最优化与控制

Optimization over the intersection of two manifolds arises in a broad range of applications, but is hindered by the coupled geometry of the feasible region. In this paper, we prove that the regularities -- clean intersection and intrinsic…

The dynamical systems having both bosonic and fermionic variables play an important role in the theory of supersymmetry. This article addresses the control problems including both bosonic and fermionic variables on Lie supergroup as the…

From a multi-input-multi-output (MIMO) discrete-time linear system, we collect input-output data affected by noise in the form of an unknown exosignal and, from these data points (without knowledge of the system model), we design a feedback…

We consider the problem of minimizing the sum of a Lipschitz differentiable convex function $f$ and a proper closed convex function $h$ that admits efficient linear minimization oracles, subject to multiple smooth convex inequality…

Vehicle-to-vehicle (V2V) energy trading enables decentralized peer-to-peer energy exchange among electric vehicles (EVs), reducing grid dependency while monetizing surplus capacity. However, coordinating self-interested EV agents with…

We study online optimization problems in which the cost function depends on latent, time-varying parameters that are unmeasurable and governed by unknown dynamics. Specifically, we consider a strongly convex cost function whose linear term…

This paper addresses the challenge of obtaining strong optimality guarantees in constrained nonsmooth nonconvex optimization under mild regularity conditions, namely local Lipschitz continuity and existence and continuity of directional…

We study fixed-cardinality maximization of the inverse-matrix Solow--Polasky diversity, equivalently finite metric magnitude for the exponential kernel, on one-dimensional and ordered metric sets. The analysis starts from the known…

We address the optimal control problems arising from partial differential equations with large discrete dimensional control systems. To obtain reduced order models, we find basis elements from the canonical polyadic (CP) decomposition.…

Recovering probability measures from moments is a central theme in statistics and optimization. In particular, we focus on the recovery of measures from moments and pseudo-moments, which may come from solving the moment-SOS hierarchy in one…

Optimization is widely used to determine the physical and financial exchange of wholesale electricity in organized markets. Guarantees of solution optimality and feasibility rest largely on convexity, which is not in general a…

Distributed optimization is widely used in large-scale and privacy-preserving machine learning, where each agent stores a local objective and communicates only with its neighbors in a connected network. We study decentralized second-order…

This paper studies a stochastic mean-field linear-quadratic Stackelberg differential game with random coefficients. The interaction between mean-field terms and random coefficients precludes the direct use of conventional decoupling…

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

This paper investigates the distributed fixed point seeking problem of sum-separable stochastic operators over the multi-agent network. Based on inexact Krasnosel'ski\u{\i}--Mann iterations, the communication-efficient distributed algorithm…

It has long remained open whether smoothing Newton methods (SNMs) for symmetric cone programming (SCP) admit polynomial iteration complexity. A key difficulty lies in the lack of an analogue of the self-concordant convex framework…

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…

We develop a mixed-integer nonlinear programming (MINLP) approach for the classical Heilbronn triangle problem, demonstrating the capability of modern global optimization solvers to tackle challenging combinatorial geometry problems. A…

Corresponding to a hyperbolic system $(V, p, e)$, where $V$ is a real finite-dimensional vector space and $p$ is a hyperbolic polynomial of degree $n$ in the direction $e$, we consider the eigenvalue map $\lambda: V \to R^n$ and the…

This work is concerned with a switching point optimization problem governed by a semilinear parabolic equation in abstract function spaces. It is shown that the switching-point-to-control mapping is continuously Fr\'echet-differentiable…