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R. Tyrrell Rockafellar

Publications and source records attributed to R. Tyrrell Rockafellar.

6 recordsLinked to original sources

Maximal monotonicity of piecewise polyhedral mappings

Maximal monotone mappings that are piecewise polyhedral arise from subdifferentials of convex functions and saddle functions that are piecewise linear-quadratic and enter into algorithmic constructions of importance in linear-quadratic optimization and associated splitting methods. The question of whether those constructions preserve maximal monotonicity is then crucial. The usual answers to that invoke constraint qualifications involving the nonemptiness of intersections of certain relative interiors, but it is shown here that the piecewise polyhedral structure allows the relative interiors to be bypassed.

math.OC

Directional Influence Function: Estimating Training Data Influence in Constrained Learning

As constrained learning becomes increasingly common, models are trained under explicit feasibility requirements to enforce fairness, safety, robustness, regulariza- tion, and physics or logic constraints. Understanding how training samples in- fluence the model solution (e.g., learned parameters) is crucial for interpretability and robustness. The classical influence function (IF) estimates sample contribu- tions via local sensitivity analysis, measuring how the solution changes when a specific training sample is perturbed or removed. However, IF becomes unreli- able in constrained settings: data perturbations can reshape both the objective and the feasible region, leading to estimates that violate feasibility. In response, we propose the Directional Influence Function (DIF), a novel estimator that explicitly incorporates these constraints into influence estimation. DIF formulates the opti- mality conditions of constrained learning as a variational inequality (VI) and ana- lyzes how perturbing training data affects this VI. We validate DIF on constrained linear regression and demonstrate that it recovers leave-one-out retraining results, whereas IF and penalty-based IF exhibit significant bias. We further apply DIF to fairness-constrained CNNs, where DIF accurately predicts test loss changes under data removal and aligns closely with actual retraining. Our results establish DIF as an efficient and reliable tool for data attribution in constrained learning.

cs.LG

Variational Sufficiency and Solution Stability in Optimization

Variational stability, in the sense of local good behavior of optimal values and solutions in problems of optimization under shifts in parameters, is important not only for validating model robustness in practical applications but also for confidence of outcomes in the design of solution algorithms. Fundamental results are presented here about how such stability relates to a recently developed sufficient condition for local optimality called strong variational sufficiency.

math.OC

Machine Unlearning of Traffic State Estimation and Prediction

Data-driven traffic state estimation and prediction (TSEP) relies heavily on data sources that contain sensitive information. While the abundance of data has fueled significant breakthroughs, particularly in machine learning-based methods, it also raises concerns regarding privacy, cybersecurity, and data freshness. These issues can erode public trust in intelligent transportation systems. Recently, regulations have introduced the "right to be forgotten", allowing users to request the removal of their private data from models. As machine learning models can remember old data, simply removing it from back-end databases is insufficient in such systems. To address these challenges, this study introduces a novel learning paradigm for TSEP-Machine Unlearning TSEP-which enables a trained TSEP model to selectively forget privacy-sensitive, poisoned, or outdated data. By empowering models to "unlearn," we aim to enhance the trustworthiness and reliability of data-driven traffic TSEP.

cs.LG

Model-Targeted Data Poisoning Attacks against ITS Applications with Provable Convergence

The growing reliance of intelligent systems on data makes the systems vulnerable to data poisoning attacks. Such attacks could compromise machine learning or deep learning models by disrupting the input data. Previous studies on data poisoning attacks are subject to specific assumptions, and limited attention is given to learning models with general (equality and inequality) constraints or lacking differentiability. Such learning models are common in practice, especially in Intelligent Transportation Systems (ITS) that involve physical or domain knowledge as specific model constraints. Motivated by ITS applications, this paper formulates a model-target data poisoning attack as a bi-level optimization problem with a constrained lower-level problem, aiming to induce the model solution toward a target solution specified by the adversary by modifying the training data incrementally. As the gradient-based methods fail to solve this optimization problem, we propose to study the Lipschitz continuity property of the model solution, enabling us to calculate the semi-derivative, a one-sided directional derivative, of the solution over data. We leverage semi-derivative descent to solve the bi-level optimization problem, and establish the convergence conditions of the method to any attainable target model. The model and solution method are illustrated with a simulation of a poisoning attack on the lane change detection using SVM.

math.OC

Primal-Dual Stability in Local Optimality

Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem's parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely determined multiplier vector associated with it exhibit that dependence as a primal-dual pair. In classical nonlinear programming, such advantageous behavior is tied to the combination of the standard strong second-order sufficient condition (SSOC) for local optimality and the linear independent gradient condition (LIGC) on the active constraint gradients. But although second-order sufficient conditions have successfully been extended far beyond nonlinear programming, insights into what should replace constraint gradient independence as the extended dual counterpart have been lacking. The exact answer is provided here for a wide range of optimization problems in finite dimensions. Behind it are advances in how coderivatives and strict graphical derivatives can be deployed. New results about strong metric regularity in solving variational inequalities and generalized equations are obtained from that as well.

math.OC