Optimization and Control · Cross-listed from cs.GT
The Complexity of Kemeny Aggregation with Three Rankings
Péter Madarasi
The Kemeny rule aggregates rankings by minimizing their total Kendall-tau distance from an aggregate order. We prove that Kemeny Score is NP-complete for exactly three unweighted rankings, even when every candidate pair is split $2$-to-$1$. On the same profiles, the winner, unique-winner, and possible- and necessary-precedence problems are $\Theta_2^p$-complete, while recognizing a Kemeny-optimal or uniquely Kemeny-optimal aggregate is coNP-complete. The hard instances induce tournaments of majority dimension exactly $3$. The reduction also determines the exact maximum-cut value from the optimal Kemeny score and recovers a maximum cut from any Kemeny-optimal aggregate. For every fixed $q\geq3$ and $\lceil q/2\rceil\leq s\leq q$, minimum pairwise support $s$ yields a sharp dichotomy: the score problem is NP-complete, the winner and precedence problems are $\Theta_2^p$-complete, and the recognition problems are coNP-complete when $3s\leq2q$; for $3s>2q$, the majority tournament is transitive and its unique topological order is the unique Kemeny-optimal aggregate. Exact support $s$ suffices in the hard case when $s>q/2$, and supports in ${s,s+1}$ suffice when $s=q/2$. These results give complete fixed-profile-size classifications and transfer to Slater orders, permutation medians, and maximum-likelihood central rankings in the Mallows model. Finally, a six-copy construction proves NP-completeness of both Kemeny Score and Kendall–Tau Center for three pairwise-equidistant rankings that still split every pair $2$-to-$1$. For $N$ output candidates, their common distance is $\frac23\binom N2$, the largest possible for an equidistant triple. The construction gives affine formulas for both optimal values, characterizes all Kemeny-optimal output orders, and shows that the output has a unique Kemeny-optimal order and a unique center exactly when the input has a unique Kemeny-optimal order.
Read the full abstract ▾
Optimization and Control
Beyond Hand-Derived Inequalities: Decision Diagrams for Cut Generation in Binary Polynomial Optimization
Martin Cooper and Margarita Castro
We study cutting-plane generation for binary
polynomial optimization (BPO), whose feasible region is the multilinear set of a hypergraph. Strong inequalities for this set—such as two-links, flowers, and odd $\beta$-cycles—are classically hand-derived for fixed support patterns. Instead, we propose a decision-diagram (DD) approach: for any chosen support, it separates a facet-defining cut in the local multilinear polytope and lifts it back to the original problem. We utilize a novel compact DD encoding based on a recursive formulation that represents only the vertex variables and implicitly encodes the hyperedge variables inside the state representation. From this DD encoding, we also obtain: (i) an extended formulation of the multilinear polytope, (ii) a width characterization via valid antichains that uncovers a new polynomially solvable class of hypergraphs, and (iii) a certificate for the facetness of the generated cuts. We explore three different support strategies for cut generation that reuse, expand, or partition local structures into section hypergraphs. Our empirical results show that our DD-based methodologies achieve a larger gap closure at the root node with fewer cuts than existing procedures and, in turn, markedly accelerate branch-and-bound procedures.
Read the full abstract ▾
Optimization and Control · Cross-listed from math.NT
Eventually greedy best Egyptian underapproximations of rational numbers via optimal control
Vjekoslav Kovač and Quanyu Tang
We prove that every positive rational number has eventually greedy best Egyptian underapproximations, both when repetitions of the denominators are allowed and when the denominators are required to be distinct. This answers affirmatively a problem originating with Erdős and Graham and later revisited by Nathanson, and yields an application concerning the maximal asymptotic growth of denominators in unit fraction series converging to a given rational number. We reformulate the question as an optimal control problem for a dynamical system, construct an appropriate payoff function, and study properties of the associated Bellman function. We also answer another question of Nathanson by constructing an irrational number with unique and greedy best Egyptian underapproximations.
Read the full abstract ▾
Optimization and Control
Exact and Approximate Solvability of Systems Involving Proximity Operators in Hilbert Spaces
Mark Allien D. Roble
Let $\HH$ be a real
Hilbert space and let $(f_i)_{i\in I}$ be a finite family of proper, lower semicontinuous, and convex functions on $\HH$. This study investigates the existence and uniqueness of exact solutions to systems involving proximity operators of the form: \ $(\forall i\in I)\ \pr{f_i}(x)=p_i,$ where $(p_i)_{i\in I}$ is a prescribed collection of proximal points in $\HH$, which naturally generalize classical projection problems. We establish necessary and sufficient conditions for the existence of approximate solutions to such systems. Moreover, we introduce and derive several characterizations of the inverse proximal property (IPP), as a generalization of the inverse best approximation property (IBAP). Applications of the obtained results are presented in the contexts of a feasibility problem and signal recovery problem, demonstrating the relevance of the proposed framework to optimization and inverse problems in
Hilbert spaces.
Read the full abstract ▾
Optimization and Control
No-gap second-order conditions for optimization problems involving transport distances
Nicolas Borchard, Christian Meyer and Gerd Wachsmuth
We consider optimization problems in the space of measures. As a regularization term, the problem includes the transport distance to a given prior measure. For the derivation of second-order optimality conditions of no-gap type, the theory of weak-$\star$ second subderivatives is used which will lead to an equivalence with quadratic growth under additional assumptions on the smooth part of the objective and on the Kantorovich potential, i.e., the solution of the dual transport problem. Further, the weak-$\star$ second subderivative is calculated and weak-$\star$ epidifferentiability is proven. Finally, the results are applied to optimal control problems in measure space.
Read the full abstract ▾
Optimization and Control
The optimality of an (s, S) hiring policy on a workforce planning problem with fixed recruitment costs and binomial turnover
Zhen Chen, Roberto Rossi, Belen Martin-Barragan et al. (+1 more)
We study a finite-horizon nonstationary workforce planning problem in which staff turnover in each period follows a binomial distribution whose parameters depend on the post-hiring workforce level. The model incorporates a fixed hiring cost that is incurred whenever recruitment occurs, regardless of the number of employees hired; this represents explicit (e.g. administration costs) or implicit (e.g. team disruption) factors that are commonplace in workforce planning. The objective is to minimise the expected total cost, including recruitment, salary, and shortage costs, where deviations below period-specific staffing requirements are penalised. To analyse this
stochastic dynamic program with decision-dependent transition probabilities, we establish the discrete convexity of the variable single-period cost (the sum of expected salary and penalty costs) and the K-convexity of the expected total cost in presence of endogenous uncertainty. We then show that the optimal hiring policy exhibits an (s, S)-type structure: when the workforce level in a given period falls below a threshold s, staff are hired up to level S; otherwise, no hiring occurs. To compute approximate policy parameters, we develop a mixed-integer linear programming heuristic based on a piecewise approximation. In our computational study, we demonstrate that our approach achieves fast computation and small optimality gaps on the test instances.
Read the full abstract ▾
All authors Zhen Chen, Roberto Rossi, Belen Martin-Barragan, S. Armagan Tarim
Optimization and Control
On Leader Selection for Strong Structural Controllability in Matrix-Weighted Networks
Lanhao Zhao
The inverse synthesis problem of selecting a minimal leader set to guarantee strong structural controllability (SSC) in
matrix-weighted networks remains an unresolved NP-hard challenge. This paper proposes a rigorous mathematical framework to solve this. We prove that structural uncontrollability stems exclusively from dimension-specific reachability isolation and topological
symmetry equivalence. To overcome these bottlenecks, we formulate a two-phase synthesis: a reachability prerequisite to identify structural roots, followed by three distinct
symmetry-breaking
algorithms (Greedy Weisfeiler-Lehman Selection, Submodular Bound Maximization, and Partition
Entropy Maximization). Mathematical proofs guarantee immunity to invariant subspaces and structural dilation, validated by extensive numerical evaluations across diverse
topologies.
Read the full abstract ▾
Optimization and Control
Multi-Asset Utility Maximization with Jump Signals
Sigui Brice Dro
In this paper, we study portfolio utility maximization problem in a setting where the risky asset is driven by a multidimensional Brownian motion and an independent homogeneous Poisson random measure, and where strategies may incorporate jump signals. Following the same approach as in the one-dimensional case for the exponential utility function [17], we first represent the portfolio dynamics as semimartingale processes. We then use martingale optimality principle to derive the corresponding backward
stochastic differential equation (BSDE) with jumps to characterize both value function and an optimal strategy in terms of its solution. We subsequently prove the existence and uniqueness of the solution to the related BSDE with jumps. We also address the idiosyncratic case i.e where the investor receive heterogeneous jump signals. Finally, we provide numerical illustrations with Gaussian signals for the logarithmic case.
Read the full abstract ▾
Optimization and Control
Global exponential turnpike properties for optimal control of the viscous Burgers equation
Emmanuel Trélat, Xingwu Zeng and Can Zhang
We establish global exponential turnpike properties for quadratic optimal tracking problems governed by the one-dimensional viscous Burgers equation with localized internal control. For every initial datum, finite-horizon optimal solutions approach the unique optimal periodic regime when the periodic tracking target is sufficiently small; the zero-target case yields a global steady turnpike at the origin, with no smallness assumption on the initial datum. To our knowledge, these are the first global exponential turnpike results for the viscous Burgers equation. The proof combines a local exponential turnpike, obtained through strict convexity and periodic Riccati theory, with a parabolic dissipation argument that provides an absorbing time independent of the horizon.
Read the full abstract ▾
Optimization and Control · Cross-listed from eess.SP
A Stochastic Optimization Framework for RIS-Aided Wireless Network Design
Davide Gagliardi, Alessio Zappone, Domenico Ciuonzo et al. (+1 more)
Reconfigurable intelligent surfaces (RISs) are a promising technology for improving the spectral and energy efficiency of future wireless networks, which make use of metasurfaces. However, optimizing RIS configurations typically leads to large-scale, non-convex problems whose complexity grows significantly with the number of scattering elements and the adoption of advanced metasurface architectures. In this paper, we develop a
stochastic optimization framework for RIS-aided wireless networks based on continuous versions of the ($a$) cross-
entropy (CE) and ($b$) Metropolis-Hastings (MH) methods. Unlike existing
stochastic approaches that mainly focus on discrete optimization, the proposed framework directly handles continuous variables and can be readily applied to discrete settings through relaxation and projection. We provide a theoretical characterization of the proposed
algorithms, including convergence guarantees and efficiency analysis. The framework is applied to ($i$) achievable-rate maximization with nearly-passive RISs and ($ii$) energy-efficiency maximization with active RISs. Numerical results show that the proposed methods achieve performance comparable to, or better than, state-of-the-art deterministic
algorithms, while reducing execution times up to 10 times in representative scenarios.
Read the full abstract ▾
All authors Davide Gagliardi, Alessio Zappone, Domenico Ciuonzo, Marco Di Renzo
Optimization and Control · Cross-listed from cs.LG
Generalization Bounds on Optimal Control for Transformer Training and Wasserstein Distributional Robustness
Kağan Akman, Naci Saldi and Serdar Yüksel
We derive finite-sample generalization bounds for
Transformers trained with dynamic programming recursions. Building on the doubly lifted, measure-valued formulation of
Transformer dynamics, we view data sets as probability laws on pairs of empirical input-output measures, allowing us to interpret the training problem as a finite-horizon Markovian control problem. We then analyze a quantized model, derived by quantizing the state, action, and measure-state spaces, and derive explicit finite-sample generalization bounds using concentration inequalities for empirical laws on finite metric spaces together with a Lipschitz stability estimate for the value function. These bounds are transferred to the base model at the cost of an explicit approximation error. Finally, we show that the same machinery yields a distributionally robust control formulation of the training problem, connecting
Transformer generalization to Wasserstein distributionally robust optimization.
Read the full abstract ▾
Optimization and Control
OptGraph: Large Language Models Enhanced Evolutionary Optimization Via Graph Retrieval-Augmented Generation
Xianchao Xiu, Jianhao Li, Huangyue Chen et al. (+1 more)
Large
language models (LLMs) have emerged as a powerful tool for automated evolutionary optimization, but existing methods remain limited in pattern reuse, error-aware refinement, and
retrieval robustness across diverse tasks. To address these limitations, we propose OptGraph, the first optimization agentic workflow that introduces graph
retrieval-augmented generation (GraphRAG). Specifically, OptGraph first constructs reusable experience as a typed graph, capturing the relationships among modeling patterns, problem formalization, implementation details, and error corrections. In the inference stage, OptGraph leverages graph neighborhood information to enrich retrieved knowledge, providing structured context to improve modeling, verification, and iterative refinement. Moreover, OptGraph supports adaptive knowledge updates, enabling the
distillation of execution traces and verification feedback into reusable graph knowledge without ndertaking LLM parameter tuning. Extensive experiments on
benchmark datasets show that our proposed OptGraph achieves an average exact accuracy 8.9% higher than the state-of-the-art
prompt-based automated optimization frameworks. Our code has been made available at https://github.com/xianchaoxiu/OptGraph.
Read the full abstract ▾
All authors Xianchao Xiu, Jianhao Li, Huangyue Chen, Wanquan Liu
Optimization and Control
The Existence and Stability of Generalized Multi-Source Weber Problems
V. S. T. Long, N. M. Nam, T. H. Tai et al. (+1 more)
This paper studies the generalized multi-source Weber problem with set-valued targets in the framework of minimal time functions. We first establish the existence of global and local optimal solutions and investigate several qualitative properties of the corresponding solution sets, including closedness, compactness, and conditions ensuring boundedness or unboundedness. Next, we derive explicit Lipschitz continuity properties for the objective function and the associated optimal value function with respect to perturbations of the target sets. We then introduce the global and local solution mappings and study their stability properties from the viewpoint of set-valued analysis. These results provide a quantitative and qualitative sensitivity analysis for the generalized multi-source Weber problem in the setting of minimal time functions.
Read the full abstract ▾
All authors V. S. T. Long, N. M. Nam, T. H. Tai, C. Tammer
Optimization and Control
Branching out: Prognostics-Based Replacement Policies for Series Systems
Daniel Koutas and Daniel Straub
We propose a hybrid planning method for deriving prognostics-based predictive maintenance policies. The method accounts for the available decision options, the information on the future state of the system provided by a prognostic model, and the costs of the underlying renewal-reward process. It results in policies defined by only a few parameters, which can be determined based on theoretical considerations or by optimization from run-to-failure data. We demonstrate the potential of the method in two separate predictive maintenance decision settings: preventive replacement and preventive ordering. Numerical investigations show that the derived policies rival the performance of optimized
benchmark policies, while being significantly more efficient and robust against overfitting.
Read the full abstract ▾
Optimization and Control · Cross-listed from eess.SY
On the Strong Structural Controllability of Matrix-Weighted Networks
Lanhao Zhao
This paper investigates the strong structural controllability of multi-
agent networks. Based on the definition of equitable partitions, an upper bound for the strong structural controllable subspace (SSCS) is established. To reflect the physical significance of
matrix weights where the state dimension is greater than one, the multi-
agent system is modeled using higher-order dynamics. Furthermore, to address
matrix singularity and asymmetric couplings, a
matrix space basis decomposition method is proposed to transform the
matrix-weighted network into layered scalar networks. Additionally, by extending this basis decomposition to the lower bound estimation, a layer-specific distance partition (LDP) is introduced. This formulation establishes a tighter Squeeze
Theorem, narrowing the mathematical boundaries for the controllable subspace by capturing layer-specific structural delays. To systematically identify the optimal basis that minimizes the bounds gap, an algebraic
algorithm based on null-space projection is formulated. Furthermore, by introducing pattern
matrices and generic rank, the almost-everywhere existence of this optimal basis in the parameter space is rigorously proved, perfectly aligning with the definition of strong structural controllability. To break the NP-hard combinatorial bottleneck of manually pre-defining the targets, a
polynomial-time automated discovery
algorithm based on the multi-layer Weisfeiler-Lehman (WL) color refinement is proposed. Finally, the strong structural observability and invariant attributes of the network are evaluated. Numerical examples with asymmetric
matrix weights and directed multi-layer
topologies are provided to verify the derived
theorems.
Read the full abstract ▾
Optimization and Control · Cross-listed from math.DG
A Varifold-Based Score for Decoupling Deformations in Shape Analysis
Rayane Mouhli, Barbara Gris and Irène Kaltenmark
In computational anatomy, analyzing morphological variability across shape populations often requires multi-component deformation models that combine structured motions and unconstrained diffeomorphisms. However, a major challenge arises during the registration process, as high-dimensional deformations tend to absorb lower-dimensional components, altering the true
geometric variability and preventing accurate statistical analysis. To address this issue, we introduce a novel coupling score designed to decouple distinct deformation modes during registration. This score is defined using first variation of varifolds which is a varifold representation of the infinitesimal action of vector fields on shapes. The proposed score quantifies the extent to which the action of a given vector field on a shape can be replicated by another subspace of vector fields. We provide a theoretical analysis of this coupling score, illustrating its behavior on finite-dimensional spaces. Finally, we integrate this score as a penalization term in registration problems. Numerical experiments illustrate its efficiency in various use cases such as enforcing or preventing specific motions, and iteratively correcting complex matching scenarios by enforcing structured directional priors.
Read the full abstract ▾
Optimization and Control · Cross-listed from eess.SY
Chance-Constrained Nonlinear Covariance Control via Robust Linearization Remainder Bounds
Man Jun Koh, Hyochoong Bang and SooJean Han
When dealing with nonlinear systems, classical covariance steering typically propagates uncertainty via first-order linearizations, discarding higher-order Taylor remainders. This truncation causes computed statistical moments to diverge from the true physical state distribution, often leading to chance constraint violations. This paper introduces a discrete-time Sequential Convex Programming (SCP) framework that casts the deterministic one-step nonlinear numerical map as a Linear
Stochastic Inclusion. The The Taylor remainder is modeled as a state-independent unstructured uncertainty block, bounded over a uniform envelope. The second-moment tubes are propagated via what we refer to as a robust
Stochastic Linear
Matrix Inequality (S-LMI) derived from the Petersen's lemma, providing an upper bound on the expected uncentered second moment. Domain-exit risk is bounded analytically via a Markov trace inequality, and spatial chance constraints are enforced via Gauss unimodal second-moment bounds within a Difference-of-Convex program. Simulations on a state-dependent nonlinear dynamic system demonstrate constraint satisfaction.
Read the full abstract ▾
Optimization and Control · Cross-listed from cs.LG
Towards joint scaling laws with optimal batch size schedules
Jiaxiang Li, Zhiqi Bu and Shiyun Xu
Modern deep learning typically keeps the batch size static throughout training, thus overlooking the joint effect of learning rate and batch size on the training dynamics. In this paper, we study the deep learning dynamics through the lens of convex optimization and derive a joint characterization of loss in terms of both schedules, applicable to general optimizers and model architectures. This characterization yields a closed-form optimal batch size schedule for any prescribed learning rate schedule, and further leads to joint scaling laws that consistently outperform static batch size baselines, highlighting the significance of dynamic batch size schedule in large
language model training.
Read the full abstract ▾
Optimization and Control · Cross-listed from eess.SY
Structural Averaged Controllability for Linear Ensemble Systems: Multi-input Case
Amirreza Neshaei Moghaddam, Xudong Chen and Bahman Gharesifard
We study structural averaged controllability for multi-input linear ensemble systems. In this problem, one asks whether a sparsity pattern admits a linear ensemble system that is averaged controllable. The single-input case has been characterized completely, while the general multi-input case has remained open. In this work, we give a complete characterization for the general multi-input case. In particular, we prove that in addition to accessibility, a necessary and sufficient condition for structural averaged controllability of ensemble systems is existence of a row-saturating matching for its core, an acyclic subgraph associated with the system which plays a central role in the result for the single-input case.
Read the full abstract ▾
Optimization and Control · Cross-listed from cs.LG
Strategies for Milestone-driven Start-ups in Multi-activity Settings
Zhengli Wang
New venture start-ups need to “survive” through multiple stages of reaching milestone targets. We investigate the strategies for start-ups in a milestone-oriented setting. We examine a model of an entrepreneurial start-up firm, where its state is captured by a
diffusion process. The entrepreneur can choose between multiple activities (or controls), which incur different cost and determine the drift and the variance of the process. Depending on whether the process reaches a fixed upper boundary or a lower one, the start-up firm succeeds or fails. Continuous-time
stochastic models with multiple ($\ge 3$) controls are typically very challenging to deal with. In this work, we are able to completely solve for the optimal policy and provide an explicit characterization of its structure. In particular, the optimal policy only uses controls from a set characterized by a so-called efficient frontier curve that orders the controls by two intuitive measures: riskiness (drift-to-
volatility ratio) and cost-effectiveness (drift-to-cost ratio). A unique feature of our model is that depending on the model parameters, the efficient frontier curves can be of different types, resulting in qualitatively different structures of the optimal policy. As far as we know, this is the first study that analyzes a
stochastic control model which admits efficient frontier curves of different types. Our work provides start-up firms with intuitive measures to evaluate their activities and offers valuable insights on how the optimal strategies in a milestone-oriented setting change qualitatively contingent upon the specific scenario. We believe the results provide a foundational block in the study of entrepreneurial decision-making.
Read the full abstract ▾