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Monday 21 September

Optimization and Control

Data-Driven Control in Infinite-Dimensional Spaces: Fundamental Lemma and Applications

Data-driven control of dynamical systems has attracted significant research interest. This paper establishes a theoretical foundation for data-driven control in infinite-dimensional spaces by extending the notions of persistency of excitation, data informativity, and Willems' fundamental lemma. These extensions enable their direct application to systems governed by partial differential equations and delay differential equations.
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Optimization and Control · Cross-listed from cs.LG

Deep Reinforcement Learning on Item-Compatibility Graphs for One-Dimensional Bin Packing

The one-dimensional bin packing problem (1D-BPP) is a classical NP-hard combinatorial optimization problem with applications ranging from logistics and manufacturing to cloud resource management. Although deep reinforcement learning (DRL) has become a competitive paradigm for data-driven optimization, most learned packing methods target 2D and 3D variants, and intelligent learned solvers for 1D-BPP remain scarce. In this paper, we present a novel end-to-end, size-agnostic graph reinforcement learning framework for 1D-BPP. We formulate the packing process as a Markov decision process on an item-compatibility graph, serving as a structural knowledge representation in which every action merges two partial bins that fit together. A graph neural network actor-critic policy extracts relational features from this representation and is trained through reinforcement learning and decoded by stochastic beam search, enabling a single trained model to generalize zero-shot to instances of any size. We conduct a systematic empirical study across graph encoders, DRL algorithms, reward functions, training distributions, and hyperparameters. Evaluated zero-shot on the full BPPLIB benchmark against a constructive heuristic, a grouping genetic algorithm, and recent learned methods, our data-driven policy lowers the mean optimality gap of the constructive heuristic from 2.66% to 2.31%, with the largest gains on structured instances. Against learned baselines evaluated on the same benchmark, it attains a lower gap on most of the nine families and is far more stable across instance distributions. On the hardest benchmark family, it outperforms a state-of-the-art learned solver that relies on column generation and integer programming, while using no solver at all. A grouping genetic algorithm remains ahead overall, and we analyze where and why the residual gap arises.
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Optimization and Control

Optimal Control of Traveler Testing in Epidemic Models

We propose an optimal control framework for mitigating cross-border epidemic spread through testing of incoming travelers. The general model considers multiple countries with SEIR dynamics, while the explicit analysis focuses on a simplified two country SIR system without vaccination. The control variable is a time measurable function representing the testing rate. For the two country SIR case, we show the optimal control is bang bang by excluding singular arcs via Hamiltonian analysis and derive the optimal switching time. Our results offer theoretical insights and practical guidelines for designing cost effective border testing policies. We then present numerical simulations for the optimal control in the two population setting.
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All authors Maria Teresa Chiri, Christopher Denaro, Xiaoqian Gong, Benedetto Piccoli

Optimization and Control

Higher-Order Sensitivity Analysis of Wasserstein and Adapted Wasserstein Distributionally Robust Optimization Problems

We investigate the higher-order expansions of the sensitivities of functionals of probability measures. Building on the work of \citeauthor{bartl2021sensitivity} \cite{bartl2021sensitivity} and \citeauthor{bartlsensitivityadapted} \cite{bartlsensitivityadapted}, who established the first-order expansion when the functional arises from a stochastic optimisation problem, we extend these results using recent developments in differential calculus on Wasserstein spaces. Specifically, we generalise their approach to broader classes of functionals defined on the Wasserstein space. We provide an explicit formula for the second-order expansion of the sensitivity of a functional with respect to both the Wasserstein and the adapted Wasserstein metrics. Furthermore, we propose a construction method for the higher-order expansion of these sensitivities. Finally, following recent advances by \citeauthor{Touzisauldubois2024ordermartingalemodelrisk} \cite{Touzisauldubois2024ordermartingalemodelrisk} and \citeauthor{JiangObloj} \cite{JiangObloj} concerning sensitivity of Distributionally Robust Optimisation under martingale constraints, we also derive higher-order expansions for sensitivities in the presence of such constraints.
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Optimization and Control · Cross-listed from eess.SY

Higher-Order Approximation of Exit Functionals in Sampling-Based Stochastic Model Predictive Control

Safety evaluation in sampling-based stochastic model predictive control often requires numerical estimation of exit functionals. The approximation of first-exit times and exit indicators is therefore a key numerical bottleneck, and discretization error in these quantities directly affects the resulting controller. This paper studies how existing higher-order methods for strong approximation of exit times can be brought into safe control. Two cases are highlighted. For general noncommutative dynamics, an adaptive order-1 Milstein discretization is used together with Lévy-area simulation via Wiktorsson's method. For commutative dynamics, an adaptive order-1.5 construction achieves a stronger exit-time rate. Under a local anti-concentration condition on the exit-time law, we show that strong exit-time approximation transfers to strong approximation of the failure indicator. The methods are then studied in the context of chance-constrained path integral control, which provides an exact continuous-time representation of safety through exit events. Numerical experiments compare the two cases in terms of strong exit-time error, failure-indicator error, and closed-loop constraint satisfaction, showing improvement over Euler-Maruyama and thereby enabling existing and future techniques whose applicability depends on improved strong approximation.
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Optimization and Control

Quantitative finite-population approximation of heterogeneous linear–quadratic mean-field control with common noise

We study the finite-population approximation of a heterogeneous linear–quadratic mean-field control problem with common noise and random coefficients. Starting from the centralized social planner problem for $N$ non-exchangeable agents, we derive its exact finite-dimensional stochastic Riccati system and identify the scaling of its diagonal, off-diagonal, affine, and scalar components. We then compare this system with the Hilbert-space-valued Riccati system of the continuum model. Our main estimates give quantitative convergence of the complete backward system, including its common-noise martingale integrands. The error separates coefficient and kernel consistency, common-noise approximation, interface effects, exact diagonal corrections, and the mass of the limiting interaction kernel on the discrete diagonal band. We propagate these estimates to the feedback gains and, by a cellwise coupling, to the optimal states, controls, and initial social values. Finally, a cellwise projection of the limiting representative-agent feedback yields a decentralized finite-population strategy whose optimality gap vanishes. Under the stated regularity assumptions, the error bounds are expressed through explicit approximation and concentration moduli. Quantitative bounds on these moduli yield algebraic rates, including an $N^{-1/2}$ rate for the backward system in finite-type regimes; the rates for optimal trajectories additionally reflect the available conditional moment bounds.
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Optimization and Control

Reinforcement Learning in Operational Research: A Technical Review and Practical Roadmap

The growing demand for real-time, data-driven decision-making in complex and dynamic systems is placing increasing pressure on traditional Operational Research (OR) methodologies. Reinforcement learning (RL) has emerged as a complementary approach, offering strong learning and computational capabilities for sequential decision-making in dynamic and uncertain environments. Recent research shows an increasing interest in integrating RL with OR to address dynamic decision-making problems, enhance heuristic and exact methods for combinatorial optimization, and support the development of digital replicas of operational systems. The overarching goal across these efforts is to leverage the learning capabilities of RL to strengthen traditional OR algorithms, improving solution quality, computational efficiency, and robustness. Given the diversity of integration approaches and application settings, there is a clear need for a systematic and technically detailed review of how RL empowers OR methods. To address this gap, this paper presents a structured review of three key roles that RL plays in empowering OR: (i) solving sequential decision-making problems in dynamic environments, (ii) serving as an end-to-end solution method or as a component integrated within heuristic and exact OR methods for combinatorial optimization problems, and (iii) facilitating extended reality analysis through integration with digital twin systems. We critically synthesize recent advances across these roles, highlighting their advantages, implementation requirements, limitations, and challenges. Finally, based on these insights, we outline a roadmap for future research to further advance the methodological and practical integration of RL and OR.
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All authors Yahan Lu, Dongyang Xia, Nursen Aydin, Shadi Sharif Azadeh

Optimization and Control · Cross-listed from cond-mat.stat-mech

Lowest-known Energy Configuration of $N=100\,000$ Coulomb Charges in a Disk: Breaking the $10^{5}$ Barrier

We report the first calculation of the lowest-known energy configuration for $N=100\,000$ classical point charges confined to a disk and interacting via the $1/r$ Coulomb potential - a system size never before achieved for the Thomson problem in a disk, more than doubling the previous record of $N=40\,886$ reported by Amore and Zarate. An adaptive defect-targeting subdomain optimization strategy yields an approximately linear growth of the wall-clock time per cycle with $N$; for $N=100\,000$ a single $24$-core CPU workstation without GPU acceleration required $\approx31$ hours. The energy $E_{\min}=7.80466624157\times10^{9}$ deviates from the standard empirical asymptotic expansion by only $2.525\times10^{-7}$. We demonstrate that this remarkable agreement provides a stringent test of the rigorous next-order asymptotic theory for Riesz interactions, while the residual deviation is consistent with an $O(N^{4/3})$ boundary-layer correction whose absence from the standard fitting basis biases the empirical $N^{3/2}$ coefficient away from its exact crystalline value, thereby tying the deviation to the two-dimensional crystallization conjecture. Bond-orientational order analysis reveals a polycrystalline bulk threaded by radial grain boundaries, establishing a new benchmark for two-dimensional Coulomb systems.
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Optimization and Control

Conditional Infimum, Hidden Convexity and S-Procedure

Detecting hidden convexity is one of the tools to address nonconvex minimization problems, and find global minimizers. We introduce the notion of conditional infimum, develop the theory, and establish a tower property, relevant for minimization problems. Then, we illustrate how the conditional infimum is instrumental in revealing hidden convexity. Thus equipped, we provide a new sufficient condition for hidden convexity in nonconvex quadratic minimization problems, that encompasses and goes beyond known results (with the notion of block-signed pair matrix-vector). We also show how the conditional infimum is especially adapted to tackle the so-called S-procedure.
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Optimization and Control

Scalable Dynamic Pricing of Substitutable Products through Structure-Guided Policy Learning

Problem definition: We study dynamic pricing of substitutable products with finite, product-specific inventories. Customer substitution couples pricing decisions across products, while the inventory state makes exact dynamic programming intractable at realistic scale. Methodology / results: We develop two MNL-guided policy-learning approaches that replace the dynamic program with a statistical mapping from inventory states to pricing decisions. The first learns prices directly, while the second learns inventory opportunity costs and converts them into prices using the optimal MNL pricing rule. Both policies are trained using decision-focused learning. We also propose an efficient method to generate anticipative customer-choice targets to train our policies. Managerial implications: We conduct an extensive numerical evaluation of our approaches. On small instances for which the optimal dynamic program can be computed, the learned policies achieve average optimality gaps below 0.4%. On larger airline-motivated instances, they consistently improve on the tested revenue-management benchmarks. The comparison between the two architectures also highlights the role of model structure: using the MNL pricing characterization is particularly effective when demand is well described by MNL, while directly learning prices provides greater flexibility under heterogeneous mixed-MNL demand.
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Optimization and Control · Cross-listed from cs.GT

Polyhedral Methods for Cooperative Games: Small Lifts and Hard Faces

We study the computational complexity of fundamental algorithmic problems – membership testing, separation, valid-inequality testing, and linear optimization – over polytopes and cones arising from cooperative games (also known as pseudo-Boolean functions). A central obstacle in the study of such problems is that a general cooperative game on $n$ players requires $2^n$ values, so the input size is $2^n$ for a game with $n$ players, making these computational tasks theoretically trivial. Restricting to $k$-additive games reduces the input size to $O(n^k)$, making such games a natural target for meaningful questions about the existence of efficient algorithms. On the positive side, we give an explicit extended formulation of size $O(n^k)$ for the core of $k$-additive $k$-monotone games, allowing all four problems to be solved by a single polynomial-size linear program – in particular, circumventing the ellipsoid method that is needed when building from earlier tractability results of Deng and Papadimitriou, or of Edmonds. For the cone of $k$-additive $(k{-}1)$-monotone games, we give a complete characterization of its extreme rays and derive the same $O(n^k)$ bound on extension complexity, yielding a geometry-based proof and generalization of a result of Billionnet and Minoux. On the negative side, we show that for $l \leq k-2$ the cone of $k$-additive $l$-monotone games is computationally intractable: membership testing is not in NP (unless NP\,=\,coNP), valid-inequality testing is NP-complete, and extension complexity is at least $1.5^n$. Our hardness results yield, as a special case, a result of Crama and of Gallo and Simone. Furthermore, our hardness results also explain the lack of any good characterization of the extreme rays of the cone of $k$-additive $(k{-}2)$-monotone games.
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Optimization and Control · Cross-listed from cs.DS

Poisson Exchange Beyond Submodularity: Effective Approximation Algorithms for Offline and Online Subset Selection over Matroids

Over the past decade, a growing body of research has shown that $\gamma$-weak submodularity broadly arises in numerous subset selection tasks, including feature selection, neural network pruning, and video summarization. Despite its prevalence, maximizing a $\gamma$-weakly submodular function subject to a general matroid constraint remains challenging. To date, the only known approximation guarantee is the conservative $(1+1/\gamma)^{-2}$ factor established by \citet{chen2018weakly}. To improve upon this result, this paper proposes a novel algorithm called \MGPE, which repeatedly performs maximum-gain local exchanges through careful control of a non-homogeneous Poisson clock, and proves that this \MGPE\ can attain an approximation ratio arbitrarily close to $\rho_\gamma=1-\left(\gamma/(2-\gamma)\right)^{ \frac{\gamma^2}{2(1-\gamma)} }$. In sharp contrast to the previous guarantee, our obtained factor $\rho_\gamma$ not only strictly improves upon $(1+1/\gamma)^{-2}$ for every $\gamma\in(0,1]$, but also can asymptotically approach the optimal $(1-1/e)$-approximation for submodular maximization as $\gamma\to1$. Furthermore, we surprisingly find that when the matroid constraint reduces to a cardinality or the objective satisfies the stronger notion of $\alpha$-weak DR-submodularity, \MGPE\ can automatically recover the tight approximation ratios of $1-e^{-\gamma}$ and $1-e^{-\alpha}$, respectively. Here, $\alpha\in(0,1]$ denotes the DR ratio.
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All authors Shi Fu, Youming Qiao, Dacheng Tao, Zongqi Wan, Qixin Zhang

Optimization and Control · Cross-listed from math.AG

The Generalized Lax Conjecture for Strictly Hyperbolic Polynomials

We report a proof found by an artificial intelligence system for the following statement: The hyperbolicity cone of every strictly hyperbolic polynomial is spectrahedral. This establishes the generalized Lax conjecture for the generic case, while the full conjecture remains open.

Optimization and Control

Convergence of Rotation-based Matrix Optimizers: A Unified Analysis of SOAP, Conda, and SPlus

In this work, we develop a unified theoretical framework for analyzing the convergence of rotation-based matrix optimizers, which apply orthogonal transformations to map the momentum into a rotated space, perform coordinate-wise or normalized updates there, and then rotate the updates back. Our framework encompasses prominent matrix optimizers, including SOAP, Conda, and truncated SPlus, as well as matrix-parameterized Adam as a special case. As our main result, we establish, for the first time, the convergence rate of SOAP with sharp dimensional dependence, as well as the convergence rate of Adam measured by the nuclear norm. Our framework also covers a more general variant of rotation-based optimizers that allows arbitrary orthogonal rotation matrices, allowing these matrices to depend on the current stochastic gradient at each iteration. Technically, our framework leverages a row-column trace-control argument that converts elementwise bounds into bounds on two diagonal control matrices, thereby improving the dimension dependence of the resulting bound.
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Optimization and Control

The logarithmic spiral is optimal for shoreline search: a computer-assisted proof

A ship starts at a point of the plane and moves at unit speed; it has to reach an unknown straight line, of which neither the distance nor the direction is known. The competitive ratio of a path is the supremum, over all lines, of the time at which the line is reached divided by its distance. Baeza-Yates, Culberson and Rawlins conjectured that a logarithmic spiral, with ratio $C_{\mathrm{sp}} = 13.8111351794611\ldots$, is optimal. We give a computer-assisted proof. Paths are arbitrary: the distance from the start and the polar angle may both decrease. The proof lifts the set of found directions to the universal cover of the circle, where unfolding the polar angle can only increase it (Kneser-Poulsen on the line); a bookkeeping inequality with a monotone final source then bounds the covered measure by the reward of a three-state relaxed control problem, in which inward motion is an ordinary control and excursions below the guaranteed disk are impulses. An explicit $C^1$ storage function, a tensor cubic B-spline plus a closed-form term, satisfies the dissipation inequalities of that problem at the spiral's level and is tight only at the spiral; this is verified with about $10^6$ boxes of Arb ball arithmetic, an exact jet and an interval Hessian at the spiral.
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Optimization and Control

Numerical approximation of distributed optimal control problems governed by linear thermo-poroelasticity

In this paper, we propose and analyze a novel three-field symmetric formulation for optimal control problems governed by linear thermo-poroelasticity. The state variables are the solid displacement $\boldsymbol{u}$, the fluid pressure $p$, and the temperature $\theta$, and both the distributed fluid source $m_p$ and the distributed heat source $m_\theta$ serve as control variables. We prove well-posedness of the symmetric differentiated formulation, establish the existence and uniqueness of an optimal control pair $(\bar{m}_p,\bar{m}_\theta)$, and derive the first-order necessary optimality conditions via a coupled three-field adjoint system. For the fully discrete scheme based on dG(0) time discretization, we employ a variational discretization approach for both controls and derive a priori error estimates of order $\mathcal{O}(h^s + \Delta t)$ for the state, adjoint, and control errors. We also present manufactured-solution experiments that validate the fully discrete optimality system and illustrate the storage-degenerate regime covered by our analysis.
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Optimization and Control

Complexities of Weak Proximal Oracle Methods for Composite Convex Optimization

We consider a standard convex composite optimization problem with either smooth or nonsmooth objective function, and under quadratic growth. In recent years, several works gave algorithms based on a weak proximal oracle (WPO) that essentially match in oracle complexities proximal (sub)gradient methods relying on exact prox operations. Importantly, such WPOs, which relax the strong optimality condition of the standard prox operator, may admit much more efficient implementation in terms of runtime when optimal solutions have some sparse structure. A question remained if such WPO-based methods can be accelerated (in the sense of Nesterov's accelerated gradient). In this work we provide a negative answer by establishing lower bounds against both deterministic and randomized methods. Thus, while WPOs can substantially reduce the cost of individual oracle calls, this comes with an inherent loss in oracle complexity. We also provide a new upper-bound for WPO-based nonsmooth convex composite optimization, nearly matching the proximal subgradient method.
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Optimization and Control

Benign Geometry and Distributional Robustness of $\mathcal{H}_2$ Synthesis

In this paper, we study standard and distributionally robust $\mathcal{H}_2$ synthesis problem of a stabilizing state-feedback controller for discrete-time linear time-invariant systems. Without requiring a nonsingular disturbance controllability Gramian or a positive-definite control penalty, we establish that stationarity of a stabilizing gain in standard $\mathcal{H}_2$ synthesis is equivalent to global optimality and derive an exact Pythagorean identity for the performance difference. We then generalize the $\mathcal{H}_2$ synthesis problem by considering i.i.d. disturbances with zero mean and uniformly bounded second moments, and extend the stationarity-optimality equivalence to the corresponding distributionally robust $\mathcal{H}_2$ synthesis. Moreover, we show that every standard $\mathcal{H}_2$-optimal gain is simultaneously optimal for every such distributionally robust problem. Finally, we specialize the framework to Frobenius, Kullback–Leibler, and Wasserstein-2 ambiguity sets and obtain explicit characterizations of their worst-case covariances, which, in turn, provide performance certificates for a common optimal controller.
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All authors Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Tamás Keviczky, Mohamad Amin Sharifi Kolarijani

Optimization and Control

The Price of Covertness: Dual-Control Navigation in Uncertain Flows under Adversarial Sensing

Covert navigation in an uncertain flow couples motion planning with information acquisition. A vehicle must estimate the local flow to navigate, while estimation error induces corrective maneuvers that increase statistical distinguishability, or leakage, and hence the vehicle's detectability. We model this coupling by augmenting position with the estimation-error variance, whose evolution depends on the route through the local information rate. A small-error expansion shows that estimation uncertainty contributes a leading-order correction to the expected detectability rate. The resulting route-planning problem is characterized by a first-order Hamilton–Jacobi–Bellman (HJB) equation. The deadline-indexed value determines the covert-time frontier, while an exact sensitivity formula with respect to sensing quality shows that information acquired earlier along the route can reduce leakage incurred later, whereas information acquired later cannot reduce leakage already incurred. We then formulate a zero-sum sensing-allocation game, show that the leakage rate is convex in the sensing allocation, and prove that the defender may restrict attention to randomization over extreme single-site allocations. The resulting equilibrium is computed by column generation, with vehicle best responses obtained from the HJB equation. Numerical experiments illustrate the learning detour, the deadline–leakage tradeoff, the spatial-ordering effect, and the benefit of randomized sensing allocations.
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Optimization and Control

Global Exponential Stabilization of a 3D Nonholonomic Vehicle in Spherical Coordinates

Many spatial (3D) vehicles, including AUVs and fixed-wing aircraft, are effectively nonholonomic and subject to limited actuation, such that continuous time-invariant stabilization is fundamentally obstructed by Brockett's necessary condition. To overcome this obstruction, we exploit the geometric singularity of spherical coordinates to design a backstepping continuous, time-invariant feedback law that exponentially stabilizes a 3D nonholonomic vehicle actuated solely by forward surge velocity, pitch rate, and yaw rate. The resulting closed-loop region of attraction excludes only the coordinate singularity, codimension-two, measure-zero set of initial conditions in which the vehicle lies on the line through the target orthogonal to the target plane, thereby covering the largest possible domain. We further construct a strict control Lyapunov function to prove global exponential stability of the origin on this domain with a user-specified decay rate, while simultaneously preventing the system from approaching the singular set. Finally, we show that the closed-loop system is exponentially attractive to the origin in Cartesian coordinates. Numerical simulation examples in both spherical and Cartesian coordinates illustrate the effectiveness of the control law.
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Optimization and Control

General Leader-Follower Linear-Quadratic Stochastic Graphon Games with Indefinite Control Weights

This paper studies general leader-follower linear-quadratic stochastic graphon games with indefinite control weights. The model consists of one leader and a continuum of followers, where the followers interact through graphon aggregate terms and are coupled with the leader through their dynamics and cost functionals. Compared with existing related models, the state equations considered here allow more general diffusion terms, including diffusion coefficients depending on the states, controls, leader variables, and graphon aggregate terms. Using the stochastic maximum principle, we characterize the followers' Nash response and the leader's optimal control through coupled forward-backward stochastic systems with graphon aggregate terms. Under suitable Riccati solvability and convexity conditions, we construct a Stackelberg-Nash equilibrium for the limiting graphon game. We further design decentralized strategies for the associated finite-player network game and prove that they form an approximate Stackelberg-Nash equilibrium, which yields a propagation of chaos result. The framework covers, as special cases, indefinite linear-quadratic stochastic graphon games, Stackelberg mean field games, and stochastic graphon games with random effects.
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Optimization and Control

The Implementation Cost of Fairness in Service Policy Selection

Service organizations use simulation, pilot studies, and historical data to select service policies that balance aggregate performance and fairness. Existing work primarily evaluates the operational cost of fairness, defined as the performance loss caused by restricting the feasible policy set. In this research, we identify and study implementation cost as a distinct and equally important dimension of fairness, defined as the sampling effort required to verify fairness and reliably select the best fair policy. Specifically, we consider fixed-budget policy selection under fairness requirements based on mean performance, under-service risk, quantiles, and upper tail outcomes, and show that different fairness metrics can induce the same fair policy set and the same operational cost while requiring substantially different amounts of evidence because their estimators have different local verification difficulty. We further show that, near a critical fairness tolerance, the required sampling budget for implementation scales inversely with the square of the distance to the boundary, creating a finite-budget implementation gap. These results imply that the fairness metric, the fairness tolerance, and the available sampling budget should be designed jointly, because a population-level fairness requirement may be operationally attractive but not statistically implementable at the available budget. To translate this perspective into practice, we develop a fairness-guided adaptive allocation algorithm that directs samples toward the ranking and fairness verification comparisons governing false selection. Experiments in synthetic, call center, and emergency department settings demonstrate the implementation cost mechanisms identified in this work and show that the proposed allocation uses the sampling budget much more effectively.
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All authors Junjie Liu, Mingjie Hu, Kejia Hu, Siyang Gao, Jianqiang Hu

Sunday 20 September

Optimization and Control · Cross-listed from eess.SY

Decentralized Safe Path Following for Multiple Quadrotors on Intersecting Paths with Theoretical Guarantees

This paper studies decentralized safe path following for multiple quadrotors on intersecting paths, where safety requires both collision avoidance and strict adherence to pre-assigned routes. The proposed controller reformulates transverse feedback linearization as a constrained quadratic program with four equality constraints: two enforce convergence to and strict adherence to the path, and two prescribe the desired speed and heading. Safety is achieved by relaxing only the along-path speed constraint, while the path and heading constraints remain hard. Under the stated assumptions, and for admissible initial conditions, the controller guarantees that all agents converge to and thereafter follow their assigned paths, avoid collisions, and avoid attitude singularities. We evaluate the controller in the Drake physics engine on non-planar intersecting paths and compare it against two nominal-plus-safety-filter cascades. Code and additional results are available at https://gradslab.github.io/safe_multiquad_pf/.
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Optimization and Control · Cross-listed from math.PR

Aggregation of value processes for semi-martingale BSDEs with jumps

We construct a measurable aggregator for the value processes associated with stochastic control problems, where the criterion to optimise is given by solutions to semi-martingale backward stochastic differential equations (BSDEs) with jumps. The results can be applied to control problems where the triplet of semi-martingale characteristics is controlled in a possibly non-dominated case or where uncertainty about the characteristics is present in the optimisation. The construction also provides a time-consistent system of fully nonlinear conditional expectations on the Skorokhod space. We also construct an appropriate path-regularisation of the value function and prove a corresponding dynamic programming principle. The generality we seek allows for the treatment of controlled diffusions, pure-jump processes, and discrete-time processes in a unified setting.
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Optimization and Control · Cross-listed from math.NA

Time-uniform accuracy of ensemble Kalman filters with localization

This paper establishes time-uniform accuracy guarantees for deterministic square-root ensemble Kalman filters in linear–Gaussian state-space models under perfect-model dynamics. For hyperbolic, detectable systems, we prove that the ensemble means and covariances approximate their Kalman filter counterparts uniformly in time, with high probability and without inflation or resampling. The required ensemble size depends on the effective rank of the initial covariance and the dimension of the unstable subspace, rather than on the ambient state dimension. We also analyze a localized square-root ensemble Kalman filter for weakly coupled spatial systems. We show that the stabilizing Kalman covariance inherits spatial decay from the dynamics and derive accuracy bounds that separate sampling error from localization bias. For the localized filter, the required ensemble size depends on the local intrinsic dimension and only logarithmically on the number of spatial blocks, while the localization bias scales with the interaction strength. Our analysis combines stability and forgetting for possibly singular Riccati recursions, nonasymptotic covariance concentration, and perturbation estimates for localized covariance dynamics.
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Optimization and Control · Cross-listed from eess.SY

Quasi-Static Fault-Tolerant Feedback Control of a Quadrotor under Rotor Failure with Provable Safety Guarantees

This paper presents a nonlinear control law for a quadrotor unmanned aerial vehicle (UAV) under single-rotor failure that guarantees set stabilization via quasi-static feedback (QSF). Given a geometric curve in three-dimensional space, we characterize and stabilize the zero-dynamics manifold, also known as the path-following manifold, which represents all feasible motions along the path. Stabilizing this manifold ensures path-invariance: a UAV with a failed rotor initialized on the path with an appropriate orientation remains on the path for all future time. Furthermore, local exponential convergence to the manifold is guaranteed under certain conditions, implying that, under the stated assumptions, rotor failure during flight does not cause transverse deviation from the path. The proposed controller thus provides theoretical safety guarantees, which are validated through numerical experiments in the Drake physics-based simulation engine. The code is publicly available at https://gradslab.github.io/quasistatic-ftc/.
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Optimization and Control

Modeling and Control of a Unicycle Robot on Manifolds

This paper studies path-following control for a kinematic unicycle evolving on a smooth manifold embedded in \(\mathbb{R}^3\). The objective is to stabilize a one-dimensional path on the manifold without imposing a temporal parameterization, thereby distinguishing the problem from trajectory tracking. Working in a geometric framework, we propose two feedback laws: a static controller for prescribed nonzero translational speed and a dynamic controller based on a dynamic extension of the translational speed. By lifting the path to the unit tangent bundle of the surface, we characterize the corresponding path-following manifold and establish its control invariance. We then show that the proposed controllers render the path-following manifold locally exponentially stable under suitable regularity conditions. A numerical simulation illustrates the proposed controller. Code and animations are publicly available at https://gradslab.github.io/UnicycleOnManifolds/.
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Optimization and Control · Cross-listed from cs.DS

Kadison–Singer partitions and Bilu–Linial graph signings in polynomial time

We prove two main algorithmic results in spectral discrepancy. First, we give a deterministic polynomial-time rounding theorem for rational positive semidefinite matrices of arbitrary rank. The algorithm starts from any rational fractional signing and assigns one sign per original matrix. Its discrepancy is less than $3.37\,\|\sum_i \mathrm{Tr}(A_i)A_i\|^{1/2}$. This yields Kadison–Singer half-partitions with error below $1.69\sqrt{\varepsilon}$, as well as deterministic graph signings that control signed adjacency and signed degrees simultaneously. The proof builds on the spectral-potential method of Ezeunala and Jiang (2026) and introduces a new way to choose rounding directions. We prove polynomial bit complexity for the rounding procedure. Second, we give a Las Vegas algorithm for the Bilu–Linial signing problem on an arbitrary prescribed graph. If $G$ has $n$ vertices and maximum degree $\Delta\ge3$, the algorithm terminates almost surely. It uses fewer than $100n^3$ insertion attempts in expectation and returns a signing with $\|A_s\|<2\sqrt{2(\Delta-1)}$. For bipartite graphs its one-sided form gives the sharp universal bound $\|A_s\|<2\sqrt{\Delta-1}$. The algorithm builds the signing by inserting vertices and recursively deleting and restoring neighbors after rejected insertions. In the analysis, the $\sqrt2$ gap to the Bilu–Linial conjecture comes from a factor of two in the bound for vertex deletions in the two-sided case. On a $d$-regular bipartite Ramanujan base the same signing produces a Ramanujan $2$-lift of that prescribed base.
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Optimization and Control · Cross-listed from eess.SY

Stability of Slow-Fast Nonlinear Dynamics: Moving Equilibrium Case

We study the stability of nonlinear systems subject to both slow and fast time variations. Both can have discontinuities, covering switched systems as a special case. The fast variation is assumed to be periodic; thus, we rely on averaging to construct an average system. Importantly, the equilibrium of the average system depends on the slow variation and is assumed to be exponentially stable when this slow input is frozen. Using perturbation and Lyapunov analyses, we establish a practical stability result showing that the system state remains within a neighborhood of the moving equilibrium when the total variation (flows and jumps) of the slow variation is appropriately bounded and the fast input varies sufficiently fast. The result is illustrated via a nonlinear switched system with slow-fast switching and a mode-dependent equilibrium.
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Optimization and Control

Anytime-Feasible Gradient Descent for Constrained Optimization Under Gradient Uncertainty

Constrained optimization is central to many engineering systems in which decisions must satisfy strict safety and operational requirements, especially in real-time settings with limited computational budgets. In such scenarios, optimization algorithms are often terminated before full convergence, making *anytime feasibility* essential for safe deployment. Existing methods that guarantee feasibility at every iterate typically rely on exact gradient information, an assumption that is often violated in practice due to measurement noise, stochastic approximations, or model mismatch. We develop an anytime-feasible first-order method for nonlinear constrained optimization under norm-bounded errors in the objective and constraint gradients. The method computes a robust search direction by solving a second-order cone program and selects a step size through safeguarded backtracking. Assuming exact function evaluations and a strictly feasible initialization, the method preserves strict feasibility and guarantees sufficient objective decrease whenever the computed search direction is nonzero. We establish a uniform positive lower bound on the accepted step sizes, an O(1/K) bound on the average squared search direction norm, and convergence of the search directions to zero. We also show that a zero search direction at a strictly feasible point certifies approximate first-order stationarity. We validate the proposed method on a multi-agent navigation task in cluttered environments and show that it maintains collision-free trajectories despite noisy gradient information.
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