Formal Entropy-Regularized Control of Stochastic Systems

This paper presents a formal control synthesis framework for continuous-state stochastic systems that minimizes a linear combination of system entropy (measured by KL divergence to uniform) and cumulative cost by deriving novel bounds on the entropy difference between continuous distributions and their finite-state abstractions, thereby enabling entropy-aware controllers with rigorous performance guarantees.

Menno van Zutphen, Giannis Delimpaltadakis, Duarte J. Antunes2026-03-06🔢 math

A Second-Order Algorithm Based on Affine Scaling Interior-Point Methods for nonlinear minimization with bound constraints

This paper extends the homogeneous second-order descent method (HSODM) to bound-constrained nonlinear optimization by proposing the SOBASIP algorithm, which utilizes affine scaling and homogenization techniques to achieve a global iteration complexity of O(ϵ3/2)O(\epsilon^{-3/2}) for finding ϵ\epsilon-approximate second-order stationary points and exhibits local superlinear convergence.

Yonggang Pei, Yubing Lin2026-03-06🔢 math

Solution of a bilevel optimistic scheduling problem on parallel machines

This paper addresses a strong NP-hard bilevel optimistic scheduling problem on uniform parallel machines, where a leader minimizes weighted tardy jobs and a follower minimizes total completion time, by establishing its complexity via reduction from Numerical 3-Dimensional Matching and proposing exact solution methods including a dynamic programming algorithm, a MIP formulation, and a branch-and-bound approach with column generation that effectively solve instances up to 80 jobs and 4 machines.

Quentin Schau, Olivier Ploton, Vincent T'kindt + 3 more2026-03-06🔢 math

Optimization with Parametric Variational Inequality Constraints on a Moving Set

This paper investigates optimization problems constrained by parametric variational inequalities on moving sets by establishing the Lipschitz continuity of the solution function and automatic metric regularity, and proposes a Smoothing Implicit Gradient Algorithm (SIGA) that is proven to converge to a stationary point and validated through real-world portfolio management applications.

Xiaojun Chen, Jin Zhang, Yixuan Zhang2026-03-06🔢 math

Integral Formulation and the Brézis-Ekeland-Nayroles-Type Principle for Prox-Regular Sweeping Processes

This paper establishes a unified bounded-variation solution framework for prox-regular sweeping processes by proving the equivalence between a new integral formulation with a quadratic correction term and the standard differential-measure formulation, while also deriving a Brézis-Ekeland-Nayroles-type variational characterization that ensures stability under uniform limits.

Juan Guillermo Garrido, Emilio Vilches2026-03-06🔢 math

Adaptive Multilevel Newton: A Quadratically Convergent Optimization Method

This paper introduces an adaptive multilevel Newton-type method that automatically switches to full Newton steps once quadratic convergence is achievable, thereby overcoming the initial slow convergence of standard Newton methods while consistently outperforming both first-order and classical multilevel approaches on strongly convex and self-concordant functions.

Nick Tsipinakis, Panagiotis Tigkas, Panos Parpas2026-03-05🔢 math

A Linear Parameter-Varying Framework for the Analysis of Time-Varying Optimization Algorithms

This paper proposes a novel Linear Parameter-Varying (LPV) framework utilizing Integral Quadratic Constraints (IQCs) to analyze and establish quantitative tracking error bounds for iterative first-order optimization algorithms applied to time-varying convex problems, where the bounds depend on specific measures of temporal variability such as function value and gradient rates of change.

Fabian Jakob, Andrea Iannelli2026-03-05🔢 math