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Friday 31 July

Optimization and Control

Global and local error bounds: characterizations via directional derivatives and tangent cones

We develop new characterizations of both global and local error bounds for general functions, using directional derivatives and tangent cones without imposing convexity or linear structure. We first establish several equivalent conditions for the global error bound of a nonnegative lower semicontinuous function. These equivalences hold for general, possibly nonconvex and nonsmooth functions. We further link the error bound with perturbation stability, Hausdorff stability of sublevel sets, and an inverse-sublevel-set estimate. Turning to directional derivatives, we introduce the minimal unit-sphere directional derivative \(\varphi(x)\) on the tangent cone and clarify its exact relation with the global slope. For Lipschitz continuous functions we prove that \(\sup_{x\notin S_0} \varphi(x) < 0\) is sufficient for an error bound, and for convex functions on convex sets this condition is also necessary, In finite dimensions we obtain sharp local results: if \(\varphi(\bar{x}) > 0\) at a solution \(\bar{x}\), then a local error bound holds and the optimal constant is exactly \(1/\varphi(\bar{x})\); if \(\varphi(\bar{x}) = 0\) and a suitable direction exists outside the tangent cone of the solution set, the local error bound fails. A general estimate relating the directional derivative to the distance from the tangent cone of the solution set is also derived.
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2607.29004 · 31 Jul · This paper is a decomposition of a long paper (over 60 pages) entitled Directional Derivatives and Error Bounds of Merit Functions in Vector Optimization (arXiv:2607.18781) abstracting the merit function $\theta$ into a general function to enhance the generality of the theory

Optimization and Control · Cross-listed from cs.LG

Latent Lie-Poisson Neural Networks (LLPNNs): Discovering the motion of Lie-Poisson systems through observable data and latent dynamics

Structure-preserving neural networks are essential for the long-term prediction of Hamiltonian systems from data. Many important Hamiltonian systems in mechanics and control admit symmetry reduction to Lie–Poisson systems, including rigid bodies, underwater vehicles, fluids, plasmas, and optimal control problems. A fundamental challenge in learning such systems is that their dynamics evolve in momentum variables that are typically unobservable, while available data consist only of observable quantities such as configurations and velocities. In optimal control applications, the situation is further complicated because the latent variables contain unobservable co-states and the Hamiltonian may be degenerate, preventing the existence of a corresponding Lagrangian and rendering the encoder-decoder approaches inapplicable. We introduce Latent Lie–Poisson Neural Networks (LLPNNs), a structure-preserving framework for learning Lie–Poisson dynamics directly from observable data. The proposed approach exploits three geometric ingredients: (i) learning either a Hamiltonian decoder or a pseudo-Lagrangian encoder on the active variables, (ii) constructing latent trajectories through a universal Noether invariant arising from Lie–Poisson symmetry reduction, and (iii) reconstructing observable and latent dynamics through Lie–Poisson flows combined with Magnus-based Lie-group updates. The resulting method preserves the geometric structure and is applicable to both regular and degenerate Hamiltonian systems. We demonstrate the method on three examples: a generalized rigid body on SO(3), Kirchhoff's underwater vehicle on SE(3), and an optimal-control problem for interacting vehicles on $SE(2)^N$. Numerical experiments show excellent long-term predictive accuracy, strong robustness to noise, and competitive performance using only modest datasets and lightweight neural-network architectures.
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Optimization and Control · Cross-listed from cs.LG

Adaptivity via a Parallel Architecture for Stochastic Gradient Methods

Let $\mathrm{A}(x_0,y)$ be an algorithm with two inputs: an initial point $x_0$ and an integer parameter $y$, which specifies that $\mathrm{A}(.,.)$ executes at most $y$ iterations or steps. Given an integer $p\ge 1$, $p$ parallel processors search an appropriate value of $T$ for for $A(.)$. Each processor executes an infinite sequence of stages indexed by $i=0,1,2,\ldots$. At stage $i$, processor $j$ is assigned $T_{j,i}=h(j,i),$ where $h:\mathbb{N}\times\mathbb{N}\rightarrow\mathbb{R}^{+}$ is a prescribed function. Processor $j$ $(j=0,1,\ldots,p-1)$ then executes $\mathrm{A}(x_0,T_{j,i})$. The efficiency of the parallel framework is characterized by its $(p,\alpha_p)$-approximation guarantee. Specifically, for every integer $T\ge T_0$, there exist a processor $j$ and a stage $i$ such that $T\le T_{j,i}\le T_{j,i}^*<\alpha_p T,$ where $T_{j,i}^*=\sum_{t=0}^{i}T_{j,t}$ denotes the cumulative number of iterations executed by processor $j$ from the beginning to stage $i$. We prove that this framework achieves a $(p,\alpha_p)$-approximation, and a tight lower bound for $\alpha_p$ for all large $p$. We develop arithmetically simple stochastic gradient methods in which every division is of the form $x/2^t$ for some integer $t$, and integrate them into the proposed parallel framework.
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Thursday 30 July

Optimization and Control · Cross-listed from cs.GT

The Complexity of Kemeny Aggregation with Three Rankings

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.
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Optimization and Control

Beyond Hand-Derived Inequalities: Decision Diagrams for Cut Generation in Binary Polynomial Optimization

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.
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Optimization and Control · Cross-listed from math.NT

Eventually greedy best Egyptian underapproximations of rational numbers via optimal control

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.
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Optimization and Control

Exact and Approximate Solvability of Systems Involving Proximity Operators in Hilbert Spaces

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.
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Optimization and Control

No-gap second-order conditions for optimization problems involving transport distances

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.
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Optimization and Control

The optimality of an (s, S) hiring policy on a workforce planning problem with fixed recruitment costs and binomial turnover

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.
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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

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.
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Optimization and Control

Multi-Asset Utility Maximization with Jump Signals

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.
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Optimization and Control

Global exponential turnpike properties for optimal control of the viscous Burgers equation

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.
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Optimization and Control · Cross-listed from eess.SP

A Stochastic Optimization Framework for RIS-Aided Wireless Network Design

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.
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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

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.
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Optimization and Control

OptGraph: Large Language Models Enhanced Evolutionary Optimization Via Graph Retrieval-Augmented Generation

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.
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All authors Xianchao Xiu, Jianhao Li, Huangyue Chen, Wanquan Liu

Optimization and Control

The Existence and Stability of Generalized Multi-Source Weber Problems

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.
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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

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.
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Optimization and Control · Cross-listed from eess.SY

On the Strong Structural Controllability of Matrix-Weighted Networks

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.
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Optimization and Control · Cross-listed from math.DG

A Varifold-Based Score for Decoupling Deformations in Shape Analysis

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.
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Optimization and Control · Cross-listed from eess.SY

Chance-Constrained Nonlinear Covariance Control via Robust Linearization Remainder Bounds

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.
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Optimization and Control · Cross-listed from cs.LG

Towards joint scaling laws with optimal batch size schedules

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.
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Optimization and Control · Cross-listed from eess.SY

Structural Averaged Controllability for Linear Ensemble Systems: Multi-input Case

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.
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Optimization and Control · Cross-listed from cs.LG

Strategies for Milestone-driven Start-ups in Multi-activity Settings

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.
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Wednesday 29 July

Optimization and Control

Optimal Design of Distributed Inexact Gradient Tracking: Exact Worst-case Convergence Rate and Explicit Parameters

This paper addresses the problem of designing distributed optimization algorithms. Different to existing methods that usually give sufficient conditions and conservative convergence rates, we propose a framework for determining the exact worst-case convergence rate. The worst-case convergence is defined over the set of $\mu$-strongly convex and $L$-Lipschitz objective functions and the set of connected graphs with given algebraic connectivity. Focusing on the Distributed Inexact Gradient Tracking (DIGing)–an algorithm widely deployed in applications and extensively studied in recent years, we develop a systematic design methodology by integrating techniques from graph signal processing and robust control theory. First, we present a novel decomposition structure that enables partial subsystem decoupling. Then we derive explicit formulas for the exact worst-case convergence rate and the corresponding parameters. Numerical experiments validate the correctness and effectiveness of our theoretical results.
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Optimization and Control · Cross-listed from cs.GT

Why Customer Choice Models Matter

Customer choice models are central to revenue management in attended home delivery, yet the field usually picks one without much thought. Does the choice model matter? We believe it does, and this paper shows that revenue management policies judged by their own assumed model, or trusted under a single set of parameters, can be worse than they look.
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Optimization and Control · Cross-listed from q-bio.PE

Identifying common backbones of interactions underlying food webs via non-deterministic alignments

Climate change reshapes food webs by altering species distributions and interactions, making it essential to identify structural backbones of interactions that persist across ecosystems. Deterministic alignment methods are computationally slow and restricted to one-to-one correspondences. We introduce a scalable, non-deterministic alignment framework inspired by optimal transport that captures overlapping species roles via many-to-many mappings. Framed via motif-role profiles as a Gromov-Wasserstein transport problem, our method is both efficient and interpretable. We apply the proposed method to a large continental-scale data set of 129 mammal food webs in Sub-Saharan Africa. Pairwise alignments are identified, and we uncover robust backbones with greater connectivity and transitivity than those expected under null models. The proposed approach provides a formal, reproducible tool for forecasting ecosystem reorganization and conservation efforts.
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All authors Yifan Xu, Carlos Taveras, Lydia Beaudrot, César A. Uribe

Optimization and Control

Entropy-Smooth Convex Optimization Cannot Be Accelerated

We prove an $\Omega(L/T)$ lower bound for the convergence rate of minimization in the class of functions that are convex and $L$-smooth relative to negative entropy on the standard $d$-simplex, valid for every first-order method when $d = \Omega(T^2)$. In particular, this shows that mirror descent is optimal up to a logarithmic factor in this class. This may be surprising due to the fact that accelerated methods are readily available under the assumption of smoothness in $\ell_1$-norm. While Dragomir et al. (Mathematical Programming, 2022) have already showed that acceleration might be impossible under relative smoothness, their prox-function is pathological and constructed together with the hard instance. In contrast, we show non-acceleration for a specific prox-function with particularly favorable structure. We also extend the result to the quantum setting, proving the same lower bound in the class of functions $L$-smooth relative to negative von Neumann entropy on the spectrahedron of $d \times d$ Hermitian positive-semidefinite matrices with unit trace.
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Optimization and Control · Cross-listed from stat.ML

Expected Survival-Time Bounds for Robust Optimization Over Time under Isotropic Gaussian Dynamics

Robust Optimization Over Time (ROOT) is a recent branch of evolutionary dynamic optimization that seeks solutions capable of remaining effective across multiple consecutive environments. Unlike the traditional track-the-moving-optimum (TMO) paradigm, which reoptimizes after every environmental change, ROOT explicitly values persistence. Although the field has grown considerably, most contributions remain algorithmic and empirical, leaving several fundamental properties poorly understood from a theoretical perspective. One such property is survival time, defined as the number of future environments in which a deployed solution continues to satisfy a prescribed quality threshold. While survival time is widely used as a measure of temporal robustness, little is known about how its expected value depends on environmental dynamics, deployment quality, or problem characteristics. This paper studies expected survival time for a fixed deployed solution under isotropic Gaussian environmental dynamics. Modeling survival as a discrete first-exit problem, we derive a rigorous lower bound and a computable multi-step upper bound. The analysis shows that expected survival scales as ${\Theta}({\sigma}^-{2})$ in slowly varying environments and approaches its minimum value of one future change in high dimensions. A comprehensive Monte Carlo study validates the theoretical predictions, examines sensitivity to modeling assumptions and parameter uncertainty, and illustrates how the bounds can support deployment decisions after optimization. The resulting framework provides an analytical characterization of deployment lifetime and identifies when a required deployment horizon can be guaranteed, ruled out, or remains analytically unresolved.
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Optimization and Control · Cross-listed from cs.CC

Field Codes for Distributed Coupling Samplers and Certified Empirical Transport

In this paper, we formulate three communication tasks for empirical optimal transport: distributed coupling sampling, cost-evaluable coupling output, and scalar value-certified sampling. Our main result is a field-code compiler: any communicated transport field approximating an optimal empirical Monge map to error $\eta$ can be completed by sparse target-cell residuals into an exact-marginal value-certified sampler with scalar certificate $W_1(\mu,\nu)\leq U\leq W_1(\mu,\nu)+2\Delta$, where $\Delta$ is the public target-partition diameter. The certificate accuracy is controlled by $\Delta$ alone. The field error $\eta$ controls residual communication under a cell-margin condition; without a margin, $\eta$ alone does not bound residuals. We instantiate the compiler via adaptive local-affine and tensor-product spline codes with $d(m+1)^db$ field bits in the spline case, plus residual lists charged separately. For lower bounds, exact Gap-Hamming embeddings prove certified output is hard, including a smooth cell-packing diffeomorphism family requiring $\Omega(\varepsilon^{-2d/(d+4)})$ communication for any cost-evaluable, cost-certified, or value-certified protocol. The same gadgets admit zero-communication samplers, formally separating the sampler and certificate-bearing output models. These results identify the transport field as the right communicated object whenever a field code is available, primarily as a residual-sparsity tool.
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All authors Hung Mai, Hai Nguyen, Luong Doan, Ngoc Vu, Khanh Nguyen, Nhung Duong, Tuan Do

Optimization and Control · Cross-listed from cs.LG

Parameter-Free Dynamic Regret under Heavy-Tailed Noise

We study online convex optimization with one unbiased stochastic subgradient per round and noise having a finite $p$-th central moment, where $p\in(1,2]$ is unknown. For a bounded convex domain of diameter $D$, subgradients bounded by $G$, noise scale $\sigma$, and comparator path length $P_T$, let $\Lambda_T=1+P_T/D$. A single algorithm, using none of $G,\sigma,p,P_T$, attains expected dynamic regret $O_p\left(\min\{GD\sqrt{T\Lambda_T}+\sigma DT^{1/p}\Lambda_T^{(p-1)/p},\,GDT\}\right)$ against every fixed comparator sequence. Restarted AdaGrad experts produce the noise-path exponent $(p-1)/p$, and a prior favoring longer restart intervals removes horizon-dependent logarithmic overhead. We give an explicit bound uniform in $p$; its logarithm-free form has noise coefficient $O(1+\log(p/(p-1)))$, while the static-regret constant is universal. The analysis requires only marginal noise moments and permits dependent errors. Complete pathwise proofs retain both the expert-loss range and the gradient energies preceding comparator movement. Matching lower bounds hold on every bounded convex domain of positive diameter, under the same gradient-only information model. Together with a path-budget-tuned upper bound, they characterize the minimax rate with universal constants, including its linear-regret saturation.
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