subject

math.OC

math.OC: explore 64 source-linked works published from 2022 to 2026, with original documents and citations.

This collection is a preview while coverage and quality are evaluated.

Coverage and selection

Includes records with this source-supplied label or an explicit phrase match in their metadata. Matches indicate a mention, not proof that a paper uses a method or tests a material. Source versions are consolidated by DOI.

Sources: arxiv. Collection updated 2026-09-15. Counts describe this index, not the complete source archives.

arXiv2026

LMI Properties and Applications in Systems, Stability, and Control Theory

Linear matrix inequalities (LMIs) commonly appear in systems, stability, and control applications. Many analysis and synthesis problems in these areas can be solved as feasibility or optimization problems subject to LMI constraints. Although most well-known LMI properties and manipulation tricks, such as the Schur complement and the congruence transformation, can be found in standard references, many useful LMI properties are scattered throughout the literature. The purpose of this document is to collect and organize properties, tricks, and applications related to LMIs from a number of references together in a single document. In this sense, the document can be thought of as an "LMI encyclopedia" or "LMI cookbook." Proofs of the properties presented in this document are not included when they can be found in the cited references in the interest of brevity. Illustrative examples are included whenever necessary to fully explain a certain property. Multiple equivalent forms of LMIs are often presented to give the reader a choice of which form may be best suited for a particular problem at hand. The equivalency of some of the LMIs in this document may be straightforward to more experienced readers, but the authors believe that some readers may benefit from the presentation of multiple equivalent LMIs.

eess.SY↗

arXiv2026

Riemannian Optimization for Hadamard Products of Low-Rank Matrices

The elementwise Hadamard product of two low-rank matrices provides a parameter-efficient model for data with multiplicative structure, but its modeling is challenging due to the presence of additional symmetries under coupled row/column scalings between the two factors. In order to leverage the geometry of the space, we formulate the learning of such matrices as optimization on a Riemannian quotient manifold. We propose a novel block-diagonal Riemannian metric derived from the pullback of the Frobenius inner product. The metric is shown to be invariant under these symmetries. We develop a Riemannian gradient descent algorithm that uses a tuning-free Gauss--Newton step size and scales linearly in the number of observed entries per iteration. The versatile framework of Riemannian quotient optimization enables both first-order and second-order Riemannian methods, the latter through a closed-form connection and the Riemannian Hessian. Experiments on real and synthetic datasets illustrate the efficacy of our proposed Riemannian approach.

cs.LG↗

arXiv2026

Bellman-sufficient Information Complexity

We introduce Bellman-sufficient information complexity for minimax analysis of sequential decision problems. A Bellman-sufficient state retains enough of the history to close the controlled recursion, while an index $Y=χ(Ω)$ specifies the decision-relevant information being charged. The upper bound is a log-penalized Bellman program; the lower bound is a Bellman--Fano comparison along an algorithm-dependent reference trajectory. If the two values match at a common localization scale and the stated admissibility, calibration, and growth conditions hold, they form an information-risk sandwich. UCB, E2D, and AMS/EBO control or relax the upper Bellman bracket in different ways. For the main application, we give a negative answer to a widely studied form of the GP--UCB minimax-optimality question. For every $0<α<1/4$, we construct one bounded continuous kernel whose minimax regret is $Θ(T^{1-α})$ along an infinite sequence of horizons, while two globally calibrated GP--UCB rules incur linear regret under one fixed truth. An epochwise finite-marginal action-index AIR Bellman policy, implemented through robust AIR/AMS/EBO control, attains the minimax order. The construction separates realized information from the cost of uniform optimism: many low-value directions inflate the exploration multiplier and change the trajectory. Through the canonical RKHS feature map, it also yields a finite-horizon polynomial minimax separation for the specified maximal-information-calibrated LinUCB rule. A reproducible experiment illustrates the mechanism.

cs.LG↗

arXiv2026

Enhancing Interpretability of Stochastic Programming Solutions: A Multiparametric Approach

Stochastic programming (SP) is a powerful framework for decision-making under uncertainty, but its practical adoption in industry is often hindered by the difficulty in understanding the causal relationships that drive optimal solutions. In the two-stage SP, strategic first-stage decisions are coupled with operational second-stage recourse decisions. When the number of scenarios under consideration is large, understanding the direct link between the uncertainty realization and optimal recourse strategy becomes computationally and cognitively demanding. Common approaches to improve interpretability include trained classification trees or scenario reduction, replacing the large scenario set with a representative subset. This is often achieved through post-hoc clustering (e.g., k-means) based on uncertainty realizations or optimal recourse decisions. While useful, these methods only provide a statistical approximation of the solution space and may fail to reveal the underlying structural properties of the recourse problem that drive optimal first-stage decisions. This work introduces a novel, deterministic approach to explainability using multiparametric programming (mp) within a Benders decomposition framework. We reformulate the recourse subproblem as a multiparametric linear program, generating an explicit map of Critical Regions (CRs), which are polyhedral partitions of the uncertainty space. This allows us to cluster scenarios analytically rather than statistically. We demonstrate this methodology on a supply chain planning under demand uncertainty. Our results show that 100 stochastic scenarios map to exactly six critical region clusters. This mapping allows us to explain optimal capacity planning decisions as a precise trade-off between specific operational modes, providing a fully transparent interpretation of the stochastic solution.

math.OC↗

arXiv2026

Convergence rates for the RMSprop optimizer with full control of the hyperparameters

Popular adaptive stochastic gradient descent (SGD) methods to train artificial intelligence (AI) systems include the RMSprop, the Adam, and the AdamW optimizers, where the adaptivity parts in Adam and AdamW basically just coincide with RMSprop. Such adaptive methods involve several hyperparameters including the regularization parameter $ε$ (which ensures that one does not divide by 0 and is often chosen to be very close to zero such as $10^{-8}$ in PyTorch by default) and the second moment decay parameter $β$ (which is often chosen to be very close to $1$ such as 0.99 (RMSprop) and 0.999 (Adam and AdamW) in PyTorch by default). Despite the high relevance of such methods, it remains an open research problem to provide error estimates for such methods with the error constants being not exploding but uniformly bounded with the respect to the hyperparameters, even in the situation of convex stochastic optimization problems. It is the key contribution of this work to essentially solve this problem for RMSprop. Specifically, we bound the expectation of the stopped evaluation of the objective function at the RMSprop process from above by the sum of an initialization term that decays exponentially in the training time, a stochastic approximation remainder of order $γ_n$, and a memory error of order $( 1 - β)^2$ with the error constants being uniformly controlled over all admissible choices of the step sizes, the second moment decay parameter $β$ and the regularization parameter $ε\in[0,1]$ (also covering $ε=0$). Our non-asymptotic error estimates hold not just for all sufficiently large n but hold for every gradient step $n=1,2,3,...$ with all error constants being explicitly specified. The key innovative new feature in the proof of our analysis are suitable inverse moment bounds for the second moment process in RMSprop.

cs.LG↗

arXiv2026

Feasible approximation of matching equilibria for large-scale matching for teams problems

We propose a numerical algorithm for computing feasible and approximately optimal solutions of the matching for teams problem. Specifically, we introduce the notion of approximate matching equilibrium as a feasible approximation of a matching equilibrium with relaxed rationality, and we show that a true equilibrium is recovered in the limit of a sequence of approximate matching equilibria with sub-optimality approaching 0. In our approximation scheme, we parametrize the so-called transfer functions, and we show that tackling the resulting parametric primal and dual optimization problems yields two approximate matching equilibria as well as provable and computable lower and upper bounds for the optimal social welfare. Under a flexible Euclidean setting, we show that the approximation error of our scheme can be controlled to be arbitrarily close to 0, we derive an explicit computational complexity bound, and we develop an algorithm for computing approximate matching equilibria that is efficient for large-scale problems involving a large number of agent populations. We study three problems in our numerical experiments: a retail business problem, the Wasserstein barycenter problem, and a large-scale problem involving up to 1000 agent populations. We show that the proposed algorithm can produce nearly optimal approximate matching equilibria to provide quantitative managerial insights for policymakers, and that the computed sub-optimality estimates are much less conservative than theoretical estimates.

math.OC↗

arXiv2026

Mirror Descent Linearized Augmented Lagrangian Methods for Nonconvex Constrained Stochastic Zeroth-Order Optimization

In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems with exact constraints and stochastic objective evaluations. To solve this class of problems, we propose a framework of mirror descent linearized augmented Lagrangian methods that employs two-point stochastic zeroth-order gradient estimators and exploits non-Euclidean mirror descent geometry. Under mild assumptions, we establish oracle complexity guarantees for finding an $ε$-KKT point parameterized by $p \geq 2$. Under Rademacher smoothing, our analysis reveals a trade-off between the variance of the zeroth-order gradient estimators and the smoothness of the mirror map. In the high-accuracy regime, the resulting effective oracle complexity is $\mathcal{O}(p d^{2/p}ε^{-3})$ for $p \in [2,2\ln d]$ and $\mathcal{O}(\ln d\,ε^{-3})$ for $p > 2\ln d$. These bounds reduce the dimension dependence in the leading term. When $p=2$, our method recovers the Euclidean setting with an oracle complexity of $\mathcal{O}(dε^{-3})$, improving the $ε$-dependence over existing methods. Furthermore, to eliminate initial near-feasibility requirements, we introduce a multi-stage scheme that finds an $ε$-KKT point within $\mathcal{O}(1+\log\log(e/ε))$ stages while maintaining the leading-order complexity. Numerical tests on QCQPs, black-box adversarial attacks, and fairness-constrained classification demonstrate the effectiveness of our proposed method.

math.OC↗

arXiv2026

Diversity-Fair Online Selection

Online selection problems arise in applications such as crowdsourcing and recruitment, where decision makers may seek representation across multiple, potentially overlapping demographic or skill dimensions. We study diversity-fair online selection under adversarial arrivals. A recruiter must immediately and irrevocably decide whether to accept each candidate while selecting at most $K$ candidates. Before arrivals begin, the recruiter observes aggregate marginal information: the total number of candidates contributing to each of the $d$ diversity dimensions. When the candidate pool is large, this information may be estimated from demographic statistics of the applicant population. We evaluate the expected utilities across dimensions using the generalized mean $M_p=(d^{-1}\sum_{k=1}^d U_k^p)^{1/p}, -\infty\le p\le 1,$ where $U_k$ denotes the expected utility of dimension $k$. We first study max-min fairness, corresponding to $p=-\infty$. We prove that no online policy can achieve a competitive ratio better than $O(1/\sqrt d)$ and develop a policy with a competitive ratio $1/[4(2+\sqrt2)\sqrt d]$, establishing the optimal dependence on $d$ up to a constant factor. Without exact marginal information, the optimal worst-case rate falls to $Θ(1/d)$, demonstrating the value of this information. We also extend the max-min analysis to nonbinary attributes and characterize the optimal dependence on their value range. Finally, we study generalized-mean objectives. For $0\le p\le1$, we establish an optimal competitive ratio of $Θ(1/\log d)$. For each fixed finite negative mean $p=-q$, where $q>0$, our policy achieves $d^{-q/(2q+1)}$ up to polylogarithmic factors, matching the exponent of the corresponding impossibility bound.

econ.TH↗

arXiv2026

Learning to Optimize by Differentiable Programming

Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost. This tutorial highlights a shift in optimization: using differentiable programming not only to execute algorithms but to learn how to design them. Modern frameworks such as PyTorch, TensorFlow, and JAX enable this paradigm through efficient automatic differentiation. Embedding first-order methods within these systems allows end-to-end training that improves convergence and solution quality. Guided by Fenchel-Rockafellar duality, the tutorial demonstrates how duality-informed iterative schemes such as the alternating direction method of multipliers, and the primal-dual hybrid gradient can be learned and adapted through representative case studies.

cs.MS↗

arXiv2026

Optimal control of a swimming robot based on Purcell's microswimmer model

Purcell's swimmer is a well-known planar model of a swimming microorganism, governed by low Reynolds number hydrodynamics, which is comprised of three rigid links connected by actuated rotary joints. This model has been analyzed as a robotic locomotion system governed by first-order nonlinear dynamics with a periodic input (gait) of the two joint angles. In this work, we present a robotic macro-scale realization of this three-link swimmer moving in a highly viscous fluid. We propose a simple variant of Purcell's theoretical model with non-slender links and a central rigid sphere which represents the added drag of the robot's central flotation block, and calibrate the model's parameters to fit experimental measurements. Next, we apply optimal control formulation based on Pontryagin's Maximum Principle (PMP) in order to find optimal gaits that maximize the displacement per cycle under bounds on the joint angles. Employing a differential geometric method that transforms the problem to area integral enclosed by the gait trajectory in the plane of joint angles, enables visual interpretation which explains topological changes in displacement-optimal gaits upon varying the bound on the joint angles. We then apply PMP formulation to the problem of maximizing Lighthill's energy efficiency in order to obtain a boundary value problem (BVP) whose solution gives efficiency-optimal gaits for Purcell's swimmer model, as well as its variant with a central sphere. Finally, we utilize numerical methods such as parameterizing the input gait as a truncated Fourier series, as well as GPOPS-II solver, to produce sufficient initial guess values for solving the BVPs and obtaining efficiency-optimal gaits.

physics.flu-dyn↗

arXiv2026

Proof of a Conjecture of De Cock and De Moor

De Cock and De Moor proposed a conjecture connecting two seemingly different viewpoints in stochastic subspace identification, one based on Lyapunov equations and the other on principal angles and canonical correlations. The conjecture was recorded as Problem 9.1 of \emph{Unsolved Problems in Mathematical Systems and Control Theory}. We give a direct finite-dimensional proof under the natural nonresonance condition, without requiring stability or diagonalizability. The key mechanism is the rank-one perturbation, which exposes a hidden Cauchy-matrix structure and reduces the problem to rational interpolation. A density and continuity argument then removes the generic spectral assumptions. The result strengthens the original statement. The eigenvalues agree with algebraic multiplicity, a nonsingularity assumption of the original formulation becomes automatic, and on a dense open set of parameters the two matrices are similar rather than merely cospectral. While this manuscript was being prepared, Gillberg and Löfberg independently posted a proof based on a Lyapunov-kernel identity and the classical $AB$--$BA$ principle. The proof given here was developed independently and follows a different route.

math.OC↗

arXiv2026

Linear Coding of LTI Sources Over Vector Gaussian Channels: A Majorization Approach

We study the design of linear time-invariant (LTI) encoder-decoder pairs for transmitting the state of a discrete-time LTI vector source over power-constrained parallel Gaussian channels with feedback. Two types of power constraints are considered. Under individual subchannel power constraints, a necessary and sufficient condition for designing an encoder-decoder pair that achieves bounded estimation error covariance (EEC) is established via two coupled majorization inequalities involving the subchannel signal-to-noise ratios and the antistable poles of the source. Under total channel power constraint, we derive the minimum total power required for a feasible encoder-decoder design by exploiting partial-order progamming under majorization order. An analytical optimal power allocation is obtained for the case of equal noise variances, which admits a water-filling interpretation; for general noise case, a sequential water-filling algorithm is developed. Our results reveal that the difficulty of transmitting a discrete-time LTI source via LTI coding is governed not only by its topological entropy, but also by the evenness of the log-magnitudes of its antistable poles. The design methods for feasible encoder-decoder pairs are also provided.

cs.IT↗

arXiv2026

Which LLM for Which Work? Budgeted Model Allocation under Uncertain Evaluation

A company with a fixed artificial intelligence (AI) budget must decide which large language model (LLM) handles each recurring workload. What it lacks is the quality table, how well each model performs on each workload. Given that table, the decision is a multiple-choice knapsack problem and is routine to solve, so estimating it is the difficulty, and that estimation fails in two ways. Models are rarely compared on the same work, and the recorded score is usually a proxy rather than the outcome the company values. Causal and off-policy methods repair the first but condition on the second, while evaluator-validation methods estimate the second but stop short of the decision. Worse, buying more re-evaluation cannot settle the second: randomization governs which requests are scored, not how a score is produced, so the table stays uncertain however much evaluation is purchased. Yet the deployment decision may still be determined even when the table is not. We therefore ask whether one assignment stays optimal across every quality table consistent with the evidence. For the fixed-budget problem, this admits an exact two-solve certificate: solve once at the estimated table and once at a least-favourable table. Agreement certifies the assignment; disagreement identifies the model-workload pairs where further evidence can matter. We propose CASE (causal active sequential experimentation), which targets evaluation to those pairs and repeats the test as evidence accumulates. On a production log, the measurement failure is the larger of the two: correcting assignment exactly still leaves most of the loss, and randomized re-evaluation does not remove it. In our experiments, the available evidence often does not determine the assignment. On paid software tasks, better information about model quality yields more savings than further optimization of the assignment on the same estimates.

cs.LG↗

arXiv2026

Reciprocal-Manifold Annealed KKT Flows for Constrained Optimization: Application to the Nonconvex AC Optimal Power Flow

Safety-critical optimization applications, such as real-time power system operation, maintain feasibility at every intermediate step, not merely at convergence. Existing approaches either violate constraints mid-solve (interior-point methods) or enforce feasibility through per-instant quadratic programming subproblems with cubic computational cost and unbounded worst-case execution time. We propose a continuous-time optimization framework for smooth constrained nonlinear problems that preserves feasibility throughout the optimization process without requiring projection operators, quadratic programming subproblems, or other per-iteration optimization routines. The method is built around a reciprocal multiplier manifold, which establishes an explicit relationship between inequality constraints and their associated Lagrange multipliers. By designing a continuous multiplier update law, the manifold is shown to remain forward invariant, while the resulting dynamics are equivalent to continuous-time logarithmic barrier gradient descent. The proposed framework naturally extends to multiple inequality constraints, equality constraints, nonconvex feasible sets, and infeasible initial conditions. The method is further enhanced through an augmented Uzawa flow that eliminates oscillatory transients commonly observed in classical primal-dual saddle-point dynamics. The effectiveness of the proposed approach is applied to the AC Optimal Power Flow problem of IEEE 9-bus and IEEE 57-bus systems. Numerical results show convergence to solutions within 0.4\% of the benchmark optimum while maintaining strict feasibility of all constraints. A computational complexity analysis shows that the proposed dynamics reduce the per-step computational cost from cubic to linear complexity. Finally, dynamic tracking studies under time-varying operating conditions demonstrate reliable feasibility preservation.

math.OC↗

arXiv2026

Transformer-Based Flow Shop Scheduling Using MILP-Generated Training Data

Advances in machine learning (ML) have created new opportunities to complement traditional operations research (OR) methods. In particular, transformer models can capture complex interactions in token sequences by mapping tokens into a high-dimensional embedding space and propagating contextual information via attention. This makes them a candidate to model non-permutation flow shop scheduling with secondary resources as a next-token prediction task, where tokens represent job-machine-secondary resource tuples. For training, mixed-integer linear programming (MILP)-generated schedules are tokenized and used as next-token prediction data. During inference, partial token sequences (prefixes) are randomly generated and completed by the trained transformer through constrained decoding. A computational study is conducted on a flow shop with 8 jobs, 4 machines, and 3 secondary resources, where jobs are selected from a fixed pool of 20 jobs that is sampled during training and provides the candidates during prefix completion. The transformer achieves better solution quality (smaller makespans) compared to a genetic algorithm (GA), the NEH heuristic, and random search. It is outperformed only by the MILP model and the iterated greedy (IG) heuristic. The study concludes that transformer models can, to some extent, learn patterns from MILP-optimized non-permutation flow shop schedules and that transformer-based scheduling represents an interesting direction for future research, particularly in settings with a fixed, recurring job set.

math.OC↗

arXiv2026

Successive design of backstepping observers for parabolic PDE-ODE systems and its duality to state feedback stabilization

The paper introduces a successive backstepping observer design for strictly feedforward parabolic PDE-ODE systems, in which the coupling structure determines the order of error stabilization and the corresponding transformations. First, a transformation based on a virtual measurement stabilizes the ODE observer error subsystem, which is most distal from the measurement, while decoupling it from the PDE error state. Second, a Volterra integral transformation is employed to stabilize the PDE error subsystem and to map the overall error dynamics into a cascade of exponentially stable ODE and PDE subsystems. The design is shown to be dual to a recently proposed multi-step state feedback design for parabolic PDE-ODE systems in strict feedback form, thus explaining the structure of the presented observer design.

math.OC↗

arXiv2026

A Unified Perspective on Conformal Prediction and Wasserstein Distributionally Robust Optimization for Uncertainty Quantification

Uncertainty quantification from finite data is central to machine learning, optimization, and automation systems, where decisions must remain reliable under limited samples and test-time distribution shift. Conformal prediction (CP) and distributionally robust optimization (DRO) offer two complementary approaches: CP constructs data-dependent prediction sets with distribution-free finite-sample validity under exchangeability, while DRO optimizes worst-case performance over an ambiguity set around an empirical distribution. We develop a unified probabilistic perspective on CP and DRO by viewing both as ways to turn finite calibration data into a data-dependent quantile estimator that a test score falls below with high probability. From this perspective, CP and DRO correct the empirical quantile along two coordinates of the same family of estimators: CP inflates the quantile level, whereas DRO shifts the quantile value through an ambiguity radius. Both methods provide the same calibration-conditional guarantee for the true distribution, requiring the target coverage to hold with high probability over the calibration sample. Their constructions differ, however: CP uses a closed-form, distribution-free level correction, while DRO uses a value-space correction whose certified radius depends on properties of the unknown distribution and additionally guarantees coverage uniformly over the ambiguity set. This distinction emerges in the tails of the score distribution. Because CP relies on sparse upper-tail order statistics of the calibration samples, its level inflation barely moves the estimator when those samples are dense near the target quantile but overshoots when they are sparse, whereas a well-chosen DRO radius corrects in value space and may avoid this overshoot.

math.OC↗

arXiv2026

Quiver Semistability and Structured Kalman Decompositions for Networked Linear Dynamical Systems

We introduce new notions of controllability and observability for networked linear time-invariant (LTI) systems based on $σ$-semistability of quiver representations. Utilizing King's criterion for $σ$-semistability, we define a network generalization of the Kalman decomposition for networked LTI systems, which systematically decomposes the local and interconnection dynamics while respecting the underlying network structure. Furthermore, we present efficient algorithms for deciding the proposed controllability and observability of a given networked LTI system and for finding the Kalman-type decomposition. We also show efficient algorithms for deciding the $σ$-semistability of representations of acyclic quivers with self-loops if the weight $σ$ has the same sign for all vertices with self-loops. Such quiver representations and weights arise from networked LTI systems.

math.OC↗

Compare source metadata on this page

Work	Published	Source identifier	Source
LMI Properties and Applications in Systems, Stability, and Control Theory	2026-08-31	1903.08599	arxiv
Riemannian Optimization for Hadamard Products of Low-Rank Matrices	2026-08-31	2606.01216	arxiv
Bellman-sufficient Information Complexity	2026-08-31	2606.11171	arxiv
Enhancing Interpretability of Stochastic Programming Solutions: A Multiparametric Approach	2026-08-31	2608.30137	arxiv
Convergence rates for the RMSprop optimizer with full control of the hyperparameters	2026-08-31	2608.30382	arxiv
Feasible approximation of matching equilibria for large-scale matching for teams problems	2026-08-30	2308.03550	arxiv
Mirror Descent Linearized Augmented Lagrangian Methods for Nonconvex Constrained Stochastic Zeroth-Order Optimization	2026-08-30	2504.09409	arxiv
Diversity-Fair Online Selection	2026-08-30	2504.10389	arxiv
Learning to Optimize by Differentiable Programming	2026-08-30	2601.16510	arxiv
Optimal control of a swimming robot based on Purcell's microswimmer model	2026-08-30	2608.17455	arxiv
Proof of a Conjecture of De Cock and De Moor	2026-08-30	2608.29479	arxiv
Linear Coding of LTI Sources Over Vector Gaussian Channels: A Majorization Approach	2026-08-30	2608.29511	arxiv
Which LLM for Which Work? Budgeted Model Allocation under Uncertain Evaluation	2026-08-30	2608.29560	arxiv
Reciprocal-Manifold Annealed KKT Flows for Constrained Optimization: Application to the Nonconvex AC Optimal Power Flow	2026-08-30	2608.29628	arxiv
Transformer-Based Flow Shop Scheduling Using MILP-Generated Training Data	2026-08-30	2608.29690	arxiv
Successive design of backstepping observers for parabolic PDE-ODE systems and its duality to state feedback stabilization	2026-08-30	2608.29693	arxiv
A Unified Perspective on Conformal Prediction and Wasserstein Distributionally Robust Optimization for Uncertainty Quantification	2026-08-30	2608.29789	arxiv
Quiver Semistability and Structured Kalman Decompositions for Networked Linear Dynamical Systems	2026-08-30	2608.29871	arxiv

These are bibliographic comparisons, not experimental rankings. Follow the original document for methods and conditions.