Optimization and Control

Authors and titles for October 2022

[101] arXiv:2210.04579 [pdf, other]

Title: Using second-order information in gradient sampling methods for nonsmooth optimization

Bennet Gebken

Subjects: Optimization and Control (math.OC)

[102] arXiv:2210.04645 [pdf, other]

Title: Optimal Stopping with Trees: The Details

Sigurd Assing, Xin Zhi

Comments: 40 pages (including 18 figures and 10 tables)

Subjects: Optimization and Control (math.OC)

[103] arXiv:2210.04757 [pdf, other]

Title: On the Performance of Gradient Tracking with Local Updates

Edward Duc Hien Nguyen, Sulaiman A. Alghunaim, Kun Yuan, César A. Uribe

Comments: 8 pages, 1 figure, submitted to ACC

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

[104] arXiv:2210.04774 [pdf, other]

Title: Online Resource Allocation with Samples

Negin Gorlezaei, Patrick Jaillet, Zijie Zhou

Subjects: Optimization and Control (math.OC); Theoretical Economics (econ.TH)

[105] arXiv:2210.04808 [pdf, other]

Title: A stochastic integer programming approach to reserve staff scheduling with preferences

Carl Perreault-Lafleur, Margarida Carvalho, Guy Desaulniers

Comments: 25 pages, 4 figures, International Transactions in Operational Research (2023)

Subjects: Optimization and Control (math.OC)

[106] arXiv:2210.04810 [pdf, other]

Title: Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies

Bin Hu, Kaiqing Zhang, Na Li, Mehran Mesbahi, Maryam Fazel, Tamer Başar

Comments: To Appear in Annual Review of Control, Robotics, and Autonomous Systems

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

[107] arXiv:2210.04840 [pdf, other]

Title: Rieoptax: Riemannian Optimization in JAX

Saiteja Utpala, Andi Han, Pratik Jawanpuria, Bamdev Mishra

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

[108] arXiv:2210.05046 [pdf, other]

Title: Data-Driven Feedback Linearization using the Koopman Generator

Darshan Gadginmath, Vishaal Krishnan, Fabio Pasqualetti

Comments: 8 pages

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

[109] arXiv:2210.05066 [pdf, other]

Title: A Linearly Convergent Algorithm for Rotationally Invariant $\ell_1$-Norm Principal Component Analysis

Taoli Zheng, Peng Wang, Anthony Man-Cho So

Comments: 11 pages, 3 figures

Subjects: Optimization and Control (math.OC); Signal Processing (eess.SP)

[110] arXiv:2210.05108 [pdf, other]

Title: Functional Constrained Optimization for Risk Aversion and Sparsity Control

Yi Cheng, Guanghui Lan, H. Edwin Romeijn

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

[111] arXiv:2210.05164 [pdf, html, other]

Title: Tight Error Bounds for the Sign-Constrained Stiefel Manifold

Xiaojun Chen, Yifan He, Zaikun Zhang

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

[112] arXiv:2210.05213 [pdf, other]

Title: Relationship between MP and DPP for stochastic recursive optimal control problem under volatility uncertainty

Xiaojuan Li

Comments: 21 pages

Subjects: Optimization and Control (math.OC)

[113] arXiv:2210.05305 [pdf, other]

Title: On the Efficiency of Energy Markets with Non-Merchant Storage

Linde Frölke, Eléa Prat, Pierre Pinson, Richard M. Lusby, Jalal Kazempour

Subjects: Optimization and Control (math.OC)

[114] arXiv:2210.05379 [pdf, other]

Title: Inexact Penalty Decomposition Methods for Optimization Problems with Geometric Constraints

Matteo Lapucci, Christian Kanzow

Comments: Comput Optim Appl (2023)

Subjects: Optimization and Control (math.OC)

[115] arXiv:2210.05502 [pdf, other]

Title: A new shape optimization approach for fracture propagation

Tim Suchan (1), Kathrin Welker (2), Winnifried Wollner (3) ((1) Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg, Germany, (2) Technische Universität Bergakademie Freiberg, Germany, (3) Universität Hamburg, Germany)

Comments: 10 pages, 6 figures, Accepted for publication in: Proceedings in Applied Mathematics and Mechanics 2022

Subjects: Optimization and Control (math.OC)

[116] arXiv:2210.05592 [pdf, other]

Title: Logic-Based Benders for intermodal operations with delay penalties

Ioannis Avgerinos, Ioannis Mourtos, Georgios Zois

Subjects: Optimization and Control (math.OC)

[117] arXiv:2210.05618 [pdf, other]

Title: Zero-Order One-Point Estimate with Distributed Stochastic Gradient-Tracking Technique

Elissa Mhanna, Mohamad Assaad

Comments: 36 pages, 8 figures

Subjects: Optimization and Control (math.OC); Distributed, Parallel, and Cluster Computing (cs.DC); Multiagent Systems (cs.MA); Machine Learning (stat.ML)

[118] arXiv:2210.05700 [pdf, other]

Title: Multi-purpose Pickup and Delivery Problem for Combined Passenger and Freight Transport

Jonas Hatzenbühler, Erik Jenelius, Győző Gidófalvi, Oded Cats

Subjects: Optimization and Control (math.OC)

[119] arXiv:2210.05807 [pdf, other]

Title: Solving Convex Smooth Function Constrained Optimization Is Almost As Easy As Unconstrained Optimization

Zhe Zhang, Guanghui Lan

Subjects: Optimization and Control (math.OC)

[120] arXiv:2210.05824 [pdf, other]

Title: Adapting Zeroth Order Algorithms for Comparison-Based Optimization

Isha Slavin, Daniel McKenzie

Comments: Pending review at SIURO

Subjects: Optimization and Control (math.OC)

[121] arXiv:2210.05841 [pdf, other]

Title: Towards Optimal Primary- and Secondary-control Design for Networks with Generators and Inverters

Manish K. Singh, D. Venkatramanan, Sairaj Dhople

Comments: Presented at the Allerton conference 2022

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

[122] arXiv:2210.05897 [pdf, other]

Title: Almost Sure Convergence of Distributed Optimization with Imperfect Information Sharing

Hadi Reisizadeh, Anand Gokhale, Behrouz Touri, Soheil Mohajer

Subjects: Optimization and Control (math.OC)

[123] arXiv:2210.05970 [pdf, other]

Title: Modeling the impact of rainfall and temperature on sterile insect control strategies in a Tropical environment

Yves Dumont (UMR AMAP), Michel Duprez (MIMESIS, ICube)

Subjects: Optimization and Control (math.OC)

[124] arXiv:2210.05987 [pdf, other]

Title: A Momentum Accelerated Adaptive Cubic Regularization Method for Nonconvex Optimization

Yihang Gao, Michael K. Ng

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

[125] arXiv:2210.05994 [pdf, other]

Title: SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalities

Aleksandr Beznosikov, Alexander Gasnikov

Comments: 11 pages, 1 algorithm, 1 figure, 1 theorem

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

[126] arXiv:2210.05995 [pdf, other]

Title: SGDA with shuffling: faster convergence for nonconvex-P{\L} minimax optimization

Hanseul Cho, Chulhee Yun

Comments: ICLR 2023 camera-ready version; 46 pages

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

[127] arXiv:2210.06004 [pdf, other]

Title: A heuristic algorithm for the Air Transport Unit Consolidation Problem

Enrico Angelelli, Claudia Archetti, Lorenzo Peirano

Subjects: Optimization and Control (math.OC)

[128] arXiv:2210.06053 [pdf, other]

Title: Sensitivity analysis of value functional of fractional optimal control problem with application to construction of optimal feedback control

Mikhail Gomoyunov

Journal-ref: Appl. Math. Optim. 88, 41 (2023)

Subjects: Optimization and Control (math.OC)

[129] arXiv:2210.06061 [pdf, other]

Title: Non-Smooth, H\"older-Smooth, and Robust Submodular Maximization

Duksang Lee, Nam Ho-Nguyen, Dabeen Lee

Subjects: Optimization and Control (math.OC); Data Structures and Algorithms (cs.DS)

[130] arXiv:2210.06086 [pdf, html, other]

Title: The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems

Ilya Kuruzov, Alexander Rogozin, Demyan Yarmoshik, Alexander Gasnikov

Subjects: Optimization and Control (math.OC)

[131] arXiv:2210.06268 [pdf, other]

Title: On a Canonical Distributed Controller in the Behavioral Framework

Tom R. V. Steentjes, Mircea Lazar, Paul M. J. Van den Hof

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

[132] arXiv:2210.06269 [pdf, other]

Title: Optimal Control of Transient Flows in Pipeline Networks with Heterogeneous Mixtures of Hydrogen and Natural Gas

Luke Baker, Saif R. Kazi, Rodrigo B. Platte, Anatoly Zlotnik

Comments: In Proceedings of the 2023 American Control Conference

Subjects: Optimization and Control (math.OC)

[133] arXiv:2210.06358 [pdf, other]

Title: On Dirac structure of infinite-dimensional stochastic port-Hamiltonian systems

François Lamoline, Anthony Hastir

Subjects: Optimization and Control (math.OC)

[134] arXiv:2210.06367 [pdf, other]

Title: Quadratic minimization: from conjugate gradient to an adaptive Heavy-ball method with Polyak step-sizes

Baptiste Goujaud, Adrien Taylor, Aymeric Dieuleveut

Comments: 10 pages, 2 figures

Subjects: Optimization and Control (math.OC)

[135] arXiv:2210.06388 [pdf, other]

Title: Optimal design-for-control of self-cleaning water distribution networks using a convex multi-start algorithm

Bradley Jenks, Filippo Pecci, Ivan Stoianov

Subjects: Optimization and Control (math.OC)

[136] arXiv:2210.06532 [pdf, other]

Title: Relaxed many-body optimal transport and related asymptotics

Ugo Bindini, Guy Bouchitté

Subjects: Optimization and Control (math.OC)

[137] arXiv:2210.06543 [pdf, other]

Title: A General Stochastic Optimization Framework for Convergence Bidding

Letif Mones, Sean Lovett

Subjects: Optimization and Control (math.OC); Computer Science and Game Theory (cs.GT); Machine Learning (cs.LG); Signal Processing (eess.SP)

[138] arXiv:2210.06590 [pdf, other]

Title: Sparse PCA: a Geometric Approach

Dimitris Bertsimas, Driss Lahlou Kitane

Comments: 35 pages, 10 figures

Subjects: Optimization and Control (math.OC); Statistics Theory (math.ST)

[139] arXiv:2210.06635 [pdf, other]

Title: A Bayesian Optimization Framework for Finding Local Optima in Expensive Multi-Modal Functions

Yongsheng Mei, Tian Lan, Mahdi Imani, Suresh Subramaniam

Comments: European Conference on Artificial Intelligence (ECAI) 2023

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

[140] arXiv:2210.06907 [pdf, other]

Title: No Dimension-Free Deterministic Algorithm Computes Approximate Stationarities of Lipschitzians

Lai Tian, Anthony Man-Cho So

Comments: 17 pages, submitted to SODA 2023

Subjects: Optimization and Control (math.OC)

[141] arXiv:2210.06913 [pdf, other]

Title: Distributed Primal Outer Approximation Algorithm for Sparse Convex Programming with Separable Structures

Alireza Olama, Eduardo Camponogara, Paulo R.C. Mendes

Subjects: Optimization and Control (math.OC)

[142] arXiv:2210.07051 [pdf, other]

Title: An integrated mixed integer program model for the two-level capacitated vehicle routing problem with extensions

Congzheng Liu

Subjects: Optimization and Control (math.OC)

[143] arXiv:2210.07160 [pdf, other]

Title: SOLNP+: A Derivative-Free Solver for Constrained Nonlinear Optimization

Dongdong Ge, Tianhao Liu, Jinsong Liu, Jiyuan Tan, Yinyu Ye

Subjects: Optimization and Control (math.OC)

[144] arXiv:2210.07326 [pdf, other]

Title: Characterizing matrices with eigenvalues in an LMI region: A dissipative-Hamiltonian approach

Neelam Choudhary, Nicolas Gillis, Punit Sharma

Comments: 15 pages, 2 figures

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

[145] arXiv:2210.07339 [pdf, other]

Title: Nash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit, and Role of Common Randomness

Sina Sanjari, Naci Saldi, Serdar Yüksel

Subjects: Optimization and Control (math.OC); Computer Science and Game Theory (cs.GT)

[146] arXiv:2210.07361 [pdf, other]

Title: On the ergodicity assumption in Performance-Based Engineering

Andre T. Beck, Rubia M. Bosse, Isabela D. Rodrigues

Journal-ref: Structural Safety 97 (2022) 102218

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

[147] arXiv:2210.07473 [pdf, other]

Title: Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis

Yutian Wang, Yuan-Hua Ni, Zengqiang Chen, Ji-Feng Zhang

Comments: This work has been submitted to the IEEE for possible publication

Subjects: Optimization and Control (math.OC)

[148] arXiv:2210.07479 [pdf, other]

Title: Identification of a boundary obstacle in a Stokes fluid with Dirichlet--Navier boundary conditions: external measurements

Louis Breton, Cristhian Montoya, Pedro González-Casanova, Jesús López Estrada

Subjects: Optimization and Control (math.OC)

[149] arXiv:2210.07513 [pdf, other]

Title: Continuous-in-time Limit for Bayesian Bandits

Yuhua Zhu, Zachary Izzo, Lexing Ying

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

[150] arXiv:2210.07549 [pdf, other]

Title: On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model

Lijun Bo, Wenyuan Wang, Kaixin Yan

Comments: arXiv admin note: text overlap with arXiv:2207.02661

Subjects: Optimization and Control (math.OC)