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arXiv2026

Minimizing the makespan in job shop scheduling under conflict graph constraints

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

cs.DM↗

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

Fast Trainable Multilinear Bases for Image Compression

The Discrete Fourier Transform (DFT), the Discrete Cosine Transform (DCT), and their block-wise variants underpin most deployed image and video codecs. Their effectiveness rests on three properties: their runtime is near-linear (up to a polylogarithmic factor) in the image size, they are exactly invertible, and they carry few to no parameters. We generalize these transforms to dataset-adaptive isometric multilinear bases that keep all three properties at the cost of a polylogarithmic number of parameters, by parameterizing each basis as an isometric tensor network, inspired by quantum many-body theory, and training one shared basis per image dataset with Riemannian optimization. Because the family contains the DFT and the DCT-IV (a variant of the DCT) as exact points, training can start from these transforms, and it improves on its starting point at the compression level it is trained for. We evaluate the bases on natural photographs and line drawings. On photographs, which the cosine basis already fits well, the best trained basis leads the DCT only under aggressive truncation. On Quick Draw line drawings, under a common codec at matched quality, the best trained basis stores each image in about 20% fewer bytes than the 8x8 block cosine transform of the Joint Photographic Experts Group (JPEG) format, not counting the one-off storage of the basis.

eess.IV↗

arXiv2026

The De Cock--De Moor Conjecture: Proof, Normal Form, and Indefinite Angles

De Cock and De Moor conjectured that two matrices built from the solutions of three coupled Lyapunov equations always share their eigenvalues, an identity linking principal angles between model subspaces with the canonical correlations between the past and future of a stochastic process. The conjecture was recorded as Problem 9.1 of \emph{Unsolved Problems in Mathematical Systems and Control Theory}. We prove it under the natural nonresonance condition, without stability or diagonalizability, and show that the two matrices are similar. The proof exposes a Cauchy-matrix structure created by the rank-one perturbation and reduces the problem to rational interpolation, and the main theorem has also been verified in the Lean~4 proof assistant. The same structure gives a normal form that depends only on the poles and zeros of the model. Off the stable set the eigenvalues become squared cosines of angles in an indefinite metric. We prove an inertia theorem for them and show that reflecting a pole or a zero across the unit circle acts on the angles by a principal pivot transform. For several inputs and outputs, where the conjecture fails, we identify the subspaces whose angles do give the canonical correlations. We also relate our approach to the independent proof of Gillberg and Löfberg.

math.OC↗

arXiv2026

Riccati Stability Without Auxiliary Matrices

In the 2004 collection \emph{Unsolved Problems in Mathematical Systems and Control Theory}, Erik Verriest posed the problem of characterizing Riccati stability ``without invoking additional matrices.'' We give such a characterization through a scalar invariant of the resolvent family. The invariant is defined by covariance balances using at most $n^2+1$ frequency--direction pairs. A finite-dimensional separation argument shows that this covariance radius equals the optimal common ellipsoidal norm of the resolvent family. Combined with the strict bounded real lemma, this yields a necessary and sufficient condition for Riccati stability involving only the Hurwitz property of the first matrix and a single scalar inequality. The invariant reduces to the ordinary spectral radius for one matrix, lies between the pointwise spectral-radius and unscaled small-gain levels of the resolvent family, and coincides with the operator-space spectral radius of Shalit and Shamovich for the natural resolvent function space. The main results have been formally verified in the Lean proof assistant.

math.OC↗

arXiv2026

Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach

We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method applied to this problem. The method is based on the subgradient of the Lovász extension of the objective function with respect to the minimiser and based on Gaussian smoothing to estimate the smoothed function gradient with respect to the maximiser. In expectation sense, we prove the convergence of the algorithm to an $ε$-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves $O(\sqrt{N(1+\bar{P}_N)})$ online duality gap, where $N$ is the number of iterations and $\bar{P}_N$ is the path length of the sequence of optimal decisions. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

math.OC↗

arXiv2026

The Shadow Price of Intelligence: Quality Degradation in LLM Inference as a Supply Chain Problem

Large language model providers are compute constrained, and a common response to congestion is to degrade service. A degraded answer fails with some probability, and a failed answer either returns as a retry or departs as churn, destroying LTV on an unaccounted ledger. We model inference allocation as a newsvendor whose stockout cost is churned lifetime value, a geometric retry multiplier in which the recycled product is dissatisfaction, and a two-regime transient fluid queue whose arrival rate is made endogenous by retries. Statically, there is a regime in which a cheaper model saves energy per initiated task while consuming strictly more capacity per initiated task, so the discount inverts when capacity binds. Dynamically, a reactive throttle fired during a surge can cross an ignition threshold beyond which it manufactures more traffic than it sheds, and a release rule set below the degraded equilibrium converts a transient surge into a permanent degraded regime. With heterogeneous customers, throttling is a transportation problem in retry-inflated load whose optimal policy rations intelligence by critical ratio, and whose dual, the shadow price of intelligence, prices a marginal query by class and by hour. Under congestion, throttling is not a cost lever but a demand lever.

math.OC↗

arXiv2026

Object-Reconstruction-Aware Whole-body Control of Mobile Manipulators

Object reconstruction and inspection tasks play a crucial role in various robotics applications. Identifying paths that reveal the most unknown areas of the object is paramount in this context, as it directly affects reconstruction efficiency. Current methods often use sampling based path planning techniques, evaluating views along the path to enhance reconstruction performance. However, these methods are computationally expensive as they require evaluating several candidate views on the path. To this end, we propose a computationally efficient solution that relies on calculating a focus point in the most informative region and having the robot maintain this point in the camera field of view along the path. In this way, object reconstruction related information is incorporated into the whole body control of a mobile manipulator employing a visibility constraint without the need for an additional path planner. We conducted comprehensive and realistic simulations using a large dataset of 114 diverse objects of varying sizes from 57 categories to compare our method with a sampling based planning strategy and a strategy that does not employ informative paths using Bayesian data analysis. Furthermore, to demonstrate the applicability and generality of the proposed approach, we conducted real world experiments with an 8 DoF omnidirectional mobile manipulator and a legged manipulator. Our results suggest that, compared to a sampling based strategy, there is no statistically significant difference in object reconstruction entropy, and there is a 52.3% probability that they are practically equivalent in terms of coverage. In contrast, our method is 6.2 to 19.36 times faster in terms of computation time and reduces the total time the robot spends between views by 13.76% to 27.9%, depending on the camera FoV and model resolution.

cs.RO↗

arXiv2026

The Endogeneity of Miscalibration: Impossibility and Escape in Scored Reporting

An agent's probability report is paid for twice: by a strictly proper scoring rule, and by an approval rule for the decision it triggers. In this classical decision-coupled setting, non-affine approval is known to defeat truthful reporting. We show the conflict is endogenous: when feasible, the welfare-maximizing approval rule is never affine. The distortion, however, is predictable and can be designed around. There is a reserve report at which pretending to be the marginal type costs exactly the approval prize. Approving at or above the reserve screens types perfectly under every strictly proper score, and the reserve does not depend on the type distribution. A Lipschitz rule with a single kink attains first-best exactly; under strict feasibility no continuously differentiable rule does. The binding constraint is steepness, not smoothness. First-best is attainable within a slope budget if and only if the budget is at least the critical slope: the steepest chord of the pretending cost up to the reserve. Below it the welfare loss is cubic in the shortfall. Where the pretending cost is convex up to the reserve, as for Brier, log and power scores, the critical slope is closed-form. The instances are AI-agent oversight and marketplace operation.

cs.GT↗

arXiv2026

Beyond Procrustes distances: a multilinear Gromov-Wasserstein distance capturing chirality

Efficiently and robustly analyzing shape data is critical across many scientific disciplines. While chirality is a fundamental property in numerous applications - most notably in molecular science - existing shape analysis metrics fail to distinguish between a shape and its mirror image. To address this gap, we introduce a multilinear generalization of the Gromov-Wasserstein objective. Under mild assumptions, this objective yields a distance between shapes, represented as probability distributions quotiented by a symmetry group $G$. In particular, for $G = SO(d)$, we introduce the Chiral Gromov-Wasserstein ($\mathrm{CGW}$) distance, sensitive to chirality. We establish robustness properties for the multilinear Gromov-Wasserstein distances and develop efficient algorithms to compute them, reformulating the underlying optimization problem by projecting couplings onto a low-dimensional space. We derive algorithms for both local and approximate global solutions, yielding a fully polynomial-time approximation scheme for these problems. We validate the framework through numerical experiments that demonstrate the effectiveness of $\mathrm{CGW}$ as a shape metric for chiral objects.

math.OC↗

arXiv2026

Near-Optimal Quantum Lower Bounds for Convex Optimization via Fourier Rank

We establish a linear quantum query lower bound for high-accuracy convex optimization over an explicit family of $n$-dimensional ellipsoids. We focus on linear optimization with an explicitly given objective, where the feasible set is accessed through a membership oracle. We show that any algorithm that, for every unit linear objective, returns an exactly feasible point with additive objective error $Θ(n^{-1/2})$ requires $Ω(n)$ membership queries, where the ellipsoids are contained in the unit ball. The same lower bound can be shown to hold if the returned point is only required to be approximately feasible, within $Θ(n^{-3/2})$ distance from the feasible set. This resolves an open question posed by Chakrabarti, Childs, Li, and Wu~(\textit{Quantum}, 2020) and by van Apeldoorn, Gilyén, Gribling, and de Wolf~(\textit{Quantum}, 2020). Coupled with the upper bounds in these papers, the query complexity of high-accuracy convex optimization is characterized tightly up to logarithmic factors. The proof is built around a lower bound for determinant computation that is derived via a novel polynomial method based on Fourier-rank. In the continuous matrix phase-query model, computing the determinant of a real $n\times n$ matrix requires at least $n/2$ matrix-vector product queries. The construction also yields an $Ω(n)$ phase-query lower bound for estimating the minimum eigenvalue of a real symmetric $n\times n$ matrix to additive accuracy $Θ(n^{-2})$. These results extend the determinant and minimum-eigenvalue lower bounds of Childs, Hung, and Li~(ICALP 2021) from finite fields to the real-valued setting. Based on the same constructions, we also prove an $Ω(\min\{\sqrtκ,n\})$ gradient-query lower bound for constant-accuracy optimization of $1$-strongly convex and $κ$-smooth functions, which is optimal up to a logarithmic factor.

quant-ph↗

arXiv2026

Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic open question. We study the affine invariant ensemble Langevin dynamics, an interacting particle system that uses the empirical covariance of the whole ensemble as a preconditioner. While effective in practice, theoretical understanding of this method is not available beyond plain qualitative convergence in total variation, with a central difficulty being that the empirical covariance can become degenerate. For potentials with bounded Hessian that are strongly convex outside a ball, we prove geometric ergodicity using a novel Lyapunov function that combines the inverse covariance with a coercive exponential energy. We then show that directly applying the Euler--Maruyama scheme can diverge with positive probability, even for a one-dimensional Gaussian target. This motivates a covariance-trace regularization in continuous time. We prove geometric ergodicity of the regularized diffusion and, for sufficiently small step size, of its unadjusted Euler--Maruyama discretization. We also show that the invariant distributions of the discretization converge weakly to the product target distribution as the step size tends to zero. Lastly, we provide an explicit discretization that is both affine-invariant and geometrically ergodic, based on an adaptive step size clamping.

math.ST↗

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

Universal Approximation of Nonlinear Operators and Their Derivatives

We show that Universal Approximation (UA) of nonlinear operators and their derivatives via Operator Learning (OL) architectures fails in ${C^k_F}$ (Fréchet) compact-open topologies and in Fréchet--Sobolev norms (i.e. under operator norms). We solve this obstruction by restoring UA in natural weaker topologies: $C^k_B$ (Bastiani) compact-open topologies and (novel) weighted Bastiani--Sobolev spaces for general finite input measures. In full Banach-space generality, these are the first complete generalizations of the corresponding influential classical results in [Hornik, 1991] to infinite-dimensional spaces and OL. Based on our UATs, we formulate Bastiani--Sobolev training in DIOL. These results launch Derivative-Informed Operator Learning (DIOL) (i.e. learning nonlinear operators and their derivatives) on general Banach spaces. We parameterize nonlinear operators via Encoder-Decoder Architectures, classical OL architectures available in general Banach spaces; these include DeepONets, Deep-H-ONets, and PCA-Nets, which our UATs cover. A key mathematical result is that our new weighted Bastiani--Sobolev spaces generalize classical Gaussian (Malliavin) Sobolev spaces on Banach spaces. Open frontiers where DIOL and our UATs find applications are: high-order accuracy in OL; fast constrained optimization in Banach spaces (e.g. optimal control of PDEs, inverse problems) via Learn-Then-Optimize; numerical methods for infinite-dimensional PDEs (e.g. HJB PDEs on Banach spaces from infinite-dimensional optimal control via Optimize-Then-Learn, such as optimal control of PDEs, SPDEs, path-dependent systems, partially observed systems, mean-field control).

cs.LG↗

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

Dec-BFTRL: Squre-Root Regret for Decentralized Online Upper-Linearizable Optimization under Separation Access with Application to Continuous Submodular Maximization

We study decentralized online optimization of upper-linearizable payoffs over an action set under efficient separation access, with applications to online continuous diminishing-return (DR) submodular maximization. We propose Decentralized Barrier Follow-the-Regularized-Leader (Dec-BFTRL), and evaluate each agent's played action against the average of all local objectives. Each agent maps an internal iterate to a feasible action through an approximate gauge projection, communicates only a cumulative surrogate-gradient dual state, and invokes the local HybridNewton procedure to approximately minimize its post-communication BFTRL potential. For every agent, we achieve expected network-aggregate regret of $\widetilde O(\sqrt{T})$. Over $T$ rounds, each agent uses $T$ neighbor-mixing steps and $\widetilde O(T)$ separation-oracle calls. We give wrapper instantiations covering four up-concave or DR-submodular maximization problems.

math.OC↗

arXiv2026

Accelerated Primal-Dual Proximal Gradient Splitting Methods for Convex-Concave Saddle-Point Problems

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with optimal nonergodic convergence rates. For the first, using the spectral analysis, we show that a naive extension of acceleration to a quadratic game is unstable. Motivated by this, we present an accelerated primal-dual gradient flow which combines acceleration with careful velocity correction. To work with non-Euclidean distances, we also equip our continuous model with general Bregman divergences and prove the exponential decay of a Lyapunov function. Then, new primal-dual splitting methods are developed based on proper semi-implicit Euler schemes of the continuous model, and the theoretical convergence rates are nonergodic and optimal with respect to the matrix norms, Lipschitz constants and convexity parameters. Moreover, we introduce efficient restart variants to further improve the proposed methods and provide some numerical results to validate the practical performance.

math.OC↗

arXiv2026

Fast PAC Global Optimization via Restarted Langevin: Exploration, Exploitation, and Degenerate Cooling

This paper addresses a fundamental question in non-convex optimization: \textit{How should a stochastic optimizer allocate computation between global exploration and local exploitation?} We study this question in continuous time, using Langevin dynamics for global exploration and deterministic gradient flow for local exploitation. The simplest algorithm in this class is the best-state Langevin--gradient method: several Langevin trajectories explore the objective landscape, the best state encountered is retained, and a single gradient trajectory then refines this state to high terminal accuracy. Our main objective is to characterize the computational work required to achieve a prescribed accuracy with prescribed confidence. We develop low-temperature approximations for this probably approximately correct (PAC) work--accuracy tradeoff, both for the best-state method and for related Langevin schemes. Global exploration is governed by energy barriers, through spectral-gap and Eyring--Kramers asymptotics. The resulting approximations expose the competing effects of temperature, computational budget, and the number of exploratory trajectories, and quantify their dependence on the confidence parameter. In contrast, terminal accuracy is largely separated from global exploration: once a suitable region of attraction has been reached, gradient flow requires only $O(\log(1/\varepsilon))$ additional work to reach accuracy at least $\varepsilon$. Numerical experiments on challenging objectives serve to compare algorithms and to test the quantitative predictions of the asymptotic theory. They identify regimes in which the low-temperature approximations provide useful guidance, as well as regimes exhibiting substantial temperature sensitivity and potentially significant high-dimensional limitations.

math.OC↗