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Thursday 13 August

Optimization and Control · Cross-listed from cs.LG

Sampling Luck Masquerades as Allocation Gain: Auditing Test-Time Budget Allocation for Neural Combinatorial Optimization

Neural combinatorial optimization (NCO) solvers report the best of many sampled solutions per instance, and the sample count is, by convention, identical for every instance. Whether a non-uniform allocation of a fixed total budget would buy anything has not been measured. We measure it, and we audit the measurement itself. First, on in-distribution workloads the allocation headroom is not detectable. Across three pretrained solvers (POMO, AM, SymNCO) on uniform TSP-100, an oracle allocation computed and evaluated on the same stored samples reports a 2.2-2.6% gain with intervals excluding zero; measured out of sample the same gain is indistinguishable from zero (0.457, 0.015, -0.512 percent). Following the customary in-sample procedure, all three solvers would have supported a published 2%-level gain that does not exist. We calibrate this bias against an instance-wise null in which the true gain is zero by construction; over the ranges we test it does not shrink with more samples or more instances. Second, the same correction that removes the phantom gains preserves a real one. Under distribution shift (a workload mixing uniform and clustered instances), a pre-registered confirmatory experiment finds that allocation guided by held-out sample statistics improves best-of-k by 11.5% (AM, primary endpoint; 95% CI [7.4, 19.7]) and 12.0% (SymNCO, replication) at equal evaluation budget, with the signal-acquisition cost not charged; a pre-registered negative control (POMO, an order of magnitude more robust to shift) shows -0.3% [-0.7, 0.24]. The gain exceeds a frozen distribution-label baseline by 4.2 points [1.9, 7.7]. An exploratory policy charging a 20-sample probe against the same budget retains 3.4% (AM) and 4.6% (SymNCO). We give a correction procedure and a reporting checklist, and release all data, code, and the pre-registration record.
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Optimization and Control · Cross-listed from cs.AI

VALG: An Agentic System for ML Theory Research

Machine learning theory studies learning procedures through mathematical setups in which the data model, training protocol, oracle access, loss, metric, and randomness define the phenomenon that a theorem is meant to explain. Solving an open problem therefore requires the problem formulation, theorem target, and proof mechanism to be developed in concert. Researchers formulate hypotheses, test them through preliminary theoretical or empirical analysis, and refine both assumptions and proofs. We investigate whether this process can be organized as an autonomous agentic workflow for ML theory research. We develop VALG, an agentic system that combines multi-level Verification, Adaptive formulation of Learning-theory problems, and Graph-structured proof development. Within each source-relative theorem branch, VALG maintains a fixed mathematical specification, checks the theorem-level composition of a typed proof-dependency graph, and constructs and reviews local proofs in dependency order. When a proof attempt fails, VALG identifies whether the obstruction lies in a derivation, the proof structure, or the theorem formulation and routes the next attempt accordingly. Formulation-level obstructions initiate an explicitly related variant or relaxation, preserving the mathematical relation between the resulting theorem and the source problem. We evaluate VALG on nine subproblems from five COLT 2026 open problems. Two runs produce internally finalized theorem candidates that match the scope of their source briefs; the remaining seven yield restricted-method results, special cases, or conditional theorems. These case studies show how VALG keeps source-scope matches, relaxations, conditional results, and blocked attempts mathematically distinct. VALG is open source at https://github.com/DechenZhang/VALG-ML-Theory-Agent.
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All authors Dechen Zhang, Xuan Tang, Xinxiang Yin, Xingwu Chen, Jian Qian, Difan Zou

Optimization and Control

A Predictive-Prescriptive Analytics Framework for Fair Computed Tomography Scheduling and Radiologist Workload Allocation

Scheduling follow-up Computed Tomography (CT) examinations requires balancing two competing objectives: assigning patients as close as possible to their recommended examination dates while ensuring an equitable distribution of radiologists' workload. Existing approaches optimize scanner utilization or patient waiting times, overlooking reporting activities and the need to balance fairness across multiple stakeholders. This paper proposes a predictive-prescriptive framework for fairness-aware follow-up CT scheduling. Patient-specific Machine Learning (ML) models are first developed to predict both examination and reporting durations. These predictions are then embedded into a multi-objective Mixed-Integer Linear Programming (MILP) model that simultaneously minimizes deviations from patients' preferred examination dates and balances radiologists' reporting workloads through a lexicographic min-max fairness criterion. We derive a dominance reduction property within an $\varepsilon$-constraint framework that substantially reduces the number of optimization problems required to generate the Pareto frontier. Computational experiments based on data from a real-world emergency radiology department show that allowing patients a scheduling flexibility of only one to two days is sufficient to substantially improve workload equity among radiologists while preserving timely access to follow-up examinations. The proposed dominance reduction strategy eliminates most $\varepsilon$-constraint evaluations without affecting the Pareto frontier. Finally, evaluating predictive models through downstream optimization regret demonstrates that XGBoost provides the most effective support for scheduling decisions, outperforming models that achieve lower prediction errors according to conventional predictive metrics.
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All authors Ludovico Ambrosi, Chandra Bortolotto, Sara Cambiaghi, Luisa Carone, Davide Duma, Lorenzo Preda

Optimization and Control

Distance-Based Formation Control with Prescribed Performance for Higher-Order Multi-Agent Systems

We consider distributed distance-based formation control with prescribed transient performance for multi-agent systems modeled by unknown nonlinear dynamics of relative degree greater than one. We introduce a virtual leader whose trajectory is tracked with prescribed transient behavior by a designated subset of agents. The undirected communication graph is either a tree graph or a minimally and infinitesimally rigid graph. In the latter case, we further consider the objective of centroid tracking. In each setting, a distributed and model-free control law is developed, and we establish the satisfaction of the prescribed funnel constraints on the formation and tracking errors, and boundedness of all closed-loop signals. Numerical simulations illustrate the effectiveness of the proposed control laws.
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All authors Janina Schaa, Maria Charitidou, Dimos V. Dimarogonas, Thomas Berger

Optimization and Control

Distribution Steering via Sliced Optimal Transport Control

Distribution steering seeks feedback laws that drive the state law of a dynamical system between prescribed initial and terminal distributions. Optimal transport provides a natural geometric approach, but its implementation generally requires a transport map or coupling in the full state space. Sliced optimal transport avoids this full-dimensional construction through one-dimensional projections. Yet, the resulting projected maps specify only directional displacements and do not by themselves prescribe a realizable feedback law. To this end, we develop a finite-horizon control framework based on sliced optimal transport. At each sampling instant, a projected optimal transport map defines a directional terminal condition, whose minimum-energy realization yields a randomized single-direction controller. Averaging over projection directions gives a deterministic sliced feedback. For the single-integrator dynamics, the averaged feedback makes the sliced Wasserstein distance to the target non-increasing. For Gaussian endpoint laws, it is affine, preserves Gaussianity, and steers the mean and covariance to their prescribed terminal values. We further identify a law-dependent gain that yields linear decay of the sliced Wasserstein distance together with an explicit characterization of the control energy. We also prove that the randomized controller converges to the averaged sliced flow as the sampling period vanishes. Finally, we extend the construction to linear dynamical systems. Reachability-normalized coordinates allow instantaneous realization of the sliced velocity for uniformly fully actuated systems, while local controllability Gramians provide exact finite-step realization for general controllable systems. Numerical examples illustrate the resulting distributional flows.
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Optimization and Control

A Lebeau–Robbiano approach to the controllability of the Boussinesq system with a reduced number of controls

In this paper, we prove the local null controllability of the Boussinesq system in dimensions two and three with a reduced number of localized controls. More precisely, the controls act on the temperature equation and on only $N-2$ components of the velocity equation. Our proof is based on a spectral approach in the spirit of the Lebeau–Robbiano method. The main difficulty comes from the coupled structure of the system. The velocity and temperature equations are governed by the Stokes operator and the Dirichlet Laplacian, respectively. Their natural spectral decompositions are different, and there is no common spectral localization naturally adapted to the coupled system. Therefore, the usual componentwise spectral argument cannot be applied directly. We show that the cascade structure of the linearized system makes it possible to overcome this difficulty. The main ingredient is a mixed observability estimate in which only the Stokes component is spectrally localized, while the heat component is treated without any frequency restriction. Combining this estimate with the dissipation of the high Stokes frequencies allows us to carry out a Lebeau–Robbiano iteration for the linearized system. The resulting linear controllability estimate is transferred to the nonlinear Boussinesq system through a time-iteration argument. As an important consequence, the controls have a small-time cost bounded by $C\exp(C/T)$, which recovers the expected parabolic order while preserving the reduced number of controls.
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Optimization and Control

Feedback Diagonalization and Stabilization for Discrete Linear Ensemble Systems

We consider a countably infinite collection of linear, scalar control systems, where each system is represented by the pair $(a_n,b_n)$ with $a_n>0$ for $n\in \mathbb{N}$, and all systems are forced by a common scalar control input. We refer to this collection of systems as a discrete linear ensemble system. The ensemble system is feedback stabilizable if there exists a common feedback control input that asymptotically stabilizes every system simultaneously. Unlike finite-dimensional linear systems, an infinite-dimensional linear system is not guaranteed to be stable if its poles lie in the open left half-plane. Stability is guaranteed, however, if (i) its poles are contained in the closed left half-plane and (ii) its infinitesimal generator is diagonalizable. In this paper, we provide necessary and sufficient conditions for the existence of a static, linear feedback control law that ensures the closed-loop ensemble system satisfies (i) and (ii). In particular, we show that the exponential decay of the sequences $(|b_n|)_{n\in \mathbb{N}}$ and $(a_n/|b_n|)_{n\in \mathbb{N}}$ is necessary and, under an assumption on the desired poles, sufficient.
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Optimization and Control

Mean Field Stackelberg Game for Production and Carbon Emission Reduction with State Reflections

Global warming, driven by anthropogenic carbon emissions with transboundary pollution characteristics and irreversible damage, poses an existential threat to human society. This paper develops a novel two-level Stackelberg game with mean field interaction of controls and common noise which integrates hierarchical decision-making under a state-reflected emission dynamics. A central regulator (leader) adjusts product prices to guide $n$ heterogeneous competing regions (followers) while enforcing a hard emission cap via a reflection mechanism that models emergency reductions through a local time process. We establish the existence of an approximate Stackelberg equilibrium and perform sensitivity analysis via Monte Carlo simulations.
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All authors Lijun Bo, Zhen Liu, Jingfei Wang, Jiacheng Zhang

Optimization and Control

A penalty-type method for relaxed inverse optimal control problems

This paper is devoted to the introduction and analysis of a penalty-type method for the numerical treatment of a class of bilevel optimization problems arising from inverse optimal control. The algorithm is designed to compute stationary points of the associated relaxed value function reformulation. This is achieved by determining a sequence of stationary points associated with a sequence of surrogate problems where the relaxed value function constraint is penalized, where the updates of upper- and lower-level decision variables are decoupled, and where the penalty parameter is enlarged only in those iterations which do not come along with a sufficient improvement of some feasibility measure. The resulting method does not comprise any linesearch, the lower-level problem has to be evaluated just once per iteration, and the penalty parameter does not need to be driven to infinity. Nevertheless, subsequential convergence results are obtained under reasonable assumptions. Numerical experiments, where the relaxation parameter is also driven to zero, visualize effectiveness of the approach.
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Optimization and Control · Cross-listed from physics.space-ph

Genetic Fuzzy System-based Control for Final Approach of Spacecraft Rendezvous and Proximity Operations

In-space servicing has been receiving great attention to extend the operation of spacecraft with defective components. This requires rendezvous and proximity operations for a chaser to provide service to a target. This work constructs a fuzzy inference system-based controller for the chaser to reach the cooperative target on a circular orbit in the final approach phase while minimizing the energy consumption of the chaser. The offline training process performed by a genetic algorithm deals with multiple initial relative positions of the chaser, and the trained controller is validated using a testing environment with disturbances, which differs from the training scenarios.
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Optimization and Control

Difference-of-Convex Regularization for Graph Learning by Differentiable Programming

Laplacian-regularized minimization is fundamental in signal processing and machine learning, but explicit construction of the dense graph Laplacian pseudoinverse can be computationally expensive. To address this issue, we consider the setting where the graph Laplacian is given and propose a Difference-of-Convex Regularizer (DCR) graph learning framework that learns a reusable approximation of the pseudoinverse action through regularized Maximum Likelihood Estimation (MLE) and shrinkage-regularized Convex–Concave Procedure (CCCP) iterations. For Laplacian-Regularized Nonnegative Least Squares (LR-NNLS), dual and Karush-Kuhn-Tucker (KKT) analysis motivates separating graph-dependent pseudoinverse learning from instance-specific optimization. The learned pseudoinverse is embedded into a differentiable primal optimization procedure as a graph-aware preconditioner for nonnegative reconstruction and can be reused across LR-NNLS instances sharing the same graph. We establish stability and fixed-point existence guarantees for the proposed pseudoinverse-learning iteration. Experiments across different graph topologies and scales demonstrate near-reference accuracy, competitive time-to-moderate-accuracy behavior, and effective cross-instance reuse across independently generated problem instances sharing the same graph.
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Optimization and Control

Shape Design for Degenerate Hyperbolic Equation with Degenerate Boundary and Its Application to Observability

In this paper, we study the observability and controllability of a class of degenerate hyperbolic equations with a control region intersecting the degenerate set. Unlike the existing results that mainly deal with control regions separated from the degeneracy, we consider the case where the control region reaches the degenerate part. To handle the difficulty caused by the degeneracy, we introduce a shape-design-based approximation method based on shape design by approximating the degenerate equation with a family of uniformly hyperbolic equations. The proof relies on the spectral approximation of the associated operators, precise estimates for weak solutions, and the multiplier method. We first establish observability inequalities for the approximating equations with constants independent of the approximation parameter. Then, by passing to the degenerate limit, we obtain the observability inequality for the original degenerate equation.
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Optimization and Control · Cross-listed from cs.LG

Federated Compositional Muon Optimizer for Matrix-Wise Models

Muon, a more recently developed optimizer, is useful for matrix-wise models in AI areas. Although many works have studied Muon and its variants, these methods are still not particularly well-suited for hierarchical structured problems. To fill this gap, we propose an effective federated compositional Muon (FedCoMuon) optimizer to solve distributed matrix-wise compositional optimization problems. Specifically, our FedCoMuon optimizer builds on compositional gradient tracking and orthogonalized momentum. Moreover, we propose a variance reduced variant of FedCoMuon (FedCoMuon-VR) based on a momentum-based variance reduced technique. In theory, we analyze the convergence properties of our algorithms under the non-i.i.d. and non-convex settings. In particular, we prove that our FedCoMuon-VR obtains a lower sample complexity of $O(\epsilon^{-3})$ for finding an $\epsilon$-stationary solution than the existing FedMuon algorithms. Extensive numerical experiments on robust federated learning and task-distributed risk-sensitive meta learning show that our proposed methods are competitive with existing compositional baselines and achieve the best reported accuracy in several settings.
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Optimization and Control

Efficient Hessian-Free Methods for Multi-Objective Bilevel Optimization with Nonconvex Lower Level

Multi-objective bilevel optimization has wide applications in the AI area such as automated learning and multi-task meta-learning. Although recently some works have been begun to study the multi-objective bilevel optimization, the proposed methods rely on the (strongly) convex lower level problems. In fact, these multi-objective bilevel learning problems are generally nonconvex, and particularly their lower level problems are nonconvex. To fill this gap, we propose a class of Multi-Objective Moreau Envelope based Hessian-free Algorithms (MOMEHA) for the multi-objective bilevel learning problems with nonconvex lower level. Specifically, our method uses the Moreau envelope to relax the original problem into a multi-objective single-level optimization with an envelope constraint. In particular, our method retains computational advantages of being single-loop and Hessian-free in the multi-objective setting by incorporating a smooth weighted Tchebycheff scalarization. Furthermore, we propose a momentum-based variant of MOMEHA (i.e., MB-MOMEHA) method for the stochastic multi-objective bilevel learning problems. In theory, we provide the convergence properties of our algorithms under both deterministic and stochastic setting. Some experiments on few-shot meta-learning and neural architecture search demonstrate that our methods outperform the existing approaches in Pareto front, validating its effectiveness and robustness.
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Optimization and Control

An Algebraic Method for Optimizing the State, Control, and Terminal State Weight Matrices for Optimal Feedback Control

The necessary conditions for formulating optimal feedback control algorithms have been known for many years. Free parameters exist in the performance index in the form of state and control penalty and terminal state penalty matrices for tuning the performance of the optimally controlled system. The selection process is typically experimental and iterative. To generate the weight matrices for optimal feedback control algorithms, an optimization process is proposed. Typically, the optimization process for the weight matrices requires several numerical integration processes that are computationally expensive; this work overcomes the classical high computational cost by exploiting closed-form solutions for the time-varying Riccati matrix, state trajectories, state transition matrix, and the optimal performance index. Closed-form algebraic equations are used to generate all partial derivative calculations, and no numerical integration is required. The closed-form partial derivatives are used to generate analytic gradients for the optimization steps. The optimization strategy seeks to minimize the terminal state values for the feedback control problem. A numerical example is presented to demonstrate the effectiveness of the proposed optimization algorithm. The resulting computational procedures are expected to be broadly useful for control theory applications in science and engineering.
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Optimization and Control

Stochastic Mixed-Integer Optimization of Dynamic Electricity Tariffs with Consumer Protection

Day-ahead residential tariffs must be posted before demand is observed. Aggressive high prices can cut peaks in simulation, but they can also raise customer bills. This paper measures how much peak reduction is lost when a tariff design problem is required to keep revenue near a flat-tariff baseline and to limit bill increases. Using half-hourly data from 5,566 Low Carbon London households (167.8 million validated readings), we estimate quasi-experimental price response against the standard-tariff comparison group, form bootstrap demand scenarios, and solve stochastic mixed-integer programs with HiGHS. On all 73 eligible held-out test days, a segment-protected stochastic tariff reduces simulated peak demand by 2.29% on average (95% day-bootstrap CI [2.11, 2.48]), with revenue change -2.26% and mean worst-segment bill increase 2.48%. Removing the segment bill cap raises peak reduction only to 2.37%, while the worst segment bill increase rises to 6.81%: in this sample, substantial average protection costs little peak-shaving performance. The same schedules leave a household 95th-percentile bill increase of 8.61% (CVaR95 14.76%), so segment-average caps do not bound household tails. We report the full price-of-protection frontier under consistent household simulation and compare segment protection with a representative-household (tail-aware) variant: the latter cuts household p95 from 8.61% to 7.05% while changing mean peak reduction only from 2.29% to 2.28%. All optimized outcomes are model-based counterfactuals under an opt-in trial; wholesale costs are unavailable, so we do not optimize profit.
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Wednesday 12 August

Optimization and Control

Exact ReLU realization of binary affine refinement iterates via reflection folding and cone switching

We study vector-valued binary affine refinement operators with finitely supported matrix masks and compactly supported continuous piecewise linear input and forcing data. We prove that every finite refinement iterate admits an exact ReLU realization of fixed width and depth linear in the number of iterations. No separation of the forcing profile from the binary cell seams is required. The main mechanism is universal reflection doubling. Pairing each residual profile with its reflection replaces the two binary transition matrices by one fixed block matrix together with a fixed swap involution. The cell-seam identity makes the two branch candidates agree at the tent fold, while their swap-odd component is bounded linearly by the distance to the fold. This permits exact branch selection by a fixed continuous piecewise linear cone switch, without multiplication by a variable selector. The resulting primal recursion requires the residual orbit in reverse order. We obtain exact backward replay from the residual memory controller developed previously for affine refinement, interpreted here through the reflection quotient of circle doubling. The construction propagates the full vectorized profiles rather than decomposing the input and forcing into reference atoms. We also treat stage-dependent forcing from a fixed finite-dimensional family and show that genuine reflection equivariance reduces the doubled cascade to a single parity sector.
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Optimization and Control · Cross-listed from quant-ph

A Quantum Optimization Framework for Data-Assimilation-Augmented Parameter Estimation

Parameter estimation is a fundamental challenge in the calibration of ordinary differential equation (ODE) models, where repeated numerical integration can lead to high computational cost. In this work, we investigate whether quantum algorithms can be leveraged to assist parameter estimation in nonlinear dynamical systems. We develop a hybrid classical-quantum framework that reformulates a data-assimilation-augmented parameter estimation problem as a combinatorial optimization task. Model dynamics and data assimilation are enforced entirely on the classical side, while the resulting parameter estimation cost functional is discretized and approximated by a quadratic unconstrained binary optimization (QUBO) surrogate. This surrogate is mapped to an Ising Hamiltonian, and quantum optimizers are used to search for low-energy configurations corresponding to candidate parameter estimates. We apply the framework to SIS and SIR epidemic models, the chaotic Lorenz-63 system, and a high-dimensional two-layer Lorenz-96 system. In this setting, the method is used to recover classical system parameters from partial state observations across steady-state, chaotic, and high-dimensional multiscale dynamical systems. Numerical experiments with synthetic data show that the proposed approach accurately recovers parameters while requiring data-assimilation solves only on a prescribed coarse grid. The framework avoids quantum state tomography, illustrating a viable pathway for integrating quantum optimization into data-driven parameter estimation for nonlinear dynamical systems.
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All authors Muhammad Jalil Ahmad, Mohammadhossein Mohammadisiahroudi, Animikh Biswas, Kathleen Hoffman

Optimization and Control

A Local-Linearly Convergent Algorithm for Nonconvex Equality-Constrained Optimization

For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.~is an iteration-efficient approach, based on minimizing Fletcher's augmented Lagrangian function, for finding an approximate second-order stationary point from an arbitrary starting point. In this paper, the analysis of this algorithm is extended, offering a two-fold contribution. First, it is shown that a local-linear rate of convergence can be obtained by this method if it is initiated sufficiently close to a strong second-order stationary point and employs a sufficiently small step-size parameter and sufficiently large penalty parameter. In this case, the algorithm reduces to a gradient descent algorithm applied to minimize Fletcher's augmented Lagrangian. Second, as a particularly useful application of the first result, it is shown that the Gradient-Eigenstep algorithm can be used as an iteration-efficient subproblem solver in the context of a progressive sampling strategy for solving equality-constrained optimization problems when the objective and constraint functions are defined by large sample averages, ultimately offering an algorithm with an improved worst-case sample complexity when compared to an approach that solves a full-sample problem directly.
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Optimization and Control · Cross-listed from eess.SY

The $\theta$-Symmetric SRG with Applications to Stability of Cactus Dynamic Networks

In this paper, we systematically study a variant of the scaled relative graph (SRG), referred to as the $\theta$-symmetric SRG, and apply it to the stability analysis of cactus networks. Compared with the previous SRG definition, the $\theta$-symmetric SRG enables the characterization of phase lead and lag behaviors, and serves as a more natural multivariable extension of the classical Nyquist plot. We first analyze the gain and phase aspects of $\theta$-symmetric SRG separately and build a connection between $\theta$-segmental phase and a norm minimization problem. This connection makes it possible to compute $\theta$-segmental phase via semidefinite programming. We further derive the submultiplicative and subadditive properties of $\theta$-symmetric SRG. These algebraic properties are crucial to determine the nonsingularity of product-type and sum-type return difference matrices, which topologically correspond to the cyclic and parallel-feedback extreme cases of cactus networks. By taking the cyclic interconnection as the fundamental starting point, we establish necessary and sufficient conditions for its robust stability. Integrating this with the parallel case, we synthesize a unified stability framework for general multi-loop cactus networks. The $\theta$-symmetric SRG framework is less conservative and provides a more intuitive geometric interpretation of system behaviors compared with some existing approaches. Several examples are included to demonstrate the effectiveness of the proposed methods.
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Optimization and Control · Cross-listed from cs.CC

On the Exponential Circuit Imbalance of the Ben-Tal Nemirovski Approximation

Dadush et al.\ (2024) recently developed a scaling-invariant layered least squares algorithm for linear programming whose complexity depends on the optimal condition measure $\bar{\chi}_A^*$. Their work builds on Vavasis and Ye's (1996) algorithm whose running time depends only on the constraint matrix $A$ through the condition number $\bar{\chi}_A$. Monteiro-Tsuchiya (2003) defined the optimal condition number $\bar{\chi}_A^*$ as the maximum $\bar{\chi}_{AD}$ achievable over all positive diagonal column rescalings $D$. Dadush et al.\ (2024) introduced the optimal circuit imbalance measure $\kappa_W^*$, which serves as a lower bound for $\bar{\chi}^*_A$. Instances with artificially large optimal circuit imbalance measures $\kappa_W^*$ can be easily constructed; however, finding naturally occurring examples where this optimal scaling-invariant measure grows exponentially is of independent interest. In this paper, we show that the Ben-Tal Nemirovski (BN) linear programming approximation of the unit disk provides such an example. By explicitly constructing circuits in the kernel of the BN formulation, we prove that the optimal circuit imbalance measure $\kappa_W^*$ grows exponentially in the number of approximation steps. Since $\kappa_W^*$ lower bounds $\bar{\chi}_A^*$, our result demonstrates that the BN approximation yields an exponentially ill-conditioned family of constraint matrices.
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Optimization and Control

Optimal Heat Storage Sizing for District Heating Networks to Maximize Electricity Revenue from Combined Heat and Power Units

Integrating heat storages in district heating networks (DHNs) supports managing dynamic characteristics such as heat-demand variations and changing energy prices, and the intermittency of renewable sources. A common application are DHNs with combined heat and power (CHP) units, where a storage allows shifting heat extraction to periods with favorable electricity prices. Although the benefits of heat storage in DHNs are well established, determining the optimal storage size remains challenging due to the diversity of DHNs in terms of heat sources, production and consumption patterns, network heat losses, and fuel costs. This paper presents a scalable, automated methodology for optimizing short-term heat storage in DHNs using mathematical optimization. The nonlinear, physics-based approach models the DHN, heat producers, and storages simultaneously to minimize total economic cost through optimal storage sizing, explicitly considering time-varying heat-production costs, heat demands, and heat losses. The methodology is demonstrated on a 3rd-generation CHP-DHN in Belgium with 30 consumers, exceeding the scale of previous physics-based storage-sizing studies. For this system, optimal storage integration reduces the 20-year cost by 730 k EUR (16.5%), from 4.41 M EUR to 3.68 M EUR. The reduction results from a 1.07 M EUR decrease in heat-production cost achieved by shifting heat extraction to periods of low electricity prices, while the storage investment amounts to 323 k EUR. A comparison to a commonly used simplified storage sizing method, which fails to identify the optimal storage size, demonstrates the advantage of the proposed holistic, physics-based optimization approach in ensuring feasible designs, accurate cost assessments, and optimal storage sizing.
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Optimization and Control

Weight Certificates for Convex Multi-Objective MPC: Geometric Characterization, $\ell^1$ Construction, and $\ell^2$ Foreclosure

Automated-driving rulebooks rank rule violations lexicographically, and model predictive control enforces that ranking either exactly, through $L{+}1$ sequential programs per tick, or approximately, through a weighted sum tuned by the separation heuristic $w_1\gg w_2\gg\cdots\gg w_L$. We show the heuristic answers the wrong question. For a convex priority-ordered program, a weighted sum reproduces the lexicographic optimum precisely when its weight, augmented by a unit performance coefficient, supports the upper image of the achievement map at the lexicographic point; the admissible weights form the unit-performance slice of an outward normal cone. Under hinge penalties this slice is a polyhedron obtained by projecting a scaled-KKT system, and a linear program returns an interior weight with a certified margin; under squared-hinge penalties no finite weight is exact whenever the limiting multiplier is nonzero, with violation along the local minimizer branch decaying as $O(1/w)$. Calibrated on held-out logs, the resulting weights have near-equal tier components in nine of eleven calibration-eligible scenario classes and roughly double legal-tier event precision against a matched heuristic weight in closed-loop nuPlan experiments on a 25-rule rulebook. The certificate is, however, pointwise: no single weight is valid across the sampled ticks of an episode, the median lifetime is one sampling interval (zero subsequent ticks at the native rate), and persistence tracks active-set stability. These findings motivate monitored weighted solves with selective cascade fallback, although the compliance-pattern monitor detects only a subset of measured lapses.
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All authors Hadi Hajieghrary, Benedikt Walter, Chaitanya Shinde, Miguel Hurtadoand Jerry Lopez

Optimization and Control · Cross-listed from stat.ML

SSPO: Structure-Aware Similarity-Weighted Preference Optimization for Neural Combinatorial Optimization

Neural combinatorial optimization (NCO) relies on parallel solution sampling for training, yet existing methods fail to fully exploit the rich information latent in a co-sampled solution group. Preference-optimization methods anchor on the single best solution and discard fine-grained quality and structural signal from all other peers-a failure we term gradient signal polarization. Mean-based baselines instead weight peers uniformly, so structurally near-identical peers flood the baseline with redundant information and keep gradient variance high-a failure we term baseline redundancy. We propose SSPO (Structure-Aware Similarity-Weighted Preference Optimization), which scores all $B$ sampled solutions jointly through a dissimilarity-weighted leave-one-out baseline: structurally distinct peers receive higher weight, resolving both failures in a single mechanism. The baseline uses zero-parameter, problem-adaptive solution embeddings built from the encoder's existing node representations. Experiments on TSP, EFL, and JSP benchmarks show consistent gains over prior best-anchor and uniform-weight baselines. A direct comparison against uniform RLOO on TSP and EFL confirms that structure-aware weighting is the primary driver of improvement. The SSPO-trained EFL policy has been deployed in a production facility-location system at JD$\mathord{.}$com, confirming practical viability at scale.
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All authors Yuanyu Li, Jintao Xu, Zijiang Liu, Yongzhi Qi, Ningxuan Kang, Jianshen Zhang, Wei Qi, Chen Xie, Zuo-Jun Max Shen

Optimization and Control

A Sharp Four-Layer Theorem for Integer-Occupied Slices of a Planar Disk-Slab

Let a rational positive-definite quadratic sublevel set on a full-rank affine lattice coset be intersected with a closed slab. A deterministic two-dimensional delta=3/4 reduction selects a primitive-dual integer functional and an inner ellipse. In the branch where the corresponding Babai point lies outside that ellipse, the lattice points in the disk-slab occupy at most four integer levels of the selected functional. An explicit rational instance attains four, so the bound is sharp. A strict diameter estimate reduces any counterexample to three blocks of five consecutive levels, and a nearest-integer inequality excludes the central block. Symmetry and cell localization reduce the two side blocks to eight modes: four follow from a shared-cap inequality, and four from an exact four-variable Bernstein certificate. The certificate contains 17,640 positive coefficients, with minimum 625/2048.
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Optimization and Control · Cross-listed from cs.LG

Adversarial Resilience of Poisson-Process Submodular Maximization over Matroids, and Full-Bandit Learning

We study nonnegative submodular maximization on $n$ elements subject to a general matroid of rank $k$, when the offline algorithm is given an arbitrary controlled value oracle. Our main result is an adversarial resilience theorem for the Spiteful Greedy Swap Poisson Process (SGS-Poisson): without modifying its Poisson intensity, single-element exchange rule, or spiteful drop step, the algorithm retains limiting approximation factors $1/e$ for non-monotone objectives and $1-1/e$ for monotone objectives. More precisely, given an error bound $\xi\ge0$, under every controlled oracle $\widehat f$ satisfying $|\widehat f(S)-f(S)|\le \xi$ for every set $S$, our implementation returns a feasible set with expected value at least $(1/e-\varepsilon)OPT-O(k\xi)$ and $(1-1/e-\varepsilon)OPT-O(k\xi)$, respectively, where $OPT$ is the feasible optimum. The implementation uses a deterministically bounded budget of $O(nk^{2}\varepsilon^{-2}\log n\log^{2}(1/\varepsilon))$ oracle calls. As a consequence, an offline-to-online reduction yields full-bandit combinatorial multi-armed bandit (CMAB) algorithms for general matroid-constrained submodular rewards with exact limiting approximation-regret factors $1/e$ and $1-1/e$ and $\widetilde O(n^{1/5}k^{4/5}T^{4/5})$ regret over $T$ rounds. These online guarantees allow exploration to play sets that become independent after deleting at most one element; exploitation and the benchmark remain matroid-feasible. For unit-capacity partition matroids we obtain $\widetilde O(n^{1/5}k^{3/5}T^{4/5})$ under the same exploration relaxation. We establish a deterministic query budget by truncating the Poisson process and identify the enlarged action set needed to answer its offline queries.
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Optimization and Control · Cross-listed from math.AP

Well-posedness and passivity for a class of bilinear control systems

We study an abstract class of bilinear infinite-dimensional systems that arises in various applications, including district heating systems and quantum control. First, we analyze the existence of mild and classical solutions for abstract bilinear systems with admissible input operators in Banach spaces and study continuous dependence on the data. When the underlying space is a Hilbert space, these results are used to show passivity for a suitably defined co-located output and for mild solutions. The results are applied to the bilinear Schrödinger equation, the Fokker–Planck equation, and a district heating or cooling pipe.
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All authors Abdelhakim Dahmani, Hannes Gernandt, René Hosfeld, Timo Reis, Tolgahan Tasci

Optimization and Control

The Advective Fisher-Rao Geometry of Deterministic Measure Transport

A novel advective Fisher-Rao metric is introduced for optimization tasks on paths of probability measures governed by the continuity equation. This metric is shown to lead to optimal descent directions. It is then shown that this metric arises naturally from three different perspectives: As the rescaled zero-noise limit of the Fisher-Rao metric on path measures, as the expected value of the second variation of the Freidlin–Wentzell large deviation rate functional, and as the Hessian of the Benamou–Brenier action functional from dynamic optimal transport. We supplement this geometric construction with computational experiments. Here, we demonstrate empirically that the advective Fisher-Rao metric yields the desired optimal fitting of probability densities, whereas the Gauss–Newton method yields optimal fitting of velocity fields.
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Optimization and Control

On the Convergence Rate Lower Bound of Biochemical Computational Modules

Biochemical reaction networks have become a central theoretical framework for implementing molecular computation. A key challenge is finite time computational accuracy, as computation outputs are encoded in limiting steady states (LSSs) of species concentrations while practical implementations operate for only finite time. This work proposes a concise characterization of convergence rate for biochemical computational modules with multiple output species, and rigorously establishes it as being bounded by the eigenvalue with largest (least negative) real part of the Jacobian matrix. Two numerical examples illustrate how the theoretical lower bound shapes the convergence rate range and reveals its dependence on reaction rate constants. This formulation enables systematic evaluation of biochemical computation speed and provides a practical design measure for constructing high-accuracy and error-controlled biochemical computational modules.
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All authors Yuzhen Fan, Chuanhou Gao, Shibo He, Jiming Chen

Optimization and Control

Parallel Machine Scheduling with a Singler Server and Loading-Unloading Operations

This paper investigates a parallel machine scheduling problem featuring a single common server responsible for both loading and unloading operations. Each job consists of a unit-time loading operation, non-preemptive processing on one of \(m\) identical machines, and a unit-time unloading operation executed by the same server. The objective is to minimize the makespan. Unlike classical loading-only common-server models, our setting requires the server to handle an unloading operation immediately after a job's processing phase concludes. We prove that the corresponding decision problem is strongly NP-complete when the number of machines is given as part of the input. Furthermore, we analyse the worst-case performance of the List Scheduling (LS) and Longest Processing Time (LPT) heuristics. For three machines, we establish that Algorithm LS achieves an approximation ratio of at most \(5/2\). For an arbitrary fixed \(m \ge 3\), we show that the general LS bound approaches \(4-3/m\) as the number of jobs grows, whereas for Algorithm LPT, we prove the finite-instance ratio $3-\frac{2}{m}+\frac{(m-1)(m-2)}{mn}.$ Thus, for each fixed \(m\), the LPT bound approaches \(3-2/m\) as the number of jobs grows.
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