair, FSAL reuse, local-error step control) and evaluate it under a strict compute-matched protocol giving every method the same gradient-evaluation budget - an accounting this literature rarely enforces. Under it the RK variant loses to plain Adam on training loss in both minibatch and full-batch (RK's best-case) training. Instrumenting it shows the "adaptivity" is illusory: normalized error stays far below tolerance, the step size pins at its growth cap from step one (98-100 percent of steps), and no rtol x hmax x h0 setting makes it act; tolerances spanning 100x give bit-identical trajectories. The method is exactly fixed-step Adam with an averaged gradient at 3-4x cost. Repairing it (true reject branch; error on the applied map) reverses the full-batch result - about 40x lower training loss than tuned Adam - and a fixed-step control isolates adaptivity (an emergent warmup-and-growth schedule) as the mechanism. But the gain is fragile to the initial step size and does not reach test accuracy. A pre-registered follow-up rules out the obvious explanations: deeper minimization does not overfit, and an explicit temperature knob only hurts - leaving a trajectory effect, the controller selecting a minimum generalizing 1.3-3.4 points below first-order descent at equal depth. An n=10 study confirms one secondary effect: gradient averaging is a genuine implicit regularizer, beating lr-matched Adam and AdamW on 10/10 seeds - yet RMSprop and NAdam match or beat it at a third the per-step cost. Higher-order adaptive integration buys deeper deterministic minimization and a small regularization effect, but nothing a cheaper, well-tuned first-order baseline does not already provide.
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Optimization and Control

Using a MIP Solver as a PDHG-Based MIP Heuristic

The PDHG algorithm provides a new capability for solving difficult linear programming (LP) problems: the ability to find low-accuracy solutions quickly. While such solutions may not be applicable in all applications of LP, one possible use is to accelerate heuristics for finding feasible solutions to Mixed-Integer Programming (MIP) problems, where these approximate LP solutions can hopefully guide a heuristic towards accurate and high-quality MIP solutions. While a monolithic heuristic that exploits PDHG solutions would be useful, we pose a broader question here: could we replace the default LP solver in a modern MIP solver with PDHG to accelerate most (or all) of its existing heuristics? We find that doing so does have some obvious drawbacks, preventing us from using several powerful MIP techniques, but it leaves most others unaffected, ultimately resulting in a heuristic that often finds high-quality, high-accuracy solutions faster than current state-of-the-art strategies.
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Wednesday 15 July

Optimization and Control · Cross-listed from cs.LG

Double-Scoring: Reliable Extraction of Strong Lottery Tickets

The lottery ticket hypothesis proposes that large random neural networks contain sparse subnetworks that can match the performance of dense models after comparable training. A stronger version asserts that sufficiently overparameterized random networks contain subnetworks that are already accurate before any weight training. Existing theory establishes that such strong lottery tickets exist, but reliable extraction remains difficult. We revisit edge-popup, a frozen-weight score-training method for extracting strong tickets, and identify layerwise sparsity selection as a central bottleneck. We introduce double-scoring, an augmented score-space parameterization that replaces a layerwise sparsity search with optimization over enlarged score tensors. We prove that fixed-density masking in an augmented score space preserves access to all original-coordinate masks, and we show that the resulting method can be interpreted as edge-popup on a zero-augmented network. In controlled experiments, double-scoring substantially improves strong-ticket extraction over fixed-density edge-popup and pruning-at-initialization baselines, improves on the performance of rewound sparse-training topologies, and exhibits markedly lower sensitivity to sparsity hyperparameters. Ablations show that the gain is not merely due to additional trainable score parameters, but is tied to the augmented score-space competition that induces the effective original sparsity.
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All authors Bryce A. Christopherson, Jack Baretz, Darian Colgrove, Salah Dandan

Optimization and Control · Cross-listed from cs.LG

Lyapunov Guidance: A Unified Framework for Stabilizing Generative Flows

Flow matching has emerged as an effective framework for learning complex data distributions, but adapting pretrained flow models to new tasks often requires computationally expensive retraining. Post-training guidance provides a more efficient alternative, but existing methods are largely heuristic and offer no explicit stability guarantees. We address this limitation by proposing LyaGuide, a unified Lyapunov-guided framework that formulates flow guidance as a Lyapunov control problem. Our main theoretical result establishes an equivalence between guided flow matching and Lyapunov control, thereby unifying common guidance strategies, such as classifier guidance, reward guidance, and energy-based guidance, within a single control-theoretic framework. To enforce the Lyapunov condition, we introduce a pseudo-projection operator with a closed-form expression that endows learned or heuristic guidance terms with explicit stability guarantees. LyaGuide supports two practical settings: a model-driven setting, where the target guidance distribution is specified through a known Lyapunov function, and a data-driven setting, where the guidance is adapted from task-specific downstream data. LyaGuide is compatible with existing guidance methods, introduces minimal additional computational overhead, and is straightforward to integrate in practice. Extensive experiments on synthetic benchmarks, image inverse problems, reinforcement learning planning, and energy-based modeling demonstrate consistent improvements in sample quality, guidance fidelity, and robustness, while maintaining computational efficiency.
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All authors Jingdong Zhang, Xinze Li, Yize Jiang, Luan Yang, Minkai Xu, Junhong Liu

Optimization and Control · Cross-listed from quant-ph

Principles of Quantum Optimization for Constrained Problems

Constrained combinatorial optimization underlies many industrial and technological decision problems. We develop a spectral theory that unifies many quantum optimization algorithms. We show that computational slowdown is driven by entanglement restructuring: the creation, redistribution, and destruction of entanglement during system evolution. The severity of the slowdown depends on how much entanglement must be changed. We show that algebraic properties of constraints induce such restructuring, and that constraint-aware dynamics reduce the associated slowdown by avoiding unnecessary restructuring. This framework explains why constraint-aware quantum methods can outperform generic penalty-based approaches. The theory connects constrained optimization, computational complexity, entanglement dynamics, and Hamiltonian spectral structure across continuous-time and circuit-based quantum optimization paradigms.
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Optimization and Control · Cross-listed from cs.SI

An Epidemic Threshold Set for Networks

In this paper, we investigate a discrete-time SIS epidemic model and the epidemic thresholds on complex networks. We focus on proposing a community-level epidemic threshold set and establishing a comparative result between the local epidemic thresholds and the global epidemic threshold. To verify our theoretical findings and structural properties, we conduct numerical experiments on one synthetic network (Network1) and one real-world network (the Haslemere contact network). Our numerical simulations, along with the computation and statistical ranking of the epidemic threshold sets, align accurately with our theoretical results.
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Optimization and Control

Piecewise smooth functions and conservative fields: calculus for nonsmooth nonconvex optimization beyond stratification

In this paper, we show that the piecewise gradient associated with a representation of a continuous piecewise-$C^{p}$ function is a selection of a conservative field. Specifically, we prove that a set-valued map whose selections include the piecewise gradients, also called associated gradients, has the chain rule property along Lipschitz curves. As a consequence, continuous piecewise smooth functions are path differentiable and their Clarke subdifferentials satisfy the chain rule property. These results establish a connection between a representation-based calculus for nonsmooth automatic differentiation and the conservative-field framework. From an algorithmic perspective, we show that bounded iterates of the stochastic piecewise-gradient method converge to the set of conservative critical points. With an additional Lebesgue-null interface condition, a generic stepsize scaling, and a generic initialization, this result holds for the Clarke critical set. Finally, we demonstrate that, even with the interface condition, the graph of a Lipschitz continuous and piecewise-$C^{\infty}$ function need not admit a $C^1$ stratification satisfying Whitney's condition (a). Thus, the analysis developed here does not fall within the setting of Whitney stratifiable functions (e.g., semialgebraic functions).
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Optimization and Control · Cross-listed from math.FA

Further quantitative moduli around uniform convexity

We derive new formulas for quantities involved in the study of uniformly convex spaces, linear and nonlinear.

Optimization and Control · Cross-listed from cs.DS

Beyond the $d^{2.5}$-mixing bound for Dikin walks on polytopes

Inspired by interior-point methods (IPM) for structured convex optimization, Kannan and Narayanan introduced the Dikin walk for sampling uniformly from polytopes in 2009. As in IPMs, the Dikin walk is affine-invariant, and its convergence is governed by the barrier geometry used to define its local proposal. They showed that the Dikin walk with the logarithmic barrier for a polytope in $\mathbb{R}^{d}$ with $m$ linear inequalities mixes in $md$ iterations. In 2017, Chen, Dwivedi, Wainwright, and Yu improved this to $d^{2.5}$ using a Lewis-weight barrier, and conjectured that the correct mixing time should be $d^{2}$. We make progress toward this conjecture by improving the previous $d^{2.5}$-mixing bound. For exponential sampling over a polytope, we prove that the Dikin walk with a scaled Lee–Sidford metric mixes from a warm start in $d^{2.25}$ iterations. This also yields an improved cold-start complexity via a known annealing framework. The main technical ingredient is improved average self-concordance of the Lee–Sidford metric, which gives high acceptance probability for the Metropolis filter along a random Dikin proposal. While previous analyses were effectively limited to second-order control due to technical difficulties, we develop a principled higher-order analysis. The proof combines a selective higher-order expansion of recursive bottleneck terms, a moving orthonormal-frame calculus for higher derivatives of the Lewis weights, and Wiener-chaos decompositions via multiple stochastic integrals to control the resulting Gaussian polynomials.
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Optimization and Control · Cross-listed from eess.SY

VSC-HVDC setpoint adjustment for maximum grid utilisation under voltage constraints

Voltage-source converter high-voltage direct current (VSC-HVDC) links offer controllable active and reactive power output, making them a promising asset for emergency voltage support. This paper presents an analytical method for adjusting the active power setpoint of a VSC-HVDC station to maximise loadability during voltage-stressed conditions. By exploiting the geometric structure of converter capability limits, a closed-form expression for the optimal setpoint is derived under combined current and voltage constraints. The method requires local voltage measurements and an estimate of a wide-area voltage angle difference, making it suitable for real-time emergency control without global optimisation. Validation on the Nordic Test System confirms that the analytically predicted optimum is consistent with the setpoint yielding the highest loadability, and that adjustments of active power setpoint can yield a more-than-proportional increase in loadability. The results further indicate robustness to angle estimate uncertainty.
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Optimization and Control · Cross-listed from math.AP

Strict Lyapunov function for the one-dimensional linear wave equation with a locally distributed damping

We construct an explicit strict Lyapunov function for the one-dimensional linear wave equation with a locally distributed damping and Dirichlet boundary conditions.

Optimization and Control

Bayesian Risk Preference Persuasion

A decision-maker's risk preference is inherently unstable and may adjust in response to external information, shaping subsequent choices and their outcomes. This paper develops a persuasion framework to study how information can be designed to steer risk preferences and decision results. In our framework, a receiver starts with an initial risk preference represented by a coherent risk measure and revises it after observing a system state generated by an information rule claimed by a sender. The revision must preserve time consistency of risk evaluations before and after the state realization. We investigate two models under this framework: one focuses purely on how receiver's risk preference is influenced by information, the other also incorporates receiver's decision. For both models, we investigate the sender's optimal information design problem by analyzing the induced distribution of posterior beliefs over states. Each belief leads to specific preference revisions and corresponding conditional risk assessments. We identify conditions under which information design benefits the sender across several settings and illustrate the framework's potential in risk management through an application to reinsurance design.
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Optimization and Control · Cross-listed from cs.RO

Dynamical Vehicle Orienteering Problem for Multi-Rotor Unmanned Aerial Vehicles

This paper introduces the Dynamical Vehicle Orienteering Problem (DVOP), a generalization of the Orienteering Problem (OP). The OP maximizes the reward collected from spatial targets under a limited travel budget; the DVOP extends it by accounting for both external and vehicle-actuated forces. We study the DVOP in the context of multi-rotor Unmanned Aerial Vehicle (UAV) flight planning, using a three-dimensional Point-Mass Model (PMM) constrained by maximum velocity and acceleration magnitudes and subject to gravitational acceleration, with the travel budget expressed as a maximum flight time. Because the DVOP couples reward maximization with time-optimal trajectory planning, it cannot be formulated as a simple graph problem and solved exactly without relaxing or under-actuating the vehicle dynamics. We therefore propose two solution approaches: a Branch-and-Bound (BnB) procedure that combines Non-Linear Programming (NLP) and Mixed-Integer Linear Programming (MILP) to provide high-quality solutions, and a Large Neighborhood Search (LNS) metaheuristic that supplies an initial reward bound and scales to instances intractable for the BnB. The BnB relies on a novel MILP formulation of travel costs based on minimum-time trajectory primitives through target triplets, yielding a tight reward upper bound, while the LNS uses limited thrust decomposition to compute fast, high-quality PMM trajectories. Experiments on benchmark instances show improvements of up to 37 % over state-of-the-art solutions for the Kinematic Orienteering Problem, and a real-world deployment on a multi-rotor UAV verifies the proposed PMM solution trajectories.
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All authors František Nekovář, Matej Novosad, Martin Saska, Robert Pěnička

Optimization and Control · Cross-listed from quant-ph

A phase transition in the exactness of the NPA hierarchy at the critical doubly-tilted CHSH functional

Gigena et al. [npj Quantum Inf. 11, 82 (2025)] proved the exact quantum maximum of the doubly-tilted CHSH functional $B_{\alpha\beta}=\alpha\langle A_0\rangle+\beta\langle B_0\rangle+\mathrm{CHSH}$ and observed that the NPA level required to reach it grows without evident bound toward the critical line $\alpha+\beta=2$. We quantify the mechanism on the symmetric slice $s=2-\alpha-\beta$: (i) the quantum value leaves the local bound cubically, $c_Q=4-s+s^3/6-s^4/36+O(s^5)$; (ii) each NPA level overshoots quadratically, $c_k(s)=4-s+a_k s^2+O(s^3)$, with the almost-quantum coefficient computed exactly, $a_{1+AB}=3/64$; (iii) the divergence of the required exact level is equivalent to positivity of the single sequence $(a_k)$ - proven for every $k$ in the companion paper. We prove the supercritical side completely: for all $\alpha,\beta\ge 1$ and every level the hierarchy is exact, via three explicit rational certificates realizing an affine identity. The hierarchy's exactness thus undergoes a phase transition at the critical line. On the subcritical side we certify the first four levels in exact arithmetic (rational pseudo-moments beating $c_Q$, confirmed by Sturm's theorem). We identify the exact mechanism: rescaled to the critical corner, the limiting obstruction is the Motzkin polynomial, the classical nonnegative-but-not-sum-of-squares form, so the finite-level failure sits in the restricted-certificate regime. The phase boundary has a precise geometric reading via Nie's finite-convergence theorem and Marshall's boundary Hessian condition: a self-tested optimum is finitely NPA-certifiable whenever its boundary Hessian is nondegenerate (contact order two), which holds for the single tilt and fails exactly at the doubly-tilted cubic touch. Three verified errata in the published polynomial system of Gigena et al. are documented.
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Optimization and Control · Cross-listed from quant-ph

No finite level of the NPA hierarchy is exact for the doubly-tilted CHSH functional near the critical tilt

Gigena, Panwar, Scala, Araujo, Farkas and Chaturvedi [npj Quantum Inf. 11, 82 (2025)] determined the quantum maximum of the doubly-tilted CHSH functionals, observed that the Navascues-Pironio-Acin level needed for exactness grows without evident bound toward the critical tilt, and asked whether any finite level suffices. We answer this in the negative. For the symmetric critical family $B_s=(1-s/2)(\langle A_0\rangle+\langle B_0\rangle)+\mathrm{CHSH}$ we prove: for every NPA level $k\ge 2$ there are an explicit rational $g_k>0$ and an $s^*_k>0$ with $c_k(s)\ge 4-s+g_k s^2$ on $(0,s^*_k]$; since the quantum value leaves the local bound only cubically, every finite level strictly overshoots on an interval: no finite level is exact on any neighbourhood of the critical point. Unconditionally $a_2>1/39$, $a_3>1/188$, $a_4>1/641$. The proof is a primal construction: an exactly feasible moment curve at each level, built from level-uniform structural laws and one level-independent signed witness – a closed-form class function $y^*$ with $N_k^T\Gamma(y^*)N_k=u_k u_k^T$ at every level. The mechanism forces the sign: for $k\ge 3$ no quantum state and no smooth curve of quantum models can realize the gain direction, so the overshoot lives strictly in the non-quantum part of the NPA tangent cone. The proof is computer-assisted in the strict sense: finite exact-integer verifications with proven degree bounds are constituent parts of the argument; the chain has been re-verified against independent implementations, including a symbolic per-regime proof of the witness identity and a clean-room implementation written from the paper text alone. The one external input is the published quantum value of Gigena et al., cross-checked to twelve digits.
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Optimization and Control · Cross-listed from math.PR

Load Balancing with Individually Heterogeneous Servers

In this paper, we analyze the diffusion limit of Join-the-Shortest-Queue (JSQ) load balancing policies for a system with many parallel queues where each queue is being served by a server with a potentially different service rate. Prior asymptotic analyses of JSQ policies assumed servers to have service rates from a finite set which does not capture scenarios in modern data centers where service rates can vary at the level of individual servers. For systems with individually heterogeneous servers, tracking the empirical queue length distribution for each possible service rate becomes infeasible. To overcome this difficulty, we develop a framework based on measure-valued processes and provide a unified analysis of all JSQ-based load balancing policies under general tie-breaking rules. Our analysis identifies two key objects that distinguish the performance of different tie-breaking rules in the Halfin–Whitt regime, namely, the limiting fairness process which describes how idle servers are distributed across different service rates and the limiting routing measure which describes how arriving jobs are assigned across different service rates. In addition to characterizing the diffusion limits for different tie-breaking rules, we identify the tie-breaking rule which asymptotically minimizes the steady-state distributions of the diffusion-scaled total number of jobs and the diffusion-scaled number of waiting jobs. In proving these results, we develop crucial coupling-based sample-path comparisons which provide both policy-independent steady-state bounds and lower bounds to prove asymptotic optimality.
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Optimization and Control

Polynomial iISS for a class of Timoshenko equations with external disturbances and infinite history memory

This paper investigates the robustness of Timoshenko equations subject to external disturbances and infinite history memory within the integral input-to-state stability (iISS) framework. While polynomial iISS (PiISS) is a powerful tool for characterizing the influence of these two factors, the existing definitions of PiISS rely on graph norms of the state, which are inconsistent with the classical iISS notion for infinite-dimensional systems. In this paper, we provide a rigorous PiISS definition for a class of Timoshenko equations solely via the state norm, and derive sufficient conditions for PiISS under the Tolksdorf condition on the relaxation function, as well as exponential iISS (EiISS) under a stronger condition. The well-posedness is established by using the semigroup and elliptic equation theories. The PiISS and EiISS are assessed by constructing appropriate Lyapunov functionals and employing various a priori estimates of solutions, thereby fully characterizing the impact of disturbances and history memory on system stability.
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