math.OC

arXiv:2503.22385v1 Announce Type: cross Abstract: The concept of dispatchable region plays a pivotal role in quantifying the capacity of power systems to accommodate renewable generation. In this paper, we extend the previous approximations of the dispatchable regions on direct current (DC), linearized, and nonlinear single-phase alternating current (AC) models to unbalanced three-phase radial (tree) networks and provide improved outer and inner approximations of dispatchable regions. Based on the nonlinear bus injection model (BIM), we relax the non-convex problem that defines the dispatchable region to a solvable semidefinite program (SDP) and derive its strong dual problem (which is also an SDP). Utilizing the special mathematical structure of the dual problem, an SDP-based projection algorithm is developed to construct a convex polytopic outer approximation to the SDP-relaxed dispatchable region. Moreover, we provide sufficient conditions to guarantee the exact SDP relaxation by adding the power loss as a penalty term, thereby providing a theoretical guarantee for determining an inner approximation of the dispatchable region. Through numerical simulations, we validate the accuracy of our approximation of the dispatchable region and verify the conditions for exact SDP relaxation.

arXiv:2503.21952v1 Announce Type: new Abstract: Data-driven predictive control (DPC), using linear combinations of recorded trajectory data, has recently emerged as a popular alternative to traditional model predictive control (MPC). Without an explicitly enforced prediction model, the effects of commonly used regularization terms (and the resulting predictions) can be opaque. This opacity may lead to practical challenges, such as reliance on empirical tuning of regularization parameters based on closed-loop performance, and potentially misleading heuristic interpretations of norm-based regularizations. However, by examining the structure of the underlying optimal control problem (OCP), more precise and insightful interpretations of regularization effects can be derived. In this paper, we demonstrate how to analyze the predictive behavior of DPC through implicit predictors and the trajectory-specific effects of quadratic regularization. We further extend these results to cover typical DPC modifications, including DPC for affine systems, offset regularizations, slack variables, and terminal constraints. Additionally, we provide a simple but general result on (recursive) feasibility in DPC. This work aims to enhance the explainability and reliability of DPC by providing a deeper understanding of these regularization mechanisms.

arXiv:2503.21895v1 Announce Type: cross Abstract: The dynamics in a primary Spectral Submanifold (SSM) constructed over the slowest modes of a dynamical system provide an ideal reduced-order model for nearby trajectories. Modeling the dynamics of trajectories further away from the primary SSM, however, is difficult if the linear part of the system exhibits strong non-normal behavior. Such non-normality implies that simply projecting trajectories onto SSMs along directions normal to the slow linear modes will not pair those trajectories correctly with their reduced counterparts on the SSMs. In principle, a well-defined nonlinear projection along a stable invariant foliation exists and would exactly match the full dynamics to the SSM-reduced dynamics. This foliation, however, cannot realistically be constructed from practically feasible amounts and distributions of experimental data. Here we develop an oblique projection technique that is able to approximate this foliation efficiently, even from a single experimental trajectory of a significantly non-normal and nonlinear beam.

arXiv:2503.22327v1 Announce Type: cross Abstract: The construction of a cost minimal network for flows obeying physical laws is an important problem for the design of electricity, water, hydrogen, and natural gas infrastructures. We formulate this problem as a mixed-integer non-linear program with potential-based flows. The non-convexity of the constraints stemming from the potential-based flow model together with the binary variables indicating the decision to build a connection make these programs challenging to solve. We develop a novel class of valid inequalities on the fractional relaxations of the binary variables. Further, we show that this class of inequalities can be separated in polynomial time for solutions to a fractional relaxation. This makes it possible to incorporate these inequalities into a branch-and-cut framework. The advantage of these inequalities is lastly demonstrated in a computational study on the design of real-world gas transport networks.

arXiv:2503.22410v1 Announce Type: cross Abstract: This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents. For a time-varying graph, we propose a distributed online primal-dual algorithm with compressed communication to efficiently utilize communication resources. We show that the proposed algorithm establishes an $\mathcal{O}( {{T^{\max \{ {1 - {\theta_1},{\theta_1}} \}}}} )$ network regret bound and an $\mathcal{O}( {T^{1 - {\theta_1}/2}} )$ network cumulative constraint violation bound, where $T$ is the number of iterations and ${\theta_1} \in ( {0,1} )$ is a user-defined trade-off parameter. When Slater's condition holds (i.e, there is a point that strictly satisfies the inequality constraints at all iterations), the network cumulative constraint violation bound is reduced to $\mathcal{O}( {T^{1 - {\theta_1}}} )$. These bounds are comparable to the state-of-the-art results established by existing distributed online algorithms with perfect communication for distributed online convex optimization with (time-varying) inequality constraints. Finally, a simulation example is presented to validate the theoretical results.

arXiv:2503.22030v1 Announce Type: new Abstract: Robots rely on motion planning to navigate safely and efficiently while performing various tasks. In this paper, we investigate motion planning through Bayesian inference, where motion plans are inferred based on planning objectives and constraints. However, existing Bayesian motion planning methods often struggle to explore low-probability regions of the planning space, where high-quality plans may reside. To address this limitation, we propose the use of heavy-tailed distributions -- specifically, Student's-$t$ distributions -- to enhance probabilistic inferential search for motion plans. We develop a novel sequential single-pass smoothing approach that integrates Student's-$t$ distribution with Monte Carlo sampling. A special case of this approach is ensemble Kalman smoothing, which depends on short-tailed Gaussian distributions. We validate the proposed approach through simulations in autonomous vehicle motion planning, demonstrating its superior performance in planning, sampling efficiency, and constraint satisfaction compared to ensemble Kalman smoothing. While focused on motion planning, this work points to the broader potential of heavy-tailed distributions in enhancing probabilistic decision-making in robotics.

arXiv:2503.22244v1 Announce Type: new Abstract: Policy gradient methods are one of the most successful methods for solving challenging reinforcement learning problems. However, despite their empirical successes, many SOTA policy gradient algorithms for discounted problems deviate from the theoretical policy gradient theorem due to the existence of a distribution mismatch. In this work, we analyze the impact of this mismatch on the policy gradient methods. Specifically, we first show that in the case of tabular parameterizations, the methods under the mismatch remain globally optimal. Then, we extend this analysis to more general parameterizations by leveraging the theory of biased stochastic gradient descent. Our findings offer new insights into the robustness of policy gradient methods as well as the gap between theoretical foundations and practical implementations.

arXiv:2503.22653v1 Announce Type: new Abstract: Pasque et al. showed that using a tropical symmetric metric as an activation function in the last layer can improve the robustness of convolutional neural networks (CNNs) against state-of-the-art attacks, including the Carlini-Wagner attack. This improvement occurs when the attacks are not specifically adapted to the non-differentiability of the tropical layer. Moreover, they showed that the decision boundary of a tropical CNN is defined by tropical bisectors. In this paper, we explore the combinatorics of tropical bisectors and analyze how the tropical embedding layer enhances robustness against Carlini-Wagner attacks. We prove an upper bound on the number of linear segments the decision boundary of a tropical CNN can have. We then propose a refined version of the Carlini-Wagner attack, specifically tailored for the tropical architecture. Computational experiments with MNIST and LeNet5 showcase our attacks improved success rate.

arXiv:2503.21984v1 Announce Type: cross Abstract: We propose a novel evolutionary algorithm for optimizing real-valued objective functions defined on the Grassmann manifold Gr}(k,n), the space of all k-dimensional linear subspaces of R^n. While existing optimization techniques on Gr}(k,n) predominantly rely on first- or second-order Riemannian methods, these inherently local methods often struggle with nonconvex or multimodal landscapes. To address this limitation, we adapt the Differential Evolution algorithm - a global, population based optimization method - to operate effectively on the Grassmannian. Our approach incorporates adaptive control parameter schemes, and introduces a projection mechanism that maps trial vectors onto the manifold via QR decomposition. The resulting algorithm maintains feasibility with respect to the manifold structure while enabling exploration beyond local neighborhoods. This framework provides a flexible and geometry-aware alternative to classical Riemannian optimization methods and is well-suited to applications in machine learning, signal processing, and low-rank matrix recovery where subspace representations play a central role. We test the methodology on a number of examples of optimization problems on Grassmann manifolds.

arXiv:2503.22135v1 Announce Type: cross Abstract: We focus on establishing the foundational paradigm of a novel optimization theory based on convolution with convex kernels. Our goal is to devise a morally deterministic model of locating the global optima of an arbitrary function, which is distinguished from most commonly used statistical models. Limited preliminary numerical results are provided to test the efficiency of some specific algorithms derived from our paradigm, which we hope to stimulate further practical interest.

arXiv:2503.22639v1 Announce Type: cross Abstract: The difference in performance between centralized and decentralized control strategies crucially informs design choices in real-world control systems. Although computing and executing centralized control algorithms is often more costly than decentralized methods, their performance enhancements may far outweigh these costs. In this work, we study the value of centralization within the context of the well-known inventory control problem, where a planner seeks to identify optimal inventory levels that meet stochastic demand while minimizing ordering costs, holding costs, and shortage costs. We consider multilocation systems in which the inventories are coupled through a single ordering channel and the associated ordering cost function belongs to one of two classes of nonlinear cost functions that often arise in practical settings. For each of these classes, we derive constant-factor competitive ratios between the optimal coupled and decoupled policies and show they are almost tight. We then demonstrate that online algorithms also achieve tight competitive ratios for this problem. We conclude with numerical simulations that validate these results.

arXiv:2404.05185v2 Announce Type: replace-cross Abstract: This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural SDEs with N samples can be linked to the N-particle systems with centralized control. We analyze the Hamilton--Jacobi--Bellman equation corresponding to the N-particle system and establish regularity results which are uniform in N. The uniform regularity estimates are obtained by the stochastic maximum principle and the analysis of a backward stochastic Riccati equation. Using these uniform regularity results, we show the convergence of the minima of objective functionals and optimal parameters of the neural SDEs as the sample size N tends to infinity. The limiting objects can be identified with suitable functions defined on the Wasserstein space of Borel probability measures. Furthermore, quantitative algebraic convergence rates are also obtained.

arXiv:2503.22478v1 Announce Type: new Abstract: We show that the behavior of stochastic gradient descent is related to Bayesian statistics by showing that SGD is effectively diffusion on a fractal landscape, where the fractal dimension can be accounted for in a purely Bayesian way. By doing this we show that SGD can be regarded as a modified Bayesian sampler which accounts for accessibility constraints induced by the fractal structure of the loss landscape. We verify our results experimentally by examining the diffusion of weights during training. These results offer insight into the factors which determine the learning process, and seemingly answer the question of how SGD and purely Bayesian sampling are related.

arXiv:2503.22429v1 Announce Type: new Abstract: This article presents a novel framework for the robust controller synthesis problem in discrete-time systems using dynamic Integral Quadratic Constraints (IQCs). We present an algorithm to minimize closed-loop performance measures such as the $\mathcal H_\infty$-norm, the energy-to-peak gain, the peak-to-peak gain, or a multi-objective mix thereof. While IQCs provide a powerful tool for modeling structured uncertainties and nonlinearities, existing synthesis methods are limited to the $\mathcal H_\infty$-norm, continuous-time systems, or special system structures. By minimizing the energy-to-peak and peak-to-peak gain, the proposed synthesis can be utilized to bound the peak of the output, which is crucial in many applications requiring robust constraint satisfaction, input-to-state stability, reachability analysis, or other pointwise-in-time bounds. Numerical examples demonstrate the robustness and performance of the controllers synthesized with the proposed algorithm.

arXiv:2503.09728v1 Announce Type: new Abstract: Restarted GMRES is a robust and widely used iterative solver for linear systems. The control of the restart parameter is a key task to accelerate convergence and to prevent the well-known stagnation phenomenon. We focus on the Proportional-Derivative GMRES (PD-GMRES), which has been derived using control-theoretic ideas in [Cuevas N\'u\~nez, Schaerer, and Bhaya (2018)] as a versatile method for modifying the restart parameter. Several variants of a quadtree-based geometric optimization approach are proposed to find a best choice of PD-GMRES parameters. We show that the optimized PD-GMRES performs well across a large number of matrix types and we observe superior performance as compared to major other GMRES-based iterative solvers. Moreover, we propose an extension of the PD-GMRES algorithm to further improve performance by controlling the range of values for the restart parameter.

arXiv:2503.09981v1 Announce Type: new Abstract: Stochastic policies are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open challenges. This work introduces and rigorously analyzes a policy execution framework that samples actions from a stochastic policy at discrete time points and implements them as piecewise constant controls. We prove that as the sampling mesh size tends to zero, the controlled state process converges weakly to the dynamics with coefficients aggregated according to the stochastic policy. We explicitly quantify the convergence rate based on the regularity of the coefficients and establish an optimal first-order convergence rate for sufficiently regular coefficients. Additionally, we show that the same convergence rates hold with high probability concerning the sampling noise, and further establish a $1/2$-order almost sure convergence when the volatility is not controlled. Building on these results, we analyze the bias and variance of various policy evaluation and policy gradient estimators based on discrete-time observations. Our results provide theoretical justification for the exploratory stochastic control framework in [H. Wang, T. Zariphopoulou, and X.Y. Zhou, J. Mach. Learn. Res., 21 (2020), pp. 1-34].

arXiv:2410.04301v3 Announce Type: replace-cross Abstract: This work extends the recent opinion dynamics model from Cheng et al., emphasizing the role of group pressure in consensus formation. We generalize the findings to incorporate social influence algorithms with general time-varying, opinion-dependent weights and multidimensional opinions, beyond bounded confidence dynamics. We demonstrate that, with uniformly positive conformity levels, group pressure consistently drives consensus and provide a tighter estimate for the convergence rate. Unlike previous models, the common public opinion in our framework can assume arbitrary forms within the convex hull of current opinions, offering flexibility applicable to real-world scenarios such as opinion polls with random participant selection. This analysis provides deeper insights into how group pressure mechanisms foster consensus under diverse conditions.

arXiv:2503.09737v1 Announce Type: new Abstract: Soccer analysis tools emphasize metrics such as expected goals, leading to an overrepresentation of attacking players' contributions and overlooking players who facilitate ball control and link attacks. Examples include Rodri from Manchester City and Palhinha who just transferred to Bayern Munich. To address this bias, we aim to identify players with pivotal roles in a soccer team, incorporating both spatial and temporal features. In this work, we introduce a GNN-based framework that assigns individual credit for changes in expected threat (xT), thus capturing overlooked yet vital contributions in soccer. Our pipeline encodes both spatial and temporal features in event-centric graphs, enabling fair attribution of non-scoring actions such as defensive or transitional plays. We incorporate centrality measures into the learned player embeddings, ensuring that ball-retaining defenders and defensive midfielders receive due recognition for their overall impact. Furthermore, we explore diverse GNN variants-including Graph Attention Networks and Transformer-based models-to handle long-range dependencies and evolving match contexts, discussing their relative performance and computational complexity. Experiments on real match data confirm the robustness of our approach in highlighting pivotal roles that traditional attacking metrics typically miss, underscoring the model's utility for more comprehensive soccer analytics.

arXiv:2502.20524v2 Announce Type: replace Abstract: Systems with a high number of inputs compared to the degrees of freedom (e.g. a mobile robot with Mecanum wheels) often have a minimal set of energy-efficient inputs needed to achieve a main task (e.g. position tracking) and a set of energy-intense inputs needed to achieve an additional auxiliary task (e.g. orientation tracking). This letter presents a unified control scheme, derived through feedback linearization, that can switch between two modes: an energy-saving mode, which tracks the main task using only the energy-efficient inputs while forcing the energy-intense inputs to zero, and a dexterous mode, which also uses the energy-intense inputs to track the auxiliary task as needed. The proposed control guarantees the exponential tracking of the main task and that the dynamics associated with the main task evolve independently of the a priori unknown switching signal. When the control is operating in dexterous mode, the exponential tracking of the auxiliary task is also guaranteed. Numerical simulations on an omnidirectional Mecanum wheel robot validate the effectiveness of the proposed approach and demonstrate the effect of the switching signal on the exponential tracking behavior of the main and auxiliary tasks.

arXiv:2503.09903v1 Announce Type: new Abstract: The integration of machine learning (ML) has significantly enhanced the capabilities of Earth Observation (EO) systems by enabling the extraction of actionable insights from complex datasets. However, the performance of data-driven EO applications is heavily influenced by the data collection and transmission processes, where limited satellite bandwidth and latency constraints can hinder the full transmission of original data to the receivers. To address this issue, adopting the concepts of Semantic Communication (SC) offers a promising solution by prioritizing the transmission of essential data semantics over raw information. Implementing SC for EO systems requires a thorough understanding of the impact of data processing and communication channel conditions on semantic loss at the processing center. This work proposes a novel data-fitting framework to empirically model the semantic loss using real-world EO datasets and domain-specific insights. The framework quantifies two primary types of semantic loss: (1) source coding loss, assessed via a data quality indicator measuring the impact of processing on raw source data, and (2) transmission loss, evaluated by comparing practical transmission performance against the Shannon limit. Semantic losses are estimated by evaluating the accuracy of EO applications using four task-oriented ML models, EfficientViT, MobileViT, ResNet50-DINO, and ResNet8-KD, on lossy image datasets under varying channel conditions and compression ratios. These results underpin a framework for efficient semantic-loss modeling in bandwidth-constrained EO scenarios, enabling more reliable and effective operations.