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math.OC2025
Hidden Convexity in Queueing Models
Xin Chen, Linwei Xin, Minda Zhao
We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function i…
math.OC2025
Accelerating Single-Point Zeroth-Order Optimization with Regression-Based Gradient Surrogates
Xin Chen, Zhaolin Ren
Zeroth-order optimization (ZO) is widely used for solving black-box optimization and control problems. In particular, single-point ZO (SZO) is well-suited to online or dynamic prob…