Optimization and Control
Long-time Stability and Convergence of Particle Swarm Optimization
Giacomo Borghi, Hui Huang and Dohyeon Kim
Particle Swarm Optimization (PSO) is a global optimization
algorithm defined by an interacting set of particles evolving over the search space. Heuristically motivated, its theoretical analysis remains limited due to the second-order,
stochastic, and highly nonlinear nature of the dynamics. In this paper, we connect classical PSO stability analysis under the stagnation assumption with more recent mean-field methods, providing new quantitative estimates for the time-discrete
algorithm. We study in particular a regularized PSO model without
memory, with non-degenerate noise by adding a noise floor to the original model. Studying such a surrogate model allows us to identify quantitative conditions under which the dynamics is stable and converges toward a small neighborhood of a global minimizer. We do so by first studying the Schur stability of the linearized dynamics, then analyzing the convergence properties of a nonlinear mean-field system via a Laplace principle, and finally establishing a quantitative error bound for the mean-field approximation of order $N^{-1/2}$.
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Optimization and Control · Cross-listed from math.NA
Anderson acceleration of the proximal point method: the exact adaptive minimax, a spectral phase transition, and optimal safeguarding
Zheng Jia, Yekini Shehu and Yonghong Yao
\noindent We study residual-
polynomial acceleration of the proximal point method (PPM) for maximal monotone inclusions, with Anderson acceleration (AA) as the prototypical adaptive scheme. We answer three questions exactly. (i)~The minimax complexity over all adaptive methods is precisely $d_0/(K+1)$ per $K$ resolvent evaluations. The upper bound is attained by the averaged-reflection
estimator; the matching lower bound uses an explicit skew-adjoint instance with resolvent
eigenvalues at the roots of $u^{K+1}=-1$ and $\csc^2$-distributed masses, on which every degree-$K$
polynomial method satisfies $\|r(y_K)\|\ge 1/(K+1)$. The optimal
polynomial is uniquely the Fejér kernel, and the same instance certifies a per-step floor. (ii)~A sharp phase transition separates regimes: Jackson-kernel
polynomials achieve $O(d_0/(K^2 s))$ when the spectral floor $s$ satisfies $sK\to\infty$, while at the critical scale $s\asymp 1/K$ the barrier is exactly $1/(K+1)$. The picture extends to normal operators and the nonlinear family $M=S+N_C$. (iii)~On linear problems AA-PPM needs no safeguarding; on nonlinear problems certification of the $O(1/k)$ envelope requires exactly two oracle evaluations per iteration, and this factor is optimal. We also correct and complete the theory for structured problems—affine, strongly monotone, piecewise-affine, and Hölderian growth—and confirm all predictions numerically.
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Optimization and Control · Cross-listed from cs.IT
Latency Decoupling in Low-Feedback Multi-User Networks via Overhearing-Driven NOMA
Mohsen Abedi, Ahmed Badawy and Amr Mohamed
Conventional wireless protocols such as Hybrid Automatic Repeat Request (HARQ) rely on frequent and timely feedback, which becomes impractical in low-feedback regimes including non-terrestrial networks and massive IoT. This limitation is particularly critical in heterogeneous multi-user systems with unknown and asymmetric channels, where a single weak user can dominate the overall completion latency. We propose Overhearing-driven Non-Orthogonal Multiple Access (ONOMA), a novel cross-layer transmission scheme that minimizes latency without requiring instantaneous or statistical CSI at the transmitter. ONOMA integrates Random Linear Network Coding (RLNC) with symbol-aware NOMA and explicitly exploits overhearing and acknowledgment timing. In the first phase, users overhear RLNC transmissions, and the relative timing of acknowledgments is used to implicitly infer channel strength ordering. In the second phase, symbol reconstruction enables interference-free decoding for strong users, effectively decoupling user latencies. An adaptive power allocation policy is derived from acknowledgment timing-based channel estimates. Analytical and simulation results show that ONOMA outperforms TDMA, multicast, FDMA, inter-session, and classical NOMA, reducing completion time by up to 34% in two-user and 50% in larger asymmetric networks.
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Optimization and Control
Fixed-time stabilization of systems with nilpotent matrices in the presence of large unknown delays
Kang-Kang Zhang, Emilia Fridman and Pengfei Wang
In this paper, we study state-feedback fixed-time stabilization of continuous-time perturbed linear systems with nilpotent
matrices in the presence of unknown large constant input/measurement delays with known bounds. By using an additional artificial delay, we design a feedback that for a precisely known linear system with a nilpotent
matrix drives the state to zero in fixed time (which is larger than the bound of the unknown delay) and achieves input-to-state stability with a large exponential decay rate in the presence of additive disturbances and small system
matrix perturbations and nonlinearities. For perturbed single integrators, fixed-time stabilization is achieved in the case of fast-varying unknown measurement delays with known bounds. The results are extended to discrete-time systems. Numerical simulations illustrate the efficiency of the results.
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Optimization and Control
Communication Security via Temporal Dependency
Mohsen Abedi, Ahmed Badawy and Amr Mohamed
Communication security has traditionally been built upon one of two external resources: shared secret keys or a communication advantage over the eavesdropper. However, many practical wireless scenarios, including infrastructure-less, emergency, and highly dynamic networks, cannot guarantee either resource, motivating the need for a new communication security principle. This paper introduces a new communication security paradigm that exploits temporal dependency as a security resource. Unlike conventional secrecy techniques that prevent an eavesdropper from recovering transmitted bits, the proposed paradigm allows packet decoding but prevents correct interpretation by making original and dummy packets computationally indistinguishable. Rather than protecting individual transmissions, successive transmissions are intentionally coupled so that future communication depends on correctly interpreting previous ones. As one realization, we develop a state-chained random linear network coding (RLNC) framework in which the synchronization state required to interpret each transmission block is embedded in the previous block. Therefore, synchronization failures propagate across future transmissions, resulting in persistent eavesdropper asynchronization. We analytically characterize the probability and persistence of eavesdropper asynchronization, together with the computational complexity of resynchronization, and develop transmission strategies based on transmit power and intentional-interference optimization. Numerical results demonstrate sub-second eavesdropper asynchronization under a worst- case
adversarial model with no channel advantage, no secret assumptions, complete protocol knowledge, and an arbitrarily stronger eavesdropper.
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Optimization and Control · Cross-listed from stat.AP
Optimum Multiple Sampling Plan Based on the Process Capability Index $C_{py}$ Under Type-II Hybrid Censoring
Rajat Das, Tanmay Kayal, Yogesh Mani Tripathi et al. (+1 more)
This paper proposes a stage independent multiple sampling plan (SIMSP) to improve inspection efficiency by reducing the number of samples required at each sampling stage. Unlike conventional multiple sampling plans (MSP), the proposed SIMSP eliminates the dependence of each sampling stage on the outcome of the preceding inspection. The proposed approach is developed for non-repairable products sold under a pro-rata warranty policy based on the generalized process capability index $C_{py}$. The SIMSP is designed under a Type-II hybrid censoring scheme (Type-II HCS), which provides greater flexibility in controlling test time and failure information in life testing experiments. The asymptotic distribution of the process capability index estimate is used to compute the operating characteristic (OC) function, and the exact Fisher information
matrix (FIM) is obtained for further statistical analysis. A constraint optimization problem is formulated to determine the optimal design by minimizing the total cost subject to the manufacturer's and consumer's risk. Numerical investigations are conducted to examine the effects of model parameters, warranty policy characteristics, and cost factors on the optimal solution. The results demonstrate that the proposed approach provides an economically efficient and feasible method for lot acceptance while satisfying the tolerable risks requirements.
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All authors Rajat Das, Tanmay Kayal, Yogesh Mani Tripathi, Tanmay Sen
Optimization and Control
Using Subproblem Objective Gaps in Inexact Augmented Lagrangian and ADMM Algorithms, with Applications to Stochastic Mixed Integer Programming
Jonathan Eckstein
Through a "partial strong convexity" lemma, this paper shows how bounds on subproblem objective value suboptimality can be used in inexact augmented Lagrangian methods and ADMM
algorithms. The ADMM result uses a small but important refinement on a long-standing criterion for approximately solving subproblems. The results enable two new approaches to computing Lagrangian bounds on the optimal values of
stochastic mixed-integer programming problems, with simpler convergence analysis than the prior state of the art. In each case, the subproblems are solved by variants of the classical Frank-Wolfe
algorithm. However, as compared to prior methods of the same type, there is much more freedom in the choice of Frank-Wolfe variant.
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Optimization and Control
Optimal Convex Optimization with Inexact Second-Order Oracles
Lesi Chen, Chengchang Liu, Luo Luo et al. (+2 more)
In this paper, we present a novel second-order method called Accelerated Inexact Newton Extragradient (AINE) for convex optimization using $\delta$-inexact Hessians. We show that AINE can find an $\epsilon$-solution in the inexact second-order oracle (ISO) complexity of $\mathcal{O}( (\delta/\epsilon)^{1/2} + (L_2/\epsilon)^{2/7} )$ when the Hessian is $L_2$-Lipschitz continuous, and a better complexity of $\mathcal{O}( (\delta/\epsilon)^{1/2} + (L_3/\epsilon)^{1/5} )$ when the third-order derivative is $L_3$-Lipschitz continuous. Notably, each iteration of our method can be conducted in the same running time as
matrix multiplication up to logarithmic factors. In addition, we also establish matching oracle complexity lower bounds for both setups, demonstrating the optimality of our methods.
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All authors Lesi Chen, Chengchang Liu, Luo Luo, John C.S. Lui, Jingzhao Zhang
Optimization and Control · Cross-listed from math.AP
Asymptotic behavior of the first Robin eigenvalue of nonlinear operators
Rosa Barbato, Francesco Della Pietra and Alba Lia Masiello
Let $\Omega$ be a bounded Lipschitz domain of $\mathbb R^N$, $N\geq 2$. In this paper, we study the asymptotic behavior of the first Robin
eigenvalue of the $p$-Laplace operator as $\beta$ goes to $0$ and as $\beta$ goes to $+\infty$, deriving sharp asymptotic expansions of the
eigenvalue; the expansion in the Dirichlet limit $\beta\to+\infty$ is obtained under the additional assumption that $\partial\Omega$ is of class $C^{1,1}$.
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Optimization and Control · Cross-listed from math.NA
The Convergence and Error Analysis of Coordinate Descent Methods with Compression for Full Configuration Interaction
Yingzhou Li and Qiang Wu
We study the effect of compression in Coordinate Descent Full Configuration Interaction (CDFCI) within an unconstrained optimization formulation of the full configuration interaction ground-state problem. Under suitable local assumptions, we prove that the compressed iteration converges linearly to the solution of an associated restricted problem. We also characterize the convergence point of the compressed
algorithm. Under an additional exponential decay assumption on the target eigenvector, we show that the resulting
eigenvalue error is of order $\tau^2$, where $\tau$ denotes the compression threshold. Numerical results support the analysis.
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Optimization and Control
A Nonlinear CTH-Based Adaptive Cruise Controller With Safety and String Stability Guarantees
Dionysios Theodosis, Amirhossein Samii and Nikolaos Bekiaris-Liberis
This paper studies the problem of longitudinal control, with safety and string stability guarantees, in vehicle platoons. A nonlinear adaptive cruise controller based on the Constant Time Headway (CTH) policy is designed for platoons of heterogeneous vehicles, that incorporates a speed-dependent nonlinear gain guaranteeing bounded vehicle speeds and a saturation-type nonlinearity to guarantee bounded (or non-aggressive) accelerations, while preserving collision-avoidance properties of time-headway-based spacing policies. By introducing a suitable spacing-error variable, explicit nonlinear error dynamics are obtained, allowing a direct analysis of the closed-loop system. It is shown that the collision-free region is positively invariant and that the proposed controller guarantees convergence of the spacing errors. Furthermore, nonlinear string-stability properties are established directly from the closed-loop dynamics without resorting to linearization or frequency-domain arguments. In particular, sufficient conditions are derived for $L_p$ string stability, $1\le p\le\infty$, with respect to disturbances, external inputs acting on the leading vehicle, and perturbations of the initial conditions.
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Optimization and Control
Automatic Model-Order Selection for Nonnegative Matrix Factorization via Column $\ell_{2,0}$ Regularization
Yulin He and Ran Gu
Nonnegative
matrix factorization represents nonnegative signals as additive combinations of latent components, but its factorization rank, and hence the model order, must usually be specified beforehand. An underestimated order discards signal structure, whereas an overestimated order produces redundant components and unstable decompositions. We propose a column $\ell_{2,0}$-regularized formulation that estimates the model order from an initial upper bound by suppressing inactive columns in both factors. A warm-started regularization path progressively removes redundant components without changing the factor dimensions, and a marginal reconstruction-loss criterion selects an order along the path. To solve the resulting nonconvex and discontinuous problem, we develop an inertial proximal alternating linearized minimization method, a scale-balanced variant, and a proximal active-set method based on P-stationarity. The balancing operation equalizes the norms of paired factor columns while preserving their rank-one products. We characterize the critical points and local minimizers of the model, provide a sufficient-condition result for rank recovery, and prove whole-sequence convergence of the proposed
algorithms under explicit step-size and inertial-parameter conditions using the Kurdyka–Łojasiewicz framework. Dedicated experiments show that the warm-started $\lambda$-path is more efficient than increasing- and decreasing-order discrete $r$-paths, while scale balancing yields a more stable rank-selection path. Experiments on synthetic data and diverse signal
benchmarks show that both iPALM and PASM provide reliable model-order estimates with favorable computational efficiency.
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Optimization and Control
On computing Goldstein approximate second-order stationary points of structured nonsmooth nonconvex programs
Jiewen Guan and Anthony Man-Cho So
In this paper, we exhibit a randomized first-order
algorithm to compute Goldstein approximate second-order stationary points of $L$-smooth functions, using tools from randomized smoothing. The
algorithm has oracle complexity $\widetilde{O}({ n^2}/{\varepsilon^9}+{ n^3}/{\varepsilon^7})$, where $n=1,2,\ldots$ is the input dimension and $\varepsilon>0$ is the (common) tolerance. We also present extensions to weakly convex functions and applications to bilevel optimization.
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Optimization and Control
On the hardness of deterministic second-order optimization of functions with Lipschitz gradients
Jiewen Guan and Anthony Man-Cho So
We show that no deterministic zero-respecting
algorithm (resp., (general) deterministic
algorithm) can compute Goldstein approximate second-order stationary points of functions with Lipschitz continuous gradients within a finite number of (resp., no more than $n-3$ with $n$ being the input dimension) second-order oracle calls. This, among other consequences, shows that deterministic second-order weakly convex optimization is intractable.
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Optimization and Control
Optimal Control with Expectation Constraint in a Smooth Boundary Case
Bruno Bouchard, Lucas Gnecco Heredia, Ludovic Moreau et al. (+1 more)
As in Bouchard et al. (2010) and Bouchard and Nutz (2014), we study a utility maximization problem with expectation constraint. We first consider a uniformly elliptic case in which the endogenous state boundary associated with the constraint in expectation is proved to be smooth. This allows one to derive a proper Dirichlet condition for the value function of the optimal control problem on this boundary. We then propose a new truncation argument in the martingale representation of the expectation constraint. This leads to an approximating sequence of auxiliary systems of PDEs for which comparison holds. Convergence to the initial optimal control problem is proved. In the degenerate case, we propose another approximation which consists in adding a small noise term to recover uniformly ellipticity. Convergence is also proved. To the best of our knowledge, it is the first time that a full analysis is performed for such control problems, so as to open the doors to the use of numerical schemes. Numerical resolution in a toy example is performed using neural networks. It is complemented by an estimation of the numerical error, also performed by using a neural network approach.
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All authors Bruno Bouchard, Lucas Gnecco Heredia, Ludovic Moreau, Kim-Anh Pham
Optimization and Control
Stochastic Control of Addiction with State-Dependent Jump Relapse
Dounia Aissi, Ioana Ciotir, Dan Goreac et al. (+1 more)
We study a continuous-time rational addiction model where addiction capital follows a piecewise deterministic Markov process with state-dependent jumps capturing relapse and recovery. The instantaneous utility combines consumption and addiction capital via a power specification, leading to Hamilton-Jacobi-Bellman (HJB) equations with nonlocal jump terms. In the capped, bounded-control case we obtain a unique bounded viscosity solution and prove that optimal policies are bang-bang, switching between minimal and maximal consumption, while in the uncapped case we derive explicit linear feedback controls and closed-form value functions in several parameter regimes.
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All authors Dounia Aissi, Ioana Ciotir, Dan Goreac, Juan Li
Optimization and Control
A Homogeneous Tensor Framework for High-Order Trust-Region and Spherical Polynomial Optimization
Wenqi Zhu, Haibin Chen and Guanglu Zhou
High-order methods can improve worst-case evaluation complexity, but for orders $p\geq3$ their Taylor subproblems are nonconvex
polynomial optimization problems and are generally difficult to solve. We develop a radius-controlled boundary approach based on homogeneous tensor representations. By augmenting the step with a constant coordinate, any $p$th-order Taylor
polynomial can be represented exactly as an order-$p$ homogeneous tensor form; at a prescribed radius, the boundary model is a spherical
polynomial optimization problem. The representation applies to arbitrary $p$, while the algorithmic development focuses on the cubic case $p=3$. For an inhomogeneous cubic on the sphere, we introduce a quadratic shift and prove, under an explicit shift bound, equivalence with a three-block multilinear formulation at global optimality. This motivates a proximal alternating minimization (PAM) method with closed-form block updates; its objective values decrease and every accumulation point is stationary. We embed the boundary-step mechanism in an Adaptive Homogeneous Tensor Method (Ada–HTM). Under explicit smoothness, safeguarded-decrease, weak-
curvature nondegeneracy, and local-refinement conditions, Ada–HTM attains the adaptive-regularization-type (AR$p$-type) evaluation complexity $\mathcal{O}(\epsilon^{-(p+1)/p})$ for first-order stationarity. Numerically, PAM matches order-$2$ moment–sum-of-squares (SOS) certificates on the structured cubic instances for which certification is tractable, scales particularly well for low-rank tensors, and makes Ada–HTM competitive with trust-region and cubic-regularization methods, with its largest gains on ill-conditioned and badly-scaled problems.
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Optimization and Control
Smooth Learning with Hard Constraints via Legendre-Regularized Policies
Zikun Lin, Rui Chen and Yijie Wang
We revisit contextual optimization from the perspective of policy class design. A desirable policy class should be expressive enough to learn rich context-decision relationships, should enforce hard feasibility constraints rather than soft penalty terms, and should remain smooth enough for gradient-based training on downstream decision losses. Existing approaches usually emphasize only part of these requirements. We propose Legendre-regularized policies, which parameterize decisions as solutions of regularized optimization problems over the original feasible region. This construction yields policies that are feasible by construction and differentiable with respect to learned latent parameters. We prove that the associated optimizer map is single-valued, maps onto the relative interior of the feasible set, admits an explicit Jacobian, is Lipschitz continuous, and can be made arbitrarily smooth. We also establish a universal approximation result showing that the proposed class can approximate any continuous feasible policy on compact context sets. The framework unifies explicitly regularized optimizers and implicit perturbation-based smooth optimizers. Experiments on contextual newsvendor and resource allocation problems show that our approach improves prescriptive performance relative to the
benchmark methods.
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Optimization and Control
Closed-loop solvability of infinite-horizon stochastic linear-quadratic problem for Markov regime-switching jump-diffusion system
Kai Ding, Fan Wu, Jie Xiong et al. (+1 more)
This paper investigates a class of
stochastic linear-quadratic (SLQ) control problems over an infinite horizon for Markov regime-switching jump-
diffusion systems. Unlike classical
diffusion models modulated by a Markov chain, we assume that the state process undergoes abrupt jumps that are synchronous with the regime switches of the Markov chain. In contrast to conventional Poisson jump-
diffusion models, the jumps in the state process are entirely induced by the state transitions of the Markov chain, which can be interpreted as losses or gains of state process incurred during regime changes. Under this formulation, we thoroughly discuss the closed-loop solvability of the SLQ control problem and provide a feedback representation of the optimal control via the stabilizing solution of a system of coupled algebraic Riccati equations (CAREs). Finally, we further apply our results to a lifetime wealth tracking problem and derive the corresponding optimal investment strategy.
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All authors Kai Ding, Fan Wu, Jie Xiong, Xinyue Zhang
Optimization and Control · Cross-listed from eess.SY
Understanding the role and value of battery storage in renewables-rich distribution grids under uncertainty and different market paradigms
Peer Valentin Brigger, Vineet Jagadeesan Nair and Anuradha Annaswamy
Economy-wide electrification is driving steep load growth, while renewables and batteries are increasing pressure at the distribution grid edge often requiring costly upgrades. Local Electricity
Markets (LEMs) can coordinate distributed energy resources (DERs) more efficiently than conventional designs. This paper extends the LEM framework by modeling photovoltaic (PV) inflow as an Ornstein-Uhlenbeck (OU) process to capture uncertainty and temporal correlation. Using rolling-horizon alternating optimal power flow on the IEEE 123-node feeder, we compare operator, customer, and system costs plus storage value under three
market designs: flat tariff (FT), real-time pricing (RTP), and LEM. Results show that the LEM achieves the lowest customer and system costs, under uncertainty, while RTP performs worst. It outperforms the other
markets across most storage and solar penetration levels. However, it may worsen customer outcomes at very low PV penetration, indicating that LEM adoption should accompany PV expansion and precede storage expansion. We examine two approaches to estimating battery storage value. Storage value depends on storage penetration, imbalance between storage and PV penetrations, location, and whether batteries are colocated with renewables and/or load. Poorly placed units can worsen congestion, whereas well-sited units benefit owners and the system. Both the marginal value of new storage and the stored energy value of existing capacity decline as PV penetration rises. However, they respond oppositely to battery penetration: marginal value falls because of diminishing returns as the fleet grows, while stored energy value rises as more batteries compete for the same local PV generation. These metrics capture different dimensions of storage value under a LEM: one measures the benefit of expanding the fleet, while the other measures the scarcity premium on energy already stored.
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Optimization and Control · Cross-listed from eess.SY
Reverse-Time Diffusion Processes for Discrete Time Linear and Nonlinear Systems with non-Gaussian Noise
Soura Dasgupta, Brian D. O. Anderson and Raghuraman Mudumbai
Generative AI relies on finding reverse time models for a discrete-time forward
diffusion with non-Gaussian initial state, but uses indirect approaches as there is no theory for direct reversal in discrete time. This paper develops a theory for directly finding reverse
diffusions for discrete time nonlinear processes with non-Gaussian states and process noise. We also give a necessary and sufficient condition for the reverse model to be input-affine when the forward process is linear and the process noise Gaussian, and show that for a wide variety of state densities an input-affine reverse
diffusion does not exist. This is among several differences between the reversal of
stochastic difference equations and their continuous time counterparts.
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Optimization and Control · Cross-listed from cs.CE
Scalable No-Stockout Charging Scheduling for Battery Swapping Under Time-of-Use Prices
Eunbin Cho, Junki Cho, Hakjin Lee et al. (+2 more)
A battery-swapping station must provide every arriving vehicle with a charged battery while minimizing the time-of-use cost of recharging returned units. Coordinating heterogeneous compatibility, vehicle-specific return times, and finite charger capacity requires service-aware recharge decisions across the planning horizon. We formulate a per-battery mixed-integer linear program that captures these operational features under a hard no-stockout constraint and derive a provably equivalent reduced form with fewer explicit binary variables. In the synthetic scaling study, a price-guided battery-path heuristic returned a full-service schedule for every instance; regime-level median solve times ranged from 0.24 to 8.0 seconds. Its median cost premiums were 7-8% over certified reference costs for small- and medium-scale instances, and its certified ex post optimality-gap upper bounds were 9-12% for large- and extra-large-scale instances. For each operational baseline, the certified reference schedules reduced charging-energy cost by 50-60% on instances that the baseline fully served and for which a certified reference was available. In a 30-day replay of 1,002 swaps recorded at a commercial station, the reduced-model and heuristic rolling controllers served every swap and reduced charging-energy cost by approximately 50% relative to immediate charging.
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All authors Eunbin Cho, Junki Cho, Hakjin Lee, Jaehoon Sim, Junghoon Seo