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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

Horizon-Independent Contraction for Continuous-Time Discounted Regularized Mean-Field Games

We study contraction properties of non-stationary continuous-time mean-field games (MFGs) under discounting and entropy regularization. The state of the representative agent evolves according to a controlled continuous-time Markov chain, and both the state and action spaces are finite. In contrast to the undiscounted case, we show that, under a sufficiently large discount rate, finite-horizon MFGs admit a horizon-independent contraction condition, which also coincides with the corresponding infinite-horizon non-stationary contraction condition. As a byproduct, we obtain an explicit convergence rate between finite- and infinite-horizon mean-field equilibria. For each finite horizon, we further derive a refined contraction criterion from the spectral radius of a positive operator that majorizes the propagation of policy errors, and show that its large-horizon limit agrees with the horizon-independent contraction factor. Finally, we provide an explicit error bound between discounted and undiscounted finite-horizon regularized equilibria.

cs.GT↗

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

A Systematic Approach to Mechanism Design with Stochastic Dynamic Stability

We consider a resource allocation problem with strategic agents that have private stochastic satisfaction functions and local constraints. To achieve a global optimal solution, we propose an incentive mechanism that induces a game among the agents. For the payment function of the mechanism, we construct a family of quadratic functions using the linear matrix inequality (LMI) approach that implements the social welfare maximizing outcome on the unique Nash equilibrium (NE) of the induced game while ensuring budget balance and individual rationality. Moreover, we propose a decentralized variable sample-size proximal best-response (VS-PBR) algorithm with Krasnoselskij iteration where only aggregate information is available to the agents. The algorithm is dynamically stable, as it is proven to converge in the mean-square sense to the NE of the game. The efficiency of the mechanism is then investigated on the Sioux Falls City transportation network, where electric vehicle (EV) users jointly select their destination and route.

eess.SY↗

arXiv2026

Bellman--Shoreline Search in Arbitrary Dimension: Exponential Vector Oscillators, Active Memory, Precession, and Effective Computability

We study online search for an unknown affine hyperplane in $\mathbb{R}^D$, for arbitrary fixed finite dimension. Building on a companion self-similar cell reduction and support-function formulation, we ask how the mechanism changes as the normal space grows from $\mathbb{S}^0$ to $\mathbb{S}^{D-1}$. In $D=1$, alternation and productivity yield an equal-ripple principle and the exact stationary constant $9$. In $D=2$, the analogous relative equilibrium is a logarithmic spiral whose bottleneck chord imposes tangency and selects the pitch. For exponential orbits $Γ(σ)=e^{κσ}ω(σ)$, we develop log-directional geometry, exponentially discounted memory, gauges, and recursive hyperspherical parametrizations. Without a shape ansatz, the bottleneck admits a certificate supported by at most $D$ historical suppliers, and at globally worst phases the current point lies on the active face. Within regular chambers we derive exact variation, tangency, pitch, age, and, in $D=3$, delay-system identities. Odd-dimensional obstructions, antipodal subclasses, and harmonic towers provide constraints and explicit candidate families but are not claimed globally optimal. Finally, the N-COMP theorem shows that $C_D^*$ is a computable real for every fixed finite $D$ and that algebraic polygonal $\varepsilon$-optimal cells can in principle be synthesized. Numerical screening through $D=10$ is kept separate from the proved results.

cs.CG↗

arXiv2026

Anchored Scenario Coverage for Failure-Aware First-Hit Batch Inverse Design

Early discovery of at least one valid design satisfying a target requirement is a central objective in failure-prone closed-loop inverse design. A natural batch baseline ranks candidates by a product-form marginal valid-hit score, but selecting the highest-ranked candidates independently can produce redundant recommendations under predictive uncertainty and waste the experiment budget. We introduce ARC-SC(Anchored Risk-Constrained Scenario Coverage), a batch acquisition method that preserves strong marginal candidates as anchors and allocates the remaining batch positions by maximizing complementary coverage over predictive target scenarios under a risk-support constraint. In frozen-oracle closed-loop simulations on superconductivity and JARVIS materials-property benchmarks, ARC-SC yields a statistically supported improvement in first-hit discovery and remains competitive with directionally favorable first-hit performance on more challenging design space. These results establish ARC-SC as a POF-anchored, scenario-aware batch strategy for improving early valid-target discovery under structured experimental failure.

math.OC↗

arXiv2026

Beyond Procrustes distances: a multilinear Gromov-Wasserstein distance capturing chirality

Efficiently and robustly analyzing shape data is critical across many scientific disciplines. While chirality is a fundamental property in numerous applications - most notably in molecular science - existing shape analysis metrics fail to distinguish between a shape and its mirror image. To address this gap, we introduce a multilinear generalization of the Gromov-Wasserstein objective. Under mild assumptions, this objective yields a distance between shapes, represented as probability distributions quotiented by a symmetry group $G$. In particular, for $G = SO(d)$, we introduce the Chiral Gromov-Wasserstein ($\mathrm{CGW}$) distance, sensitive to chirality. We establish robustness properties for the multilinear Gromov-Wasserstein distances and develop efficient algorithms to compute them, reformulating the underlying optimization problem by projecting couplings onto a low-dimensional space. We derive algorithms for both local and approximate global solutions, yielding a fully polynomial-time approximation scheme for these problems. We validate the framework through numerical experiments that demonstrate the effectiveness of $\mathrm{CGW}$ as a shape metric for chiral objects.

math.OC↗

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

Establishing Boundary KKT Convergence of Mirror Descent through Reparameterization

Sequence convergence to a boundary Karush--Kuhn--Tucker (KKT) point has long remained unclear for nonconvex mirror descent with Legendre kernels. The difficulty arises from the blow-up of the gradient of the Legendre kernel at the boundary. Recent work~\cite{dingtoh2026nonkkt} shows that mirror descent can accumulate at non-KKT boundary points despite decreasing objective values, precluding a convergence guarantee to KKT points in general. Despite this negative result, mirror descent remains effective in many real applications. Motivated by this contrast, we address the boundary difficulty directly and establish KKT convergence of mirror descent for a broad class of structured nonconvex problems. We analyze mirror descent in reparameterized variables, where the Hessian metric is flattened and remains nondegenerate as the boundary is approached. Under extension and definability conditions jointly coupling the objective, the Legendre kernel, and the feasible region, the reparameterized sequence has finite length and converges, thereby recovering convergence to a KKT point of the original sequence. Our general framework applies to some concrete instances: Shannon entropy, Fermi--Dirac entropy, and power kernels on polyhedron.

math.OC↗

arXiv2026

Bellman Search in Arbitrary Finite Dimension: A Self-Similar Cell Theorem and Effective Computability of Planar Shoreline Search

A shoreline-search path starts at the origin and must meet an unknown affine line, without knowing either its normal or its distance. We first establish a self-similar reduction theorem for homogeneous search problems whose historical information is a record profile updated by pointwise maximum. Two quasi-returns of the normalized state delimit a block that renews the required profile by itself; a short connector closes this block into a cell. Every finite-ratio path can therefore be approximated, with arbitrarily small loss, by repetitions of a single cell at all scales. The main chain is then made effective. A finite coding of the state space computably bounds the scale factor and normalized length of a nearly optimal cell. For planar Shoreline search, the support function of the convex hull gives an exact cell functional. A one-sided polygonalization then reduces the problem to a computable number of vertices, after which quantifier elimination decides whether a polygonal cell exists below a rational threshold. It follows that the optimal deterministic planar Shoreline value $C_2^*$ is a computable real: for every rational $ε>0$, an algorithm terminates with a rational interval of width at most $ε$ containing $C_2^*$. Additional results---sliding memory, Bellman transitions, deadlines, geometric filters, and relative equilibria---are presented separately as a toolbox for certified computation and for the study of spiral rigidity; they are not used in the computability proof.

cs.CG↗

arXiv2026

Receding Fixed-Horizon Optimization for Near-Time-Optimal Trajectory Planning and Control

Time-optimal trajectory planning and control is central for autonomous vehicles, yet its application and real-time deployment confronts two fundamental challenges: the non-convexity of optimal control problems and the unpredictable computation time inherent to nonlinear programming. To address these challenges, we propose a hierarchical convex optimization framework that addresses both issues by decomposing the original problem into short, fixed-horizon planning cycles. Each cycle solves a convex subproblem within a collision-free region identified by a customized search algorithm; the complete trajectory and control is assembled by concatenating state-input sequences across cycles. Under mild assumptions, we establish finite-time convergence of the decomposition procedure and show that the concatenated solution satisfies the necessary conditions for local optimality. Numerical experiments on randomly generated maps with static and dynamic obstacles demonstrate that the proposed algorithm achieves a higher success rate and substantially lower computation time than sequential convex programming, while maintaining comparable control time. These results show that decomposition-based convex optimization provides a practical pathway to reliable, real-time near-time-optimal trajectory planning.

cs.RO↗

arXiv2026

On the Computational and Statistical Efficiency of the Empirical Maximum Entropy on the Mean Method

The Maximum Entropy on the Mean (MEM) method provides a flexible computational framework for solving inverse problems by combining data fidelity with entropy-based regularization. In practice, however, the prior distribution is typically unknown but can be estimated from data, giving rise to the empirical MEM method. We establish a parametric convergence rate of $O(n^{-1/2})$ in expectation for empirical MEM, improving upon the previously established $O(n^{-1/4})$ guarantee by King-Roskamp et al. (2026). Our proof is based on a novel stability analysis of the primal and dual optimization problems under perturbations of the underlying probability measure, relying only on foundational tools from convex analysis and probability. We further show that the MEM dual problem admits a reformulation as an expected risk minimization problem, thereby placing MEM within the modern framework of stochastic optimization and enabling scalable stochastic gradient algorithms for large-scale inverse problems. Together, these results place empirical MEM as a statistically and computationally efficient methodology for data-driven inverse problems.

math.OC↗

arXiv2026

Explicit Distributed MPC: Reducing Computation and Communication Load by Exploiting Facet Properties

Classical Distributed Model Predictive Control (DiMPC) requires multiple iterations to achieve convergence, leading to high computational and communication burdens. This work focuses on the improvement of an iteration-free distributed MPC methodology that minimizes computational effort and communication load. The aforementioned methodology leverages multiparametric programming to compute explicit control laws offline for each subsystem, enabling real-time control without iterative data exchanges between subsystems. Extending our previous work on iteration-free DiMPC, here we introduce a FAcet-based Critical region Exploration Technique for iteration-free DiMPC (FACET-DiMPC) that further reduces computational complexity by leveraging facet properties to do targeted critical region exploration. Simulation results demonstrate that the developed method achieves comparable control performance to centralized methods, while significantly reducing communication overhead and computation time. In particular, the proposed methodology offers substantial efficiency gains in terms of the average computation time reduction of 98% compared to classic iterative DiMPC methods and 42% compared to iteration-free DiMPC methods, making it well-suited for real-time control applications with tight latency and computation constraints.

math.OC↗

arXiv2026

Robust Assortment Optimization from Observational Data

Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances in data-driven methods have leveraged historical data to learn and optimize assortments, these approaches typically rely on strong assumptions -- namely, the stability of customer preferences and the correctness of the underlying choice models. However, such assumptions frequently break in real-world scenarios due to preference shifts and model misspecification, leading to poor generalization and revenue loss. Motivated by this limitation, we propose a robust framework for data-driven assortment optimization that accounts for potential distributional shifts in customer choice behavior. Our approach models potential preference shift from a nominal choice model that generates data and seeks to maximize worst-case expected revenue. We first establish the computational tractability of robust assortment planning when the nominal model is known, then advance to the data-driven setting, where we design statistically optimal algorithms that minimize the data requirements while maintaining robustness. Our theoretical analysis provides both upper bounds and matching lower bounds on the sample complexity, offering theoretical guarantees for robust generalization. Notably, we uncover and identify the notion of ``robust item-wise coverage'' as the minimal data requirement to enable sample-efficient robust assortment learning. Our work bridges the gap between robustness and statistical efficiency in assortment learning, contributing new insights and tools for reliable assortment optimization under uncertainty.

stat.ML↗

arXiv2022

SAFE-OCC: A Novelty Detection Framework for Convolutional Neural Network Sensors and its Application in Process Control

We present a novelty detection framework for Convolutional Neural Network (CNN) sensors that we call Sensor-Activated Feature Extraction One-Class Classification (SAFE-OCC). We show that this framework enables the safe use of computer vision sensors in process control architectures. Emergent control applications use CNN models to map visual data to a state signal that can be interpreted by the controller. Incorporating such sensors introduces a significant system operation vulnerability because CNN sensors can exhibit high prediction errors when exposed to novel (abnormal) visual data. Unfortunately, identifying such novelties in real-time is nontrivial. To address this issue, the SAFE-OCC framework leverages the convolutional blocks of the CNN to create an effective feature space to conduct novelty detection using a desired one-class classification technique. This approach engenders a feature space that directly corresponds to that used by the CNN sensor and avoids the need to derive an independent latent space. We demonstrate the effectiveness of SAFE-OCC via simulated control environments.

math.OC↗

arXiv2026

Fast Trainable Multilinear Bases for Image Compression

The Discrete Fourier Transform (DFT), the Discrete Cosine Transform (DCT), and their block-wise variants underpin most deployed image and video codecs. Their effectiveness rests on three properties: their runtime is near-linear (up to a polylogarithmic factor) in the image size, they are exactly invertible, and they carry few to no parameters. In this work, we generalize these bases to isometric multilinear bases, allowing a small number of extra parameters (polylogarithmic in the image size), while preserving all three properties. We develop a scheme to train a better transformation for a given image dataset: we use isometric tensor networks, inspired by quantum many-body theory, to parameterize the basis, and train it with Riemannian optimization. We show that training consistently improves performance, as our parameterized bases can represent the traditional DFT and DCT-IV (a variant of the DCT). Evidence is shown across natural photographs and line drawings. On Quick Draw line-drawing compression, for example, the best trained basis outperforms the block cosine transform used in the JPEG format by $20\%$ in terms of compressed data size.

eess.IV↗

arXiv2026

Flow Shop Scheduling with Stochastic Reentry

We study flow shop scheduling with stochastic reentry, where jobs must complete multiple passes through the entire shop, and the number of passes that a job requires for completion is drawn from a discrete probability distribution. The goal is to find policies that minimize performance measures in expectation. Our main contribution is a reduction to a stochastic scheduling problem on identical parallel machines augmented by machine arrivals. This reduction preserves objective values and enables the transfer of structural results and performance guarantees from the auxiliary problems to the reentrant flow shop setting. We demonstrate the usefulness of this reduction by proving the optimality of simple priority policies for minimizing the makespan and the total completion time in expectation under geometric and, more generally, monotone hazard rate distributions. For minimizing the total weighted completion time, we derive an approximation guarantee for a simple priority policy that depends only on the squared coefficient of variation of the underlying distributions. Our results constitute the first optimality and approximation guarantees for flow shops with stochastic reentry and demonstrate that established scheduling policies naturally extend to this setting through the proposed reduction.

cs.DS↗

arXiv2026

Solution Methods for Infinite-Dimensional Generalized Disjunctive Programming

Generalized disjunctive programming (GDP) expresses mixed discrete-continuous decisions through Boolean indicators and disjunctions, and can be systematically solved via a library of methods proposed in the literature. The recent InfiniteGDP abstraction lifts this modeling layer to continuous domains such as time, space, and uncertainty, but only the big-M and hull reformulations, the two endpoints of the relaxation spectrum, have been generalized to the infinite setting. This work closes this gap by generalizing four other GDP solution methods to infinite-dimensional optimization: the multiple big-M reformulation, P-split reformulation, cutting plane reformulation, and the logic-based outer approximation algorithm. It further proposes MBM-GP, a novel Gaussian-process variant of multiple big-M that learns the big-M function over the infinite domain from a small subset of the subproblem solves. Moreover, these approaches are implemented in the Julia package InfiniteDisjunctiveProgramming.jl. The methods are benchmarked on case studies arising in dynamic and stochastic optimization. The results demonstrate how the generalized solution methods can outperform big-M and hull, with MBM-GP retaining the tightness of multiple big-M at a fraction of its reformulation cost.

math.OC↗