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At least 55 records · Page 3Linked to original sources

GPU-Enabled Large-Scale Optimization Using Randomized Linear Algebra

This paper introduces rlaopt, a PyTorch-based package for large-scale optimization and scientific computing using randomized numerical linear algebra (RandNLA). Despite substantial progress in RandNLA-based algorithms, few implementations combine GPU acceleration with a simple interface for specifying optimization problems. rlaopt addresses this gap by providing GPU-enabled solvers for positive-definite linear systems and convex empirical risk minimization with constraints and regularizers. These solvers use RandNLA to accelerate conjugate gradient (NystromPCG), operator splitting (NysADMM), and stochastic gradient methods (SAPPHIRE). Moreover, rlaopt includes a modeling language that lets users specify problems using natural mathematical syntax. rlaopt automatically checks compatibility with the selected solver and performs the required problem decomposition. The solvers also support differentiation through their iterations, enabling applications such as hyperparameter tuning. Experiments on ridge regression, bounded multinomial logistic regression, and bounded elastic net identify when randomized preconditioning improves performance and demonstrate substantial speedups from GPU execution. The package is open-source under an Apache license, with source code at https://github.com/udellgroup/rlaopt and version 0.1.0 available on PyPI.

cs.LG↗

Adaptively Incorporating Directional Hints into Zeroth-Order Optimization

We study zeroth-order optimization of non-convex functions with the aid of directional hints, which are cheap but potentially inaccurate approximations of the true gradient direction, given by linear subspaces at each iteration. To leverage these hints adaptively while maintaining robustness to their quality, we introduce Control-Variate Zeroth-Order Descent (CV-ZOD), a new framework that refines the classical zeroth-order gradient estimator with a control variate that can be set based on the directional hints. We first show that the oracle algorithm that optimally sets the reference vector and step size at each iteration achieves a convergence rate that interpolates between the first-order $O(1/T)$ rate and the zeroth-order $O(d/T)$ rate, depending on the quality of the hints along the trajectory. We then develop a practical variant of CV-ZOD that achieves the same oracle guarantee up to logarithmic factors, without any prior knowledge of the hint quality. We validate the method empirically on simulation-based scientific optimization tasks, demonstrating sustained progress on non-convex landscapes where zeroth-order descent is slower and existing guided methods stall as guidance deteriorates.

cs.LG↗

How to Make the Gradient Mapping Small for Constrained Stochastic Min-Max Problems and Beyond

We study the stochastic first-order oracle complexity for constrained or regularized convex-concave min-max optimization and stochastic monotone variational inequalities. We focus on the case when suboptimality is measured in terms of the gradient mapping, also known as, forward-backward or natural residual, an optimality notion that generalizes the gradient norm for unconstrained problems. In this setting, under standard unbiased oracle access with now-standard variance assumptions, the best-known complexity for making the norm of the gradient mapping less than $\varepsilon$ is $\widetilde{O}(\varepsilon^{-4})$, compared to the near-optimal $\widetilde{O}(\varepsilon^{-2})$ that is established in the unconstrained case. We bridge this gap to improve the gradient mapping complexity for constrained convex-concave min-max problems to $\widetilde{O}(\varepsilon^{-2})$. We then extend to prove the same complexity for problems without the bounded variance, by using the Blum-Gladyshev assumption.

math.OC↗

The Exact Time-Uniform Rate Frontier for Stochastic Gradient Descent on Smooth Convex Objectives

We study the time-uniform convergence of the raw iterate of standard stochastic gradient descent (SGD) for unconstrained smooth convex objectives. We prove that, under standard noise assumptions, the time-uniform convergence rate gets arbitrarily close to $\sqrt{\log n / n}$ but never reaches it. More specifically, we prove that for every positive, eventually nondecreasing sequence $h$ satisfying $h(n) = o(\sqrt{n})$, a bound of order $h(n)/\sqrt{n}$, holding simultaneously for all $n$ with probability at least $1-α$ and uniformly over the problem class, is achievable if and only if \[ \sum_{j = 1}^{\infty} \frac{1}{h(2^j)^2} < \infty. \] The constructive sufficiency result follows from a dyadic horizon-free schedule together with an additive conditional-restart inequality. The necessity counterpart applies to every deterministic nonnegative schedule and holds even for a one-dimensional analytic smooth convex objective with Gaussian noise.

math.OC↗

Model Predictive Control for Dynamic Hydraulic Balancing in Building Radiator Heating Systems: Modeling, Design, and Experimental Validation

Hydronic radiator systems are among the most widely used heating systems in buildings. In the literature, radiator heat outputs are often assumed to be independent of one another and arbitrarily adjustable in time when designing controllers. However, in practice, radiators are supplied by one or multiple common heat sources and are hydraulically coupled through the water circulation system. Maintaining occupant comfort in multi-zone buildings therefore requires not only an appropriate supply temperature but also proper hydraulic balancing to distribute the available water flow according to the heating demand of each zone. To this end, we develop a grey-box thermal model that captures the hydraulic interactions among radiators and the effects of radiator valves, circulation pumps, and heat sources. In a real building, we show that accounting for hydraulic interactions reduces the root mean square error (RMSE) between the measured and modeled zone temperatures by approximately 11% compared with a model that neglects these interactions. Additionally, we integrate the developed model into a model predictive control (MPC) framework for dynamic hydraulic balancing that jointly optimizes valve openings and the supply temperature to maintain thermal comfort in each zone while reducing energy consumption. Through both real-world experiments and numerical case studies, we demonstrate that, compared with existing MPC formulations that neglect hydraulic interactions or do not control radiator valves, the proposed MPC reduces comfort-range violations by at least 27% while requiring a similar or even lower cumulative supply temperature.

eess.SY↗

PAC-Bayesian Bounds for Learning Partially Observed Stochastic Linear Time-Invariant State-Space Systems with Inputs and Sub-Gaussian Noise

In this paper we derive a Probably Approximately Correct (PAC)-Bayesian error bound for partially observed linear time-invariant (LTI) stochastic dynamical systems in state-space form with inputs and sub-Gaussian noise. Such bounds are widespread in machine learning, and they are useful for characterizing the predictive power of models learned from finitely many data points. The bound derived in this paper relates the expectation of prediction errors with the prediction error generated by the model on the data used for learning. In addition, we show that it can also be used to derive bounds for the parameter estimation error. In turn, this allows us to provide finite-sample error bounds for the prediction error and parameter estimation error for a wide class of system identification algorithms. Furthermore, as LTI systems are a sub-class of recurrent neural networks (RNNs), these error bounds could be a first step towards PAC-Bayesian bounds for RNNs.

cs.LG↗

Optimal input design via Frank-Wolfe

We study optimal input design over a finite horizon for linear dynamical systems. The goal is to minimize a weighted inverse-covariance (information) criterion subject to an energy budget. The set of covariances achievable by causal policies is convex but lacks a tractable explicit description, ruling out projection-based methods. We show that Frank--Wolfe applies naturally: each linear minimization subproblem is a budget-constrained finite-horizon linear quadratic (LQ) problem, solvable by a Riccati recursion and one-dimensional bisection over a Lagrange multiplier. Using smoothness of the objective over the feasible set, we establish an $\mathcal{O}(1/M)$ convergence rate for the objective value, while strong convexity yields an $\mathcal{O}(1/\sqrt{M})$ rate for the iterates. We further extend the framework to input design for system identification with unknown dynamics and adaptive online LQR, and illustrate the approach numerically.

math.OC↗

Distributed Linear Programming on GPU Clusters at Extreme Scale

Large linear programs can exceed the memory of a single compute node. Although first-order methods replace sparse factorizations with GPU-suited matrix-vector products, other solver phases can reintroduce a single-node memory limit. We present SHARDLP, a distributed GPU LP solver that keeps the matrix and primal-dual state partitioned from sharded input through solution output. On the Google PDLP benchmark, SHARDLP reaches the published criterion on nine of eleven instances, compared with eight in the published CPU PDLP study. On the largest benchmark, eight H200 GPUs solve a 1.185-billion-variable, 6.338-billion-nonzero LP in 9.9 minutes; the published CPU experiment reports 21.06 hours on different hardware. Beyond this benchmark, separately checked multi-node solves reach up to 13.604 billion variables and 40.807 billion nonzeros, while validated executions span up to 76 GPUs across 29 compute nodes. For column-partitioned solves, support-aware communication skips GPUs that store no coefficients for a row; on an LP with 2.76 billion nonzeros, it cuts modelled communication by 92.97% and improves solver time by 1.27x-1.52x

math.OC↗

Support Discovery With Iteratively Reweighted Least Squares for Fixed-Charge Network Flow

The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and solves a sequence of weighted quadratic flow subproblems. Each subproblem is solved by a warm-started dual semismooth Newton method whose Newton systems have weighted graph-Laplacian structure, enabling the use of modern Laplacian solvers. To further improve the discovered arc supports of the challenging underlying combinatorial problem, we also develop an algorithmic variant that incorporates objective-driven perturbation restarts and an anchor-union restricted search that jointly leverages supports discovered by IRLS and by complementary FCNFP heuristics. Computational experiments on 410 benchmark, synthetic, and large-scale instances show that our method obtains the best objective quality among the evaluated scalable FCNFP algorithms, with a mean gap of $1.316\%$ to a time-limited MILP reference and a win-or-tie rate of $90.0\%$ among the non-MILP methods. The results indicate that combining smooth continuous optimization with support-level search is an effective strategy for producing high-quality feasible solutions to large-scale FCNFP.

math.OC↗

A Block Tensor Train Burer-Monteiro Framework for Low-Rank Quantum State Tomography

Quantum state tomography is a fundamental technique for estimating the state of a quantum system from measured data and plays a crucial role in evaluating the performance of quantum devices. However, standard estimation methods become computationally prohibitive as the system size increases due to the exponential growth of the density matrix, describing a quantum state, with the number of qubits. We propose a low-rank tensor-network framework for mixed-state quantum state tomography based on a block tensor train (Block-TT) factorization. Specifically, the density matrix is represented as the contraction of a Block-TT with its Hermitian transpose, yielding a TT analogue of the Burer-Monteiro factorization. This parameterization guarantees Hermiticity and positive semidefiniteness by construction while compressing the number of optimization variables from exponential to linear in the number of qubits. Building on this representation, we develop single-site and two-site density matrix renormalization group (DMRG) algorithms for estimating quantum states from compressed measurements. The resulting methods operate directly on the compressed parameterization, support adaptive rank refinement, and exploit efficient tensor-network contractions for expectation-value evaluation. The framework is applicable to a broad class of low-rank quantum states, including pure states, nearly pure states, and ground states that admit accurate tensor-network approximations. Numerical experiments demonstrate accurate state reconstruction from limited measurements together with substantial reductions in memory requirements and computational cost compared with conventional low-rank tomography methods.

quant-ph↗

Recovery Theory for Projected Power Iterations in Permutation Synchronization

We study the projected power method (PPM) for synchronizing \(n\) unknown permutations of \(m\) objects under a possibly sparse uniform corruption model. Each pair is observed with probability \(p\), and an observed measurement is uncorrupted with probability \(π_0\) and is otherwise an independent uniform permutation. Under \(\log m=o(npπ_0^2)\), we prove exact one-step recovery (with high probability) of each prescribed block for an independent estimate with a fixed positive majority of correct blocks. When \(np\ge C_0\log n\) and \(m=o(npπ_0^2)\), we prove that one high-probability event yields a block-error contraction simultaneously for every estimate whose optimally aligned error is at most \(0.5-ε\). The contraction factor is \(O(m/(npπ_0^2))\) and the error floor is \(O(e^{-cnpπ_0}+e^{-cnpπ_0^2}+{\log n}/{n})\). Consequently, one update maps every possibly data-dependent estimate in this basin to vanishing block error, and all subsequent iterates remain almost exact uniformly over the iteration index. The one-step and trajectory results extend to independent, non-identically distributed, permutation-valued corruptions with mean \(m^{-1} \mathbf{1}\mathbf{1}^{\top}\). Under the uniform model, a reference-block spectral initializer has aligned block error \(O_{\mathbb P}(m/(npπ_0^2))\), yielding an end-to-end almost-exact recovery guarantee. Under a stronger all-block signal condition, PPM reaches exact recovery after finitely many iterations. The theory transfers exactly to partial permutations with common support; for varying supports, we establish deterministic and probabilistic co-visibility margins.

stat.ML↗

Robust Adaptive Discrete-Time Control Barrier Certificate

This work develops a robust adaptive control strategy for discrete-time systems using Control Barrier Functions (CBFs) to ensure safety under parametric model uncertainty and disturbances. A key contribution of this work is establishing a barrier function certificate in discrete time for general online parameter estimation algorithms. This barrier function certificate guarantees positive invariance of the safe set despite disturbances and parametric uncertainty without access to the true system parameters. In addition, real-time implementation and inherent robustness guarantees are provided. The proposed robust adaptive safe control framework demonstrates that the parameter estimation module can be designed separately from the CBF-based safety filter, simplifying the development of safe adaptive controllers for discrete-time systems. The resulting safe control approach guarantees that the system remains within the safe set while the controller adapts to model uncertainties, making it a promising strategy for discrete-time safety-critical systems.

eess.SY↗

Parameterized Complexity of Scheduling Problems in Robotic Process Automation

This paper studies the growing domain of Robotic Process Automation (RPA) problems. Motivated by scheduling problems arising in RPA, we study the parameterized complexity of the single-machine problem with precedence constraints, release times, and deadlines (i.e., the problem known as $1|\operatorname{prec},r_j,d_j|*$ in the three-field notation). We focus on parameters naturally linked to RPA systems, including chain-like precedences, the number of distinct processing times, and the structure of the time windows. We show that the problem is strongly XNLP-hard parameterized by the number of chains, even with only two prescribed processing times and two distinct time-window lengths. The problem remains XNLP-hard even under prec-consistent time windows. On the positive side, we obtain polynomial-time algorithm when all jobs share a single time-window length and FPT when the processing times, release times and deadlines are chain-uniform. We also show that the problem lies in XNLP when parameterized by the width of the precedence relation either when the instance is encoded in unary or the processing times are bounded.

cs.DS↗

The best approximation pair problem relative to two subsets in a normed space

In the classical best approximation pair (BAP) problem, one is given two nonempty, closed, convex and disjoint subsets in a finite- or an infinite-dimensional Hilbert space, and the goal is to find a pair of points, each from each subset, which realizes the distance between the subsets. Motivated by our recent algorithm for solving the BAP problem [Censor, Mansour, Reem, J. Approx. Theory (2024)], we discuss the problem in more general normed spaces and with possibly non-convex subsets, and focus our attention on the fundamental issues of uniqueness and existence of the solution to the problem. We present several sufficient geometric conditions for the (at most) uniqueness of a BAP. These conditions are related to the structure and the relative orientation of the boundaries of the subsets and to the norm. We also present many sufficient conditions for the existence of a BAP. In general, the paper re-examines several aspects related to the BAP problem, including the historical one, and shows, probably for the first time, how wide is the scope of the BAP problem in terms of the scientific communities which are involved in it (frequently independently) and in terms of its applications.

math.OC↗

Decision-Centered Abstractions via Orthogonal Estimation of Difference-of-Q Functions

Offline reinforcement learning enables evaluation and optimization of sequential decisions from historical data, when it is not possible to deploy new policies online due to safety, cost, and other concerns. Big data advances enable rich state information, but may naively include reward- and action- irrelevant dynamics that are ultimately unnecessary for learning optimal actions. We introduce state abstractions that target preservation of the difference-of-Q functions, and we propose to learn these abstractions via causal machine learning of the difference-of-Q function and standard statistical sparse learning. Under a nonparametric additive-rewards model, we characterize when decision-centered abstractions are simpler than the full state space, motivating our estimation procedure. We develop a dynamic generalization of the R learner (Nie et al. 2021, Lewis and Syrgkanis 2021) for estimating difference of Q-functions, for discrete-valued actions a, a0. We leverage orthogonal estimation to improve convergence rates, even if the required estimates of Q and behavior policy converge at slower rates and prove consistency of policy optimization under a margin condition. The method can leverage black-box estimators of the Q-function and behavior policy to target estimation of a more structured Q-function contrast, and uses simple squared-loss minimization. We demonstrate variance improvements from our estimator and how our approach enables us to isolate the information needed for sequential decision-making, which can be less than that for state prediction, in simulated data and simulator-augmented real data.

stat.ML↗

Learning Latent Graph Geometry via Fixed-Point Schrödinger-Type Activation: A Theoretical Study

We study neural architectures in which each hidden layer is defined by the stationary state of a dissipative Schrödinger-type dynamics on a learned latent graph. On stable branches, the local stationary problem defines a differentiable implicit graph layer. To learn the graph itself, we optimize over the stratified moduli space of weighted graphs and equip each stratum with a non-degenerate Kähler-Hessian metric that keeps natural-gradient descent and face crossing well posed. We then show that a multilayer stationary network is equivalent to an exact global stationary problem on a supra-graph, and that it admits a penalized global relaxation whose stationary states converge to the exact one as the penalty parameter tends to infinity. Reverse-mode differentiation is recovered as the adjoint of the exact global system, and the penalized adjoint converges to it in the same limit. Finally, under finite-dimensional strong-monotonicity and admissible-lift assumptions, the corresponding represented hypothesis classes coincide among resolvent feed-forward networks, graph-stationary networks, supra-graph stationary systems, and sheaf-based architectures with unitary connection. The resulting structural identifications yield complexity bounds controlled by sparse graph or supra-graph geometry rather than dense ambient connectivity.

cs.LG↗

Safe-by-Design: Approximate Nonlinear Model Predictive Control with Real Time Feasibility

This paper proposes a computationally lightweight, continuous-time receding-horizon nonlinear model predictive control (MPC) approach with infinitesimal prediction horizon. Unlike discrete-time one-step MPC schemes, this methodology permits the formulation of small-sized convex quadratic pro- grams (QPs) for feedback yet recovers the theoretical guarantees of quasi-infinite horizon MPC. The convex QP comes with a small computational footprint, which is advantageous for real- time application where runtime guarantees must be given. We demonstrate the effectiveness of the proposed approach when compared to other constrained control techniques through numerical experiments for nonlinear constrained spacecraft control.

math.OC↗

Maximum-Entropy Random Walks on Hypergraphs

Random walks are fundamental tools for analyzing complex networked systems, including social networks, biological systems, and communication infrastructures. While classical random walks focus on pairwise interactions, many real-world systems exhibit higher-order interactions naturally modeled by hypergraphs. Existing random walk models on hypergraphs often focus on undirected structures or do not incorporate entropy-based inference, limiting their ability to capture directional flows, uncertainty, or information diffusion in complex systems. In this article, we develop a maximum-entropy random walk framework on directed hypergraphs with two interaction mechanisms: broadcasting where a pivot node activates multiple receiver nodes and merging where multiple pivot nodes jointly influence a receiver node. We infer a transition kernel via a Kullback--Leibler divergence projection onto constraints enforcing stochasticity and stationarity. The resulting optimality conditions yield a multiplicative scaling form, implemented using Sinkhorn--Schrödinger-type iterations with tensor contractions. We further analyze ergodicity, including projected linear kernels for broadcasting and tensor spectral criteria for polynomial dynamics in merging. The effectiveness of our framework is demonstrated with both synthetic and real-world examples.

eess.SY↗