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math.OC2026

Towards Real Time Control of Water Engineering with Nonlinear Hyperbolic Partial Differential Equations

Fabio DiFonzo, Michael Holst, Morteza Kimiaei +2

This paper examines aspirational requirements for software addressing mixed-integer optimization problems constrained by the nonlinear Shallow Water partial differential equations…

math.OC2026

An efficient penalty decomposition algorithm for minimization over sparse symmetric sets

Ahmad Mousavi, Morteza Kimiaei, Saman Babaie-Kafaki +1

This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetri…

math.OC2026

A Three-Tier Time-Scale Architecture for Controlling Complex Nonlinear Systems

Vyacheslav Kungurtsev

This letter proposes a three-tier computational architecture for the real-time control of nonlinear complex systems, such as time-dependent PDEs. There is an important class of suc…

math.OC2025

Machine Learning Algorithms for Improving Exact Classical Solvers in Mixed Integer Continuous Optimization

Morteza Kimiaei, Vyacheslav Kungurtsev, Brian Olimba

Integer and mixed-integer nonlinear programming (INLP, MINLP) are central to logistics, energy, and scheduling, but remain computationally challenging. This survey examines how mac…

math.OC2025

Quasi-Ergodic Control of Multi-Periodic Autoregressive Processes: Formulation and Examples

Vyacheslav Kungurtsev

This work considers state dynamics driven by Periodic Autoregressive Moving Average noise, and control of the system over time. Such processes appear frequently in applications inv…

math.OC2024

Mini-batch stochastic subgradient for functional constrained optimization

Nitesh Kumar Singh, Ion Necoara, Vyacheslav Kungurtsev

In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one…