Optimization and Control · Cross-listed from eess.SY
Taming the Tilt: A Unified Pilot Control Concept for Transformational eVTOL Aircraft
Daniel Milz, Marc May, Andreas Seefried et al. (+1 more)
Transformational electric vertical take-off and landing (eVTOL) vehicles have gained significant
attention over the past decade due to their efficient wing-borne cruise capabilities and reduced reliance on ground-based infrastructure. However, control system design for these vehicles remains challenging, as they must operate across multiple flight phases, each with distinct dominant dynamics. If left unaddressed, this complexity would significantly increase pilot workload, thus motivating the development of pilot control systems for multi-phase flight operations. The Simplified Vehicle Operations concept presents a promising strategy for reducing pilot workload. This study presents the design and implementation of a novel pilot control concept for eVTOL aircraft, validated through a tandem tilt-wing aircraft simulation on a full-motion simulator equipped with an active, force-feedback side stick. The system provides pilots with tactile feedback during specific flight phases, supporting intuitive control. The proposed approach enables seamless transitions and multi-phase flight maneuvers by leveraging the available degrees of freedom. Furthermore, an optimal-control-based methodology is proposed as a metric to evaluate command-filter-induced performance penalties and inceptor activities. The results show that the proposed command filter does not significantly increase the mission duration compared to the closed-loop system, while the active side stick helps reduce inceptor activity.
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All authors Daniel Milz, Marc May, Andreas Seefried, Tobias Bellmann
Optimization and Control · Cross-listed from eess.SY
Zero-Sum Power Factor Games
Cameron Khanpour, Samuel Talkington, Mathieu Dahan et al. (+1 more)
Variable active power injections arising from device behavior or compromised dispatch complicate voltage regulation in electric power networks with distributed energy resources (DERs). An operator can limit the resulting voltage deviations by remotely selecting DER reactive power parameters before observing the active power injections. IEEE Standard 1547-2018 specifies constant power factor as one such control mode, coupling each device's reactive power to its realized active power. Using a linear voltage model, we formulate the operator's decision as a robust minimax problem in which the operator minimizes the largest feasible aggregate voltage deviation. We solve this problem by expressing the power factor decisions through continuous reactive to active power ratios and exactly decomposing the payoff according to the signs of the voltage deviations. When every feasible voltage residual remains on its initial side of nominal, the resulting ratios cancel each injection's contribution and yield a closed form minimax strategy. We identify realistic DER ratings for which this strategy applies and quantify the regulation capacity lost under restricted power factor ranges. Numerical tests check the cancellation computation, solve the complete minimax problem directly at a representative DER rating, and compare the linear voltage predictions with nonlinear AC power flow.
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All authors Cameron Khanpour, Samuel Talkington, Mathieu Dahan, Daniel K. Molzahn
Optimization and Control
Directional Subdifferentials of the Value Function in Asplund Spaces
Weihao Mao and Jane J. Ye
Directional subdifferentials of the value function provide a quantitative measure of optimal value response to perturbations. While existing results are largely limited to finite-dimensional settings, this paper develops a comprehensive variational framework in Asplund spaces. We establish essential directional calculus rules, extending directional nonsmooth analysis to infinite dimensions. To address the lack of compactness of bounded sets in infinite-dimensional spaces, we introduce a new directional condition, under which we derive upper estimates for directional limiting and singular subdifferentials of the value function. These results provide a refined analytical foundation for sensitivity analysis in infinite-dimensional hierarchical systems.
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Optimization and Control
Direct vs. Indirect Data-Driven Control: Case-study of Switching Systems Stability
Alexis Vuille, Guillaume O. Berger and Raphaël M. Jungers
A central methodological question in data-driven control is whether to adopt a direct or indirect approach. Direct methods infer a controller or certificate directly from data, while indirect methods first identify a system model and then apply model-based control techniques. Recent developments of the direct method have led to finite-sample guarantees for the data-driven stability analysis of switched linear systems under various settings. However, for the indirect method, such guarantees remain largely elusive. In this paper, we provide a novel framework for the stability analysis of switched linear systems from noisy state measurements, using the indirect approach and quadratic Lyapunov analysis. Our framework comes with finite-sample guarantees on the convergence rate of the system. For that, we combine generalization bounds from machine learning and system identification with sensitivity analysis from quadratic Lyapunov analysis. To enable comparison, we also extend existing direct data-driven methods to handle measurement noise beyond the bounded noise case currently available in the literature. Finally, we compare the two approaches through numerical experiments, revealing that under moderate-to-high noise levels the indirect approach yields tighter probabilistic guarantees as well as greater robustness to noise and outliers than the direct approach
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Optimization and Control
Dynamic Portfolio Optimization under CVaR Constraints
Anran Hu, Silvana M. Pesenti and Xiaofei Shi
We study continuous-time dynamic portfolio optimization under a Conditional Value-at-Risk (CVaR) constraint on the investor's terminal loss. For a general class of convex trading objectives, we exploit the auxiliary-threshold representation of CVaR to establish the existence of an optimal strategy and strong duality without requiring
market completeness. These results motivate a dual-based nested bisection–golden-search
algorithm over the threshold and Lagrangian multiplier, where the inner iterations reduce to standard unconstrained
stochastic control problems. We prove that the resulting strategies converge to the optimal control as the number of iterations tends to infinity. Numerical experiments recover the Merton policy when the risk constraint is nonbinding. When the constraint is binding, the optimal strategy becomes state dependent: the investor reduces risky exposure following adverse outcomes but preserves, and near maturity may increase, exposure following favorable outcomes. Thus, a terminal CVaR constraint produces an asymmetric reallocation across states rather than uniform de-risking. Nontraded endowment risk amplifies the conservative adjustment, whereas price impact lowers desired positions and adjustment speeds.
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Optimization and Control
Worst-Case Probability Bounds for Finite-Horizon Safety under Moment Uncertainty
Renato Loureiro and Torbjørn Cunis
This paper addresses the problem of estimating upper bounds on the probability that a dynamical system will enter an undesirable region at some point within a finite time horizon. The primary source of uncertainty lies in the system's initial state, for which only a finite set of moments is known or within a prescribed interval. To tackle this problem, we formulate a measure-based program and propose its relaxation using the moment-sum-of-squares (moment-SOS) framework. The corresponding dual problem is introduced as a functional program, which is subsequently strengthened into a sum-of-squares (SOS) program. Notably, this dual formulation bears a structural resemblance to classical barrier function techniques for certifying system safety, with the key distinction that it yields a probabilistic certificate. The effectiveness of the proposed approach is demonstrated through multiple case studies, including a case involving an object in orbit.
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Optimization and Control
Nonlinear Controllability and the Propagation of Local Information: From the Kalman Family to Lie Brackets, Rotation Groups, and Reachable Subgroups
Philippe Mullhaupt
This article develops a self-contained Lie-theoretic route from linear controllability to nonlinear controllability on
matrix Lie groups. The organizing question is whether local algebraic information can be propagated into statements about reachable sets. The linear case supplies the model: the
matrix exponential, Cayley-Hamilton
theorem, trajectory formula and Kalman family B,AB,...,An-1B reduce controllability to finite-dimensional linear
algebra. In the nonlinear setting, Lie brackets replace
matrix powers, but the associated Lie
algebra may be infinite dimensional and the finite-dimensional Lie correspondence can fail. Particular emphasis is placed on rotation groups. Skew-symmetric
matrices, their exponentials, commutators, one-parameter subgroups, and the Baker-Campbell-Hausdorff formula provide a concrete laboratory for seeing how infinitesimal directions propagate on SO(n). A numerical SO(3) simulation illustrates the geometry of controlled rotations, while explicit SO(4) and SO(7) commutator sequences make the propagation of a localized control direction visible. The article then develops the attainable-subgroup argument for right-invariant systems, gives a detailed proof sequence behind the Yamabe step, and works through solvable, nilpotent and ideal examples for upper-triangular
matrix algebras. The finite-dimensional mechanism is finally contrasted with Sussmann's local controllability theory for general nonlinear systems.
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Optimization and Control
Dual Control: On Exploration-Exploitation in Linear Systems
Tomas J. Meijer and Anders Rantzer
The term "dual control" refers to the dual objective of simultaneously balancing exploration and exploitation. Problems of this kind have been studied for nearly a century. This paper is devoted to theory and methodology relevant for optimal control of linear time-invariant systems whose parameters are initially unknown and must be learned by active probing. We review the main ideas underlying four major research directions: Multi-armed bandits, self-tuning regulators, regret rate minimizing controllers, and minimax optimal dual controllers. The first three have a long history and rich literature, whereas the fourth provides a promising framework for robust dual control.
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Optimization and Control · Cross-listed from eess.SY
Wave-Based Bilateral Teleoperation between Nonlinear Manipulators with Direct Contact Force Feedback
G. Q. Bao Tran, Takanori Miyoshi and Ho Duc Tho
We study bilateral teleoperation between nonlinear, multi-DOF robotic manipulators in the presence of constant communication delays. Unlike classical wave-transformation architectures that transmit a coordinating force, we consider the case where the environmental force is reflected to the master side to enhance teleoperation transparency. Since direct contact force feedback might destabilize the closed-loop system, we first develop a passivity-shortage characterization for the Euler–Lagrange remote system using a linear
matrix inequality (LMI) approach. An upper strictly passive communication law is then employed to compensate for the computed passivity shortage so that the closed-loop stability under delays as well as position and force synchronization are preserved under appropriate conditions. Simulations with nonlinear 2-DOF robotic manipulators in different settings illustrate our approach.
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Optimization and Control
Efficient flatness-based computation of trajectories for vehicles with many trailers
Basile Graf, Gustave Lapierre and Philippe Müllhaupt
We address the practical computation of feedforward steering inputs for a car with n trailers via differential flatness. The standard route (iterated symbolic differentiation of the flat output) scales prohibitively with n: even with computer-
algebra software the expression sizes grow super-exponentially and become intractable beyond n approx. 5. We propose an
algorithm that combines four ingredients (angular intermediate variables, factorisation of the recursion in submaps, rescaled higher-order product/quotient rules, and a composition rule based on truncated formal power series instead of Faa di Bruno's formula). We
benchmark the proposed method against (i) direct symbolic differentiation in SymPy and (ii) Faa di Bruno's formula evaluated via Bell
polynomials. Both reference methods hit a clear computational wall: SymPy reaches a 20 s timeout at derivative order r = 14, while the Bell-
polynomial recursion exceeds a 60 s timeout beyond r = 24. The proposed approach has O(r3) arithmetic complexity in the derivative order and remains under one millisecond up to r = 40, with numerical agreement to machine precision in the regime where the reference methods succeed. As an end-to-end illustration, a 20-trailer parking manoeuvre is computed and animated.
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Optimization and Control
To Control or not to Control
Odysseas Kanavetas, Camiel M.P. Koopmans and Floske M. Spieksma
We introduce a model with control vacations instead of standard queueing control systems with permanent control. The researched model is an M/M/1 queue with temporary periods of service rate control with two available service rates. After a control period of exponentially distributed length, a control vacation is initiated during which a fixed service rate $\mu$ is used. The start of the next control period needs to be scheduled directly at a certain cost. We will use the Markov Decision Process from Kanavetas et al. arXiv:2605.31573 to find a sufficient condition that ensures that the average expected cost can be reduced w.r.t. the model that only uses the fixed service rate. Under this condition we will use properties of this related process to construct a cost reducing policy. The process with control vacations under specific policies induces a renewal reward process. We use a Tauberian
theorem to relate the average expected cost of this renewal reward process to a vanishing discount method and analytically determine a lower bound of the average expected cost reduction. Finally, we study the actual attained average cost reduction for these policies through simulation.
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Optimization and Control · Cross-listed from math.AP
Weighted Perimeters and pth Moments of Inertia of Convex Curves and Surfaces
Gyula Csató, Davide Giovagnoli and Prosenjit Roy
We study a shape optimization problem among convex bodies in $\mathbb{R}^n$ that minimize or maximize weighted perimeters of the form $\int_{\partial\Omega} \phi(|x|) \, \mathrm{d} H^{n-1}(x)$ under a standard perimeter constraint. We prove the existence of extremals for general weight functions in any dimension. In dimension two, we prove that the degenerate needle configuration $(-a,a)\times \{0\} \subset \mathbb{R}^2$ is the optimizer for a wide family of weights, including $|x|^p$ for $p \in (0,2]$ and $|x|^{-\alpha}$ for $\alpha \in (0,1)$, among convex curves satisfying a
symmetry assumption.
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Optimization and Control
A Fixed-Penalty Linearized Augmented Lagrangian Method with Classical Multiplier Updates
Benqi Liu, Kangkang Deng, Zichen Wang et al. (+1 more)
Augmented Lagrangian methods are effective for nonlinear equality-constrained optimization, but solving their nonlinear primal subproblems can be expensive. For smooth nonconvex problems with deterministic or
stochastic objectives, we propose a nonlinear-residual linearized augmented Lagrangian method (NR-LALM) that replaces this subproblem by a regularized Gauss-Newton-type step while retaining the classical multiplier update based on the nonlinear constraint residual. The resulting step is computed from one symmetric positive-definite linear system, but the mismatch between the linearized primal model and the nonlinear-residual update produces a quadratic constraint-linearization error in the multiplier identity. We show that this error can be controlled under local regularity; multiplier boundedness and trajectory localization are derived rather than assumed. With fixed, accuracy-independent parameters, deterministic NR-LALM finds an $\varepsilon$-approximate Karush-Kuhn-Tucker (KKT) pair in $O(\varepsilon^{-2})$ iterations and first-order oracle evaluations. For
stochastic objectives, a projected
stochastic path-integrated differential
estimator with safeguarded restarts requires, in expectation, $O(\varepsilon^{-3})$
stochastic-gradient evaluations and $O(\varepsilon^{-2})$ constraint and Jacobian evaluations. Compactness and a Kurdyka-Lojasiewicz condition further yield finite-length convergence of the deterministic primal-dual sequence. An optional minimum-norm second-order correction reduces the constraint-linearization error from second to fourth order without changing the complexity orders. All theoretical results are formalized in Lean 4. Numerical experiments confirm the predicted error orders and show favorable performance on high-dimensional deterministic and
stochastic problems.
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All authors Benqi Liu, Kangkang Deng, Zichen Wang, Zaiwen Wen
Optimization and Control · Cross-listed from cs.LG
Finite-Horizon Input-Output Dynamics of Minibatch Perturbations in AdamW
Kang Liu and Suyan Li
A minibatch can influence training beyond the update at which it is observed because AdamW stores past gradient information in its optimizer states. We study this delayed effect through paired trajectories that differ only in one gradient update and share the same subsequent training sequence. We formulate AdamW as a finite-horizon input–state–output (ISO) system whose state contains the model parameters and first- and second-moment estimates. Linearizing the joint dynamics yields a signed response operator that maps a localized gradient perturbation to its future loss effects, revealing how optimizer
memory shapes their magnitude, timing, and sign. We further derive an exact multistep error decomposition and establish first-order finite-horizon accuracy under local smoothness and controlled activation switching. Experiments validate the response mechanism and optimizer-state effects, while repeated-future analyses reveal substantial prospective structure in delayed influence that can be partially recovered from ISO approximations. Code is available at https://github.com/Kanyooo/Loss_ISO.
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Optimization and Control
A Controllability Gramain Shaping with LMI Constraints under Bures–Wasserstein Distance
Koju Nishimoto, Yuki Onishi, Riku Funada et al. (+1 more)
This paper proposes a controller design method for shaping the controllability Gramian into a desired form to design the effect from exogenous inputs to the system state. Using the Bures–Wasserstein distance, we formulate the shaping problem as the minimization of the distance between the system Gramian and a desired Gramian, and the objective function is shown to be strictly convex on the set of symmetric positive definite
matrices. In addition, by deriving a semidefinite programming formulation via a linear
matrix inequality (LMI), computational efficiency is improved and additional LMI constraints can be incorporated. When the exogenous input is modeled as Gaussian white noise, the proposed framework is closely related to $H_2$ control, which can be interpreted as a special case of optimal transport. Numerical examples demonstrate anisotropic controllability design for a guidance
robot and verify the ability to impose additional directional constraints through LMIs. The numerical examples also confirm that the proposed method approaches $H_2$ control as the desired Gramian tends to zero.
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All authors Koju Nishimoto, Yuki Onishi, Riku Funada, Mitsuji Sampei
Optimization and Control
Dangling points in area-minimizing Meissner polyhedra
Beniamin Bogosel
Meissner polyhedra are constant-width bodies obtained from extremal finite sets of unit diameter. Such a generating set may contain dangling points, namely points having exactly two diametric neighbors. This article studies whether these points can play an essential role in surface-area minimization. Given an extremal set we show that the smallest surface area among the Meissner polyhedra based on it cannot increase by deleting a dangling point. Adding a dangling point cannot decrease the smallest achievable surface area. This reduces the search for area-minimizing Meissner polyhedra to generating sets without dangling points.
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Optimization and Control
High-Multiplicity Flexible Job Shops: From Exact Recurrent Fluid Attainment to Structure-Guided Finite-Horizon Scheduling
Wenjun Zheng, Wei Qu, Weilin Cai et al. (+1 more)
High-multiplicity flexible job shops involve many copies of a small set of job types that must be scheduled on alternative machines. Fluid relaxations provide scalable workload lower bounds, but their fractional machine allocations do not define feasible schedules for individual jobs. We show that, after a suitable finite scaling, an optimal fluid allocation can be realized exactly by a feasible repeating discrete schedule. The construction scales the fluid allocation to integer operation counts, places the resulting operations in nonoverlapping machine intervals, repeats this arrangement, and links operations across repetitions into individual jobs without moving any interval, thereby enforcing job precedence while preserving machine feasibility. For growing finite instances with the same job-type composition, even with a fixed number of extra jobs, the gap between the optimal makespan and the fluid lower bound remains bounded by a constant; hence the relative gap vanishes as the instance grows. Guided by this repeated structure, we develop type-based cyclic template replay (TCTR), which searches job-type templates using an optimization model whose size does not grow with the number of job copies and replays the selected template on the full instance. On 676 multiplicity-expanded public flexible-job-shop instances, TCTR is feasible in every case and achieves a 1.54% mean gap to the fluid lower bound, compared with 5.32% for a job-indexed adaptive large-neighborhood search and 6.18% for a hybrid genetic
algorithm.
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All authors Wenjun Zheng, Wei Qu, Weilin Cai, Jianfeng Mao
Optimization and Control
Adaptive Time Windows for Discrete Adjoint Topology Optimization of Unsteady Flows
Zongyuan Liu, Kentaro Yaji, Musaddiq Al Ali et al. (+1 more)
Rather than prescribing an evaluation interval a priori, the proposed framework characterizes each evolving unsteady flow using a sequence of time windows. A consecutive-window convergence criterion is introduced to automatically identify a representative time window within its fully developed stage. The objective evaluation and discrete adjoint analysis are then carried out consistently over the identified representative time window. The framework is implemented using a regularized
lattice Boltzmann method-based large-eddy simulation (LBM-LES) solver together with a partial bounce-back fluid-solid model. The consecutive-window convergence criterion is first validated using the backward-facing step flow. Cylinder-flow applications are then employed to investigate the influence of different flow regimes on the proposed framework. The wake-flow recovery problem verifies its effectiveness for unsteady
topology optimization, while U-bend optimization further demonstrates its capability to identify and reorganize complex vortical structures.
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All authors Zongyuan Liu, Kentaro Yaji, Musaddiq Al Ali, Shengfeng Zhu
Optimization and Control · Cross-listed from math.PR
Convex ordering for graphon mean-field systems
Daorong Cui, Shuoqing Deng and Yang Xiang
We establish marginal and functional convex order comparisons for graphon mean-field systems on $\mathbb{R}^d$, including the infinite-horizon setting. A key difficulty is that convex order cannot in general be transferred through the usual particle approximation, which requires us to work directly with Euler schemes for the graphon mean-field system. Under a suitable dissipativity condition, we establish Euler approximation estimates that are uniform in both time and the
agent label, and combine them with forward-backward induction arguments to obtain the convex order comparisons. For the infinite-horizon problem, dissipativity provides the required uniform-in-time stability, while an exponentially weighted $L^2$-space enables trajectory-level convergence and leads to the functional convex order on $[0,\infty)$. As an application, we derive value-function comparisons for a class of one-dimensional linear-quadratic graphon mean-field games.
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Optimization and Control
On the Value Function of Infinite-Horizon Optimal Control of Piecewise Affine Systems
Francesco Cordiano, Kanghui He and Bart De Schutter
In this paper, we study the structure of the value function in constrained infinite-time optimal control (CITOC) problems of piecewise affine (PWA) systems, with $\ell_1$ or $\ell_\infty$ stage cost. Existing works, such as [1], establish that the resulting value function is PWA in the state. However, existing results do not analyze whether the value function is a proper PWA function, i.e., with a finite number of affine pieces over compact sets, or whether the number of pieces can be infinite. We show that the latter case is indeed possible by means of an explicit example, which is also instrumental in establishing rigorous and easily verifiable sufficient conditions that ensure that the resulting value function is a proper PWA function. Our theoretical findings complement well-known results, e.g., the linear-quadratic case, and serve as support for recent learning-based control schemes for PWA systems. Throughout the paper, the proposed results are illustrated by means of a numerical example.
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