最优化与控制
We prove a converse Lyapunov theorem for boundedness of reachability sets for a general class of control systems whose flow is Lipschitz continuous on compact intervals with respect to trajectory-dominated inputs. We show that this…
The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…
In this paper, we consider the problem of minimizing a smooth function on a Riemannian manifold and present a Riemannian gradient method with momentum. The proposed algorithm represents a substantial and nontrivial extension of a recently…
In modern e-commerce and service operations, firms must jointly manage inventory replenishment and real-time order fulfillment to maximize profit under demand uncertainty. While each component has been studied extensively in isolation,…
Performance indicators are essential tools for assessing the convergence behavior of multi-objective optimization algorithms, particularly when the true Pareto front is unknown or difficult to approximate. Classical reference-based metrics…
We propose a method to identify nonlinear acyclic networks in continuous time when the dynamics are located on the edges and all the nodes are excited. We show that it is necessary and sufficient to measure all the sinks to identify any…
Magnetic resonance imaging (MRI) is central to the diagnosis of multiple sclerosis, where the identification of biomarkers such as the central vein sign benefits from high-resolution images. However, most clinical brain MRI scans are…
We consider a class of two-stage nonconvex nonsmooth stochastic conic program, where the objective functions in both stages can contain nonsmooth terms that are functions with easily computed proximal mappings, further composed with affine…
Focusing on the assessment of benthic algae blooms that decay subexponentially, we propose a tractable (solvable in a closed form) and well-defined (that does not diverge) environmental index for the impact assessment of long-memory…
Renewable power-to-hydrogen (ReP2H) enables large-scale renewable energy utilization and supports the decarbonization of hard-to-abate sectors, such as chemicals and maritime transport, via hydrogen-based renewable ammonia and methanol…
This paper examines multi-armed bandits in which actions are taken at random discrete times. The model consists of $J$ independent arms. When an arm is operated, it must remain active for a random duration, modeled by the inter-arrival time…
This paper develops negative curvature methods for continuous nonlinear unconstrained optimization in stochastic settings, in which function, gradient, and Hessian information is available only through probabilistic oracles, i.e., oracles…
We present a structure-aware parallel presolve framework specialized to arrowhead linear programs (AHLPs) and designed for high-performance computing (HPC) environments, integrated into the parallel interior point solver PIPS-IPM++.…
The integration of storage and renewable resources fundamentally alters resource-adequacy analysis. Because storage couples decisions across time, it invalidates the traditional reliability models that are based on time-independent capacity…
This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is achieved by constructing a stochastic gradient descent…
The problem of constrained stabilization on the n-sphere under star-shaped constraints is considered. We propose a control strategy that allows to almost globally steer the state to a desired location while avoiding star-shaped constraints…
We investigate the use of low-precision first-order methods (FOMs) within a fix-and-propagate (FP) framework for solving mixed-integer programming problems (MIPs). We employ GPU-accelerated PDLP, a variant of the Primal-Dual Hybrid Gradient…
We introduce the Morse parametric qualification condition for bilevel programming. Generic semi-algebraic functions are Morse parametric in a piecewise sense. Thus, bilevel programs with a Morse parametric lower level constitute a relevant…
Sparse optimization seeks an optimal solution with few nonzero entries. To achieve this, it is common to add to the criterion a penalty term proportional to the $\ell_1$-norm, which is recognized as the archetype of sparsity-inducing norms.…
In this paper we propose a framework to analyze iterative first-order optimization algorithms for time-varying convex optimization. We assume that the temporal variability is caused by a time-varying parameter entering the objective, which…