Papers

We continue the study of the convex hull $D\subset\mathbb{R}^{d+n}$ of a disjunction of $n+1$ polytopes in $\mathbb{R}^d$, managed by $n$ binary indicator variables. Previously, $D$ had been characterized for arbitrary polytopes when $d\in\{1,2\}$, for polytopes sharing a common constraint matrix (under a technical condition, including hyper-rectangles), and for two generalized cross polytopes ($n=1$). Here we give a complete description of $D$ for arbitrary $n$ and $d$ when all $n+1$ polytopes are generalized cross polytopes. Every vertical facet is described by a normalized support inequality, and such an inequality is facet describing if and only if its equality graph, a bipartite graph on the polytopes and the coordinates, is connected; all vertical facets are generated explicitly from feasible spanning trees. We characterize when such a facet is one of the previously known pairwise inequalities, and we show that pairwise inequalities suffice when $d\leq3$, but not in general. We establish a bijection between the vertical facets and the maximal cells of a regular subdivision of $\Delta_n\times\Delta_{d-1}$\,, which yields the sharp bound $n+1+2^d\binom{n+d-1}{n}$ on the number of facets of $D$, attained for generic data. We also give a polynomial-time separation algorithm that returns a violated facet, which is maximally violated among the normalized support inequalities. Computational experiments show that the facets that are not pairwise inequalities close a large part of the gap left by the pairwise inequalities.

We formulate a novel optimal control problem for data-driven dynamic resource allocation in multicore real-time systems. The proposed formulation accounts for hard deadline constraints and resource bounds. Under mild assumptions, we prove several results on the feasibility and existence of optimal solution for the proposed formulation. Building on these analyses, we design an algorithm to solve the multi-core dynamic resource allocation problem. We demonstrate the practical use of this new algorithm by experimentally evaluating it on a real multicore platform using four benchmarks from the literature.

We study zeroth-order optimization of convex and strongly convex functions with Hölder smoothness of order $\beta>2$ from values corrupted by random noise with bias independent of the method's random directions, a Lipschitz systematic error and a bounded adversarial error. We measure the number of function evaluations (calls), of sequential rounds of parallel calls, and the largest tolerable systematic and adversarial errors. For strongly convex functions with a bounded Hessian, we prove a lower bound of order $d^2\varepsilon^{-\beta/(\beta-1)}$ on the number of calls, where $d$ is the dimension and $\varepsilon$ the accuracy, and find the sharp power of $d$ under the stronger Hilbert–Schmidt smoothness for all $\beta>2$. An accelerated finite-difference method attains them in $O(\sqrt{\kappa}\log(1/\varepsilon))$ rounds for condition number $\kappa$, like Nesterov's method with exact gradients, and tolerates the optimal systematic and, up to logarithms, adversarial errors; rate-optimal methods need $\Omega(\log d)$ rounds. The same number of calls is attained when the Hessian grows at most linearly with the gradient and, for centered noise, without an upper bound on the Hessian, also in logarithmically many rounds. For convex functions, our lower bound improves the known one polynomially in $d$ and is tight at the curvature of the hard instances; the systematic level is again optimal. These bounds extend to general norms and constraints; on the $\ell_1$ ball, mirror descent needs calls nearly linear in $d$. Experiments confirm the theory.

We study the problem of computing the tightest \(\alpha\)-potential approximation of a general-sum game over continuous action spaces, within a prescribed class of potential functions and when each player has access only to its own utility function. The difficulty is twofold: the approximation error involves a worst-case search over an infinite set of unilateral deviations, and the required utility information is distributed across players. For a linear-in-parameters potential class, we use an exact finite-tuple reformulation that separates the problem into a global outer search over deviation tuples and distributed convex inner problems. We develop a primal–dual inner oracle tailored to this structure and establish a uniform one-sided accuracy guarantee. This oracle can be combined with global outer search to obtain an end-to-end guarantee on the outer optimization error. We also develop a projected zeroth-order outer method as a computationally lighter alternative for higher-dimensional problems. Numerical experiments illustrate the accuracy–computation tradeoff between the two outer-search methods and show that the proposed optimization framework can improve upon analytical \(\alpha\)-potential constructions.

In Networked Markov Decision Processes, transition dynamics are often unknown and the state–action space grows rapidly with the number of agents. In this setting, Taylor representations naturally approximate $Q$-functions, but a naive order-$n$ expansion over $N$ agents requires $\Theta(N^n)$ coefficients. We justify these expansions under smooth expected future local rewards with controlled derivatives. Under this condition, finite-speed information propagation and discounting imply that local-critic Taylor coefficients decay exponentially with the graph distance to the farthest agent involved. Discarding distant-agent coefficients and marginalizing then yield scalable local Taylor representations with a bound controlled by graph locality. Building on these representations, we propose a scalable model-free actor–critic algorithm, establishing finite-sample critic and near-stationarity guarantees for a linear LSTD critic. We then introduce a more expressive neural TD parameterization. Unlike prior constructive spectral methods, our approach covers settings without access to a known local dynamics map, such as hidden switched linear–quadratic regulation. Across three control benchmarks, our method matches or outperforms spectral baselines while scaling efficiently to large graphs.

We study learning in continuous games when players receive only pairwise preference feedback, revealing which of two actions is preferred but neither payoff values nor preference magnitudes. We first show that standard external regret and coarse correlated equilibria (CCE) are not identifiable from this ordinal information: the same sequence of play can incur zero and linear regret in two ordinally equivalent games, while the distributions that remain CCE across all cardinal representations consistent with the same preferences are exactly those supported on pure Nash equilibria. Motivated by this gap, we develop a first-order ordinal theory based on normalized unilateral preference directions, introducing an ordinal directional regret benchmark and corresponding equilibrium notions. We show that block-normalized pseudogradient dynamics achieve sublinear ordinal regret and, under additional structure, Nash-convergence guarantees. We then use a single-comparison estimator to implement these dynamics from finite pairwise comparisons. With one comparison per player and round, the resulting algorithm achieves sublinear finite-resolution ordinal regret against arbitrary opponent behavior and, in ordinal potential games, almost-sure last-iterate convergence to the Nash set. Our results provide regret, dynamics, and equilibrium guarantees directly from preference feedback without reconstructing cardinal utilities.

The corpus callosum (CC) is a major white-matter structure and a well-established marker of brain aging, but most studies quantify it using scalar summaries that discard its boundary geometry. We present a Riemannian shape-space framework \cite{fletcher2013geodesic-regression} for analyzing age-related morphological change in the midsagittal CC, applied to the OASIS-1 cohort. Each contour is represented by $128$ landmarks and embedded into Kendall shape space, where translation, rotation, and scale are removed. We derive a multivariate geodesic regression with exact Riemannian gradients and use the fitted age-velocity field to localize age-related deformation to five anatomical sub-regions. In the cognitively normal cohort ($n = 252$), geodesic regression outperforms the Euclidean linear benchmark ($R^2 = 0.1355$ vs.\ $0.1216$). Regional energy is anterior-dominant: the Genu carries $46.1\%$ and the Anterior Body $23.3\%$ of total age-related shape change, together accounting for $\sim 69\%$ despite comprising only $\sim 41\%$ of landmarks. Signed projections confirm the ordering (Genu $r = 0.562$; Anterior Body $r = 0.507$). In contrast, age explains less than $0.5\%$ of shape variance in Alzheimer's disease ($n = 88$), indicating that the disease disrupts the healthy aging trajectory. A tangent-space classifier achieves an age-group AUC of $0.791$ from the 2D contour alone, exceeding a recent volumetric benchmark ($0.67$).

Projection-free methods replace projections by linear minimization oracles, making their convergence fundamentally sensitive to the geometry of the feasible region. We develop a geometric framework for this dependence in Riemannian Frank–Wolfe optimization. A power-type double-geodesic modulus quantifies the intrinsic geometry of the feasible set, and an exact transfer principle shows that this modulus induces a Frank–Wolfe scaling margin modulated by the differential of the Riemannian logarithm map. The resulting factorization separates the contributions of feasible-set geometry and ambient Riemannian distortion. Rauch comparison provides explicit curvature-dependent certificates for this distortion, while on the positive-definite cone equipped with the affine-invariant metric the logarithm differential admits an exact spectral characterization in terms of relative eigenvalue spread. Combined with a quadratic error bound, the power-type geometry yields the convergence rate $O(t^{-p/(p-1)})$ for the gap-feedback short-step policy. For every fixed $p>3$, a compact feasible set in a hyperbolic plane attains the matching rate $\Theta(t^{-p/(p-1)})$ under the same policy. The geometry-derived exponent $p/(p-1)$ is therefore sharp for the gap-feedback short-step policy over the geometry-controlled class considered here.

Harnesses are increasingly unlocking the potential of large language model (LLM) agents by making their actions more controllable. In automatic heuristic design (AHD) for combinatorial optimization (CO), LLMs iteratively revise solvers using execution and verification feedback. However, these revisions often break previously validated solver behavior, making refinement unstable and costly. We characterize this pattern as feasibility oscillation and document it across CO benchmarks, AHD methods, and backbone LLMs. Tracing this oscillation, our analysis reveals that feasibility degradation often follows large solver revisions, while substantial feedback redundancy makes it harder to identify which failures deserve attention. Motivated by these findings, we introduce DiSH, a harness that jointly controls revision direction and scope. It selects representative failure evidence to guide each update and progressively narrows the revision scope as feasible behavior accumulates. Across nine CO benchmarks, DiSH consistently improves QYI scores and reduces feasibility oscillation, while roughly halving feedback token consumption relative to prior methods that use full feedback. These results establish DiSH as a strong baseline for solver refinement under harness control.

We prove that no single rank ordered adversary strategy is globally optimal for the prediction with expert advice problem with six or more experts, in both the geometric stopping and finite time horizon settings. The proof is based on establishing a leading order correction when one expert moves far ahead of the others. This allows us to connect optimal strategies between $n$ and $j<n$ experts and utilize recent results on the exact optimality set for the five expert problem.

Problem definition: Automated operations research (OR) depends on correctly understanding the problem users intend to solve. In practice, limited user knowledge and vague expressions can obscure that problem, creating semantic uncertainty in the descriptions used for modeling. This uncertainty can lead to mathematical models that depart from users' intentions. We study semantic alignment to identify and correct errors or omissions in these descriptions before mathematical modeling. Methodology/results: We develop AMAO, an ambiguity-aware multi-agent framework for automated OR under semantic uncertainty. Its two-stage alignment process first uses semantic cues and contextual information to identify and correct potential semantic errors, then obtains additional information via human–AI interaction for further revision when the available context is insufficient. Specifically, AMAO integrates OR-guided mixture-of-experts (MoE) tuning and trajectory-based harness evolution to enhance semantic alignment capabilities. In addition, an ambiguity-aware benchmark and its matched multi-turn dialogue extension are proposed. Extensive experiments support that AMAO can recover the intended operational problem from ambiguous descriptions and recognize when available information is insufficient. Managerial implications: AMAO provides managers with an integrated workflow for translating ambiguous operational descriptions into mathematical models and optimization solutions. By combining semantic alignment with targeted user interaction, it supports recovery of the intended problem and improves downstream solution accuracy.

We study two-step recurrences with positive step sizes and nonnegative momentum coefficients whose terminal residual is the Chebyshev minimax polynomial on a prescribed spectral interval $[\mu,L]$. These recurrences have the same terminal error on a fixed quadratic, but their first-order responses to stepwise Hessian perturbations can differ. We prove that the sine-Jacobi recurrence of Part I is asymptotically optimal for this response norm within a factor of $1.000004$, uniformly over $0<\mu<L$. Every terminal-exact recurrence satisfies $A_N\ge(2\sqrt{c_{cert}}-o(1))N^{3/2}\epsilon_N^\star/(L-\mu)$ with $c_{cert}>1.14268353624$, whereas the sine-Jacobi recurrence attains the constant $2\sqrt{c_{\sin}}$ with $c_{\sin}<1.14269218$. The proof reduces the gain to the diagonal energy of a Jacobi Green matrix. A centering lift represents this matrix by an exponential kernel; packing its diagonal into a density on the line preserves the energy and controls the change in the Birman-Schwinger spectrum. A calibrated identity gives a lower bound using the ground parameter and one Fredholm determinant. Two further determinants and a trace observation improve the bound through a pointwise inequality on an explicit compact state region. One rational certificate verifies this inequality by interval arithmetic. A second certificate constructs a density satisfying the selected observations and both normalizations with energy below the sine value. Finally, no $C^1$ function of finitely many observations of the specified kinds gives a locally sharp lower bound at the sine density.

This paper introduces a novel Support Vector Regression (SVR) model that incorporates Ordered Weighted Average (OWA) operators to differently penalize deviations of observations from the {\epsilon}-strip. The penalty is determined based on the position of each deviation in the ordered vector of all deviations. A key contribution of this work is the development of two nonlinear formulations: a continuous formulation for non-decreasing monotone weight vectors and a mixed-integer formulation for general weight vectors. By leveraging dual approaches associated with these formulations, the model accommodates nonlinear kernel functions. To enhance computational efficiency, two heuristic approaches are proposed for deriving suitable regression hyperplanes in reduced computation times, as compared to exact methods. Additionally, a third heuristic approach is developed to handle nonlinear kernel functions effectively. Computational experiments conducted on both real and synthetic datasets demonstrate that the exact formulations yield remarkable regression functions with respect to the following standard metrics: mean absolute errors (MAE) and mean squared errors (MSE). The heuristic approaches are shown to be particularly efficient for larger datasets, striking a balance between solution quality and computational effort.

We propose a single-call variant of Polyak extragradient, termed SPolyakEG, by recycling the previous extrapolation operator evaluation. Under a delayed critical condition, we establish that SPolyakEG achieves an $O(1/K)$ residual convergence rate for monotone operators and linear convergence under strong monotonicity. Compared with PolyakEG, SPolyakEG reduces the number of operator evaluations from two to one per iteration.

Variational quantum algorithms (VQAs) generally rely on classical optimization to train parameterized quantum circuits. This training seeks to minimize an objective function, and its efficiency is central to the practical success of these algorithms. However, globally minimizing such training objectives over the circuit parameters is known to be $\mathsf{NP}$-hard, limiting the prospect of general guarantees for efficient training. In this Letter, we prove that even the weaker task of finding a local minimum of such VQA training objectives is strongly $\mathsf{NP}$-hard, including when the objective admits efficient classical evaluation. Moreover, we show that this hardness persists even for the task of finding a parameter vector within $\ell_p$-distance strictly less than $\pi/2$ of some local minimizer, for every $p\geq 1$. Our central technical result is that approximating a local minimizer of a Hermitian trigonometric polynomial is strongly $\mathsf{NP}$-hard. By explicitly constructing quantum circuits whose training objectives reproduce these hard instances, we obtain a polynomial-time reduction to VQA training. Our results establish a fundamental computational barrier to variational quantum training: even reaching the vicinity of a local minimum remains hard in the worst case.

While the maximal coding rate reduction (MCR$^2$) objective has become a useful principle for learning compact and discriminative representations, a theoretical understanding of its optimization geometry remains limited, especially regarding why first-order methods often exhibit fast convergence near its local maximizers. In this work, we show that the MCR$^2$ objective satisfies an error-bound property in a neighborhood of its local maximizers. This property guarantees that the distance to the local maximizer set can be bounded above by the gradient norm at any point in the neighborhood, directly implying regularity conditions such as the Polyak–Łojasiewicz inequality and quadratic growth. Leveraging this property, we prove that first-order methods converge linearly to a local maximizer of the MCR$^2$ objective under mild conditions. Numerical experiments validate the predicted local convergence behavior and provide empirical evidence that optimizing the MCR$^2$ objective improves representation geometry while maintaining competitive downstream accuracy.

We present an oracle-optimal method for finite-sum monotone inclusions under mean-square Lipschitz continuity. Our switching regularization method finds a point $y$ and a certificate $g\in G(y)$ with $(\mathbb{E}\|F(y)+g\|^2)^{1/2}\le\varepsilon$ using $\mathcal{O}(n+\sqrt{n}LR/\varepsilon)$ expected component evaluations and resolvent evaluations. It removes the additive $n\log n$ cost of restarting a variance-reduced solver at every regularization stage by switching to a centered stochastic proximal iteration at regularization strength $L/\sqrt{n}$. Carrying an operator estimate between the remaining stages limits their total cost to $\mathcal{O}(n)$. A matching $\Omega(n+\sqrt{n}LR/\varepsilon)$ lower bound holds for randomized linear-span component-oracle algorithms with adaptive stopping and expected query budgets. Thus, for $0<\varepsilon\le LR/2$, our method attains the optimal worst-case expected component complexity in this oracle model, up to universal constants.

Optimization in machine learning is usually expressed through iterative rules that update model parameters using information from the loss landscape. In this work, we study an alternative viewpoint in which parameter optimization is treated as the evolution of a dissipative dynamical system. The model parameters are regarded as generalized coordinates, the loss acts as a potential energy, and a positive-definite metric defines the local kinetic geometry of parameter space. Starting from a variational formulation, we derive the corresponding Hamiltonian dynamics, the geometric force generated by a position-dependent metric, and a metric-compatible Rayleigh dissipation law. The resulting continuous system satisfies a monotonic energy-dissipation relation, while its discrete form allows the influence of curvature on the optimization trajectory to be studied directly. We illustrate the framework using a controlled CIFAR-10 image-reconstruction problem for which the optimum is known analytically. With the image Hessian used as the metric, the curvature dependence of the quadratic modal dynamics is removed. We then reparameterize the same image as a matrix product state, producing a genuinely position-dependent metric and a nonzero geometric force. Poincaré return maps provide a complementary phase-space view of the resulting contraction dynamics. These examples establish HAMLET as a geometric, energy-based framework for studying optimization as dissipative motion in parameter space. On a five-seed MNIST MLP benchmark, HAMLET attains the highest mean test accuracy (97.95%) and the lowest mean test negative log-likelihood (0.0696) among the three evaluated optimizers.

In Max-$k$-Cut games, optimal colorings maximize social welfare, but are they stable against coordinated deviations that strictly benefit every participating player? A recurring conjecture in the literature asserts that, for unweighted graphs, every optimal coloring has this stability property, known as strong equilibrium. We disprove the conjecture for every $k\ge3$ by exhibiting a finite, simple, connected, unweighted graph with an optimal coloring that is not a strong equilibrium. The profitable coalitional deviation leads to another optimal coloring: every coalition member gains, while players outside the coalition bear the corresponding losses and social welfare remains unchanged. We also give an exact identity relating coalitional gains, changes in cut value, and internal conflicts, recovering the known stability guarantee for optimal colorings when the maximum degree is at most $2k-1$. For strong deviations from general Nash equilibria, we establish a sharp upper bound on the number of monochromatic edges remaining within the coalition and show that this number can exceed the coalition size.

We characterize, up to logarithmic factors, the minimax expected query complexity of finite-sum nonconvex-strongly-concave optimization under mean-squared averaged smoothness. For randomized zero-respecting incremental first-order algorithms, the complexity is $\tilde{\Theta}(n+\min\{\sqrt{n}\,\kappa,n^{3/4}\sqrt{\kappa}\}\,L\Delta\varepsilon^{-2})$ throughout $\kappa=L/\mu\ge1$, under exact dual initialization and for $0<\varepsilon^2\le c_0L\Delta$, where $c_0>0$ is universal. This characterization is our main result. A dual-chain construction provides the lower bound and matches the existing Catalyst upper bound for $\kappa\ge\sqrt{n}$. For $1\le\kappa\le\sqrt{n}$, we introduce recursive proximal descent-ascent (RPDA), which retains a recursive gradient estimator across proximal subproblems and attains $\tilde{O}(n+\sqrt{n}\,\kappa L\Delta\varepsilon^{-2})$ with a fixed query budget. Both upper bounds guarantee an expected squared primal gradient at most $\varepsilon^2$. Under individual smoothness, we also prove $\Omega(n+\min\{\kappa,\sqrt{n\kappa}\}\,L\Delta\varepsilon^{-2})$ for every $\kappa\ge1$. It matches the polynomial upper rate for a bilinear subclass when $\kappa\ge n$; the intermediate-condition-number gap remains open.

In this note, we prove that the noncommutative AM-GM inequality holds if $n\ge 2\lceil m/2 \rceil^2$. The motivation comes from counterexamples constructed in [De Sa, Random reshuffling is not always better, NeurIPS2020]. The proof constructs a vertex measure based on the Chebyshev nodes on the Boolean cube to extract the distinct indices. The main difficulty is that the measure is not positive on non-integer nodes. The key technique comes from [Grigoriev, Complexity of Positivstellensatz proofs for the knapsack, Computational Complexity (2001)] and eventually transforms the problem into a quadrature estimate.

The Hamilton-Jacobi-Bellman (HJB) equation of a nonlinear system is a nonlinear partial differential equation, and in that form it gives little away. This paper shows that it hides a Riccati equation. Carleman linearization reveals this structure. For scalar input-affine systems with analytic data, the lifted HJB equation is a single infinite-dimensional Riccati equation in a lower-triangular Toeplitz matrix. Its first entry is the Riccati equation of the standard linearization at equilibrium. Its remaining entries hold the nonlinear terms. Nothing about this is an approximation. Under controllability of the standard linearization and detectability of the cost, the equation has exactly one solution with positive diagonal entries, and it can be computed one entry at a time. This solution is the derivative of the value function. We prove that finite-sections of the solution are exact and converge exponentially to the derivative of the value function near the origin. The scalar case has a closed-form solution. This closed form is our benchmark: every result on the lifted equation is checked against it. Nothing in this structure depends on the state dimension. Our methodology points to a general theory of optimal control in which the HJB equation of analytic nonlinear systems becomes an infinite-dimensional Riccati equation.

This paper studies privacy-preserving distributed optimization using gradient tracking with one communication-free local update between consecutive communication rounds. Since local computation alone does not protect gradient information, we perturb both the primal state and the gradient-tracking direction at communication iterations while keeping local updates noise-free. We establish an aggregate variable for tracking, characterize the limiting consensus point in the presence of added random noise, and prove convergence in mean under certain parameter conditions. We also establish infinite-horizon pure differential privacy for the complete communication transcript under an affine objective adjacency relation and geometrically decaying Laplace perturbations. Simulation results illustrate the advantages of the proposed method in terms of the convergence and optimization accuracy given a privacy budget.

We propose a stochastic optimization framework in which football performance is modeled as the result of an efficiency-driven production process under uncertainty. The model incorporates economic inputs, a latent efficiency variable evolving according to a stochastic differential equation, and a control variable representing investment in sports development. We derive the associated discounted Hamilton–Jacobi–Bellman (HJB) equation, characterize the optimal investment policy, prove a verification theorem under explicit growth conditions, and show that a bounded investment budget is required for the control problem to be well posed. We relate our efficiency measure to the stochastic frontier and data envelopment analysis (SFA/DEA) traditions used elsewhere in sports economics, and clarify what a dynamic control formulation adds relative to those static approaches. The theoretical results are illustrated with a numerical solution of the HJB equation – validated by a grid-refinement convergence study – and Monte Carlo simulations. A cross-sectional analysis of the 24 AFCON 2025 national teams, based on GDP, population, and FIFA ranking data, estimates country-specific conditional log-efficiency residuals using heteroskedasticity-robust inference. We show that these residuals are mechanically and strongly correlated with FIFA points by construction, quantify this dependence, and interpret the results accordingly. Teams such as Senegal and Morocco consistently outperform their GDP-implied potential, whereas others, including South Africa and Tanzania, tend to underperform. While these patterns are broadly consistent with observed AFCON outcomes, the estimated residual also captures unobserved factors, such as institutional quality, diaspora talent, and demographic structure, that are not included in the model.

Landing on small celestial bodies is challenging because the spacecraft must satisfy safety and actuator constraints despite gravitational forces that are difficult to model accurately. This article presents an optimal control for safe landing with gravitational uncertainty and strict actuator limits. The approach addresses spacecraft pose control with attitude represented on SO(3), where there are actuator constraints and state constraints on position, attitude, velocity, and angular velocity. The approach combines several key techniques. First, the gravitational force uncertainty is estimated using an extended high-gain observer, and we present a new dynamic upper bound on the estimation error. This gravitational estimate and dynamic bound are then used to compute optimal control forces and torques that satisfy state and actuator constraints while tracking a landing trajectory. Optimal forces and torques are obtained from the closed-form solution to a quadratic program that has a single control barrier function constraint constructed by composing multiple control barrier functions that are designed to enforce each state and actuator constraint. Finally, an optimal allocation maps control forces and torques to actuator commands that satisfy actuator constraints. The method is demonstrated in simulation using 2 vehicle configurations with severe gravitational uncertainty.

The adjoint method is a standard approach for computing gradients in PDE-constrained optimization and central to parameter estimation, model calibration, and optimal control. This tutorial presents a discrete, implementation-oriented introduction to the method with an emphasis on conceptual understanding. Starting from an inverse problem governed by a partial differential equation, it develops the corresponding optimization problem and derives the adjoint gradient from the perspective of iterative descent methods. The roles of the state, the parameters, the objective, and the constraint are made explicit, and the adjoint equation is obtained directly from the gradient computation rather than postulated. Particular attention is given to explicit derivations, implementation details, and the connection between the mathematical development and the resulting computational algorithm. The tutorial also examines the influence of discretization on the adjoint construction, explains the origin of the backward-in-time adjoint recursion, and presents practical procedures for gradient verification. A vibrating-string inverse problem serves as a running example, illustrating the complete workflow from model formulation to adjoint-based optimization. The presentation is intended for advanced undergraduate students, graduate students, and practitioners seeking a step-by-step understanding of adjoint gradient computation.

This paper studies distortion-aware clustering for uplink fronthaul-limited cell-free MIMO networks employing maximum ratio combining (MRC). While MRC is appealing for its low-complexity, its performance is limited by interference, fronthaul distortions, and channel imperfections. This motivates clustering strategies that compensate for these impairments through coordination of access points. Since instantaneous small-scale fading-based optimization is not scalable in large systems, and is impractical due to frequent channel variations, we instead optimize an objective depending only on large-scale fading coefficients. To this end, asymptotic analysis is used to derive deterministic equivalent expressions for the average network sum rate, with focus on quantization distortion, leading to a quadratic-over-linear objective. Although maximizing such an objective under binary constraints is non-convex, we exploit its structure to develop a polynomial time scheme that attains the global optimum. Numerical results show that the proposed clustering method provides performance gains over improved variants of existing literature, and remains competitive with the small-scale fading-based global optimum obtained via exhaustive search.

We study a one-parameter three-dimensional quadratic flow, denoted ETM-3D, on the benchmark domain $\rho\geq0$. Its homogeneous quadratic triad preserves Euclidean quadratic energy, while the full vector field has constant divergence -8. A shifted quadratic Lyapunov function yields an explicit positively invariant absorbing set and therefore global ultimate boundedness. The equilibria reduce generically to a scalar quartic, with a separate singular case at $\rho=\sqrt{5}$. Continuation reveals two saddle-node bifurcations, a generic transcritical bifurcation, a supercritical Hopf bifurcation, and a fold of limit cycles. Stable and unstable period-one branches meet at the fold with their nontrivial Floquet multipliers approaching +1. Just beyond this point, a 25-point logarithmic parameter study gives a laminar-length scaling exponent of -0.551 (95% confidence interval [-0.621,-0.481]), consistent with type-I intermittency. At larger $\rho$, a chaotic attractor coexists with an asymptotically stable equilibrium and periodic windows occur. Structural invariants are used to distinguish the flow from several classical quadratic chaotic families.

We study mixed-integer quadratic fractional optimization problems with binary and continuous box-constrained variables. The objective is the ratio of two quadratic functions, a structure that arises naturally in portfolio selection, signal processing, and data analytics. We propose an exact algorithm based on Dinkelbach's parametric reformulation. At each Dinkelbach iteration, the fractional problem is replaced by a nonconvex mixed-integer quadratic subproblem with box constraints. This subproblem is solved globally by a specialized branch-and-bound solver. To accelerate the outer scheme, we use a Variable Neighborhood Search heuristic to provide an initial feasible solution to the Dinkelbach scheme. The heuristic alternates between continuous local searches and a binary-space exploration phase in which the continuous variables of a feasible incumbent are fixed. Numerical results show that the proposed approach outperforms general-purpose exact algorithms based on Dinkelbach's parametric reformulation.

Safety filters for large-scale multi-agent systems can be formulated at the population level through mean-field control barrier functions (MF-CBFs). Most existing formulations are first-order, requiring the control input to appear explicitly in the first time derivative of the safety functional; higher-order extensions have only very recently been proposed for a single, directly actuated population. We consider instead the case in which the population to be kept safe is not directly actuated, but is transported by a field generated by a second, controlled population. For this setting, we develop a higher-order MF-CBF framework for density dynamics with safety constraints of relative degree larger than one. Our main result is that indirect actuation of this kind does not destroy the control-affine structure of the safety condition: the control-dependent part of the second time derivative of the safety functional is obtained in closed form and is linear in the control velocity field, with a kernel given by the actuated density times the spatial gradient of a first variation. Relative-degree-two safety constraints can therefore still be enforced through a convex quadratic program. We then specialize the framework to a leader-follower density control problem in the presence of dangerous regions, where safety is ensured by keeping the overlap of each population with those regions below a prescribed threshold. We show that the follower safety functional has relative degree two with respect to the leader control field, while the leader safety functional has relative degree one. We further characterize exactly when the two simultaneous constraints are infeasible, introduce an adaptive-gain mechanism to mitigate potential conflicts, and bound the tracking errors induced by the safety correction. Numerical simulations in cluttered environments illustrate the resulting safety-performance trade-off.