math.OC
40.2k resultsGeneralized Quadratic Gradient: A New Direction in Optimization via the Fusion of Positive-Definite Curvature Matrices and Gradients into A Unified Framework
John Chiang
Convergence and Stability Analysis of a Generalized Proximal Point Algorithm and Its Inexact Version
Ba Khiet Le, Boris S. Mordukhovich, Michel A. Thera
Non-KKT Accumulation in Entropic Mirror Descent
Kuangyu Ding, Kim-Chuan Toh
A noncommunicative Kalman condition for null controllability of backward stochastic parabolic systems
Mohamed Fadili
Sparse Linear Surrogates for Interpretable Budget Allocation
Marc Goerigk, Michael Hartisch, Sebastian Merten
Exact Prescribed-Time Control Based on Simple Harmonic Motion: Stability Analysis and Nonsingular Sliding Mode Stabilization
Yi Ding, Bin Zhou
Accelerating Evolutionary Strategy via Rao-Blackwellizing Realization of Uncertain Input
So Nakashima, Tetsuya J. Kobayashi
A proximal gradient method with adaptive backtracking for weakly smooth multiobjective optimization
Yuki Miyazaki, Masaru Ito, Shotaro Yagishita
Discrete-Time Adaptive Control in High Dimensions: Near Dimension-Free Performance via Mirror Descent
Mohammad Boveiri, Peyman Mohajerin Esfahani
Timescale Separation Through the Lens of Operator Theory
Guido Carnevale, Nicola Bastianello, Luca Schenato +2
Hidden Star-Convexity in Policy Optimization for Gain-Scheduled LQR: Extended Version
Shiva Shakeri, Péter Baranyi, Mehran Mesbahi
Safe screening rules for portfolio optimization with linear and cardinality constraints
Nanari Wada, Shunnosuke Ikeda, Yuichi Takano +1
A Continuous-Time Analysis of Smoothed Matrix-Polar Spectral Gradient Flows for Muon-Type Optimization
Jinlin Liu, Song Chen, Jiaxu Liu +1
Dynamic Traffic Allocation for Revenue Maximization on Creator Economy Platform
Zhengli Wang, Franklin Lin Feng, Zhixi Wan
A Spectral Filtering Approach to Regret Analysis of Distributed Online Control for Linear Dynamical Systems
Ting-Jui Chang
Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints
Francesco Cordiano, Kanghui He, Bart De Schutter
Rake-Compress Riccati Recursions for Parallel Scenario-Tree Model Predictive Control
João Sousa-Pinto
Coordinate Optimality Reformulation for Mixed-Integer Convex Programs with Indicators
Tong Xu, Salar Fattahi, Andrés Gómez +1
Revisiting Decomposition-Invariant Conditional Gradient Methods for Polytopes
Dan Garber
A Geometric Inverse Source Problem for Stochastic Parabolic Equations
Yunzhang Li, Qi Lü, Meizhi Qian +1
Universal Triangle Covering Curve and Polygonal Chain: Escaping Forest and Fitting Worm
Zhipeng Deng
On the Iterate Convergence of AdaGrad for Generalized Smooth Convex Optimization
Mathieu Besançon, Tung Quoc Le
Quantitative Particle Approximation for Controlled Nonlinear Filtering
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
Dynamic-Threshold Algorithms for the Continuous Quadratic Knapsack Problem: Reset Mechanisms and Complexity
Yong-Jin Liu, Peicheng Xie, Chuan Yang