Optimization and Control

Authors and titles for August 2021

[1] arXiv:2108.00086 [pdf, other]

Title: A generalized mean-field game model for the dynamics of pedestrians with limited predictive abilities

Emiliano Cristiani, Arianna De Santo, Marta Menci

Journal-ref: Communications in Mathematical Sciences, 21(1), 65-82 (2023)

Subjects: Optimization and Control (math.OC)

[2] arXiv:2108.00125 [pdf, other]

Title: Proximal Quasi-Newton Methods for Multiobjective Optimization Problems

Jian-Wen Peng, Jie Ren

Comments: 21 pages, 10 figures

Subjects: Optimization and Control (math.OC)

[3] arXiv:2108.00132 [pdf, other]

Title: A Unified Convergence Analysis of First Order Convex Optimization Methods via Strong Lyapunov Functions

Long Chen, Hao Luo

Subjects: Optimization and Control (math.OC)

[4] arXiv:2108.00179 [pdf, other]

Title: Combined approach with second-order optimality conditions for bilevel programming problems

Xiaoxiao Ma, Wei Yao, Jane J. Ye, Jin Zhang

Comments: 31 pages

Subjects: Optimization and Control (math.OC)

[5] arXiv:2108.00203 [pdf, other]

Title: Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution

Hedy Attouch, Aicha Balhag, Zaki Chbani, Hassan Riahi

Comments: 22 pages, 1 figure. arXiv admin note: text overlap with arXiv:2104.11987

Subjects: Optimization and Control (math.OC)

[6] arXiv:2108.00234 [pdf, other]

Title: Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate

Julia Eisenberg, Stefan Kremsner, Alexander Steinicke

Comments: 25 pages, 4 figures

Subjects: Optimization and Control (math.OC); Probability (math.PR); Mathematical Finance (q-fin.MF)

[7] arXiv:2108.00237 [pdf, other]

Title: Minimization over the l1-ball using an active-set non-monotone projected gradient

Andrea Cristofari, Marianna De Santis, Stefano Lucidi, Francesco Rinaldi

Comments: 28 pages, 2 figures

Subjects: Optimization and Control (math.OC)

[8] arXiv:2108.00300 [pdf, other]

Title: Universal bounds for fixed point iterations via optimal transport metrics

Mario Bravo, Thierry Champion, Roberto Cominetti

Subjects: Optimization and Control (math.OC)

[9] arXiv:2108.00337 [pdf, other]

Title: Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets

Anastasiya Tanana

Subjects: Optimization and Control (math.OC)

[10] arXiv:2108.00393 [pdf, other]

Title: Mean-field particle swarm optimization

Sara Grassi, Hui Huang, Lorenzo Pareschi, Jinniao Qiu

Comments: arXiv admin note: text overlap with arXiv:2012.05613

Subjects: Optimization and Control (math.OC); Numerical Analysis (math.NA)

[11] arXiv:2108.00407 [pdf, other]

Title: A Branch-and-Price approach for the Continuous Multifacility Monotone Ordered Median Problem

Víctor Blanco, Ricardo Gázquez, Diego Ponce, Justo Puerto

Comments: 28 pages, 8 tables, 1 figure, 1 appendix

Subjects: Optimization and Control (math.OC)

[12] arXiv:2108.00416 [pdf, other]

Title: Network Flow based approaches for the Pipelines Routing Problem in Naval Design

Víctor Blanco, Gabriel González, Yolanda Hinojosa, Diego Ponce, Miguel A. Pozo, Justo Puerto

Comments: 23 páginas, 10 figures, 4 Algorithms, 3 Tables

Subjects: Optimization and Control (math.OC); Computational Engineering, Finance, and Science (cs.CE)

[13] arXiv:2108.00473 [pdf, other]

Title: Derivative-free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems

Zi Xu, Ziqi Wang, Jingjing Shen, Yuhong Dai

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Machine Learning (stat.ML)

[14] arXiv:2108.00740 [pdf, other]

Title: Multiplicative updates for symmetric-cone factorizations

Yong Sheng Soh, Antonios Varvitsiotis

Comments: 17 pages

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Signal Processing (eess.SP); Machine Learning (stat.ML)

[15] arXiv:2108.00755 [pdf, other]

Title: Rates of convergence for the policy iteration method for Mean Field Games systems

Fabio Camilli, Qing Tang

Subjects: Optimization and Control (math.OC); Analysis of PDEs (math.AP)

[16] arXiv:2108.00845 [pdf, other]

Title: Scoring a Goal optimally in a Soccer game under Liouville-like quantum gravity action

Paramahansa Pramanik, Alan M. Polansky

Comments: 32 pages

Subjects: Optimization and Control (math.OC)

[17] arXiv:2108.00858 [pdf, other]

Title: Predictive and Prescriptive Performance of Bike-Sharing Demand Forecasts for Inventory Management

Daniele Gammelli, Yihua Wang, Dennis Prak, Filipe Rodrigues, Stefan Minner, Francisco Camara Pereira

Comments: 28 pages, 6 figures

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG)

[18] arXiv:2108.00960 [pdf, other]

Title: Bilevel optimization in flow networks: A message-passing approach

Bo Li, David Saad, Chi Ho Yeung

Journal-ref: Phys. Rev. E 106, L042301 (2022)

Subjects: Optimization and Control (math.OC); Disordered Systems and Neural Networks (cond-mat.dis-nn); Physics and Society (physics.soc-ph)

[19] arXiv:2108.01003 [pdf, other]

Title: Prescribing net demand for two-stage electricity generation scheduling

Juan M. Morales, Miguel Á. Muñoz, Salvador Pineda

Journal-ref: Operations Research Perspectives, Vol. 10, 100268 (2023)

Subjects: Optimization and Control (math.OC); Machine Learning (stat.ML)

[20] arXiv:2108.01047 [pdf, other]

Title: A Multi-Period Water Network Planning for Industrial Parks; Impact of Design Periods on Park's Flexibility

Saman Taheri

Comments: 13 pages and 4 figures

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY)

[21] arXiv:2108.01219 [pdf, other]

Title: Computing the Newton-step faster than Hessian accumulation

Akshay Srinivasan, Emanuel Todorov

Comments: Presented at the Beyond First-order Methods workshop, ICML '21

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Symbolic Computation (cs.SC); Systems and Control (eess.SY)

[22] arXiv:2108.01269 [pdf, other]

Title: Unified Analysis on L1 over L2 Minimization for signal recovery

Min Tao, Xiao-Ping Zhang

Comments: 21 pages, 2 figures

Subjects: Optimization and Control (math.OC); Information Theory (cs.IT)

[23] arXiv:2108.01318 [pdf, other]

Title: A direct proof of convergence of Davis-Yin splitting algorithm allowing larger stepsizes

Francisco J. Aragón-Artacho, David Torregrosa-Belén

Subjects: Optimization and Control (math.OC)

[24] arXiv:2108.01391 [pdf, other]

Title: Optimality Conditions and Moreau--Yosida Regularization for Almost Sure State Constraints

Caroline Geiersbach, Michael Hintermüller

Subjects: Optimization and Control (math.OC)

[25] arXiv:2108.01457 [pdf, html, other]

Title: Lossless Convexification and Duality

Donghwan Lee

Subjects: Optimization and Control (math.OC)

[26] arXiv:2108.01490 [pdf, other]

Title: Extending dynamic mode decomposition to data from multiple outputs

Nibodh Boddupalli

Comments: Submitted to the American Control Conference 2022

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY); Dynamical Systems (math.DS)

[27] arXiv:2108.01579 [pdf, other]

Title: Algebraic and Graph-Theoretic Conditions for the Herdability of Linear Time-Invariant Systems

Giulia De Pasquale, Maria Elena Valcher

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY)

[28] arXiv:2108.01772 [pdf, html, other]

Title: Nonconvex Factorization and Manifold Formulations are Almost Equivalent in Low-rank Matrix Optimization

Yuetian Luo, Xudong Li, Anru R. Zhang

Subjects: Optimization and Control (math.OC); Information Theory (cs.IT); Machine Learning (cs.LG); Signal Processing (eess.SP); Machine Learning (stat.ML)

[29] arXiv:2108.01781 [pdf, other]

Title: Lifted contact dynamics for efficient optimal control of rigid body systems with contacts

Sotaro Katayama, Toshiyuki Ohtsuka

Comments: 8 pages, 4 figures. This work has been accepted to be presented at the 2022 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2022)

Subjects: Optimization and Control (math.OC); Robotics (cs.RO)

[30] arXiv:2108.01800 [pdf, other]

Title: On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy

Wenyuan Wang, Xiang Yu, Xiaowen Zhou

Comments: Final version, forthcoming in Applied Mathematics & Optimization

Subjects: Optimization and Control (math.OC); Risk Management (q-fin.RM)

[31] arXiv:2108.01983 [pdf, other]

Title: A simplified Newton method to generate snapshots for POD models of semilinear optimal control problems

Paul Manns, Stefan Ulbrich

Subjects: Optimization and Control (math.OC); Numerical Analysis (math.NA)

[32] arXiv:2108.01984 [pdf, other]

Title: Geometric Control of a Robot's Tool

Anis Bousclet, Mohamed Camil Belhadjoudja

Subjects: Optimization and Control (math.OC)

[33] arXiv:2108.02072 [pdf, other]

Title: Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functions

Pascal Bianchi, Walid Hachem, Sholom Schechtman

Comments: Accepted for publication in Mathematics of Operations Research

Subjects: Optimization and Control (math.OC); Machine Learning (stat.ML)

[34] arXiv:2108.02129 [pdf, other]

Title: Convergence results of a nested decentralized gradient method for non-strongly convex problems

Woocheol Choi, Doheon Kim, Seok-Bae Yun

Comments: 28 pages, Typos were fixed and new convergence results were added for the case when the communication number is constant, to appear in J. Optim. Theory Appl

Subjects: Optimization and Control (math.OC)

[35] arXiv:2108.02132 [pdf, other]

Title: A unified framework for distributed optimization algorithms over time-varying directed graphs

Woocheol Choi, Doheon Kim, Seok-Bae Yun

Subjects: Optimization and Control (math.OC)

[36] arXiv:2108.02144 [pdf, other]

Title: No-regret distributed learning in subnetwork zero-sum games

Shijie Huang, Jinlong Lei, Yiguang Hong, Uday V. Shanbhag, Jie Chen

Subjects: Optimization and Control (math.OC)

[37] arXiv:2108.02194 [pdf, other]

Title: A remark on the approximation of non-negative polynomials by SONC polynomials

Gennadiy Averkov

Subjects: Optimization and Control (math.OC); Algebraic Geometry (math.AG)

[38] arXiv:2108.02198 [pdf, other]

Title: On the Computation of Hierarchical Control results for One-Dimensional Transmission Line

Pitágoras P. de Carvalho, Olímpio P. de Sá Neto

Subjects: Optimization and Control (math.OC); Analysis of PDEs (math.AP)

[39] arXiv:2108.02300 [pdf, other]

Title: Online Stochastic DCA with applications to Principal Component Analysis

Hoai An Le Thi, Hoang Phuc Hau Luu, Tao Pham Dinh

Subjects: Optimization and Control (math.OC)

[40] arXiv:2108.02307 [pdf, other]

Title: Regret Analysis of Learning-Based MPC with Partially-Unknown Cost Function

Ilgin Dogan, Zuo-Jun Max Shen, Anil Aswani

Comments: 16 pages, 2 figures

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG)

[41] arXiv:2108.02311 [pdf, other]

Title: Modeling and Control of Large-Scale Adversarial Swarm Engagements

Theodoros Tsatsanifos, Abram H. Clark, Claire Walton, Isaac Kaminer, Qi Gong

Subjects: Optimization and Control (math.OC)

[42] arXiv:2108.02335 [pdf, other]

Title: Advances in Trajectory Optimization for Space Vehicle Control

Danylo Malyuta, Yue Yu, Purnanand Elango, Behcet Acikmese

Comments: 100 pages, 18 figures, 1 table; accepted in Elsevier Annual Reviews in Control

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Systems and Control (eess.SY)

[43] arXiv:2108.02374 [pdf, other]

Title: Reinforcement Learning Based Optimal Battery Control Under Cycle-based Degradation Cost

Kyung-bin Kwon, Hao Zhu

Subjects: Optimization and Control (math.OC)

[44] arXiv:2108.02602 [pdf, other]

Title: Tikhonov Regularization of Circle-Valued Signals

Laurent Condat

Subjects: Optimization and Control (math.OC); Computer Vision and Pattern Recognition (cs.CV); Signal Processing (eess.SP)

[45] arXiv:2108.02609 [pdf, other]

Title: Semiconcavity and Sensitivity Analysis in Mean-Field Optimal Control and Applications

Benoît Bonnet, Hélène Frankowska

Comments: 55 pages

Journal-ref: Journal de Math\'ematiques Pures et Appliqu\'eees, Published online (2021)

Subjects: Optimization and Control (math.OC)

[46] arXiv:2108.02632 [pdf, other]

Title: Remarks on input to state stability of perturbed gradient flows, motivated by model-free feedback control learning

Eduardo D. Sontag

Comments: Version 2 has now includes a more descriptive abstract and introduction, more citations, and a detailed discussion of the steepest descent algorithm as an ISS discrete-time system. Version 3 added a few citations in the discussion (thanks to readers who suggested)

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY)

[47] arXiv:2108.02648 [pdf, html, other]

Title: Optimal consumption with loss aversion and reference to past spending maximum

Xun Li, Xiang Yu, Qinyi Zhang

Comments: Final version, forthcoming in SIAM Journal on Financial Mathematics

Subjects: Optimization and Control (math.OC); Mathematical Finance (q-fin.MF)

[48] arXiv:2108.02651 [pdf, other]

Title: Next-Gen Gas Network Simulation

Christian Himpe, Sara Grundel, Peter Benner

Subjects: Optimization and Control (math.OC); Computational Engineering, Finance, and Science (cs.CE); Systems and Control (eess.SY)

[49] arXiv:2108.02703 [pdf, other]

Title: PI controllers for the general Saint-Venant equations

Amaury Hayat

Comments: 32 pages

Subjects: Optimization and Control (math.OC); Analysis of PDEs (math.AP)

[50] arXiv:2108.02897 [pdf, other]

Title: Resolvent Splitting for Sums of Monotone Operators with Minimal Lifting

Yura Malitsky, Matthew K. Tam

Comments: 23 pages

Subjects: Optimization and Control (math.OC)