Papers

We explore the use of simulated data for training a model for protein annotation in crowded cryo-electron tomography volumes reconstructed from images collected at limited tilt angles and severely corrupted by the measurement operator. Firstly, we leverage the corruptions imposed by the forward model to generate domain-specific augmented paired views of the exact same scene for an invariance objective integrated into the LeJEPA self-supervised training framework. Secondly, we use additional information from the simulation pipeline such as the positions and identity of proteins in the simulated volumes to inform the architecture of the model and the loss function, so that semantic information is localised at protein positions in the resulting dense feature volume. The resulting model, CARNIVAL, is evaluated without finetuning on classification and detection tasks in real tomograms, using a benchmark dataset containing multiple protein types and two tomogram processing types. We show that CARNIVAL outperforms a state-of-the-art model trained using a contrastive objective on simulated data but without forward model-based paired views or privileged information.

Curves as input data naturally arise in a variety of fields including finance, seismology, medicine, spatio-temporal data mining, malicious activity detection, and more. A common way to analyze these data sets is to do similarity matching or clustering. The most common metrics used for measuring similarity of curves are Dynamic Time Warping (DTW) and Fréchet distance. These metrics are sensitive to sampling rate and outliers respectively, and do not yield robust outcomes. Continuous Dynamic Time Warping (CDTW) is a more robust distance metric that improves upon DTW and Fréchet distances. Existing algorithms for CDTW are either exact algorithms that focus on non-Euclidean norms and piecewise linear curves, or approximation algorithms limited to piecewise linear curves. We present an approximation algorithm for computing the CDTW distance under Euclidean norm between piecewise (higher degree) algebraic curves. That is, we present a fully polynomial-time approximation scheme (FPTAS) of multiplicative error $\varepsilon$, with $O \left( (m+n)^{\frac{19}{6}} (\frac{1}{\varepsilon})^{\frac{10}{3}} \log \left( \frac{ (m+n) }{\varepsilon^2} \right) \right)$ complexity, where $m$ and $n$ are the number of pieces of the two input curves.

This paper studies the computation of strong solutions of monotone variational inequalities (VIs) with Lipschitz continuous operators. Building on the idea of accumulative regularization (AR), we develop a general framework for VIs, with particular emphasis on stochastic settings. Under unbiased stochastic oracles with uniformly bounded variance $ \sigma^2$, AR computes an approximate solution with expected operator residual bounded by $\varepsilon$ using at most $ \widetilde{\mathcal{O}}\left(\tfrac{LD_0}{\varepsilon}+\tfrac{ \sigma^2}{\varepsilon^2}(\log\tfrac{LD_0}{\varepsilon})^3\right) $ stochastic oracle calls, where $L$ is the Lipschitz constant and $D_0$ bounds the initial distance to the solution. This substantially improves the existing $\mathcal{O}( \sigma^2/\varepsilon^4)$ complexity for residual reduction and matches the lower bound up to logarithmic factors. For strongly monotone VIs, measured by the distance to the solution, AR achieves the optimal oracle complexity when the strong monotonicity modulus is known. By treating the problem as merely monotone, AR still achieves nearly optimal complexity without knowledge of this modulus. We further introduce a state-dependent noise model applicable to general monotone VIs with potentially nonunique solutions, extending state-dependent noise analysis beyond the strongly monotone setting. We apply these results to policy evaluation in reinforcement learning, where we show that estimators of the projected Bellman operator satisfy our state-dependent noise condition. To the best of our knowledge, the AR framework, the improved complexity under uniformly bounded noise, the state-dependent noise model and its guarantees, the adaptivity to an unknown strong monotonicity modulus, and the improved guarantees for FTD learning are all new in the VI literature.

We study the job shop scheduling problem with a conflict graph, in which adjacent jobs cannot be processed simultaneously on different machines, with the objective of minimizing the makespan. We establish a polynomial equivalence with a resource-constrained job shop problem having unit-capacity resources and binary resource requirements The problem is strongly NP-hard even on two machines with unit-time operations. For this setting, we derive an optimal-makespan formula and a linear-time algorithm when the conflict graph is a cluster graph, given the clique partition. We also develop a polynomial-time $4/3$-approximation algorithm for arbitrary conflict graphs on two machines when each job has exactly two unit-time operations. For the general problem, we propose four mixed-integer linear formulations, lower bounds, and a genetic algorithm with active, non-delay, and hybrid decoding procedures. Computational experiments on instances derived from the Lawrence and Taillard benchmarks and on randomly generated generalized job shop instances evaluate the proposed methods and show that the genetic algorithm generally improves on constructive heuristics.

In this paper, we consider a class of Riemannian nonsmooth composite expectation optimization problems, which arises in various machine learning, signal processing, and statistics applications. Noting that these problems admit structured minimax reformulations, we propose an efficient algorithm, named stochastic Riemannian alternating descent ascent method with recursive momentum (StoRADA-RM), to tackle them. StoRADA-RM performs one or multiple Riemannian stochastic gradient descent steps and then a proximal gradient ascent step at each iteration. To compute the Riemannian stochastic gradient, we propose a vector transport-free recursive momentum estimator that requires only $O(1)$ stochastic gradient evaluations per iteration. We prove that StoRADA-RM returns an $\epsilon$-Riemannian-stochastic-stationary point of a given problem in the said class in $O(\epsilon^{-3})$ iterations while making $O(\epsilon^{-3})$ calls to a stochastic first-order oracle (SFO). Both the iteration complexity and SFO complexity bounds are the best known in the literature for the said class of problems. The latter even matches the optimal lower bound for smooth nonconvex optimization with stochastic first-order algorithms. We then present numerical results on sparse principal component analysis and coordinate-independent sparse estimation to demonstrate the superior performance of our proposed method.

This paper investigates a two player zero-sum stochastic differential game characterized by three distinct regimes, reflecting the regime switching dynamics within the system. We aim to derive an explicit solution for a number of configurations of the switching system by means of the viscosity solutions approach. In particular, we analyze the associated Hamilton-Jacobi-Bellman-Isaacs equations and examine how the interactions between the different regimes affect the structure of the value function. The proposed framework provides a systematic approach to characterize the optimal strategies of the two players and to obtain explicit representations of the value function un der suitable assumptions. We also illustrate how to derive the value functions in case we know the qualitative structure of switching regions.

We develop a global martingale optimal transport framework for joint S&P 500 (SPX)-VIX smile calibration across multiple maturities, without the conditional independence that Markovian stitching imposes between months. We prove that exact local and global feasibility are equivalent, yet the stitched laws, which carry earlier months only through the current SPX level, can form a strict subset of the global ones, so adjacent smiles cannot identify the dependence across months. We show that relative entropy against the standard Markov reference selects the stitched law, so this dependence must be supplied deliberately. We supply it through a finite-memory reference, in which a latent autoregressive state drives the VIX levels while every VIX marginal stays exact, and calibrate the resulting law on a junction tree whose size grows linearly with the number of maturities. On market data with up to nine SPX maturities, a law with memory and a law without it fit the same quotes but price VIX-conditioned SPX Asian claims differently: on every calendar, memory makes a claim on the maximum VIX cheaper and a claim on the minimum VIX dearer. Varying the memory strength on one calendar moves these differences steadily from zero, so the vanilla quotes, which fix the law of each date, do not determine prices that depend on the joint law across dates.

What are the transversality conditions for an optimal control problem when the boundary conditions are defined by differential equations? This seemingly bizarre question is motivated by trajectory optimization problems in the $N$-body system. The question, however, is more fundamental and goes beyond problems in astrodynamics to nonintegrable dynamical systems in general. The main contribution of this paper is the development of generic initial- and final-time transversality conditions for optimal control problems whose boundary conditions are defined in terms of differential equations with side conditions. The mathematical definition of differential boundary conditions are part of the foundations developed in this paper. To support the new fundamentals, the concept of coordinated/uncoordinated clock times and weak adjoint covectors are introduced. In the case of uncoordinated clock times, the new transversality conditions reveal that there exists a special situation where a weak adjoint covector is orthogonal to the vector field of the boundary differential equation. This condition is sharply different from the classical statement of orthogonality with respect to the endpoint manifold. The theorems developed in this paper are generic. An application of the theorems to several cases in the three-body problem are described in separate papers.

We introduce a class of Hall sets, which we call factor-parity Hall sets, whose elements split into good and bad brackets. We prove that the good brackets can be steered simultaneously and arbitrarily in small time, which yields sufficient conditions for the small-time local controllability of control-affine systems. This positive result draws on constructions of Kawski, Agrachev-Gamkrelidze and Krastanov. Conversely, we prove that each bad bracket generates an obstruction to controllability, hence a family of necessary conditions.

The rate-optimal convergence rate of gradient descent (GD) with a fixed step-size is well known to be $\Theta(N^{-1})$ for $L$-Lipschitz smooth convex objectives in the prior art in convex optimization. Surprisingly, several recent works show that we can accelerate vanilla GD by applying a nonconstant, nonadaptive, deterministic step-size schedule. The best-known upper bounds so far in the non-anytime & anytime setups are $O(N^{-1.271})$ [Altschuler and Parrilo, 2025, Grimmer et al., 2023] and $O(N^{-1.119})$ [Zhang et al., 2025], respectively. On the other hand, the best reported lower bounds (or barriers) up to date in the non-anytime & anytime setups are $\Omega(N^{-1.635})$ and $\Omega(N^{-1.241})$ [Ye and Liu, 2026], respectively. We narrow these gaps by establishing stronger lower bounds for GD's convergence rate in both settings: $\Omega(N^{-1.450})$ for the non-anytime rate bound and $\Omega(N^{-1.184})$ for the anytime rate barrier.

Adaptive regularization is an effective means of improving the flexibility of classical variational reconstruction methods while retaining their interpretability and mathematical structure. In this work, we propose an approach for learning deep-reparameterized adaptive regularization maps (DREAM) for Total Variation (TV) and Total Generalized Variation (TGV) through algorithm unrolling in a zero-shot, self-supervised setting, requiring no access to large paired datasets. We first validate DREAM on a two-dimensional image-denoising problem and then apply it to large-scale dynamic MRI reconstruction. The resulting adaptive models are theoretically grounded, as they retain the convergence properties of the primal-dual algorithm used as the building block of the unrolled architecture. Our results show that the regularization parameter maps can be learned efficiently, requiring substantially fewer weight updates than state-of-the-art methods to achieve comparable performance. We further demonstrate that the CNN parametrization of the maps acts as an implicit prior and provides effective dimensionality reduction, outperforming direct optimization of the adaptive parameters. Across both applications, the performance gap between supervised and zero-shot training is smaller for DREAM than for the end-to-end deep-learning methods considered for comparison. Remarkably, in dynamic cardiac MRI reconstruction, zero-shot training matches the performance of the supervised model. Moreover, the learned adaptive maps are highly interpretable, providing a compelling alternative to purely deep-learning-based methods when reference data are difficult to obtain.

We study optimizing $L$-smooth and $\mu$-Polyak-Lojasiewicz (PL) objectives with unbiased stochastic gradients under $\alpha$-heavy-tailed noise ($1<\alpha\le 2$). In the unrestricted high-dimensional setting, we establish the noise-adaptive lower bound for attaining $\epsilon$-suboptimal function value. Under the generalized mirror-PL condition, we propose a centered-clipped mirror-descent method that achieves a high-probability upper bound matching the lower bound up to logarithmic factors. We further provide the improved tight stochastic complexity in fixed dimensions.

We propose a gradient mapping-type stationarity measure for the sum of two possibly nonsmooth nonconvex functions. Under suitable regularity assumptions, we show that Fréchet or proximal stationarity can be characterized through asymptotic vanishing of the proposed measure along some convergent sequence. We also establish analogous asymptotic results for a smoothing-based variant of the measure, which enables us to combine the proposed framework with smoothing techniques developed for nonsmooth optimization. As an application of our analysis of the stationarity measure, we provide an affirmative answer to an open question raised by [Olikier-Waldspurger, SIAM J. Optim., 2025] on whether every cluster point of a sequence generated by a proximal gradient method is a proximal stationary point under local Lipschitz smoothness of one component of the cost function. As a second application, we propose a proximal variable smoothing algorithm with a nonmonotone linesearch for minimizing the sum of two nonsmooth nonconvex functions under lower regularity of one component and prox-regularity of the other. For the proposed algorithm, we show that every cluster point of a subsequence such that the stationarity measure vanishes is a Fréchet stationary point.

Wang and Sitters' 11/6-approximation for graph balancing is not one algorithm but a set of permitted executions: Step 1 may return any feasible solution of the relaxation and Step 3 any of the many ways to match the remaining jobs into the slots the rounding opens. We determine exactly what that latitude permits: ratios arbitrarily close to 11/6, and none reaching it, so 11/6 is the least constant that bounds every permitted run, and no run attains it. We then determine the worst-case guarantee as a function of the big-job threshold beta, measured against the optimum itself. On Wang and Sitters' own range 1/2 < beta < 1 the guarantee is exactly max{3/2 + beta/2, 5/2 - beta}. We then extend the same eligibility rule to 0 < beta <= 1/2 – outside the range they state, and where a big job's two shares can both reach the threshold, so Step 2 acquires a third choice – and determine the guarantee there as well: exactly 3/2 + (1-beta)floor(1/beta), hence unbounded as beta falls. The worst-case ratio is therefore known at every threshold in (0,1), and attained at none. Consequently 2/3 is the unique optimal threshold, and the guarantee jumps at one half rather than degrading smoothly. A companion note asks what does not fix the constant.

We study a data-driven reflection control problem for a Brownian model with unknown drift and volatility. We first propose a learn-then-optimize (LTO) algorithm: it estimates the policy-relevant parameter during exploration, plugs the estimate into the optimality equation, and exploits the resulting policy—achieving an $O(\sqrt{T})$ finite-time expected regret bound. We further propose two algorithms, adaptive-updating (AU) and full-history adaptive-updating (AU-FH), which continuously update the estimator and reflecting level, attaining an improved $O(\log T)$ regret bound. Notably, AU-FH algorithms leverages all historical data, yielding better performance in numerical simulations. Our analysis decomposes regret into exploration, transient, and learning components. Transient regret from nonstationarity is bounded by the time-integrated deviation of the transition semigroup from stationarity evaluated on the holding cost, which can be further bounded via a Foster-Lyapunov inequality for exponential convergence of the controlled reflected Brownian motion (RBM). For learning regret, we establish local regularity properties together with consistency and mean-squared error bounds for the estimator, which control the stationary cost gap between the learned and optimal reflection policies. In addition, we leverage the monotonicity of the moving boundary Skorokhod map to derive moment bounds for the AU algorithms' switching states, via pathwise comparison with fixed-boundary RBMs.

Retail supply chain operations rely on coupled decision modules that must adapt as requirements evolve. LLMs offer a natural-language interface for this task, but existing methods primarily focus on individual optimization models. Extending them to heterogeneous decision pipelines is challenging because a requirement may admit multiple intervention paths with different downstream effects. We formulate requirement-driven adaptation as the joint selection of an intervention route and an admissible module-level change, and propose a graph-constrained agentic framework in which domain agents expose admissible reformulation interfaces and a central processor searches over bounded intervention paths. Candidates are validated and compared using downstream KPIs. In collaboration with a large retail partner, we evaluate 100 warehouse requirements elicited from practitioner interviews, with GPT, Qwen, and DeepSeek as base LLMs. Relative to direct LLM reformulation, our framework improves correctness and end-to-end success across all three models, raising end-to-end success from 72–76% to 79–83%.

Grid-scale battery energy storage can generate revenue by stacking services across electricity and frequency response markets, yet identifying the lifetime profit-maximising stacking strategy remains challenging. Decisions across services are coupled through shared battery system capacity, constrained by system operator energy management rules, and further shaped by product-specific technical requirements that govern system operation, degradation, and lifetime profitability. This paper presents an ageing-aware receding-horizon framework for co-optimising multi-service stacking that explicitly captures product-specific characteristics and state-of-energy compliance rules. The framework is applied to the Great Britain market, where storage operators can stack electricity trading with multiple dynamic frequency response services procured through the newly introduced 'Enduring Auction Capability' platform under energy management requirements imposed by the National Energy System Operator. Using real market data, we demonstrate that degradation modelling, discount rate, and battery ageing jointly govern both lifetime value and optimal stacking strategy. Accounting for ageing increases lifetime revenue by up to 32% relative to a degradation-agnostic benchmark, while higher-fidelity ageing modelling can provide a further revenue improvement of up to 16% over simpler formulations. Lower discount rates favour strategies that balance calendar and cycling ageing, while higher discount rates favour aggressive operation. Across all strategies, services responding to positive frequency deviations are consistently preferred over those responding to negative deviations. Lifetime profit is maximised by adapting the optimal service mix as the battery ages.

The computation of the Bures-Wasserstein (BW) barycenter of an ensemble of positive definite matrices arises throughout machine learning, optimal transport, and quantum information. Riemannian gradient descent (RGD) at unit step size – the fixed-point iteration used in practice – converges rapidly, yet existing analyses present a dichotomy: unit-step guarantees carry worst-case exponential dependence on the dimension, while dimension-independent guarantees require small step sizes that forfeit the empirical speed. We resolve this dichotomy, not by improving the guarantees for unit-step RGD, but by proposing a Projected RGD algorithm that achieves dimension-independent linear convergence at unit step size. The achieved rate, $(1 - \kappa^{-3/2})$, where $\kappa$ is the condition number of the ensemble, also polynomially improves on the best small-step guarantee ($\kappa^{3/2}$ versus $\kappa^{5/2}$ iteration complexity). The crux is a novel Projection Lemma: clipping the eigenvalues of a positive matrix to an interval $[\alpha, \beta]$ is the closed-form, non-expansive (1-Lipschitz) BW-metric projection onto the set $\{S : \alpha I \leq S \leq \beta I\}$ – a statement which, unlike its known one-sided counterpart, does not follow from convexity. The projection is moreover free: it reuses an eigendecomposition the next iteration must perform in any case, so the projected and unprojected iterations cost the same per step. The same analysis covers the invariant matrix projection problem of Brahmachari et al. (2025), whose fixed-point algorithm we identify as unit-step RGD on a totally geodesic submanifold, thereby extending the dimension-independent guarantee to that setting verbatim.

The objective of the resource-constrained project scheduling problem (RCPSP) is to minimize makespan while satisfying precedence and renewable-resource constraints. Priority-rule heuristics construct feasible schedules with low computational cost and explicit decision logic, making them widely used in practice and an attractive alternative to more computationally intensive methods. However, no traditional rule performs consistently well across projects, and researchers have therefore investigated automated priority-rule design. Genetic programming (GP) hyper-heuristics have been the predominant approach to this task, but evolving a high-performing rule may require evaluating many candidate rules on the training projects. Recent advances in large language models (LLMs) make it possible to generate and iteratively revise priority rules using performance feedback. This paper presents an LLM-guided population-based framework for automated priority-rule design. During the offline search, an LLM generates and revises candidate rules, while schedule quality on training projects determines candidate fitness and guides subsequent revisions. At the end of the search, the best rule is returned and applied directly to unseen projects without further search or LLM calls. Experiments show that the LLM-designed rules outperform traditional single rules across the test sets and outperform GP-designed rules obtained under comparable search effort, while remaining competitive with rules obtained from a substantially larger GP search. On large projects, selected LLM-designed rules outperform all considered traditional rules and two genetic algorithm configurations on highly parallel projects. An ablation study examines how changes to the main search components affect performance, while rule analyses describe the structure and decision behavior of the LLM-designed rules.

Robust portfolio rules that reconstruct confidence sets after learning need not preserve the evaluator obtained by prior-by-prior Bayesian transport. In the Gaussian model, this discrepancy is summarized by natural-coordinate displacement: inherited transport preserves it whereas fresh reconstruction can replace it. We price evaluator replacement and trace the resulting optimized curvature through endogenous research. Optimized robust value represents protocol regret as a functional Bregman divergence, while a within-vintage rectangular Gaussian benchmark with constant absolute risk aversion (CARA) yields a stopped recalibration tax. In a versioned model-release economy, validated history propagates through a strictly causal network and a same-cycle share of current optimized marginal value feeds back into research supply. The capacity-constrained equilibrium reduces to a scalar equation with protocol-indexed gain \(\mathfrak g_I^P=\lambda\beta_{R,I}(W_R^P)''\). Purely causal validation cannot create a same-cycle unit mode; provenance changes criticality through optimized curvature. For a scalar primitive supplier-score shock \(z\) in direction \(h_I\) and financial outcome \(\mathcal O\), sensitivity factors as \(\omega_{\mathcal O,h,I}/(1-\mathfrak g_I^P)\). Conditional on a smooth equilibrium state and active cell, completion-time information sharply bounds this multiplier when all compatible timing laws are subcritical; no finite uniform bound exists when the timing set reaches the pole.

This paper discusses a bi-objective two-phase transportation problem (BTPTP) in which transportation takes place in two phases. The whole set of source-destination links is partitioned into two disjoint sets namely, Phase-I and Phase-II. The transportation among the source-destination links of Phase-II set is done only after the transportation among the source-destination links of Phase-I set is complete. The transportation among the source-destination links in each phase is done in parallel. The problem discussed in this paper concentrates on minimizing two objectives viz., sum of transportation times and sum of transportation costs of both the phases, simultaneously. Due to conflicting nature of the objectives, a polynomial time iterative algorithm named as BTPTP-Algorithm is developed that finds all of its non-dominated solutions. At each iteration, the BTPTP-Algorithm solves some specific restricted cost minimizing transportation problems and finds corresponding optimal feasible solutions. The restrictions imposed on the source-destination links of Phase-I and Phase-II sets, in each of these problems, depend upon their corresponding Phase-I and Phase-II transportation times obtained at the previous step. The algorithm is developed in such a way that it expels all the dominated solutions and records all the non-dominated solutions of the problem, systematically. A proof of the BTPTP-Algorithm's capability of recording all the non-dominated points is provided. Further, a numerical illustration is given in support of the theory and computational behavior of the BTPTP-Algorithm for various BTPTP instances of different sizes, is provided in terms of CPU time.

We consider finite-dimensional nonlinear inverse problems arising from finite element discretizations of elliptic inverse coefficient problems such as the Calderón problem with finitely many measurements and unknowns. Such inverse coefficient problems are notorious for their nonlinearity and ill-posedness, and numerical solvers tend to depend strongly on good initial values. In this work, we develop a new locally convergent algorithm with an explicit residual criterion that ensures convergence to the inverse problem solution, and a globalized variant that is guaranteed to automatically switch to the faster locally convergent algorithm after finitely many global search steps.

Continuous submodular optimization is an important class of nonconvex problems with global guarantees, for which the submodular box-constrained quadratic programming (BCQP) forms a fundamental subclass. It arises naturally as quadratic subproblems of general twice-differentiable submodular problems and also has direct business and management applications such as pricing. This paper studies the worst-case relaxation gap of semidefinite programming (SDP) relaxations with a finite family of valid linear cuts for submodular BCQP. We show that in dimension $n\geq4$, for any SDP relaxation formulated with a finite family of linear cuts, there always exists a submodular BCQP instance with a strictly positive relaxation gap. By restricting to the normalized BCQP instances that remove the problem's scaling factor, we further quantify this limitation with explicit lower bounds. In general dimension $n\geq4$, when the SDP relaxation is formulated with only Boolean-quadric-polytope (BQP) valid cuts, including the commonly used McCormick and triangle inequalities, we establish an $\Omega(n)$ relaxation gap lower bound. For an arbitrary family of $m$ valid linear cuts, we establish an $\Omega(n/m^2)$ lower bound. These results capture the fundamental limitations of SDP relaxations, especially SDP with BQP valid cuts, and provide guidance on what additional constraints may be needed for more effective convex approximations of submodular BCQP.

We propose NB-HalpernSGD via LM-MultiLRSGA, a two-phase optimizer for multi-objective optimization. The process starts with a competitive optimization phase by applying a limited-memory variant of MultiLRSGA, named LM-MultiLRSGA, designed to reduce the memory footprint of the original optimizer while preserving its rotational correction mechanism. It addresses multi-objective tasks by considering the competitive game associated with the original multi-objective problem, approximating a Nash equilibrium. This point defines a Nash-equilibrium-induced disagreement point: we formulate the Nash bargaining problem associated with the original losses and rewrite its Nash product as a logarithmic minimization surrogate. This minimization problem is solved using HalpernSGD, anchored at the computed competitive reference point. Therefore, the method uses the Nash equilibrium as a principled reference point for the bargaining stage and then moves toward a Pareto-oriented solution of the original multi-objective problem. We validate the proposed optimizer on a PINN-inspired neural model, where it outperforms established multi-objective optimizers, including PCGrad, MultiAdam, and DualConeGD. Finally, while the convergence properties of HalpernSGD have been extensively studied, we discuss the convergence and stability properties of the proposed LM-MultiLRSGA phase.

Over the past 25 years, the Traveling Tournament Problem (TTP) has become one of the most extensively studied optimization problems in sports scheduling. At its core, the TTP seeks to minimize the total travel distance incurred by teams that travel directly between opponents' venues during consecutive away games. The problem originated from the scheduling challenges faced by Major League Baseball, where it was identified as the central computational difficulty. This paper provides a comprehensive overview of the literature on the TTP. We review the principal problem variants and benchmark instances, and summarize the current state of the art in lower bounds, approximation guarantees, and exact and heuristic optimization algorithms. Moreover, we contribute to the continued development of the field by tracking and validating lower and upper bounds, while succeeding the repository originally established by Prof. Michael Trick as part of the RobinX sports timetabling project. Finally, we identify several open questions and outline promising directions for future research.

Portfolio replication, or the construction of a tradable basket of assets to match the risk-return profile of a target benchmark, is fundamentally an ill-posed inverse problem. When restricted to a subset of available assets, classical variance-minimizing models often yield unstable, over-leveraged portfolios highly vulnerable to market shocks. We propose a unified, two-stage methodology rooted in information theory to achieve robust portfolio replication. First, we model the constituent asset returns against target factors, estimating parameters within data-driven empirical bounds via an entropy minimization principle. Second, using the same entropic approach, we determine the optimal weight replication. In both cases we use an entropy function of the Fermi-Dirac type defined directly on sets of constraints of the inverse problem. We validate this Entropic Factor Model (EFM) against standard Ordinary Least Squares (OLS) across five numerical experiments, including standard equity tracking, multi-asset synthesis, and severe stress-test scenarios. Empirical results demonstrate that the EFM consistently outperforms OLS in terms of annualized turnover and net-of-fees returns. Crucially, during the COVID-19 market crash and under severe idiosyncratic data corruption, the entropic framework acts as a probabilistic “circuit breaker", defensively reducing capital allocation to compromised assets and providing a highly robust, risk-averse solution for generalized portfolio replication.

Nonlinear filtering problem is one of the core subjects in modern control theory. In this paper, we will study the well-posedness of the three fundamental evolution equations arising in continuous-time nonlinear filtering–the robust Duncan-Mortensen-Zakai (DMZ) equation, the stochastic DMZ equation, and the Kushner-Stratonovich equation–within a unified buffered weighted formulation. An exponential-type weight function and the corresponding weighted Sobolev spaces are introduced to enable a variational treatment of the filtering equations in a more general setting, in which the coefficients of the filtering system may be unbounded with polynomial growth. Under mild and easily verifiable assumptions, we first establish the well-posedness of the weak solution to the robust DMZ equation in these weighted spaces. Using the gauge (exponential) transformation and its inverse, these results are then transferred to the stochastic DMZ equation and the Kushner-Stratonovich equation, whose solutions are shown to exist and be unique in buffered weighted Sobolev spaces, yielding a unified treatment of all three filtering equations. Sufficient conditions for the well-posedness are also summarized, which illustrate the wide applicability of the proposed framework to general nonlinear filtering systems.

Thyristor rectifiers (TRs) are cost-effective electrolysis power supplies for renewable power-to-hydrogen (ReP2H) systems, but their harmonics may violate grid-code limits. In contrast to conventional solutions that rely on higher-pulse (such as 24-pulse) rectifiers, this paper proposes an operational harmonic coordination scheme that enables low-cost 12-pulse TRs to meet harmonic requirements through coordinated operation. First, a harmonic model quantifies the effects of rectifier transformer (RCT) tap positions and electrolytic currents, enabling harmonic cancellation among multiple electrolyzers (ELZs). A two-layer framework then coordinates hydrogen production and harmonic mitigation. Hourly scheduling determines ELZ commitment within the harmonic feasible region under renewable uncertainty using stochastic programming and a modified progressive hedging algorithm, while minute-level dispatch tracks renewable power and mitigates harmonics. A decomposition algorithm separates production dispatch from harmonic mitigation to improve computational efficiency. Case studies based on real-life projects show that the proposed method increases profit by 31% over current-only regulation. Annual simulations further show that coordinated 12-pulse TRs can replace 24-pulse rectifiers for harmonic compliance by exchanging additional RCT tap actions for lower transformer investment, reducing rectification-stage cost by 37.5%.

The standard semidefinite programming (SDP) relaxation of Max-Cut is exact when its optimum equals the maximum cut value. Delorme and Poljak resolved NP-completeness of recognizing exactness for weighted graphs and left the unweighted case open. We show that recognition is NP-complete even for connected simple unweighted graphs, and hence strongly NP-complete for nonnegative integer edge weights. The reduction provides an explicit SDP optimum and makes the additive integrality gap equal to the minimum number of unsatisfied clauses in the source formula. Recognition remains NP-complete even when an exact rational optimal primal–dual pair is supplied. We also establish strong NP-hardness of recognizing exactness of the Frieze–Jerrum Max-$k$-Cut relaxation for every fixed $k\ge3$, even for connected graphs with nonnegative integer edge weights. An independent bounded-weight construction gives a second proof for Max-Cut. Finally, reductions preserving the additive gap up to explicit factors establish strong NP-completeness of exactness recognition for a basic Max-DiCut SDP and NP-hardness for a Max-Bisection SDP.

We study the semi-discrete quadratic Wasserstein energy. The energy is nonsmooth at collisions of sites. We prove local Lipschitz continuity on the full configuration space, together with global semiconcavity, coercivity, and dissipativity; show that every global minimizer is interior and collision free; and establish $C^2$ regularity on the collision-free configuration space. The gradient is expressed through the barycenters of the balanced Laguerre cells, while the Hessian is given by an explicit facet formula and satisfies a global one-sided bound. We also solve the one-dimensional problem explicitly in each ordering chamber and give a two-site example on the unit square with non-minimizing Lloyd fixed points. For $d\ge 2$, we then formulate an entropy-regularized relaxed control of the Langevin temperature. The controlled dynamics is strongly well posed, nonexplosive, and collision free. Its value function is a classical interior solution of the exploratory Hamilton-Jacobi-Bellman equation; the Laplacian of the value function is locally $C^1$, which yields a locally Lipschitz optimal temperature feedback. Independently of this optimal-control result, for every fixed Borel temperature rule bounded away from zero, and every sufficiently small step size, the associated Gaussian Euler chain is geometrically ergodic with a full-support invariant law. The raw iterates do not converge, whereas the best-so-far energy converges almost surely to the global minimum and the running record approaches the set of global minimizers.