arXiv subjects

Iman Shames

Publications and source records attributed to Iman Shames.

At least 19 recordsLinked to original sources

arXiv2026

Data Requirements for Electric Grid Topology and Admittance Estimation

Recent advances in precise phasor measurement units are enabling new approaches to estimate distribution and transmission grid parameters in real-time. In this paper, we investigate voltage and current phasor measurement requirements to estimate the electric grid topology and admittance parameters. We show necessary and sufficient conditions for the number of independent operating points (measurements) required to determine the topology and admittance of a completely unknown electric grid. With prior topology information, we also show that there is a minimum number of measurements required to uniquely determine the admittance matrix and corresponding grid topology. In the presence of noisy phasor measurements, we show that the admittance matrix can be estimated using a structured total least squares approach. By means of numerical simulations on the IEEE 13-node distribution feeder, the IEEE 14-node transmission network, and the IEEE 123-node distribution feeder, we demonstrate our approach is suitable for applications in radial and mesh grid topologies in the presence of measurement noise.

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arXiv2026

Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach

We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method applied to this problem. The method is based on the subgradient of the Lovász extension of the objective function with respect to the minimiser and based on Gaussian smoothing to estimate the smoothed function gradient with respect to the maximiser. In expectation sense, we prove the convergence of the algorithm to an $ε$-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves $O(\sqrt{N(1+\bar{P}_N)})$ online duality gap, where $N$ is the number of iterations and $\bar{P}_N$ is the path length of the sequence of optimal decisions. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

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arXiv2026

Best Response Dynamics for Zero-Sum Dynamic Games with Partial-Asymmetric Information

This work studies a class of zero-sum stochastic linear quadratic dynamic games (LQDGs) under partial and asymmetric information. Information asymmetry introduces fundamental challenges related to \textit{belief representation} and \textit{theory of mind}, where players must impute belief states and estimates of other players to inform their strategies. Existing work highlights the difficulty of applying dynamic programming-like decomposition approach to these problems. An alternative approach based on \textit{best response dynamics} is proposed, which provides insights into belief representation and theory of mind challenges. Explicit expressions for each player's best response within the class of pure linear dynamic output feedback control strategies are derived, where the internal state dimension of each control is an integer multiple of the system state dimension. As players iteratively update their best responses, they form increasingly higher-order belief states, leading to infinite-dimensional internal states. However, numerical results reveal that the game's value converges after only a few iterations, suggesting that higher-order belief states provide vanishing benefit. This work further conducts numerical experiments to analyze the impact of asymmetric beliefs, belief orders, relative controllability and observability, and direct feed-through on a linear quadratic pursuit-evasion game's value.

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arXiv2026

Semi-Explicit Solutions to the Prying-Pedestrian Surveillance-Evasion Differential Game and Extensions to Two Pursuers

In [1], the authors recently proposed and solved a surveillance-evasion differential game in which an agile pursuer (the prying pedestrian) seeks to remain within a given surveillance range of a less agile evader for as long as possible while the evader seeks to escape as quickly as possible. In this paper, we provide initial results that extend this game from the 1 versus 1 (1v1) setting to a 2 versus 1 (2v1) setting with two pursuers and one evader. By deriving and exploiting semi-explicit or geometric reinterpretations of the existing 1v1 results, we derive partial solutions to the 2v1 game for the case of static pursuers and for the case of an evader that is at least twice as fast as the pursuers. While the 2v1 results of this paper build on the 1v1 results of [1], a different solution approach is developed to avoid a coordinate transformation that reduces the 1v1 game to two dimensions but which is ineffective at simplifying the 2v1 game. Beyond enabling progress on the 2v1 game, our new approach yields new geometric interpretations of the optimal pursuer and evader strategies in the 1v1 game, and opens further possible extensions.

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arXiv2026

Foundations of Machine-Checked Control Theory in Lean

We introduce an open-source library for machine-checked control theory in the interactive proof assistant Lean to lay foundations for the verification of cyber-physical systems. To this end, as representative theorems, we present formalizations of Lyapunov stability theory and the small-gain theorem. First, the machinery employed for formalizing Lyapunov stability, i.e., neighborhood filters, allows stating a Lyapunov theorem that covers both points and sets and applies to continuous, discrete, and hybrid systems. Second, the small-gain theorem is proved via stating input-output systems as relations without the usual well-posedness assumption. The Lean formalization of each of these theorems is then presented. We conclude by discussing the library architecture and mentioning some of the other system theoretic results that are formalized in the library along with future plans.

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arXiv2026

Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles

This paper explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unconstrained and constrained settings. For the unconstrained problem, we establish the ZO algorithm's convergence to a global minimum along with its complexity when applied to both QC and SQC functions. For the constrained problem, we introduce the new notion of proximal-quasar-convexity and prove analogous results to the unconstrained case. Specifically, we derive complexity bounds and prove convergence of the algorithm to a neighbourhood of a global minimum whose size can be controlled under a variance reduction scheme. Beyond the theoretical guarantees, we demonstrate the practical implications of our results on several machine learning problems where quasar-convexity naturally arises, including linear dynamical system identification and generalised linear models.

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arXiv2026

Line-Search Filter Differential Dynamic Programming for Optimal Control with Nonlinear Equality Constraints

We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian class of algorithms, FilterDDP uses a step filter in conjunction with a line search to handle equality constraints. We identify two important design choices for the step filter criteria which lead to robust numerical performance: 1) we use the Lagrangian instead of the cost in the step acceptance criterion and, 2) in the backward pass, we perturb the value function Hessian. Both choices are rigorously justified, for 2) in particular by a formal proof of local quadratic convergence. In addition to providing a primal-dual interior point extension for handling OCPs with both equality and inequality constraints, we validate FilterDDP on three contact implicit trajectory optimisation problems which arise in robotics.

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arXiv2026

Global Convergence of a Line-Search Filter Differential Dynamic Programming Method

In this article, we establish the global convergence properties of the FilterDDP algorithm, which extends the discrete-time differential dynamic programming (DDP) algorithm of Mayne and Jacobson [\emph{International Journal of Control}, 3, (1966), pp. 85-95] to handle nonlinear constraints over states and controls, in addition to the dynamics. FilterDDP adopts a line-search filter procedure for step acceptance. However, instead of a damped Newton step applied in the general nonlinear programming setting, the computation of a trial point involves applying a backward recursion and a forward simulation. We establish the global convergence of FilterDDP by showing that for a subset of constrained optimal control problems, the this backward-forward procedure satisfies the same properties as a Newton step for the purpose of establishing global convergence of a line-search filter method, following the analysis of Wächter and Biegler [\emph{SIAM Journal on Optimization}, 16 (2005), pp. 1-31].

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arXiv2026

Online Sketched Newton-Raphson

In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only past information. Recent advances in second-order OCO methods have demonstrated tighter regret bounds and improved empirical performance over traditional first-order methods. However, this performance comes at a cost: a matrix inversion is now required, which scales with the cube of the size of the problem. In this work, we propose sketching to mitigate this limitation. Specifically, we present the online sketched Newton-Raphson method (OSNR) which preserves the tight regret bounds obtained with second-order methods while presenting a strict computational improvement in terms of complexity. We discuss three application scenarios of OSNR: online root finding, unconstrained OCO, and time-varying equality-constrained OCO, and present their respective regret and a constraint violation bound for the latter. In all three applications, OSNR achieves sublinear dynamic regret bounds. For the equality-constrained case, the extension OSNR with equality constraints OSNR-EC is shown to yield sublinear cumulative constraint violation. Finally, we illustrate the performance of OSNR and OSNR-EC on two numerical examples, viz., online position tracking and optimal power flow, and observe that OSNR and OSNR-EC exhibit high performance even at low sampling rates.

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arXiv2026

From open-loop representations to closed-loop feedback implementations in differential games: A numerical case study

Solutions to pursuit-evasion and surveillance-evasion differential games are typically computed and expressed using open-loop representations, with the synthesis of feedback strategies significantly less common. We propose a numerical scheme for obtaining feedback strategies for the recently introduced prying-pedestrian surveillance-evasion differential game. The scheme involves computing feedback strategies as input-output maps approximated via neural networks trained using data obtained from open-loop representations of solutions. Simulations show the effectiveness of neural networks trained with an appropriate learning-loss function. Since optimal feedback strategies are discontinuous, as a second contribution, the potential loss/gain of individual players is subsequently studied for players using sample-and-hold feedback compared to continuous-time feedback.

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arXiv2026

From Cursed to Competitive: Closing the ZO-FO Gap via Input-to-State Stability

While it is generally understood that zeroth-order (ZO) algorithms have an extra dependency on their number of iterations for any choice of parameters, compared to their first-order (FO) counterparts, in this work, we show that under several conditions, in expectation, ZO methods do not suffer from extra dimension dependencies in their convergence rates with respect to their FO counterparts. We look at optimisation algorithms from the dynamical systems perspective and analyse the conditions under which one can formulate the average of a ZO algorithm as the average of its FO counterpart with bounded perturbations with values dependent on design parameters. Then, using input-to-state stability properties, we show ZO methods follow the same decay rate as their FO counterparts and converge to a neighbourhood of the fixed point of FO methods, where its radius depends on the bound of the norm of the perturbations, which can be made arbitrarily small. The theoretical findings are illustrated via numerical examples.

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arXiv2026

Forward-Backward Dynamic Programming for LQG Dynamic Games with Partial and Asymmetric Information

We formulate and study a class of two-player zero-sum stochastic dynamic games with partial and asymmetric information. Information asymmetry introduces fundamental challenges involving \emph{belief representation} and \emph{theory of mind} issues, where agents must impute belief states and estimates of other agents to inform their own strategy. To avoid an infinite regress of higher-order beliefs amongst agents and obtain computationally implementable results, we focus on a linear quadratic Gaussian (LQG) model and consider strategies with limited internal state dimension. We present a novel iterative forward-backward algorithm to jointly compute belief states and equilibrium strategies and value functions for a finite-horizon problem. We also present a value iteration-like algorithm to jointly compute stationary belief states and equilibrium strategies for an average-cost infinite-horizon problem. An open-source implementation of the algorithms is provided, and we demonstrate the effectiveness of the proposed algorithms in numerical experiments.

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arXiv2026

On the Stability Connection Between Discrete-Time Algorithms and Their Resolution ODEs: Applications to Min-Max Optimisation

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We show that for discrete- and continuous-time dynamical systems satisfying a mild error assumption, exponential stability of a common equilibrium with respect to the continuous time dynamics implies exponential stability of the corresponding equilibrium for the discrete-time dynamics, provided that the step size is chosen sufficiently small. We extend this result to common compact invariant sets. We prove that if an equilibrium is exponentially stable for the $ O(s^r) $-resolution ODE, then it is also exponentially stable for the associated DTA. We apply this framework to analyse the limit point properties of several prominent optimisation algorithms, including Two-Timescale Gradient Descent--Ascent (TT-GDA), Generalised Extragradient (GEG), Two-Timescale Proximal Point (TT-PPM), Damped Newton (DN), Regularised Damped Newton (RDN), and the Jacobian method (JM), by studying their $ O(1) $- and $ O(s) $-resolution ODEs. We show that under a proper choice of hyperparameters, the set of saddle points of the objective function is a subset of the set of exponentially stable equilibria of GEG, TT-PPM, DN, and RDN. We relax the common Hessian invariance assumption through direct analysis of the resolution ODEs, broadening the applicability of our results. Numerical examples illustrate the theoretical findings.

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arXiv2025

Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles

We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian smoothing random oracle to estimate the smoothed function gradient. We prove the convergence of the algorithm to a global $ε$-approximate solution in the offline case and show that the algorithm is Hannan-consistent in the online case with respect to static regret. Moreover, we show that the algorithm achieves $O(\sqrt{NP_N^\ast})$ dynamic regret, where $N$ is the number of iterations and $P_N^\ast$ is the path length. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

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arXiv2025

Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We consider both unconstrained and constrained, differentiable and non-differentiable settings. We discuss the min-max problem from the point of view of variational inequalities. For the unconstrained problem, we establish the convergence of the ZO-EG algorithm to the neighbourhood of an $ε$-stationary point of the NC-NC objective function, whose radius can be controlled under a variance reduction scheme, along with its complexity. For the constrained problem, we introduce the new notion of proximal variational inequalities and give examples of functions satisfying this property. Moreover, we prove analogous results to the unconstrained case for the constrained problem. For the non-differentiable case, we prove the convergence of the ZO-EG algorithm to a neighbourhood of an $ε$-stationary point of the smoothed version of the objective function, where the radius of the neighbourhood can be controlled, which can be related to the ($δ,ε$)-Goldstein stationary point of the original objective function.

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arXiv2025

A Fundamental Convergence Rate Bound for Gradient Based Online Optimization Algorithms with Exact Tracking

In this paper, we consider algorithms with integral action for solving online optimization problems characterized by quadratic cost functions with a time-varying optimal point described by an $(n-1)$th order polynomial. Using a version of the internal model principle, the optimization algorithms under consideration are required to incorporate a discrete time $n$-th order integrator in order to achieve exact tracking. By using results on an optimal gain margin problem, we obtain a fundamental convergence rate bound for the class of linear gradient based algorithms exactly tracking a time-varying optimal point. This convergence rate bound is given by $ \left(\frac{\sqrtκ - 1 }{\sqrtκ + 1}\right)^{\frac{1}{n}}$, where $κ$ is the condition number for the set of cost functions under consideration. Using our approach, we also construct algorithms which achieve the optimal convergence rate as well as zero steady-state error when tracking a time-varying optimal point.

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arXiv2025

Best Response Convergence for Zero-sum Stochastic Dynamic Games with Partial and Asymmetric Information

We analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric information. We derive explicit expressions for each player's best response within the class of pure linear dynamic output feedback control strategies where the internal state dimension of each control strategy is an integer multiple of the system state dimension. With each best response, the players form increasingly higher-order belief states, leading to infinite-dimensional internal states. However, we observe in extensive numerical experiments that the game's value converges after just a few iterations, suggesting that strategies associated with increasingly higher-order belief states eventually provide no benefit. To help explain this convergence, our numerical analysis reveals rapid decay of the controllability and observability Gramian eigenvalues and Hankel singular values in higher-order belief dynamics, indicating that the higher-order belief dynamics become increasingly difficult for both players to control and observe. Consequently, the higher-order belief dynamics can be closely approximated by low-order belief dynamics with bounded error, and thus feedback strategies with limited internal state dimension can closely approximate a Nash equilibrium.

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arXiv2025

Joint State and Noise Covariance Estimation

This paper tackles the problem of jointly estimating the noise covariance matrix alongside states (parameters such as poses and points) from measurements corrupted by Gaussian noise and, if available, prior information. In such settings, the noise covariance matrix determines the weights assigned to individual measurements in the least squares problem. We show that the joint problem exhibits a convex structure and provide a full characterization of the optimal noise covariance estimate (with analytical solutions) within joint maximum a posteriori and likelihood frameworks and several variants. Leveraging this theoretical result, we propose two novel algorithms that jointly estimate the primary parameters and the noise covariance matrix. Our BCD algorithm can be easily integrated into existing nonlinear least squares solvers, with negligible per-iteration computational overhead. To validate our approach, we conduct extensive experiments across diverse scenarios and offer practical insights into their application in robotics and computer vision estimation problems with a particular focus on SLAM.

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