Robust Non-termination Analysis of Numerical Software

Bai Xue; Naijun Zhan; Yangjia Li; Qiuye Wang

Home/Archive/arXiv

arXiv · 1804.01391

Robust Non-termination Analysis of Numerical Software

Bai Xue·Naijun Zhan·Yangjia Li·Qiuye Wang

View original source ↗Read source document ↗Export metadata ↓

Abstract

Numerical software are widely used in safety-critical systems such as aircrafts, satellites, car engines and so on, facilitating dynamics control of such systems in real time, it is therefore absolutely necessary to verify their correctness. It is a long standing challenge to guarantee verified properties of numerical software are indeed satisfied by their real behaviours, because most of these verifications are conducted under ideal mathematical models, but their real executions could be influenced essentially by uncertain inputs accounting for round-off errors and additive perturbations from real-world phenomena to hardware, which are abstracted away in these ideal mathematical models. In this paper, we attempt to address this issue focusing on nontermination analysis of numerical software, where nontermination is often an unexpected behaviour of computer programs and may be problematic for applications such as real-time systems having hard deadlines on transaction execution time, and propose a method for robust conditional nontermination analysis, which can be used to under-approximate the maximal robust nontermination input set for a given program, from which the program never terminates, regardless of the aforementioned disturbances. Finally, several examples are employed to illustrate our approach.

Explore related subjects

math.OC

Keep this discovery

Explore connections, maps & timelines

BibTeX RIS

Bai Xue, Naijun Zhan, Yangjia Li, Qiuye Wang. 2018-10-28. Robust Non-termination Analysis of Numerical Software. https://arxiv.org/abs/1804.01391

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized linear-quadratic tracking problem and responds to the leader's trajectory with a randomized policy. Anticipating this response, the leader designs informative controls to maximize the estimation efficiency for the follower's latent intent, through maximum likelihood estimation. Unlike prior work on discrete-time or finite-candidate inverse learning, our framework enables continuous parameter inference without prior assumptions and endogenizes the information source through the follower's strategic feedback. We derive semi-explicit solutions, prove well-posedness, and develop recurrent neural network algorithms to approximate the leader's path-dependent control. Numerical experiments demonstrate how the leader balances task performance and information gain, highlighting the practical value of our approach for adversarial strategic inference.

math.OC↗

arXiv2026

Stratification for Nonlinear Semidefinite Programming

This paper introduces a stratification framework for nonlinear semidefinite programming (NLSDP) that reveals and utilizes the geometry behind the nonsmooth KKT system. Based on the index stratification of $\mathbb{S}^n$ and its lift to the primal-dual space, a stratified variational analysis is developed. Specifically, we define the stratum-restricted regularity property, characterize it by the verifiable weak second order condition (W-SOC) and weak strict Robinson constraint qualification (W-SRCQ), and interpret the W-SRCQ geometrically via transversality, with stability along strata. The interactions of these properties across neighboring strata are further examined, leading to the conclusion that classical strong-form regularity conditions correspond to the local uniform validity of stratum-restricted counterparts. On the algorithmic side, a stratified Gauss--Newton method with normal steps and a correction mechanism is proposed for globally solving the KKT equation through a least-squares merit function. We demonstrate that the algorithm converges globally to directional stationary points. Moreover, under the second order sufficient condition (SOSC) and the strict Robinson constraint qualification (SRCQ) at an accumulation point, with a suitable correction threshold, the whole sequence converges superlinearly to this point, which is a KKT pair, and eventually identifies the active stratum. The rate is quadratic if the problem data are additionally of class $LC^2$ near the solution.

math.OC↗

arXiv2026

Convergence Rate Analysis of SOAP with Arbitrary Orthogonal Projection Matrices

In this short note, we establish, for the first time, the convergence rate of SOAP, an efficient and popular matrix-based optimizer for training deep neural networks. Our analysis extends to a more general variant of SOAP that admits arbitrary orthogonal projection matrices and requires only that these matrices be conditionally independent of the current stochastic gradient at each iteration. For example, they may be constructed from information available up to the preceding step.

math.OC↗