Optimization and Control
State-Dependent Delays in Optimal Control and Hamilton–Jacobi Equations
Yiming Jiang, Cristian Mendico, Yawei Wei et al. (+2 more)
We develop a Hamilton–Jacobi theory for finite-horizon optimal control problems governed by state-dependent delay equations. In this setting, the delayed-time map depends on the controlled trajectory itself, so that both the state and the point at which the past state is evaluated vary simultaneously. The natural state variable is therefore the entire history, and the value functional is defined on a space of Lipschitz histories. Under suitable growth, Lipschitz, and monotonicity assumptions, we establish the dynamic programming principle and characterize the value functional as the unique viscosity solution of the associated Hamilton–Jacobi equation with co-invariant derivatives. To accommodate Lipschitz histories, we introduce a notion of viscosity solution based on finite-dimensional projections generated by polygonal extensions, and prove a comparison principle in the resulting class of functionals. Under additional regularity assumptions, we derive a Pontryagin minimum principle whose adjoint equation contains advanced terms induced by the state dependence of the delay. We also obtain a generalized transversality relation formulated through the delay superdifferential of the value functional. Finally, we establish semiconcavity in the history variable and a joint semiconcavity estimate on an appropriate solution
manifold.
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All authors Yiming Jiang, Cristian Mendico, Yawei Wei, Fei Zeng, Zimeng Zheng
Optimization and Control · Cross-listed from cs.GT
An Exact Counterexample to Affine-Like Price-of-Anarchy Shape in Quartic BPR Routing
Ian D'Ambrosio
We give an exact computer-assisted counterexample to a direct common-degree quartic extension of the affine active-network shape
theorem for demand-dependent Price of Anarchy. The instance is a directed network with five vertices, six edges, and three origin–destination paths, all with positive rational costs $c_e(x)=a_e+b_ex^4$. Exact rational interval certificates show that all three paths carry positive Wardrop flow throughout the demand interval $[17,24]$, while \[ \operatorname{PoA}(21)>\operatorname{PoA}(17),\qquad \operatorname{PoA}(21)>\operatorname{PoA}(24). \] Continuity therefore forces an interior local maximum despite a constant
equilibrium active network. Krawczyk inclusions isolate the Wardrop and social-optimum KKT solutions, elementary boundary inequalities certify constant support, and interval social costs certify both strict comparisons. At differentiability points, we also derive a serial-edge identity explaining how a common quartic edge can alter the derivative of PoA without changing either route split. The proof and certificate use exact rational arithmetic for every interval and sign decision.
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Optimization and Control
Supply Chain Analytics: A Data-Driven Approach
Elioth Sanabria
Modern supply chain networks increasingly rely on real-time data to navigate structural uncertainties,
market volatility, and operational disruptions. This manuscript bridges the gap between statistical data-driven learning and robust decision-making frameworks in logistics and operations management. We present a comprehensive, mathematically rigorous treatment of supply chain analytics, moving from empirical demand forecasting to optimal inventory and network control under uncertainty. Key topics explored include sample minimization, dynamic programming recursions for time-varying inventory replenishment, network fulfillment frameworks, and advanced distributionally robust optimization (DRO) via transport theory to hedge against rare events. By integrating predictive statistical models with prescriptive control
algorithms, such as column generation for vehicle routing and non-homogeneous queueing regimes, this text provides the foundational tools necessary for designing resilient, data-driven automated systems. It serves as both a theoretical blueprint and an algorithmic guide for researchers and practitioners operating at the intersection of machine learning, mathematical optimization, and applied probability.
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Optimization and Control · Cross-listed from math.DG
The Cheeger constant of curved tubes in real space forms
Petr Vlachopulos
Motivated by the
geometric properties of curved tubes $T\left(P,a\right)$ defined by closed curves $P$, we compute the Cheeger constant $h\left(T\left(P,a\right)\right)$ in the real space forms of arbitrary dimensions with constant sectional
curvature. The structure and properties of the system of Fermi coordinates allows us to parametrize the curved tube and straightforwardly compute the upper bound of $h\left(T\left(P,a\right)\right)$ using the exact formulas for the area and volume of $T\left(P,a\right)$. Next, we derive the lower bound by combining the geometry of tubes with a calibration-type argument. The key idea is to describe the tube using geodesic spheres moving along the underlying curve $P$, which provides a natural outward direction and makes the estimate geometrically transparent. This allows us to compute the lower bound via the divergence
theorem. Finally, for the class of unbounded curved tubes in noncompact real space forms, we also compute the Cheeger constant and prove that there is no finite-volume Cheeger set.
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Optimization and Control · Cross-listed from math.AP
Fixed-particle-number optimizers for the Lieb–Oxford inequality
Matthew Rosenzweig
Let $\mathsf{d}\geq1$, $0<\mathsf{s}<\mathsf{d}$, and $N\geq1$. We prove that the optimal fixed-particle-number constant $\Lambda_N(\mathsf{s},\mathsf{d})$ in the Riesz Lieb–Oxford inequality is attained and that these constants are strictly increasing in $N$. The proof combines grand-canonical concentration–compactness with a strict one-particle extension. After recentering, a limiting plan arising from a maximizing sequence may assign positive probability to several particle numbers and hence be grand-canonical. A strict $N$-particle completion excludes this case, while the inequalities $\Lambda_N>\Lambda_k$ for $k<N$ exclude limits with a fixed lower particle number. Once attainment at particle number $N$ is known, the compact-support
theorem of Di Marino and Lelotte arXiv:2607.11440, valid for all $0<\mathsf{s}<\mathsf{d}$, permits a non-product one-particle extension and yields $\Lambda_{N+1}(\mathsf{s},\mathsf{d})>\Lambda_N(\mathsf{s},\mathsf{d})$. Together, these implications close an induction beginning at $N=1$.
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Optimization and Control
Bounds for multi-horizon stochastic optimization with application to power generation and transmission expansion planning
Giovanni Micheli, V Varagapriya, Francesca Maggioni et al. (+1 more)
This paper investigates computationally efficient methods for deriving bounds on the optimal value of multi-horizon
stochastic optimization problems, with a particular focus on applications in power generation and transmission expansion planning. Multi-horizon
stochastic programs capture sequential decision-making under uncertainty across multiple time scales—e.g., strategic (long-term) and operational (short-term)—jointly. Due to their inherent complexity, especially when uncertainties span several time horizons, solving these problems directly becomes computationally prohibitive. To address this, the paper develops and analyzes various novel bounding techniques, based on the dissection of scenario trees. We investigate systematically dissecting (i) only the operational, (ii) only the strategic, or (iii) both scenario trees simultaneously, and we devise two ways to recombine them to obtain valid bounds. Each method leads to a monotonic chain of inequalities that approximate the optimal value of the original problem from below. One of these methods results in a significantly smaller number of subgroups to recombine in the operational and simultaneous dissections, leading to substantial computational savings. Numerical results on a multi-horizon mixed-integer generation and transmission expansion planning problem show the efficiency of the proposed approach through different dissection and recombination strategies.
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All authors Giovanni Micheli, V Varagapriya, Francesca Maggioni, Guzin Bayraksan
Optimization and Control
Lyapunov Constructions for System Interconnections Arising from Adaptation in Some Optimization Methods
Qixu Wang, Patrick McNamee, Zahra Nili Ahmadabadi et al. (+1 more)
Interconnected systems have been widely studied, with a focus on interconnected systems whose subsystems are solely input-to-state stable (ISS) or passive systems. The focus of this work is on the interconnected systems that appear in adaptive gradient methods. In adaptive gradient methods, one subsystem seeks to move parameters of a cost function towards a minimizer while the other subsystem works to estimate some derivative information about the cost function to help determine the direction of the parameter update. This work studies instances of such interconnected systems and gives various Lyapunov function constructions for them using different techniques. Global asymptotic stability (GAS) of adaptive gradient optimizers follows from small-gain theory; the Lyapunov functions constructed here certify it explicitly.
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All authors Qixu Wang, Patrick McNamee, Zahra Nili Ahmadabadi, Miroslav Krstić
Optimization and Control
Nonnegative Quadratics over a Quadrant with a Bilinear Constraint
Yipeng Zhang, Yuyuan Ouyang and Boshi Yang
We study quadratic
polynomials that are nonnegative on the non-compact set \[ F:=\{(x_1,x_2)\in\mathbb R^2:\ x_1\ge 0,\ x_2\ge 0,\ x_1x_2\le 1\}. \] All extreme rays of the cone of nonnegative quadratic
polynomials are characterized on this set. The characterization allows us to study parameterized valid inequalities for quadratic convexifications involving $F$, which yields a semidefinite representation of its lifted convex hull in the quadratic space. Our analysis on extreme ray characterization separates the positive-semidefinite (PSD) and non-PSD branches, reduces the latter to boundary nonnegativity, and classifies the boundary contacts of the relevant extreme rays. By reparameterization, we also find a non-trivial and non-permutation-symmetric six-dimensional linear section of the cone of nonnegative homogeneous ternary octics that are sum-of-squares. We also show that our lifted convex hull result yields a degree-bounded preordering certificate of nonnegative quadratics on $F$ and a degree-bounded certificate for a family of nonnegative quartics on the half-strip.
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Optimization and Control
Battery-Swapping Station Operation Under Forecast Uncertainty: A Scenario-Based Stochastic MPC Framework
Zhiyuan Guo, Siyang Gao, Zhichao Chen et al. (+2 more)
Battery-swapping stations (BSSs) can shorten electric-vehicle energy replenishment while using centrally managed battery inventories as flexible grid-connected storage. Realizing both benefits requires the station to schedule charging, grid discharge, and swapping service before future customer demand and electricity prices are known. This paper develops a forecast-aware rolling-horizon operating framework for this problem. A lightweight DLinear model predicts 24-hour price and demand trajectories, Stein variational gradient descent quantifies their uncertainty through representative scenarios, and a two-stage
stochastic model predictive controller converts those scenarios into station decisions. The controller accounts for service shortfall, terminal readiness, a protected service buffer, and electrochemical degradation without assuming perfect future information. The application contribution is an implementable controller that coordinates the station's mobility-service and energy-storage roles. The methodological contribution is a modular forecast-to-control interface that separates the operational value of mean-forecast accuracy from that of uncertainty representation. In a 120-day closed-loop evaluation, DLinear-SVGD SMPC achieves the lowest cost among the implementable controllers. Relative to deterministic DLinear MPC, it reduces final cost by 1.2% and service-shortfall hours by 80.7%, with 99.10% of the evaluated hours free of shortfall.
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All authors Zhiyuan Guo, Siyang Gao, Zhichao Chen, Zhankun Sun, Jiaze Ma
Optimization and Control
Doubling the dimension yields a benign landscape for the squared-stress
Christopher Criscitiello
We consider the Euclidean distance geometry problem (EDG): given a subset of the pairwise distances of an unknown cloud of $n$ points in $\mathbb{R}^\ell$, recover the point cloud up to rigid motions. When $n$ is large, a popular practical approach is to minimize a nonconvex quartic, known as the squared-stress or s-stress, over point clouds in $\mathbb{R}^k$, with $k$ potentially larger than $\ell$. It is a long-standing open problem to understand the optimization landscape of the s-stress when all pairwise distances are known (Malone and Trosset, 2000; Parhizkar, 2013). It was recently shown that the landscape is not benign when $k=\ell$, and it was conjectured that the landscape becomes benign as soon as $k\ge \ell+1$ (Song et al., 2025; Criscitiello et al., 2026). Here, we show that the complete-graph s-stress has a benign landscape whenever $k\ge 2(\ell+1)$, establishing the
conjecture up to a factor of two. A key idea is to view second-order criticality as a containment of two ellipsoids; finding a descent direction then corresponds to finding a separating hyperplane that violates this containment. This dual perspective yields the stated landscape result, and also applies to any measurement operator whose inverse satisfies a simple frame condition.
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Optimization and Control · Cross-listed from cs.LG
On the Principles Behind Neural Network Optimizers
Yushun Zhang
Reliable optimization is central to neural network (NN) training, yet Adam, the default optimizer for modern LLMs, rests on a fragile foundation. This thesis develops a principled grounding for Adam and motivates new designs. First, we revisit Adam's divergence–convergence debate and show the existence of a problem-dependent phase transition: with properly chosen, batch-size-dependent hyperparameters, Adam converges, whereas under small-$\beta_2$ regimes it can diverge. Second, we investigate why Adam substantially outperforms SGD on
Transformers through Hessian structure. We find that the Hessian evolves toward a near-block-diagonal form along training, accompanied by strong block heterogeneity. We prove that this structure makes Adam's diagonal preconditioner effective. We further show that this special Hessian structure originates from consecutive multiplications of large
matrix variables, and we provide a rigorous analysis based on random
matrix theory. Finally, these insights motivate Adam-mini, a new optimizer that reduces Adam's
memory footprint by 50% while preserving its performance. Our results also have broader implications beyond Adam: they reveal new local structures in
matrix-based nonconvex problems, and also help understand and improve recent NN optimizers, such as
Muon.
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Optimization and Control
On the Absence of Identifiable Manifolds in Finite-Max Composite Optimization
Yifan Wang, Jianhao Ma and Salar Fattahi
In nonsmooth optimization, identifiable sets describe the local region eventually reached by sequences converging to a prescribed critical point. When such a set is a $C^2$
manifold on which the objective restricts to a $C^2$ function, it is called an identifiable
manifold. Their appeal lies in what they enable: many first-order methods identify these
manifolds in finitely many iterations, after which the iterates enter a region in which the problem is effectively smooth. Consequently, many powerful tools and guarantees from smooth optimization transplant naturally to the nonsmooth setting. Owing to these properties, much existing work has focused on characterizing conditions that guarantee their existence. In this work, we study a complementary question: under what conditions is a critical point devoid of any identifiable
manifold? We answer this by developing a deterministic branching criterion for a broad class of finite-max composite optimization problems, characterizing when a critical point admits no identifiable
manifold. This criterion is surprisingly mild in certain classes of problems: it holds with high probability for overparameterized robust low-rank recovery and almost surely at common interpolators of random minimax regression, suggesting that the absence of identifiable
manifolds may be the rule rather than the exception in modern optimization.
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Optimization and Control
ADMM Fails to Achieve an $O(K^{-1})$ Ergodic KKT Residual Bound
Kaihuang Chen, Defeng Sun, Yancheng Yuan et al. (+2 more)
The Karush–Kuhn–Tucker (KKT) residual is a fundamental measure of first-order optimality and, under an error bound condition, is comparable to the distance to the KKT solution set up to constant factors. Despite the $O(K^{-1})$ ergodic rates known for objective error and feasibility violations, we show that the KKT residual of classical ADMM cannot, in general, satisfy a uniform $O(K^{-1})$ bound. Specifically, we construct a fixed-dimensional, horizon-dependent family of two-block convex optimization problems for which the KKT residual is $\Omega(K^{-1/2})$ at both the last iterate and the equal-weight ergodic average at the prescribed horizon $K$. Consequently, a uniform $O(K^{-1})$ KKT residual bound is impossible for either output.
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All authors Kaihuang Chen, Defeng Sun, Yancheng Yuan, Guojun Zhang, Xinyuan Zhao
Optimization and Control
A Splitting Framework for Composite Semimonotone Inclusions
Jan Harold Alcantara, Minh N. Dao and Akiko Takeda
We introduce a general framework for composite inclusion problems with affine constraints, covering both monotone and semimonotone regimes. The central idea is a new interpretation of the constrained inclusion through an operator-vector pair that separates the implicit inclusion from the affine constraint: the former is handled through possibly preconditioned resolvent evaluations, while the latter is handled through an explicit forward step in an auxiliary variable. This yields a single abstract iteration applicable to multioperator inclusions, linearly coupled inclusions, and block-separable inclusions with affine constraints. The freedom in choosing the operator-vector pair enables the systematic construction of problem-adapted splitting
algorithms, including new schemes for several important problem classes. Exploiting the orthogonal decomposition induced by the constraint subspace, we develop a unified and streamlined convergence analysis and establish weak and strong convergence guarantees under semimonotonicity assumptions. When specialized to multioperator inclusions, the framework permits general bounded linear operator coefficients, rather than only scalar coefficients, and therefore accommodates preconditioned resolvents. The resulting schemes recover several existing methods while extending them to previously uncovered regimes, and in several important cases, require weaker assumptions and admit provably larger admissible parameter ranges.
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Optimization and Control
Consistent Path Selection for Bi-objective Median Location Problems on Graphs
Renée Lamsfuß, Kathrin Klamroth, Michael Stiglmayr et al. (+1 more)
We consider single-facility median location problems on graphs where two conflicting cost values are associated with the edges. As an example, suppose that a decision maker wants to locate one new facility, e. g., a pizza delivery place, which uses bicycles for delivery. The two objective functions could then be the total traveling time and the total number of left turns, as the latter are very risky. Path choices then depend on the preferences of the decision maker, and in general, there may not exist a unique optimal path between a customer and a new facility location. In this paper, we consider the location decision and the routing decision in a coupled problem, i. e., we search for an optimal location and for consistent delivery paths simultaneously. We introduce the concept of consistent paths, where we assume that the choice of a path from the facility to a demand node implies certain preferences. All paths of a solution are consistent if the preferences of all paths do not contradict each other. We present an
algorithm that computes a minimum complete set of efficient solutions with consistent path choices and illustrate the results at example instances in the city of Wuppertal in Germany.
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All authors Renée Lamsfuß, Kathrin Klamroth, Michael Stiglmayr, Julia Sudhoff Santos
Optimization and Control
A Two-Stage Learning PINN Approach for Solving the Inverse Problem of the 1D Porous Medium Equation
Noura Al Helwani, Sophie Moufawad and Nabil Nassif
The Porous Medium Equation (PME), given by $u_t = \Delta(u^m)$ for $m > 1$, is a degenerate nonlinear parabolic partial differential equation that arises in various physical applications such as fluid flow in porous media, heat transfer in
plasmas, and population dynamics. It is known for its nonlinear
diffusion and finite propagation speed. In this paper, we study numerical solutions of the one-dimensional direct and inverse PME using Physics-Informed Neural Networks (PINNs), and compare them with classical numerical methods and available analytical and manufactured solutions. While PINNs provide a flexible framework for solving both forward and inverse problems, we show that the standard inverse formulation suffers from a strong sensitivity to the initial guess, leading to only local convergence. To address this issue, we propose a novel two-stage PINN training framework for the inverse problem, which significantly improves convergence stability and allows reliable recovery of the unknown parameter even for poor initial guesses. Overall, the proposed approach demonstrates that PINNs are a flexible and accurate alternative to classical methods for the 1D PME, and the introduced two-stage training strategy substantially improves their robustness in inverse problems, providing a solid basis for extensions to more complex geometries and higher-dimensional cases.
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Optimization and Control · Cross-listed from math.NA
Convergence and variational structure of a staggered scheme for mean field games with individual noise on graphs
Jianbo Cui and Tonghe Dang
We propose and analyze a time-staggered numerical scheme for mean field game (MFG) systems with individual noise on finite graphs. Numerically solving such coupled forward–backward systems is delicate because the density evolves in the open probability simplex and the coefficients may degenerate at its boundary. The scheme preserves mass and satisfies a discrete fundamental identity compatible with the Lasry–Lions monotonicity argument, leading to uniqueness of the numerical solution. By establishing a timestep-uniform positive lower bound for the density and uniform bounds for the value variable, we prove first-order convergence for every interior discrete solution. For potential MFGs, we establish a variational characterization by identifying the scheme with the KKT system of a convex discrete action, yielding existence of the discrete solution and an optimization-based realization. The resulting optimization problem is solved by a feasible primal–dual Newton method in mass-preserving coordinates. Numerical experiments confirm the predicted convergence rate and illustrate
topology-dependent transport and congestion-driven route choice.
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Optimization and Control · Cross-listed from cs.AI
Drive, Pack, Fly: The Travelling Thief Problem with Drone
Kabir Murjani and Abhay Sobhanan
In collection operations, accumulating payload progressively slows the vehicle, imposing a cumulative penalty on routing efficiency. An onboard drone can offset this penalty by retrieving outlying items, thereby shortening the makespan and increasing operational profit. However, travel time remains load-dependent, and each item collected by the ground vehicle shifts the arrival times that govern the drone's launch and rendezvous points. This paper introduces the Travelling Thief Problem with Drone (TTP-D), which maximises the collected profit, net of a time-based rental cost, by jointly optimising item selection, vehicle routing, and flight synchronisation. We formulate a mixed-integer linear program that solves small instances to optimality, and develop both metaheuristics and an
attention-based Deep Reinforcement Learning (DRL) policy for larger instances. We further propose a learner-initialised hybrid solver, in which the DRL policy constructs an initial solution that a short annealing run subsequently refines. On two
benchmark sets, this hybrid recovers most of the metaheuristic baseline's quality at a fraction of its computational budget, although the largest instances still require the baseline at its full budget. Finally, a sensitivity analysis reveals that the rental ratio is the primary driver of profitability, whereas the fleet parameters affect profit only at the margin.
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Optimization and Control
An Inexact Riemannian Proximal Momentum Variance-Reduced Method: Complexity Bounds and KL Sequential Convergence
Na Zhang
We develop a unified analysis of inexact
stochastic Riemannian proximal optimization for finite-sum nonsmooth composite problems over compact embedded submanifolds. The framework accommodates variance-reduced gradient
estimators, projected momentum, and inexact tangent-space proximal solves under a single conditional error-dissipation condition, verified for projection-based SVRG, SARAH/SPIDER, SAGA, and SAG. A computable Fenchel-dual residual criterion, with tolerance prescribed before sampling and inner iterations, enables explicit control of the inner work. We establish conditional expected descent, subsequential stationarity, and an \(O(\epsilon^{-2})\) outer complexity. With SARAH/SPIDER and accumulative regularization, iRPMVR attains \(O(n+\sqrt n\,\epsilon^{-2})\) component-gradient and \(O(\epsilon^{-3})\) proximal-operator complexities. We further develop an abstract KL principle for conditional expected descent with
memory and summable tails using only the ordinary pointwise KL property. A counterexample shows that a power-type expected-KL implication used in earlier
stochastic analyses can fail. The principle yields almost-sure finite length, whole-sequence convergence, and deterministic KL rates.
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Optimization and Control · Cross-listed from cs.RO
Readiness Barrier Functions: Forward-Invariant Control Authority for Overactuated Multirotor Allocation
Giuseppe Silano
Allocation schemes that greedily maximize a readiness metric over the actuator fiber bundle of an overactuated multirotor produce commands that jump between disconnected optimal strata, demanding actuator rates no motor can deliver; effort-minimizing schemes are continuous but cannot guarantee that wrench-rate authority stays above any certified level. We reconcile the two by treating authority as a forward-invariant quantity: a control barrier function on the log-determinant of the drag-aware actuator-authority co-metric, enforced at torque level by a quadratic program in the allocation null space. A single design inequality renders the certified set compact and strictly interior to the actuator box, with the readiness cost of any rotor deactivation given in closed form as $\ln(n/(n{-}m))$ for symmetric designs. Tracking is sacrificed only through an explicit
alignment ratio, with wrench error bounded by $\mathcal{O}(\rho^{-1/2})$ and a robust variant handles motor-parameter uncertainty with a closed-form floor shift independent of the airframe
matrix. On a hexarotor and a fully-actuated octorotor the closed-form gap matches simulation to machine precision; in the authority-scarce regime greedy maximization violates the certified floor and commits wrench errors up to eighty times larger than the proposed filter, which holds invariance of the certified set at negligible tracking cost.
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Optimization and Control · Cross-listed from eess.SY
PANDA: A Matrix-Free Differentiable NMPC Solver via Proximal Averaged Quasi-Newton with Adaptive Linesearch Algorithm
Yuankun Chen, Zifei Nie, Xun Gong et al. (+2 more)
Differentiable nonlinear model predictive control (NMPC) provides a principled way to embed optimal control structure into end-to-end learning paradigms, but its practical use is often limited by the computational and
memory costs of both forward optimization and backward sensitivity propagation. This brief proposes PANDA, a
matrix-free solver for differentiable NMPC. In the forward pass, PANDA combines proximal-gradient iterations with quasi-Newton acceleration and introduces an adaptive stepsize enlargement mechanism to mitigate the conservativeness of monotone stepsize reduction. The resulting stepsize behavior and its effect on local convergence are theoretically analyzed. In the backward pass, PANDA performs implicit differentiation from the residual equation and computes adjoint sensitivities using Krylov-subspace iterative methods together with automatic-differentiation-based
Matrix-Vector product operators, thereby avoiding explicit Hessian and Jacobian construction. The method is evaluated on a nonconvex trailer NMPC problem embedded in an imitation learning task. The results show that PANDA achieves much faster forward and backward computation and lower
memory overhead than representative differentiable optimization solvers, while maintaining effective imitation learning performance.
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All authors Yuankun Chen, Zifei Nie, Xun Gong, Yunfeng Hu, Hong Chen
Optimization and Control
Stochastic Gradient Tracking over Time-Varying Networks: One-Step Lyapunov Analysis
Sulaiman A. Alghunaim
We study decentralized
stochastic gradient tracking over a time-varying network of $N$
agents under a uniform window-mixing condition. Products of $\tau$ consecutive doubly
stochastic mixing
matrices contract disagreement by a factor $\lambda<1$, although individual
matrices need not contract disagreement strictly and individual communication graphs may be disconnected. We construct a time-varying quadratic norm that turns this window contraction into an exact one-step Lyapunov identity. This leads to coupled one-step recursions for the centroid and disagreement errors, without unrolling the dynamics over communication windows. For smooth strongly convex objectives, the leading
stochastic term is $\widetilde{\mathcal O}(1/(NK))$; for smooth convex objectives, it is $\mathcal O(1/\sqrt{NK})$. Both match their centralized mini-batch counterparts and yield linear speedup after a network-dependent transient.
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Optimization and Control
ExaModels.jl: an Algebraic Modeling System for Nonlinear Programming on GPUs
Sungho Shin, Michel Schanen, François Pacaud et al. (+2 more)
Large-scale nonlinear programs almost always exhibit partially separable and repetitive structure, yet most existing algebraic modeling systems do not take advantage of it. A nonlinear optimization solver queries the objective, the constraints, and their derivatives at every iteration, so the speed of these evaluations bears directly on the overall solution time. We present ExaModels.jl, a Julia-based algebraic modeling system that exploits this structure to evaluate the objective, the constraints, and their derivatives in parallel. At its core is a single-instruction, multiple-data abstraction that represents a nonlinear program as a small number of algebraic patterns, each repeated over many data points. Because the patterns are visible at compile time, a specialized model and derivative evaluation kernel is compiled for each pattern. Applying that kernel independently across the data points maps naturally onto GPU parallelism and, with sufficiently many threads, yields O(1) evaluation time regardless of the number of data points. On the largest instances of the Luksan-Vlcek library, GPU execution speeds up sparse Hessian evaluation by 76x over single-threaded CPU evaluation, and by 30x on COPS and 7.3x on PGLIB-OPF.
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All authors Sungho Shin, Michel Schanen, François Pacaud, Alexis Montoison, Mihai Anitescu
Optimization and Control
The Price of Relearning: Ambiguity Provenance in Dynamic Decisions
Han Yanç
Dynamic robust systems often rebuild ambiguity sets as data arrive. Relearning can then replace the evaluator rather than merely update its beliefs; we call this dependence on an uncertainty set's date of origin ambiguity provenance. Under weak-evidence richness, a likelihood quotient exactly characterizes continuous compact-valued reconstruction rules that preserve
Bayesian provenance. When compatibility fails and the discrepancy is decision-visible, sophisticated behavior admits an exact triangular evaluator-vintage representation before operationally redundant vintages are quotiented out. The directed welfare loss from later reconstruction is the Price of Relearning. We characterize when vintage state can be compressed, the divide between
polynomial evaluation of specified finite models and NP-hard universal certification, and a compatible reconstruction that repairs the protocol. A Gaussian pricing
benchmark closes the reconstruction-action-information loop; scanner data calibrate its scale without a causal protocol claim.
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Optimization and Control · Cross-listed from cs.CV
Convolution-Free Holistic Multivariance Decomposition Layer for Efficient Hyperspectral Image Classification Tensor Networks
Süha Tuna and Ülker Başar
Feature extraction for hyperspectral image classification is conventionally addressed using rigid tensor decompositions that fail to capture complex spatio-spectral interdependencies, or heavily parameterized convolutional neural networks that are computationally expensive. To overcome these limitations, this work introduces the Holistic Multivariance Decomposition (HMD) framework as a novel, end-to-end differentiable neural network layer. By explicitly separating independent single mode variations from cooperative higher dimensional interactions via learnable,
matrix valued supports, the proposed HMD-0, HMD-1 and HMD-2 approximants are optimized jointly with a downstream classifier via backpropagation. Comprehensive evaluations across three
benchmark HS
datasets demonstrate that the higher level HMD layers achieve superior classification accuracy compared to classical learnable tensor baselines, including Tucker, Canonical Polyadic, and Tensor Train decompositions. Furthermore, HMD-1 and HMD-2 achieve a generalization capacity and training stability comparable to standard 2D and 3D-CNNs while requiring significantly fewer feature extractor parameters. These results demonstrate that the HMD framework provides a structurally robust substitute for traditional convolution in multidimensional HS image classification, offering high parameter efficiency and stability throughout the optimization process.
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Optimization and Control · Cross-listed from math.CO
Towards discrete convex analysis over classical root systems
Yuni Iwamasa
Discrete Convex Analysis (DCA) is a discrete analog of continuous convex analysis, originally proposed as a unified theoretical framework for efficiently solvable combinatorial optimization problems. Recently, DCA has proven to be a powerful tool across diverse fields, ranging from operations research to economics and pure mathematics. Motivated by the broad applicability of DCA, this paper establishes a unified theory of discrete convex analysis over discrete structures arising from classical root systems, extending the usual setting of the integer
lattice, which essentially corresponds to type A. We adopt the vertex set of the Euclidean Coxeter complex as the primal discrete domain for L-convexity, and the root
lattice as the dual discrete domain for M-convexity. Using the associated polyhedral structures, we formulate L- and M-convex functions together with notions of integrality determined by the root system. We show that local optimality guarantees global optimality for these functions. Furthermore, we establish that integral L-convex functions and integral M-convex functions correspond one-to-one via the discrete Fenchel–Legendre conjugate, thereby extending the conjugacy in the original DCA from type A to all classical root systems.
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Optimization and Control
On the Local Linear Convergence of Operator Splitting Methods for Conic Programming
Lijun Ding, Haihao Lu and Jinwen Yang
Operator-splitting methods such as the primal-dual hybrid gradient method (PDHG) and the alternating direction method of multipliers (ADMM) often exhibit linear convergence on conic programs, although general theory guarantees only sublinear rates. We identify two
geometric conditions – strict complementarity and quadratic facial violation – that explain this local behavior: under these conditions, PDHG and ADMM converge linearly to an optimal solution when initialized sufficiently close to the converging strictly complementary solution. We establish this result through a unified and verifiable primal-dual error-bound framework. First, we show that strict complementarity, together with a quadratic facial-violation property of the associated complementary faces, implies uniform quadratic growth of both the primal and dual augmented Lagrangians near a strictly complementary solution. Second, we prove the local equivalence of three regularity conditions: uniform quadratic growth of the augmented Lagrangians, quadratic growth of a localized smoothed primal-dual gap, and metric subregularity of the saddle-point mapping. This equivalence clarifies the relationship among previously proposed conditions for local linear convergence. Third, using a unified formulation, we give a concise analysis showing that these equivalent conditions yield local linear convergence of PDHG and ADMM. We verify the quadratic facial-violation property for standard polyhedral and symmetric cones, as well as relevant faces of exponential and power cones, and show that it is preserved under Cartesian products. We also obtain an improved local rate using a restarted Halpern scheme. Finally, we extend the framework to convex composite optimization through a quadratic subdifferential-violation condition, which generalizes the quadratic facial-violation.
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Optimization and Control
Mean-Field Oscillator Ising Machines: Gradient Flows and Classification of Limit Solutions
Arvind R. Venkatakrishnan, Max Emerick, Bassam Bamieh et al. (+1 more)
Oscillator Ising Machines (OIMs) have emerged as promising computational architectures for approximating solutions to combinatorial optimization problems. We derive and analyze the mean-field limit of an OIM model and show that it inherits the gradient flow structure of the finite-dimensional dynamics. We identify conditions under which this mean-field
evolution admits an Eulerian formulation as a gradient flow on the Wasserstein space of probability measures and contrast this with a Lagrangian formulation which is always available. This gradient flow structure strongly constrains the long-time dynamics and enables a complete classification of limit solutions and their stability in the totally symmetric case. In particular, all limit solutions are fixed points whose phases cluster into at most four groups, and for almost all parameter values, only binarized fixed points – those with clusters at $0$ and/or $\pi$ – can be stable. Since binarized states are exactly those for which a feasible solution to the original problem can be read out, this shows that feasible solutions can almost always be recovered. We provide tight bounds on the parameter thresholds for which fixed points in this binarized family are stable, thereby identifying the threshold for binarization in this model, and present numerical evidence that the mean-field model correctly predicts behavioral regimes in certain large random networks, including Erdős-Rényi networks. Moreover, this problem provides a case study in the application of mean-field models, gradient flows, and optimal transport to the study of large-scale systems, and we highlight a number of features of this problem which are informative in this respect.
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All authors Arvind R. Venkatakrishnan, Max Emerick, Bassam Bamieh, Francesco Bullo
Optimization and Control
On the Complexity of BFGS Method for Smooth Convex Optimization
Lijun Ding, Jinwen Yang and Baoyu Zhou
We study the BFGS method with an Armijo-Wolfe line search for minimizing convex functions with Lipschitz-continuous gradients, without assuming strong convexity. We establish a global iteration complexity bound of $\mathcal{O}(k^{-1/2})$ for the smallest gradient norm among the first $k$ iterates. Moreover, when the initial sublevel set is bounded, we show that the function value gap converges at a rate of $\mathcal{O}(k^{-1})$. Our analysis leverages the classical trace-log-determinant potential function and reveals that a key inequality underlying this potential function remains valid without strong convexity.
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Optimization and Control
Dual-Thrust Switching Analytical Guidance Algorithm for Powered Landing with Attitude Smoothness Optimization
Wenbo Li, Dai Shen and Shengping Gong
Traditional numerical guidance methods for powered landing of reusable rockets are typically constrained by high computational complexity and inadequate real-time performance. Moreover, insufficient consideration of attitude smoothness often induces severe fluctuations in control commands; meanwhile, most existing approaches are tailored for single-thrust scenarios, failing to accommodate the guidance requirements of multi-engine thrust switching. To mitigate these limitations, this paper proposes an analytical guidance method optimized for attitude smoothness, which supports dual-thrust-mode switching. First, a corresponding optimal control problem is formulated, and it is theoretically proven that the optimal attitude command takes a concise piecewise cubic function form. This transforms complex trajectory optimization into a parametric analytical optimization problem, yielding a substantial improvement in computational efficiency. Further, a three-phase guidance framework is designed to enable adaptive determination of the guidance activation point and thrust switching point; when integrated with an aerodynamic correction strategy, this framework enhances the method's adaptability in complex flight environments particularly under high lift-to-drag ratio conditions. Simulation results demonstrate that the attitude command profile generated by the proposed method aligns closely with the theoretical optimal solution, with an ultra-short computation time, confirming its strong potential for online real-time implementation. Even under stringent conditions (e.g., limited thrust adjustment range, high lift-to-drag ratios, and parameter deviations), the method consistently achieves high-precision landing, showcasing promising prospects for engineering applications.
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