Searcharxiv⌕ Search

subject

math.OC

math.OC: explore 248 source-linked works published from 2017 to 2026, with original documents and citations.

This collection is a preview while coverage and quality are evaluated.

Search within this collection

Coverage and selection

Includes records with this source-supplied label or an explicit phrase match in their metadata. Matches indicate a mention, not proof that a paper uses a method or tests a material. Source versions are consolidated by DOI.

Sources: arxiv. Collection updated 2026-09-16. Counts describe this index, not the complete source archives.

arXiv2026

Disciplined Bilevel Programming

Bilevel optimization provides a natural modeling language for hierarchical decision problems. However, applying existing numerical solvers usually requires substantial manual analysis and reformulation. In this paper, we introduce disciplined bilevel programming (DBLP), a symbolic framework that allows users to specify and solve optimistic bilevel problems in a high-level, human-readable way that is close to the mathematical formulation. For problems with a disciplined nonlinear upper problem and a convex lower problem satisfying the disciplined parameterized programming rules, DBLP automatically canonicalizes the lower problem into conic form and constructs an equivalent single-level reformulation using the conic Karush-Kuhn-Tucker conditions. We relax the resulting complementarity constraint and use a gap continuation procedure to approximately solve a sequence of smooth nonlinear problems. We implement DBLP in the open-source Python package BLVPY, an extension of CVXPY for bilevel programming. We demonstrate the modeling and solution capabilities of BLVPY on a range of bilevel optimization problems from several application domains. The proposed framework and implementation allow users to specify and solve bilevel optimization problems within a few lines of code, without prior expertise in bilevel modeling and numerical optimization.

math.OC↗
arXiv2026

SOVER: Formal Certification of Optimization Reformulations via LLM-Assisted SMT Verification

Large Language Models (LLMs) have shown remarkable promise in translating and reformulating complex mathematical optimization problems across modeling languages. However, validating such transformations through empirical solver executions alone is unreliable, as solver outcomes may be affected by local minima, structural timeouts, numerical artifacts, and subtle semantic divergence between formulations. We introduce SOVER, an LLM-assisted SMT framework that separates semantic mapping from formal certification: Z3 checks domain cross-feasibility and global objective-order preservation for mixed-integer linear formulations, while dReal provides tolerance-aware feasibility/range and $ε$-argmin checks for continuous nonlinear formulations. We also introduce NLEquiv-150, a public benchmark of 100 equivalent and 50 deliberately hard non-equivalent nonlinear reformulation pairs. With LLM-extracted mappings, SOVER classifies 149/150 pairs (99.33%) correctly, including all 50 hard negatives; the sole error is an incomplete mapping extraction.

cs.AI↗
arXiv2026

Subspace Levenberg Marquardt Algorithms in Training Neural Networks

The Levenberg-Marquardt (LM) algorithm is a well-known second-order method for rapid convergence and strong robustness when training small- to medium-sized neural networks (NNs). However, its computational and memory costs increase significantly as the number of parameters in an NN grows. To address this limitation, subspace methods have been proposed, such as the Krylov subspace LM (KSLM) and the hybrid subspace LM (HSLM), making second-order algorithms more efficient. In this work, we evaluate the subspace Levenberg-Marquardt algorithms for regression and classification tasks in neural networks. We compare the performance of subspace LM variants with the classical LM method, as well as other popular first-order algorithms, such as stochastic gradient descent (SGD) and Adam.

cs.LG↗
arXiv2026

The Indefinite Summation Problem for the Laurent Ring

This article solves the Indefinite Summation Problem (ISP) for the difference ring $(A, α)$, where $A$ is the Laurent ring of shift operators on the lattice $\Z^n$, and $α$ is any ring automorphism of $A$ of finite order. The solution translates to a finite procedure involving a matrix multiplication, where the size of the matrix can be estimated. It follows that the arithmetic complexity of the solution can also be determined. These results extend to a solution of the ISP for the ring of functions on $\Z^n$, on which $α$ acts by duality. The article points out that the solution to the ISP amounts to calculating the group cohomologies $H^i([α], A), i = 0, 1$, where $[α]$ is the cyclic group generated by $α$.

cs.SC↗
arXiv2026

Stochastic Optimization of Tree Tensor Networks

Tensor networks, originally developed for quantum many-body physics, are promising models for machine learning. We derive stochastic Riemannian optimizers for tree tensor networks (TTNs) on both their parameter and quotient manifolds, including adaptive and learning-rate-free schemes suitable for minibatch training. Using a hybrid CNN-TTN architecture, we evaluate the methods on Fashion-MNIST, CIFAR10, and Imagenette. The proposed optimizers achieve predictive performance comparable to unconstrained optimization while enabling numerically stable downstream compression.

math.OC↗
arXiv2026

DOFFO_TR: a Decentralized Objective Function-Free Optimization method with Trust-Region

In this paper, we propose a novel objective function-free trust-region method designed to solve optimization problems over decentralized networks. Unlike traditional approaches that often rely on stepsize tuning, our framework employs a function-free trust-region procedure that enables adaptive selection of the step length. Our approach accommodates first- and second-order models and eliminates the need to share local function values and gradients among agents, thereby enhancing privacy and computational efficiency. On the theoretical side, we establish provable iteration complexity guarantees that, for some variants, match those established for classical centralized trust-region methods. Numerical evaluations demonstrate that our approach achieves a favorable trade-off between performance and efficiency, requiring only moderate communication overhead compared to state-of-the-art methods in the literature.

math.OC↗
arXiv2026

The Multiple Timescales of Gradient Descent on the Edge of Stability: A Perturbative Derivation of the Central Flow

The central flow of Cohen et al. (2025) is an empirically accurate continuous-time model of gradient descent at the edge of stability in deep learning, However, its derivation is heuristic. We propose a perturbative regime in which the central flow is the limit of gradient descent: we assume that the loss decomposes as $f = g + \varepsilon h$; in the limit $\varepsilon \to 0$, the dynamics of gradient descent with learning rate $η$ converge to the gradient flow of $h$ constrained to the minimizers of $g$ of sharpness at most $2/η$. Our approach is formal rather than rigorous; it treats gradient descent as a singularly perturbed dynamical system in $\varepsilon$. Three timescales emerge: a fast timescale of oscillations along the sharpest direction, an intermediate timescale of the self-stabilization mechanism, and a slow timescale of the dynamics along the minimizers of $g$-the central flow. Using the method of multiple scales, a classical formal method from singular perturbation theory, we derive the expansion of the dynamics in $\varepsilon$: the central flow emerges as the leading-order term in the expansion, while the self-stabilization mechanism appears in the next-order term. We study this mechanism beyond previous analyses: with a single eigenvalue at the edge of stability, we compute the slow drift of the energy of the fluctuations; with several eigenvalues at the edge of stability, we derive the self-stabilization system and explain why fluctuations persist.

cs.LG↗
arXiv2026

A Backend-Agnostic MWIS Kernel for Stochastic Unit Commitment with Neutral-Atom Hardware Validation

Quantum hardware is beginning to address structured combinatorial optimisation, but two steps still block practical use: mapping real operational models onto hardware-compatible instances, and converting noisy hardware output back into feasible decisions. Here we introduce a backend-agnostic computational interface that compiles the discrete decision layer of stochastic unit commitment into a move-based maximum-weight independent set (MWIS) problem, while retaining continuous dispatch and feasibility recovery in the classical computational layer. We validate the approach in a green hydrogen scheduling setting and deploy it on the QuEra Aquila neutral-atom quantum processor. This is the first end-to-end industrial scheduling workflow that connects real operational decisions to programmable neutral-atom hardware through a solver-agnostic MWIS representation. Across a 15-day hardware campaign on 50-node instances, hardware-generated solutions after classical refinement match or exceed the dispatch margins obtained from exact MWIS on every day. When scaling to 144 nodes, encoding quality remains stable, while the probability that the full atom array survives, rather than graph embedding, emerges as the dominant bottleneck to further scaling. Together, these results establish a hardware-compatible computational pathway toward larger problem scales, and lay the groundwork for exploring regimes in which exact classical optimisation may no longer scale efficiently.

quant-ph↗
arXiv2026

Exact Risk-Complexity Laws for Projective Boundaries in Scenario Optimization and Distribution-Free Certification

Scenario optimization, conformal prediction, and related distribution-free certification methods use finite samples to construct decisions or prediction sets with violation-risk guarantees for fresh observations. In several classical settings, the conditional violation risk follows an exact beta law, whose tail has a beta-binomial representation and whose parameter is a support, calibration, or compression dimension. This paper identifies the deterministic boundary mechanism behind these formulas and derives the corresponding law when the observed boundary size is random. A decision rule is represented by an acceptance set for future observations, together with a boundary map selecting the sample points responsible for that set. The resulting pair is called a {\em proper projective boundary scheme} when held-out samples are accepted precisely if the full-sample boundary is retained, and accepted non-boundary samples can be deleted without changing that boundary. For every such scheme, the conditional law of the violation risk given the observed boundary size is determined by the boundary's cross-sample complexity profile. A stable profile yields the usual beta law, whereas a varying profile produces an exact profile correction. The framework covers scalar order-statistic calibration, support-reconstructive scenario programs, cascaded support-removal certificates, coordinatewise envelopes, and Pareto-frontier calibration with vector scores. It also yields conditional probabilistic certificates and a no-go result explaining why observed complexity alone is insufficient.

eess.SY↗
arXiv2026

Accelerated primal-dual dynamics and algorithms for convex optimization with nonlinear inequality constraints

We consider convex optimization with nonlinear inequality constraints and develop a primal-dual multiplier framework that is consistent in continuous and discrete time. We first propose continuous-time dynamics with Nesterov-type vanishing damping $α/t$, together with compatible extrapolations of the dual variable and the nonlinear constraint mapping. Under convexity assumptions and $α\geq3$, we establish $\mathcal O(t^{-2})$ convergence rates for both nonlinear feasibility and the objective residual. In the noncritical regime $α>3$, with an admissible choice of the extrapolation parameter, we further prove that the entire primal-dual trajectory converges to a KKT pair and sharpen both continuous-time estimates to $o(t^{-2})$. We then derive an inexact accelerated primal-dual algorithm through a compatible discretization of a perturbed version of the dynamic. For composite convex objectives, a weighted summability condition on the primal inexactness yields $\mathcal O(k^{-2})$ rates for feasibility and the objective residual. In the corresponding noncritical regime, the discrete primal-dual sequence converges to a KKT pair and both residual estimates improve to $o(k^{-2})$. Thus the continuous and discrete results exhibit matching accelerated rates and matching asymptotic improvements. To the best of our knowledge, this is the first Nesterov-type primal-dual multiplier framework for convex optimization with nonlinear inequality constraints.

math.OC↗
arXiv2026

Generalized Semi-Infinite Programming for Robust Optimal Control with Decision-Dependent Uncertainty

Generalized semi-infinite programs (GSIPs) arise in robust optimal control whenever the admissible uncertainty depends on the state or controls. Existing GSIP methods either impose restrictive structural assumptions or require global optimization that scales poorly to control problems. We present a general framework that reformulates any GSIP with mild regularity as an existence-constrained semi-infinite program, smoothing its disjunctive feasibility condition into differentiable existence constraints over a fixed index superset. The resulting program is solved by established adaptive discretization (cutting-plane) methods using only off-the-shelf nonlinear-programming solvers, and converges under standard assumptions. Treating the state trajectory as part of the uncertainty extends the framework to robust nonlinear optimal control with state-dependent uncertainty. We demonstrate it on a nonconvex benchmark GSIP and a satellite de-tumbling problem with dynamically varying inertia.

math.OC↗
arXiv2026

Reinforcement learning to choose optimizers

No single optimization method is uniformly best for all problems, and the most suitable optimizer choice can change during a run. Existing approaches that change optimizer during execution typically predetermine part of the strategy: the portfolio is restricted to one algorithm class, the switch occurs once at a fixed time, or the frequency of decisions is treated as a hyperparameter rather than a learned one. We introduce "Reinforcement Learning to Choose Optimizers", which formulates the optimization algorithm choice as a sequential decision-making problem. At each decision, a recurrent policy reads the current run state and decides both which optimizer should be used next and for how long. The portfolio includes both gradient-based and derivative-free optimizers, and each switch passes on the current best solution and a representative step size. A context proxy conditions a gating network over expert heads, and training employs a decoupled actor-critic whose return is expressed in the same empirical runtime distribution metric used at evaluation. Training tasks and portfolio are designed jointly so that no optimizer dominates. On unseen problems, the learned policy outperforms every portfolio optimizer at all but the smallest budgets, and it remains robust under distribution shift.

cs.NE↗
arXiv2026

LMI Properties and Applications in Systems, Stability, and Control Theory

Linear matrix inequalities (LMIs) commonly appear in systems, stability, and control applications. Many analysis and synthesis problems in these areas can be solved as feasibility or optimization problems subject to LMI constraints. Although most well-known LMI properties and manipulation tricks, such as the Schur complement and the congruence transformation, can be found in standard references, many useful LMI properties are scattered throughout the literature. The purpose of this document is to collect and organize properties, tricks, and applications related to LMIs from a number of references together in a single document. In this sense, the document can be thought of as an "LMI encyclopedia" or "LMI cookbook." Proofs of the properties presented in this document are not included when they can be found in the cited references in the interest of brevity. Illustrative examples are included whenever necessary to fully explain a certain property. Multiple equivalent forms of LMIs are often presented to give the reader a choice of which form may be best suited for a particular problem at hand. The equivalency of some of the LMIs in this document may be straightforward to more experienced readers, but the authors believe that some readers may benefit from the presentation of multiple equivalent LMIs.

eess.SY↗
arXiv2026

Local Identifiability of Networks with Nonlinear Node Dynamics

We study the identifiability of nonlinear network systems with partial excitation and partial measurement when the network dynamics is linear on the edges and nonlinear on the nodes. We assume that the graph topology and the nonlinear functions at the node level are known, and we aim to identify the weight matrix of the graph. Our main result is that, for almost all static analytic nonlinearities that cross the origin, directed graphs are generically locally identifiable if and only if at least one node is excited in every source component of the condensation graph and at least one node is measured in every sink component. This holds even when all other nodes remain unexcited and unmeasured and stands in sharp contrast to most findings on network identifiability requiring measurement and/or excitation of each node. The result applies to homogeneous feed-forward and recurrent artificial neural networks and generalizes previous literature by considering a broader class of activations and architectures.

math.OC↗
arXiv2026

Riemannian Optimization for Hadamard Products of Low-Rank Matrices

The elementwise Hadamard product of two low-rank matrices provides a parameter-efficient model for data with multiplicative structure, but its modeling is challenging due to the presence of additional symmetries under coupled row/column scalings between the two factors. In order to leverage the geometry of the space, we formulate the learning of such matrices as optimization on a Riemannian quotient manifold. We propose a novel block-diagonal Riemannian metric derived from the pullback of the Frobenius inner product. The metric is shown to be invariant under these symmetries. We develop a Riemannian gradient descent algorithm that uses a tuning-free Gauss--Newton step size and scales linearly in the number of observed entries per iteration. The versatile framework of Riemannian quotient optimization enables both first-order and second-order Riemannian methods, the latter through a closed-form connection and the Riemannian Hessian. Experiments on real and synthetic datasets illustrate the efficacy of our proposed Riemannian approach.

cs.LG↗
arXiv2026

Bellman-sufficient Information Complexity

We introduce Bellman-sufficient information complexity for minimax analysis of sequential decision problems. A Bellman-sufficient state retains enough of the history to close the controlled recursion, while an index $Y=χ(Ω)$ specifies the decision-relevant information being charged. The upper bound is a log-penalized Bellman program; the lower bound is a Bellman--Fano comparison along an algorithm-dependent reference trajectory. If the two values match at a common localization scale and the stated admissibility, calibration, and growth conditions hold, they form an information-risk sandwich. UCB, E2D, and AMS/EBO control or relax the upper Bellman bracket in different ways. For the main application, we give a negative answer to a widely studied form of the GP--UCB minimax-optimality question. For every $0<α<1/4$, we construct one bounded continuous kernel whose minimax regret is $Θ(T^{1-α})$ along an infinite sequence of horizons, while two globally calibrated GP--UCB rules incur linear regret under one fixed truth. An epochwise finite-marginal action-index AIR Bellman policy, implemented through robust AIR/AMS/EBO control, attains the minimax order. The construction separates realized information from the cost of uniform optimism: many low-value directions inflate the exploration multiplier and change the trajectory. Through the canonical RKHS feature map, it also yields a finite-horizon polynomial minimax separation for the specified maximal-information-calibrated LinUCB rule. A reproducible experiment illustrates the mechanism.

cs.LG↗
arXiv2026

Deterministic Non-Smooth Safety via Dual-Algebraic Control Barrier Functions

This paper presents a dual-algebraic framework for control barrier functions (CBFs) that guarantees deterministic execution using exclusively elementary arithmetic. We develop this deterministic approach to solve a fundamental bottleneck in safety-critical control: pointwise minima compose intersecting safe sets, but generate non-smooth boundaries where standard Lie derivatives fail. Existing mathematical workarounds inject approximation bias, probabilistic non-determinism, or combinatorial execution delays that impede hard real-time hardware certification. By embedding the system state and vector field into the dual-number ring, our method extracts both the composite barrier value and its exact directional derivative in a single evaluation. The standard floating-point minimum deterministically isolates a single vertex of the Clarke generalized gradient for the quadratic-program solver. We prove this selected vertex constitutes a Clarke subgradient and the resulting simultaneous-enforcement safety filter guarantees forward invariance. The arithmetic overhead remains a fixed constant factor, independent of state dimension and constraint count. We extend this framework to finite $\min$/$\max$ Boolean compositions, for which enforcement of the routed constraint of each $δ$-active clause guarantees forward invariance, and to systems of higher relative degree, for which a bivariate truncated-dual evaluation extracts the control coupling without symbolic differentiation. Three numerical examples illustrate the computational scaling.

math.OC↗
arXiv2026

A Methodology for Integrating Life Cycle Assessment into a Multidisciplinary Design Analysis and Optimization Framework for Sustainable Launcher Development

The increasing number of orbital and sub-orbital launches makes it necessary to investigate the environmental impacts of launch vehicles and incorporate eco-design considerations into their development. In response, the European Space Agency has promoted Life Cycle Assessment (LCA) as a standardization methodology to mitigate environmental impacts of present and future space missions. This need is further amplified in the NewSpace, where numerous configurations and innovative technologies are explored, reinforcing the importance of integrating environmental considerations. At early design stages, launch vehicle architecture can be formalized through a multi-physics optimization problem based on Multidisciplinary Design Analysis and Optimization (MDAO) methods, where disciplines such as propulsion, aerodynamics, structure, and trajectory are coupled to obtain trade-offs among candidate configurations. This paper proposes a methodology to integrate an LCA discipline within an MDAO framework for launch vehicle design. The approach relies on parametric life-cycle inventories depending on design and coupling variables, covering component and propellant production as well as transport to the launch site. Launch emissions are evaluated from optimized trajectory profiles and characterized in terms of climate change impact. The methodology is illustrated on a representative expendable launch vehicle, where multi-objective optimizations assess trade-offs between performance and environmental indicators. Results highlight antagonistic behaviors among environmental impact categories, emphasizing the importance of carefully defining environmental objectives in eco-design studies. The generic nature of the methodology lays the foundation for integrating LCA into early-stage launch vehicle design, enabling exploration of trade-offs between performance, cost, and environmental considerations.

math.OC↗
Compare source metadata on this page
WorkPublishedSource identifierSource
Disciplined Bilevel Programming2026-10-012609.00644arxiv
SOVER: Formal Certification of Optimization Reformulations via LLM-Assisted SMT Verification2026-09-012609.00728arxiv
Subspace Levenberg Marquardt Algorithms in Training Neural Networks2026-09-012609.00789arxiv
The Indefinite Summation Problem for the Laurent Ring2026-09-012609.00824arxiv
Stochastic Optimization of Tree Tensor Networks2026-10-022609.00870arxiv
DOFFO_TR: a Decentralized Objective Function-Free Optimization method with Trust-Region2026-09-012609.00878arxiv
The Multiple Timescales of Gradient Descent on the Edge of Stability: A Perturbative Derivation of the Central Flow2026-09-012609.01034arxiv
A Backend-Agnostic MWIS Kernel for Stochastic Unit Commitment with Neutral-Atom Hardware Validation2026-10-122609.01248arxiv
Exact Risk-Complexity Laws for Projective Boundaries in Scenario Optimization and Distribution-Free Certification2026-09-012609.01355arxiv
Accelerated primal-dual dynamics and algorithms for convex optimization with nonlinear inequality constraints2026-09-222609.01415arxiv
Generalized Semi-Infinite Programming for Robust Optimal Control with Decision-Dependent Uncertainty2026-09-012609.01538arxiv
Reinforcement learning to choose optimizers2026-09-012609.01811arxiv
LMI Properties and Applications in Systems, Stability, and Control Theory2026-08-311903.08599arxiv
Local Identifiability of Networks with Nonlinear Node Dynamics2026-08-312412.08472arxiv
Riemannian Optimization for Hadamard Products of Low-Rank Matrices2026-08-312606.01216arxiv
Bellman-sufficient Information Complexity2026-08-312606.11171arxiv
Deterministic Non-Smooth Safety via Dual-Algebraic Control Barrier Functions2026-08-312606.25333arxiv
A Methodology for Integrating Life Cycle Assessment into a Multidisciplinary Design Analysis and Optimization Framework for Sustainable Launcher Development2026-08-312606.25945arxiv

These are bibliographic comparisons, not experimental rankings. Follow the original document for methods and conditions.