Convex Optimization

Federated learning distributes data among $n$ clients, making it vulnerable to malicious attacks and data heterogeneity, which together pose challenges for robust learning. To tackle this issue, centered clipping and Huber aggregators have been exploited for Byzantine robustness. In this paper, we first demonstrate their equivalence via convex conjugate theory, and show that they can yield biased solutions in the presence of outliers, leading to failure under high data heterogeneity and a substantial fraction of outliers. Next, we propose a new robust aggregation rule that utilizes the truncated-quadratic (TQ) loss, effectively mitigating the biases of existing methods, such as centered clipping and Huber aggregators. We show that our aggregator achieves order-optimal Byzantine-robust learning under nonconvex loss functions and heterogeneous data, ultimately enhancing the reliability of federated learning systems. Additionally, we provide a robust deviation estimation strategy for TQ, demonstrating its effectiveness. Furthermore, we show that TQ maintains robustness even when only an estimate of the number of Byzantine clients is available. Finally, experimental results on MNIST, Fashion-MNIST, and CIFAR-10, indicate that our aggregator provides better robustness performance than the competing techniques.

The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action $x_t \in \mathcal{X} \subset \mathbb{R}^d$, a convex loss function $f_t$ and a convex constraint function $g_t$ that drives the constraint $g_t(x)\le 0$ are revealed. The objective is to simultaneously minimize the static regret and cumulative constraint violation (CCV) compared to the benchmark that knows the loss functions and constraint functions $f_t$ and $g_t$ for all $t$ ahead of time, and chooses a static optimal action that is feasible with respect to all $g_t(x)\le 0$. Currently, the best known algorithm is OGD+Projection algorithm of [Vaze and Sinha, 2025] that has simultaneous regret of $O(\sqrt{T})$ and CCV of $O(T^{1/3})$ for $d=2$ [Balasundaram et al., 2026], and simultaneous regret of $O(\sqrt{T})$ and CCV of $O(\sqrt{T})$ for any $d$ [Sarkar and Sinha, 2026]. In this paper, we show that the CCV of the OGD+Projection algorithm is $Ω(T^{\frac{d-1}{2d}})$. This is the first such lower bound result.

Data-driven optimization often requires collecting data to estimate uncertain model parameters before solving the underlying decision problem. In practice, however, data acquisition may incur non-negligible costs, making it critical to determine when to stop additional data collection. In this paper, we study an optimal stopping problem for sequential data collection in stochastic optimization under parameter uncertainty. We propose a benefit-driven stopping framework that balances information gain and sampling cost. We model the unknown distribution parameter within a Bayesian learning framework and update beliefs sequentially as new observations are collected. At each iteration, the decision maker evaluates the expected marginal benefit of additional data relative to the unit sampling cost and determines whether to continue sampling or stop and implement the optimization decision. Based on this framework, we develop several stopping policies. The proposed policies are evaluated through a newsvendor problem with exponentially distributed demand. Numerical experiments compare the policies with fixed-budget and hindsight benchmark strategies. The results show that benefit-driven stopping rules can substantially reduce unnecessary data collection while achieving near-optimal decision performance, demonstrating the effectiveness of adaptive stopping in data-driven optimization.

Schedule-Free methods have attracted growing interest for alleviating the burden of designing and tuning a learning rate scheduler, while matching and sometimes even outperforming optimizers with tuned schedulers. Despite their strong empirical results, their convergence theory in nonconvex optimization, where modern machine learning objectives typically arise, has remained largely unexplored. In this paper, we provide worst-case analyses of Schedule-Free gradient descent and Schedule-Free stochastic gradient descent, in their standard form and without auxiliary modifications or restrictive conditions, for smooth but possibly nonconvex objectives. Based on a Lyapunov analysis derived from the continuous-time limiting ordinary differential equation associated with these methods, we show that Schedule-Free gradient descent and Schedule-Free stochastic gradient descent achieve the optimal worst-case convergence rates attainable among first-order methods. We further formulate Schedule-Free gradient descent as a nonautonomous dynamical system and prove strict-saddle avoidance under an arbitrarily small one-time perturbation. These theoretical results provide a better understanding of the strong performance that Schedule-Free methods demonstrate.

We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure. In this class, both the objective and the functional inequality constraints are given by convex Lipschitz outer functions composed with smooth nonlinear inner mappings. The analysis is complicated by constraint violation in a nonconvex functional inequality system and by the lack of an a priori bound on the multipliers. To address these issues, we restrict the dual variable to an auxiliary compact set and analyze a smoothed prox-linear augmented Lagrangian method through a nonsmooth nonconvex-concave minimax reformulation. The main contribution is a finite-time mechanism for converting stationarity of the truncated minimax problem into a KKT certificate for the original constrained problem. We show that, for a sufficiently large penalty parameter, all but a controlled number of iterates enter a near-feasible region. On this region, a local conic regularity condition uniformly bounds the associated prox-linear multipliers and thereby makes the artificial dual truncation inactive at the selected iterates. Building on this mechanism, we establish explicit convergence rates for the proposed method in terms of the KKT residual. With dual regularization, a global dual error bound together with a bias-balancing argument gives an $O(K^{-1/3})$ rate. In the unregularized case, under additional local structural assumptions including piecewise linearity of the outer functions, a local dual error bound yields the sharper $O(K^{-1/2})$ rate.

We consider the problem of finding stationary points for stochastic convex optimization problems. Rather than surrogates to stationarity, such as a proximity-to-stationarity guarantee or small gradient of the Moreau envelope, we ask for a stronger notion: that the subdifferential of the objective actually contains a small element. This criterion is non-trivial, because subdifferentials of convex functions fail to converge uniformly, even in arbitrarily small neighborhoods of the optimum. Our convergence guarantees rely on dimension theory to decompose the graph of the subdifferential of a convex function, showing how stochastic sampling preserves "pieces" of these graphs, and allowing effective application of proximal-point-like methods.

Adaptive optimizers carry hidden states that change how visible gradients become parameter motion. We develop optimization geometrodynamics as a variational theory of this hidden geometry. Infimal pushforward eliminates all hidden states realizing the same action and composes across optimizer hierarchies. Under smooth nondegeneracy, it yields hidden susceptibility and the Schur-complement curvature seen after relaxation. For affine pre-reduction perturbations, the induced interaction curvature is the negative-semidefinite operator $-G^*H^{-1}G$, whose mixed entries integrate to finite mechanism contrasts. Our main realization is the determinant-one affine-invariant SPD action map $P\mapsto PA$. We prove a global analytic bundle with closed totally geodesic fibers and a unique analytic nearest-controller section. A strongly convex fiber theorem and an explicit logarithmic action residual give a globally linearly convergent solver from every feasible initializer, together with nonasymptotic value, controller-distance, and residual bounds and observable posterior stopping certificates. A conditional inexact result propagates supplied rigorous residual-error and radius majorants. The dense spectral kernel is confined to an active subspace of dimension $r\le 2m$, yielding an explicit spectral-arithmetic operation bound and a strict dimensional reduction when $r<d$. For nested shape-normalized quadratic actions, canonical multi-secant projections satisfy an exact CAT(0) Pythagorean decrease and recover the determinant-one inverse Hessian shape at the sharp rank threshold $d-1$, provided the scalar gauge $c_H=(\det H)^{1/d}$ is known. These results turn the action bundle into an exact iterative computation with posterior certificates and a finite-identification theory.

Minimum maximum mean discrepancy (MMD) estimation has emerged as a robust and likelihood-free alternative to maximum likelihood estimation for parameter estimation. Yet, despite its practical success, the associated optimization problem remains poorly understood, with theoretical guarantees for existing algorithms hinging on convexity assumptions that rarely hold in practice. We address this gap by proposing a preconditioned gradient descent (PGD) scheme, establishing its asymptotic \emph{global} convergence under explicit gradient-dominance and projection-residual conditions. Our approach is inspired by recent progress on MMD gradient flows, a nonparametric descent scheme on the space of probability measures. We provide extensive empirical evidence that our PGD scheme outperforms standard gradient descent across a range of challenging parameter estimation and composite hypothesis testing problems.

For compact convex sets $L,K \subset \mathbb{R}^n$, denote by $λ_K(L)$ the smallest size of a homothet of $K$ that contains $L$. We define a measure of symmetry based on the $n$-simplex $Δ= Δ^n \subset \mathbb{R}^n$ as the ratio $$ρ_Δ(L):=\frac{λ_{-Δ}(L)}{λ_Δ(L)}.$$ We study this measure and deduce the following results: (1) The classical Minkowski measure of symmetry $m^*(L)$ can be defined as an affine-invariant version of $ρ_Δ(L)$. (2) We improve the stability analysis for the Minkowski measure of symmetry; if $m^*(L)\ge n-\varepsilon$ then $L$ is $\tfrac{1}{1-\varepsilon}$-close to $Δ$ in the Banach--Mazur distance. (3) We obtain a novel characterization of simplices as the only convex bodies $K$ for which the function $L \mapsto λ_K(L)$ is additive (a property we term ``outer additivity''). (4) Motivated by the expressivity of ReLU neural networks, we study the depth complexity of polytopes in $\mathbb{R}^n$ under the two operations: Minkowski sum and convex hull of a union. We prove the sharp bound $ρ_Δ(P) \leq 2^d -1$ for every polytope $P$ of depth complexity $d$. In other words, simplices cannot be approximated by low-depth polytopes.

In this paper, we consider the nonsmooth nonconvex decentralized optimization problem, where inter-agent communication is compressed. We propose a general framework that unifies various decentralized stochastic subgradient-type methods with unbiased compression and contractive compression with error compensation. By relating the consensus-error iterates and the averaged iterates to the trajectories of continuous-time differential inclusions, we establish global convergence for all methods encompassed by our framework when the objective functions are nonsmooth and lack Clarke regularity. Based on our framework, we further develop several compression-based methods, including decentralized stochastic subgradient methods utilizing sign-based regularization and gradient-tracking momentum. Preliminary numerical experiments empirically support our theoretical results and highlight the communication-accuracy trade-off of the newly developed methods.

Decentralized online convex optimization (D-OCO) is a popular framework for distributed applications with streaming data. To tackle the communication bottleneck, previous studies have investigated D-OCO with compressed communication and proposed several algorithms that are variants of online gradient descent (OGD). However, for D-OCO with exact communication, the best existing algorithms are variants of follow-the-regularized-leader (FTRL). In this paper, for the first time, we propose two FTRL-type algorithms for D-OCO with compressed communication. Compared with OGD-type algorithms, our algorithms are more elegant in both algorithmic design and theoretical analysis. The key insight is that the dual update mechanism of FTRL allows us to make a simple application of the technique for average consensus with communication compression. More specifically, our first algorithm considers the full-information setting, and can match the existing regret bounds. Our second algorithm is designed for the bandit setting, and can significantly improve both the regret bounds and communication costs of existing algorithms.

Spatiotemporal motion planning, especially in multi-robot settings, requires robots to reason about collision-free regions that change over time, which is challenging in continuous spaces when feasible regions are transient and geometrically constrained. We present an algorithmic framework based on graphs of space-time convex sets (ST-GCSs), where collision-free regions are represented as convex sets in space-time and trajectories correspond to paths on the graph together with continuous motions within the selected sets. We formulate time-optimal planning on ST-GCSs as a graph-search problem over path-indexed states and develop a best-first search solver that evaluates partial paths via continuous trajectory optimization, guided by admissible heuristics and dominance checks. We further present an Exact Convex Decomposition (ECD) scheme to reserve trajectory occupancies in space-time, enabling unified handling of dynamic obstacles and multi-robot interactions. For multi-robot motion planning, we integrate ST-GCS planning and ECD into prioritized planning methods and introduce a windowed coordination scheme to improve efficiency. Extensive experiments on single-robot and multi-robot problems demonstrate substantial speedups over various planners while maintaining high solution quality, particularly in environments with narrow and transient feasible regions. Large-scale demonstrations further show that the proposed multi-robot motion planner can solve instances with up to $100$ robots within only a few minutes. Project homepage: https://sites.google.com/view/stgcs

We study constrained online convex optimization with adversarial losses and stochastic or adversarial constraints. For stochastic constraints, existing algorithms that achieve nearly optimal regret and constraint violation bounds typically rely on regularity assumptions such as Slater's condition, while adversarial-constraint algorithms avoid these assumptions by using a rather restrictive round-wise feasible comparator. We bridge this gap with an anytime primal-dual framework that incorporates an adaptive regularizer into the dual update. The regularizer stabilizes the dual process without relying on the negative drift induced by Slater's condition. For stochastic constraints and convex losses, our algorithm achieves $O(\sqrt{T})$ expected regret and $O(\sqrt{T}\log T)$ expected cumulative constraint violation. Furthermore, we show that our algorithm also admits high-probability bounds of the same order on regret and constraint violation. For strongly convex losses, the regret bound improves to $O(\log T)$ with a violation bound of the same order. With a minor modification, the framework also applies to adversarial constraints and provides guarantees for hard constraint violation.

While neural network control policies are powerful, their deployment on safety critical systems depends on ensuring that they obey strict constraints. Existing work often treats safety as a metric to optimize for, which competes with other performance objectives, if training converges at all. Instead, we introduce ShardNet, a neural network architecture that strictly enforces unions of polyhedral constraints by construction, using a differentiable projection layer parameterized by a classification network. The key insight is to embed safety into the neural network's structure, allowing performance to be optimized independently because formal safety guarantees are always given. In contrast with existing neural architectures that can only enforce simple convex constraints, ShardNet enables the first safe-by-construction synthesis of forward-invariant neural network controllers on closed-loop systems where safety constraints are expressed as nonconvex unions of polyhedras or learned value function level sets. To support this, we also introduce a technique to verify and train such value functions correctly as rectified linear unit (ReLU) networks, which has not previously been possible. On double integrator benchmarks drawn from the literature, ShardNet policies maintain 100% safety on verified sets and achieves significantly lower objective loss compared to existing formal methods. Furthermore, our value function training technique also produces safe sets more than 3 times larger than existing verification approaches.

Cooperative localization using range-based measurements is critical for multi-robot systems operating in GPS-denied and unstructured environments. However, traditional cooperative approaches require sharing explicit spatial coordinates across the network, presenting a severe security vulnerability in privacy-sensitive missions. While recent literature has explored privacy-preserving alternatives, these methods typically rely on accuracy-degrading noise injection or computationally prohibitive cryptographic protocols. To overcome these limitations, we propose a novel, natively privacy-preserving Decentralized Cooperative Localization (DCL) framework based on convex optimization. Discarding probabilistic noise models, we assume strictly bounded measurement noise and formulate the localization problem via Semi-Definite Programming (SDP) to compute a Maximum-Volume Inscribed Ellipsoid (MVE). Our approach introduces novel intersection-plane constraints derived from landmark measurements to significantly tighten individual spatial bounds. To incorporate inter-robot range measurements securely, we uniquely decompose coupling constraints into localized Linear Matrix Inequalities (LMIs). Agents achieve fleet-wide spatial consensus by iteratively exchanging only abstract dual variables, completely avoiding the transmission of explicit primal position estimates. Extensive 3D Monte Carlo simulations demonstrate that our DCL framework outperforms existing SDP-based localization method in accuracy, while guaranteeing operational privacy and maintaining highly scalable, parallelizable computation.

Solving multi-agent optimal control problems in aerospace such as pursuit-evasion and contested space operations can be modeled as non-convex differential games for which, there are limited algorithms. In this work, a relaxation of generalized Nash Equilibrium problems (GNEPs) to exclude inter-agent control coupling in dynamics, which is representative of many multi-agent systems is introduced. The main contribution is an algorithm for solving a broad class of differential games named FALCON: Fast Augmented Lagrangian Convexification for Open-loop Nash equilibria is presented. Methodologically, sequential convex programming (SCP) is utilized to create tractable convex sub-games which can then be solved via standard convex programming methods involving a potential game reformulation. FALCON is demonstrated to have global convergence guarantees to an open-loop Nash equilibrium for non-convex differential games under mild assumptions. This is numerically shown through both cooperative and competitive differential games.

We analyze Bregman ADMM for nonconvex linearly constrained problems under two-sided relative smoothness, a condition that replaces the standard Lipschitz gradient assumption with a Hessian comparison relative to a Bregman kernel. This setting covers polynomial objectives arising in matrix and tensor models for which a global Lipschitz-gradient constant need not exist. We show that on an invariant open state-space domain, one iteration of Bregman ADMM defines a smooth primal--dual fixed-point map whose strict-saddle KKT points are unstable fixed points; consequently, from random initialization the iterates converge to a strict saddle with probability zero. Combined with existing first-order convergence results, this yields almost-sure second-order stationarity of limiting KKT points. We extend the analysis to a multi-block star consensus formulation for distributed optimization. The technical novelty lies in a determinant reduction with a Bregman-specific symmetrization and scaling step in the two block spectral argument, together with a null space cancellation exploiting the star graph structure in the consensus case. Numerical experiments on distributed matrix factorization illustrate the theory, and a symmetric tensor factorization example demonstrates the broader Bregman proximal splitting idea beyond the separable consensus setting.

Optimizing functionals over the space of probability measures is now ubiquitous in machine learning. A widely used approach is to perform the optimization directly over the Wasserstein space, but many objective functionals of practical interest are non-convex along Wasserstein geodesics, making the analysis of standard first-order methods challenging. In this work, we study a class of objectives over the Wasserstein space that admit a difference-of-convex (DC) decomposition and we lift the classical convex-concave procedure (CCCP) to this setting. Under smoothness and strong convexity assumptions on the convex components of the decomposition, we prove almost stationarity along the iterates of the resulting algorithm. Our main focus is on the Maximum Mean Discrepancy (MMD) and the Energy Distance (ED) functionals, for which we develop explicit Wasserstein DC decompositions, and establish local convergence of the scheme under mild assumptions. Empirically, we show that well-chosen DC decompositions yield faster and more stable convergence than Wasserstein gradient descent on these MMD objectives.

We study the problem of finding stationary points of non-convex functions when access to the objective is provided only through a comparison oracle that, given two points, outputs which has the larger function value. For a twice differentiable $f\colon\mathbb R^n\to\mathbb R$ with Lipschitz gradient and Hessian, we develop an algorithm that visits an $ε$-stationary point using $\widetilde O(n^2/ε^{1.5})$ queries. Our approach uses a subroutine that estimates the normalized Hessian to accuracy $δ$ using $\widetilde O(n^2\log(1/δ))$ queries. We further study this problem with a quantum comparison oracle model where queries can be made in superpositions, and develop the first quantum algorithm that finds an $ε$-stationary point, which takes $\widetilde O(n/ε^{1.5})$ queries.

Variational Monte Carlo (VMC) is a central algorithm in electronic structure theory and has gained renewed importance through modern neural-network ansätze such as FermiNet. At its core, VMC seeks ground states by minimizing the Rayleigh quotient by stochastic optimization. In this work, we show that the resulting stochastic optimization problem is intrinsically governed by the nodal geometry of the underlying wave function. More precisely, we establish that properties of the nodal set determine the integrability of the local energy and gradient estimators that drive VMC. For broad and practically relevant ansatz classes, including Slater-Jastrow wave functions with variable-exponent Slater-type orbitals, we prove that these estimators are generically heavy-tailed and fail to admit higher moments. At the same time, for general analytic ansätze, we prove weak moment bounds for the relevant estimators and identify precise low-moment regimes, showing how generic and degenerate nodal structures lead to different integrability thresholds. Building on this analysis, we introduce a new robust variant of VMC $\unicode{x2013}$ coined PS-Clip-VMC $\unicode{x2013}$ which is based on clipping both the local energy and the gradient random variable. We prove that PS-Clip-VMC converges both in expectation and with high probability in the weak moment regime of VMC. Preliminary experiments for training FermiNet on Atoms with up to 18 electrons suggest that PS-Clip-VMC is significantly more robust than standard methods.

Sequential contextual stochastic programs model real-time decision systems in which each time epoch commits to an action under uncertainty whose consequences propagate into future decisions. In many practical contexts, these programs require obtaining solutions rapidly as new information becomes available. These problems can be represented through scenario approximations to be solved by off-the-shelf optimization solvers, which achieve high decision quality offline but typically run in seconds to minutes per instance, falling short of the sub-second responses that peak periods of planning require. This paper develops a learning-based optimization proxy: a scenario-embedded neural network trained offline on solver-generated labels, paired online with a decoder that enforces feasibility, replacing the per-epoch solve with a single forward pass. The framework is specialized to omnichannel order fulfillment, where each arriving order requires a sub-second assignment of products to distribution centers and carrier services under stochastic delivery times and future demand. A two-stage contextual stochastic program is introduced to formulate this problem, and its contextual sample average approximation (C-SAA) supplies the offline labels, while a composite training loss combines label imitation, a constraint-violation penalty, and self-supervised cost alignment. In a calibrated simulator built from JD.com transactional records, a detailed computational study is provided. The proxy reduces decision latency by roughly 2800x relative to the online finite-sample C-SAA reference and improves over it by 3.3% in realized fulfillment cost. Relative to established fulfillment policies, the proxy lowers total realized cost by at least 10.7% and roughly halves the late-delivery rate.

Many reinforcement learning (RL) problems in the infinite-horizon average-reward setting require optimizing multiple conflicting objectives while satisfying multiple safety constraints. A common approach is concave scalarization, where the agent maximizes a utility $f(J^π_{r_1}, \ldots, J^π_{r_M})$ subject to a scalarized constraint $g(J^π_{c_1}, \ldots, J^π_{c_N}) \ge 0$, where $J^π_{r_m}$ and $J^π_{c_n}$ denote the average-reward and cost under policy $π$. However, the nonlinearity of $f$ and $g$ introduces bias in policy-gradient and actor-critic methods, since gradients must be evaluated using noisy estimates of $J^π,$ and $\mathbb{E}[\partial f(J^π)] \neq \partial f(\mathbb{E}[J^π]),$ and this bias propagates through both primal and dual updates. We propose an MLMC-based primal-dual Natural Actor-Critic algorithm for average-reward MDPs that controls bias in scalarized objectives, constraint evaluation, and actor-critic estimation without requiring mixing-time knowledge. We show that the algorithm achieves optimal global convergence and constraint-violation rates of $\tilde{O}(1/\sqrt{T})$. To our knowledge, this is the first result establishing optimal convergence for concave scalarized multi-objective RL in the average-reward setting, both with and without constraints, and the first to do so without mixing-time information even in the absence of scalarization.

We study the last iterate of the stochastic subgradient method for one-dimensional convex Lipschitz objectives. For a fixed horizon $n$, we consider the standard fixed stepsizes $η=Θ(1/\sqrt n)$. We prove that, for such stepsize policies, under additive i.i.d. subgradient noise with uniformly bounded variance, the last iterate features an optimization error of order $1/\sqrt n$, thereby removing the extra $(\log n)$ factor present in existing generic bounds. On the other hand, we show that without the i.i.d. assumption, the optimization error can be of order $(\log n)/\sqrt n$. Thus, under the uniformly bounded variance assumption alone, the last iterate of SsGM is suboptimal even in dimension one, resolving negatively an open problem posed in Koren and Segal, COLT, 2020.

Adaptive stochastic convex optimization (SCO) methods face a fundamental ``price of adaptivity'' barrier: under the standard set of assumptions, they cannot efficiently adapt to large uncertainty in both the initial distance to optimality and the Lipschitz constant. We circumvent this barrier by requiring a small amount of additional structure common to many learning problems. Specifically, we assume that the objective decomposes into a model and a loss function, enabling us to intervene by modifying the model's output before it passes to the loss function. Under this assumption, we design a method that clips the learned model output in tail events where it deviates too much from the output of a fixed reference model. Our method matches the optimal bounds for known-parameter SCO up to logarithmic factors in the uncertainty in the distance and Lipschitz parameters, thus efficiently adapting to large uncertainty in both.

Adam is one of the most widely implemented and influential modern optimizers. Why is it effective across different optimization problems in practice? This question arguably lies at the center of the optimization community over the last decade and has motivated a substantial body of work aimed at understanding its convergence behavior. However, existing studies have mainly focused on the convergence rate of Adam in smooth nonconvex optimization, which unfortunately does not adequately capture practical settings, since many real-world problems are nonsmooth, such as those arising in training neural networks. Thus, these studies cannot fully explain the popularity and empirical success of Adam. Recently, an insightful and powerful framework called Online-to-Nonconvex Conversion has opened a new way to analyze Adam for nonsmooth nonconvex optimization. Unfortunately, prior works along this line share two common limitations. First, all of them ignore the important bias-correction term in the original Adam algorithm. Second and more importantly, many of them require extra operations that are not used in Adam, such as a clipping step. Therefore, the convergence guarantee for the original Adam method still remains unclear. In this work, we present the first finite-time analysis for the classical form of Adam, i.e., with the bias-correction step and without further algorithmic modifications, and prove that a randomly scaled learning rate ensures a convergence rate of $1/T^{\frac{2}{13}}$ for nonsmooth nonconvex optimization. Moreover, our result provably applies to the modern heavy-tailed noise regime, which is closer to practice. Interestingly, our theory is established under the parameter choice $β_1=β_2$, aligning with the recent empirical studies.

Decentralized bilevel optimization (DBO) provides a powerful framework for multi-agent systems to solve local bilevel tasks in a decentralized fashion without the need for a central server. However, most existing DBO methods rely on lower-level strong convexity (LLSC) to guarantee unique solutions and a well-defined hypergradient for stationarity measure, hindering their applicability in many practical scenarios not satisfying LLSC. To overcome this limitation, we introduce a new single-loop DBO algorithm called diminishing quadratically-regularized bilevel decentralized optimization (DUET), which eliminates the need for LLSC by introducing a diminishing quadratic regularization to the lower-level (LL) objective. We show that DUET achieves an iteration complexity of $O(1/T^{1-5p-\frac{11}{4}τ})$ for approximate KKT-stationary point convergence under relaxed assumptions, where $p$ and $τ$ are control parameters for LL learning rate and averaging, respectively. In addition, our DUET algorithm incorporates gradient tracking to address data heterogeneity, a key challenge in DBO settings. To the best of our knowledge, this is the first work to tackle DBO without LLSC under decentralized settings with data heterogeneity. Numerical experiments validate the theoretical findings and demonstrate the practical effectiveness of our proposed algorithms.

This paper considers stochastic linear contextual bandits (SLCB) with bounded reward noise. Existing works typically assume sub-Gaussian reward noise and bounded expected rewards, under which the optimal regret bound scales as $\tilde{O}(\sqrt{T})$ in terms of horizon $T$. However, in many applications, realized/observed rewards are also naturally bounded, implying bounded reward noise. Bounded noise is more informative than the sub-Gaussian condition but has not been leveraged explicitly in the SLCB literature. In this paper, we propose a novel algorithm SME-OFU by utilizing an uncertainty quantification method called set-membership estimation (SME) and applying the principle of optimism in the face of uncertainty (OFU). Our algorithm enjoys an improved regret bound $O(\log T)$. Notice that this does not contradict the existing optimal bound $\tilde{O}(\sqrt{T})$ for sub-Gaussian noise because bounded noise is a stronger condition. Finally, simulations show empirical improvements of SME-OFU over a benchmark algorithm designed for sub-Gaussian noise when the reward noise is bounded.

Distributed optimization is a highly scalable and structurally transparent technique to solve multi-agent robotics problems; however, such methods often suffer from the need for highly-specialized, problem-specific hyperparameter tunings. In this work, we propose Deep Coordinator, a deep-unfolding framework that learns to dynamically adjust the hyperparameters of ADMM-DDP, a popular distributed solver for robotics tasks, at solve-time in response to optimizer performance. Our architecture consists of unrolling a fixed number of ADMM-DDP iterations into a neural network with learnable functions between layers mapping the optimizer state to the next hyperparameters. To the best of our knowledge, Deep Coordinator is the first deep-unfolding framework to adapt the penalty parameters of a non-convex optimizer at solve-time; we show that the mainstream supervised approach can yield degenerate solutions when training such models, and propose an unsupervised learning scheme. On simulations with fleets of cars and quadrotors, Deep Coordinator produces trajectories of comparable quality 6.18-9.44x faster than conventional solvers. Furthermore, Deep Coordinator retains its performance benefits when deployed to systems up to 8x larger than trained on.

We study adversarial bandit optimization in which the loss functions may be non-convex and non-smooth. In each round, the learner selects an action and observes only the loss incurred at that action. The loss consists of an underlying convex and $β$-smooth component and an adversarial perturbation that may be chosen after observing the learner's action. The perturbations are subject to a global budget controlling their cumulative magnitude over time. This framework extends the globally budgeted, post-action perturbation model from underlying linear losses to general convex and $β$-smooth losses. For this broader class, we establish expected regret guarantees that explicitly characterize the effect of the perturbation budget. To establish these guarantees, we modify a standard bandit optimization algorithm and develop an analysis that controls the additional regret caused by the perturbations. In the absence of perturbations, our results reduce to regret guarantees for the standard bandit convex optimization setting with $β$-smooth losses.

This paper studies a class of distributed optimization problems in networked nonlinear systems (NNSs) subject to input delays and consensus constraints. It introduces input-delay tolerant semiglobal convergence (IDTSC), meaning that for any prescribed compact initial set there exists an admissible delay bound under which the optimal solution is computed within consensus constraints and all node states converge to the solution. Building on a hierarchical design and input-to-state stability analysis, a new semiglobal input-delay tolerant (SIDT) algorithm is developed that practically achieves IDTSC for distributed optimization under the coupling between input delays and nonlinear dynamics. Further, by relaxing strict convexity requirements through the Polyak-Łojasiewicz condition, the SIDT algorithm broadens its applicability to nonconvex optimization. Finally, numerical experiments corroborate the theory on NNSs with input delays.

We study differentially private (DP) regression in settings where each data sample includes public, non-sensitive features -- common in applications such as recommendation and advertising systems. While such label-DP or semi-sensitive-feature settings have been primarily explored in the context of classification, effective approaches for regression remain underexplored. We introduce Cond-DP, a conditioned variant of DPSGD that leverages the structure of public feature matrices to improve optimization under privacy constraints. Motivated by the observation that these public features often exhibit rapidly decaying spectra, Cond-DP incorporates a data-driven conditioning matrix to reshape the optimization landscape and accelerate convergence. We provide convergence guarantees for convex, strongly convex, and non-convex settings, and recover standard DPSGD as a special case when the conditioning matrix is the identity. We show how to construct an effective conditioning matrix for Cond-DP directly from public features, enabling provably faster convergence than DPSGD in private linear regression without incurring additional privacy cost. Empirically, Cond-DP with this conditioning matrix consistently outperforms state-of-the-art baselines across a wide range of datasets and model architectures under label DP, demonstrating strong and robust performance in practice.

Multi-agent task planning in cluttered, dynamic environments requires assigning tasks to agents while simultaneously determining safe, time-efficient trajectories through the environment. When tasks are dynamic, such as rendezvous objectives, allocation decisions depend not only on which agent is best suited for a task, but also on when and where that task can be reached. This paper presents a solution to this problem, which combines Graphs of Convex Sets (GCS) for trajectory optimization with the Consensus-Based Bundle Algorithm (CBBA) for distributed task allocation. In our approach, GCS finds optimal trajectories through dynamic environments using a time-extended (3D+time) configuration space. At the same time, CBBA coordinates task assignments across agents, enabling informed decision-making in a moving environment. We then connect allocation and planning to allow the agents to avoid collisions in the 3D+time configuration space and provide accurate time estimates for task completion. We demonstrate the effectiveness of our approach in simulated cluttered environments with static and dynamic tasks.

Efficient optimization is essential for training large language models. Although intra-layer selective updates have been explored, a general mechanism that enables fine-grained control while ensuring convergence guarantees is still lacking. To bridge this gap, we propose \textbf{MGUP}, a novel mechanism for selective updates. \textbf{MGUP} augments standard momentum-based optimizers by applying larger step-sizes to a selected fixed proportion of parameters in each iteration, while applying smaller, non-zero step-sizes to the rest. As a nearly {plug-and-play} module, \textbf{MGUP} seamlessly integrates with optimizers such as AdamW, Lion, and Muon. This yields powerful variants such as \textbf{MGUP-AdamW}, \textbf{MGUP-Lion}, and \textbf{MGUP-Muon}. Under standard assumptions, we provide theoretical convergence guarantees for \textbf{MGUP-AdamW} (without weight decay) in stochastic optimization. Extensive experiments across diverse tasks, including MAE pretraining, LLM pretraining, and downstream fine-tuning, demonstrate that our \textbf{MGUP}-enhanced optimizers achieve superior or more stable performance compared to their original base optimizers. We offer a principled, versatile, and theoretically grounded strategy for efficient intra-layer selective updates, accelerating and stabilizing the training of large-scale models. The code is publicly available at https://github.com/MaeChd/MGUP.

Real-time trajectory generation for on-orbit robotic servicing is challenging due to the nonlinear coupling between spacecraft bus motion, manipulator dynamics, visibility cone, and trajectory-level safety constraints. This paper studies learning-based warm-starting for sequential convex programming (SCP) in the terminal approach of a space manipulator toward a tumbling target. The proposed framework decomposes the problem into a system center-of-mass translational planning stage and a coupled attitude--manipulator torque-allocation stage, and applies a causal transformer warm-start to the latter, which constitutes the dominant computational bottleneck. Linear and flow matching action decoders are compared under different action-chunking and training dataset sizes, and the resulting warm-starts are evaluated under both cost-optimal and feasibility projection using SCP. Across 300 held-out scenarios, the learned warm-start reduces the second-stage SCP iteration count by up to 28% and the runtime by 23% while preserving the final control-cost distribution. When the learned warm-starts are used for nonconvex feasibility projection, they nearly halve the runtime relative to cost-optimal SCP, while avoiding the catastrophic high-cost tail behavior observed when initialized heuristically. These results indicate that sequence-model warm-starts can improve both the computational efficiency and trajectory robustness of optimization-based terminal guidance for space manipulation.

We develop Hamiltonian dynamics-based algorithms for smooth convex optimization that achieve accelerated rates of convergence. By exploiting contraction of averaged Hamiltonian flow trajectories rather than requiring contraction at trajectory endpoints, we show that Hamiltonian dynamics-based optimization methods admit deterministic and accelerated convergence guarantees, extending prior work that is limited to quadratic objectives or holds only in expectation. We analyze an idealized continuous-time algorithm and derive practical discrete-time implementations with optimal first-order complexity, thereby establishing Hamiltonian dynamics as a useful algorithmic primitive for deterministic accelerated convex optimization.

Conditional generative models are increasingly used as scenario generators for stochastic optimization, but standard training objectives emphasize uniform distributional fit rather than the downstream decisions induced by generated scenarios. This creates an objective mismatch: errors in statistically common regions may have little effect on decision regret, whereas errors in decision-sensitive regions can substantially change the optimal action. We propose Decision-Weighted Flow Matching (DW-FM), a regret-aligned training framework that preserves the simplicity of standard flow matching while reweighting its velocity-regression objective using decision-sensitive endpoint information. Theoretically, we connect downstream regret to pathwise velocity mismatch through a loss-induced decision discrepancy and an adjoint transport argument, yielding an ideal regret-aligned surrogate and practical endpoint-weighted objectives with regret guarantees. Empirically, we demonstrate the effectiveness of DW-FM on three CVaR-based contextual stochastic optimization benchmarks spanning synthetic portfolio, semi-real financial, and traffic-CVaR tasks, where DW-FM improves downstream regret over standard baselines.

Precise biomedical image segmentation is crucial for clinical diagnosis. Geometric cues (e.g., boundary, shape, and topology) can improve structural consistency, yet most are task-specific and lack a unified geometric foundation that generalizes across organs and modalities. We are motivated by the observation that several medical segmentation targets can be approximated as globally near-convex shapes. A convex region is one in which any two interior points can be connected by a line segment entirely contained within the region. In practice, medical targets may exhibit small local concavities or boundary irregularities; we refer to such globally convex-like shapes as near-convex. Motivated by this, we derive Hadwiger Shape Priors from Hadwiger's theorem as an interpretable global regularizer using three 2D measures: area A, perimeter P, and Euler characteristic chi, enabling transfer across organs and modalities. However, because medical datasets are shape-heterogeneous, enforcing near-convex priors uniformly can over-regularize non-convex anatomy with significant concavities, washing out concavities and fine details and degrading segmentation accuracy. To address this challenge, we propose Conflict-Aware Objective Balancing (CAOB), which integrates shape priors with segmentation in a gradient-aware manner. For each prior, CAOB removes only the gradient component that conflicts with segmentation while preserving the remaining aligned component, and adaptively regulates objective influences to prevent prior dominance. This enables stable use of shape priors on shape-heterogeneous data without erasing genuine concavities or fine structural details. We call this plug-and-play framework HadBalance.

Modern deep learning optimization features heterogeneous parameter structures, noisy gradients, and highly nonconvex landscapes, posing significant challenges for both algorithm design and theoretical analysis. Motivated by the limitations of SGD and the success of adaptive optimizers, we propose {\it Schattor}, a family of adaptive first-order methods based on Schatten norms. Schattor unifies SGD and the recently proposed matrix-variate adaptive optimizer Muon within a single Schatten-norm-based framework. We establish dimension-free stationarity guarantees for methods in the Schattor family for stochastic matrix optimization problems via a novel matrix martingale moment bound. We also develop multi-block extensions that adaptively balance block-wise optimization progress and prove dimension-free stationarity guarantees in this more general setting.

Online inventory optimization (OIO) is online convex optimization with physical memory: inventory carryover makes the feasible action set depend on the past. A natural principle, used in stochastic inventory learning and recently in OIO under a single linear capacity constraint, is to maintain a hidden target chosen by an online learner and implement its projection onto the currently feasible order-up-to set. We prove that this simple principle is optimal for OIO on arbitrary bounded convex capacity sets. With online gradient descent as the base learner, the method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability, and we prove a matching lower bound. The same principle gives the first polylogarithmic regret guarantee for strongly convex losses and the first dynamic regret guarantee adapting to Euclidean path variation on general convex capacity sets. The analysis introduces a norm alignment principle: the right state variable is the distance from the hidden target to the feasible set, measured in the same norm as the projection. Under norm alignment, this distance evolves pathwise as a scalar queue, with target movement as arrival and common demand as service. This reduction to one-dimensional queue control resolves the state dependence and extends the guarantees to general convex capacity sets, beyond the reach of prior productwise approaches. Experiments on synthetic and real-world inventory data corroborate the theory.

We study Online Convex Optimization (OCO) over a convex set $K\subseteq \mathbb R^d$, where in each round $t$ the learner selects $x_t\in K$ and then observes a convex loss $f_t:K\to[0,1]$, with the goal of minimizing regret to the best fixed decision in hindsight. We introduce a unified probing model that generalizes two recent lines of work: sublinear best-expert queries in the experts setting, and pairwise (comparison-based) feedback available every round in OCO. In our framework, the learner has a budget of $k\le T$ pairwise probes; on a probed round it may query two points and learn which one has smaller loss. Our main result shows that even a sublinear and noisy probe budget can provably improve worst-case regret in the full feedback OCO regime. With $k$ $δ$-noisy pairwise probes, we obtain: $\text{Reg}_T \le O\left(\min\left\{\sqrt{dT\ln T},\; \frac{dT\ln T}{k|1-2δ|}\right\}\right)$, which is tight (up to logarithmic factors in $T$) across $T$, $k$ and $δ$. Specifically regarding the noise parameter $δ\in [0,1]$, the regret guarantee smoothly degrades as the oracle response approaches a coin flip, i.e., $δ$ is close to $\frac{1}{2}$. When applying the same techniques to a finite $K$ for the prediction with $d$ experts setting, the resulting rates are instead completely tight in all parameters, including $d$. Our analysis gives a streamlined treatment of pairwise probing in OCO by quantifying the benefit of probing via a variance reduction effect, combined with a second-order (variance-based) analysis of Continuous Exponential Weights.

We study the problem of selecting the largest among $n$ unknown values $x_1,\dots,x_n$ given only a single unbiased estimate $y_i$ for each $x_i$. We design strategies that are simultaneously admissible (not uniformly dominated by any other strategy) and also never worse than a given baseline such as uniform random selection. We provide an application to stochastic optimization, where we obtain online-to-batch conversion bounds with a desirable "no-compromise" guarantee: they are never worse than standard random iterate selection, and yet can be significantly better in benign settings.

Collision-free path planning in cluttered, real-world environments relies on a representation of the collision-free space, and existing representations broadly fall into two categories. Explicit representations, such as unions of convex sets, can be plugged into optimization-based planners as hard collision-free constraints, but their parameters scale poorly with configuration-space dimension. Implicit representations, by contrast, are flexible and scale well to complex geometries, yet typically lack such guarantees. We bridge this gap with ILD (Invertible Latent Decomposition), a framework that jointly learns an invertible mapping and a union of explicit convex polytopes in the resulting latent space. Planning is carried out over these latent convex sets, and the invertible mapping decodes the resulting paths back to the original configuration space while preserving feasibility with respect to the refined explicit safe regions. We further propose Visibility-Guided Sampling (VGS) to keep the convex sets connected for path planning. Across 2D navigation, 6-DoF, and 14-DoF manipulation environments, ILD achieves broader coverage, better inter-set connectivity, and higher path-planning success rates than prior baselines, with zero observed false positives after test-time refinement. On a 14-DoF bimanual manipulator, we further demonstrate real-time collision-free planning, with test-time refinement adapting to scene-geometry changes during real-world deployment on a single 6-DoF arm.

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative-Weights Update (OMWU) are two very popular algorithms to solve convex/concave saddle-point problems, where OMWU is the non-Euclidean, entropic version of OGDA. It is known since the '80s that the last iterate of OGDA asymptotically converges to a saddle point in smooth problems. On the other hand, it is unknown if OMWU has the same property. In this paper, I show that OMWU converges asymptotically for smooth convex-concave saddle-point problems, with a small enough constant learning rate. The result does not require uniqueness, strict complementarity, an error bound, or initialization near a solution. The main new ingredient is a boundary argument showing that every cluster point satisfies the inactive-coordinate KKT inequalities. The boundary argument was discovered with assistance from ChatGPT and is documented in the appendix.

Online learning with delayed feedback typically assumes that the learner can track all pending rounds until their feedback arrives. In practice, tracking resources are finite, and feedback from untracked rounds is permanently lost. In this paper, we study delayed online convex optimization (OCO) under a hard capacity constraint, where at most $C$ pending rounds can be tracked at any time. To model delay information, we introduce a semi-clairvoyant model that refines the clairvoyant assumption from prior work: rather than requiring delays to be known at prediction time, the learner observes delay expirations online, consistent with the classical unconstrained delayed setting. Our approach proceeds via a reduction to a novel ``delayed and weighted'' OCO problem, using a scheduler that randomizes tracking decisions and importance-weights the resulting observations. For this base problem, we propose and analyze Delayed-Weighted FTRL and its bandit analogue, establishing regret bounds that explicitly characterize the interaction between time-varying weights and delayed feedback. Combining these base learners with our schedulers yields the first regret guarantees for capacity-constrained OCO under convex and strongly convex losses, for both first-order and bandit feedback. For first-order feedback, capacity $C = Ω(\log T)$ suffices to recover standard delayed OCO rates up to logarithmic factors. For bandit feedback, the regret rates are modulated by powers of $(1 + σ_{\text{max}}/C)$, where $σ_{\text{max}}$ is the maximum number of pending observations at any time. This allows the regret bound to degrade gracefully when $C < σ_{\text{max}}$, while remaining sublinear.

This paper introduces range regularization for federated learning with linear systematic components to enhance statistical accuracy and induce cross-client regularity conducive to quantization, coding, and resource efficiency. Our approach identifies features with shared weights across different clients and adaptively clusters the weights of personalized features at extreme values, a process we refer to as polar clustering. Theoretical analysis of the associated estimators poses significant challenges due to the seminorm nature and non-decomposability of the regularizer. We develop new proof techniques for the nonasymptotic analysis of statistical accuracy and faithful pattern recovery. Moreover, a fast optimization algorithm that leverages varying degrees of local strong convexity is proposed to reduce iteration complexity. Experiments support the efficacy and efficiency of the proposed approach.

Long-horizon language agents accumulate observations, reasoning traces, and retrieved facts exceeding context windows, making memory retention a fundamental resource-allocation problem. Existing systems treat retention as local and do not model long-term consequences under observability constraints. To fill this gap, we formulate memory retention as a constrained stochastic optimization with budget feasibility, evidence utility, and delayed costs including miss, reacquisition, and stale penalties. We show this multi-step problem is NP-hard, making exact solution intractable. Moreover, deployment decisions must be made under partial observability. To address these challenges, we propose OSL-MR (Observability-Safe Learning for Memory Retention), a learning-augmented framework that enforces a strict separation between online-observable features and offline-available supervision. OSL-MR combines an evidence learner trained from realized evidence with a Mixed-Score heuristic that serves as a deployable online-safe baseline and an inductive prior. The policy learns query-conditioned evidence from interaction data and remains deployable under the same constraints. Experiments on LoCoMo and LongMemEval show OSL-MR outperforms recency-based, Generative Agents-style, and other heuristic baselines, especially under tight budgets. The Mixed-Score prior improves precision and recall, and sensitivity analysis shows robustness across cost settings. On small solvable instances, single-step optimization is insufficient to anticipate future demand shifts, while OSL-MR stays significantly closer to the dynamic-programming optimum, confirming the necessity of the sequential formulation and reinforcing our learning-guided approximation. These results establish constrained stochastic optimization and optimization-guided learning as a principled foundation for memory management in long-horizon agents.

We propose LEAF, a learning-enabled ADMM framework for accelerated convex optimization. The key idea is to approximate the Moreau envelope of the objective function using an Input Convex Neural Network (ICNN), resulting in a learned model that preserves convexity and smoothness. This leads to the proposed Moreau Envelope Learning ADMM (MEL-ADMM) and its splitting variant sMEL-ADMM. Unlike existing approaches that learn high-dimensional operators directly, LEAF learns a scalar-valued Moreau envelope, significantly reducing model complexity and improving data efficiency. The framework accommodates a broad class of convex problems with smooth and non-smooth objectives. By embedding convexity explicitly through the ICNN architecture, the proposed approach maintains high approximation accuracy while preserving key structural properties of the optimization problem. Both MEL-ADMM and sMEL-ADMM are developed with theoretical guarantees of convergence and feasibility under the learned model. Rigorous analysis shows that the proposed methods achieve convergence rates comparable to classical ADMM while reducing per-iteration computational cost. Numerical experiments demonstrate up to an order-of-magnitude speedup over state-of-the-art solvers while maintaining low optimality gaps

This paper proposes a collapsible method for estimating causal effects that maintains the estimator's consistency before and after marginalization over some variables in completed partially directed acyclic graphs (CPDAGs). We first introduce the estimate collapsibility for CPDAGs and characterize the minimal collapsible sets as strong d-convex hulls. An efficient algorithm is devised to obtain such sets in DAGs and is generalized to CPDAGs. Then, we combine the graph reduction procedure with the IDA framework. Finally, experiments and empirical analysis show the effectiveness of the collapsibility for causal estimations in CPDAGs. Code is available at https://github.com/Jamyang-D/strongly-convex.

Orthogonalized momentum updates, as used in Muon-style optimizers, have recently shown strong empirical stability in large-scale deep learning. However, most current orthogonalized methods are still paired with fixed, externally scheduled, or otherwise open-loop magnitude rules, so their scale is not directly calibrated from the realized optimization trajectory. Motivated by the closed-loop perspective behind Lipschitz-free and noise-adaptive methods, we propose OptMuon, a family of adaptive momentum orthogonalization methods for stochastic nonconvex optimization. OptMuon combines Muon-style polar-factor directions with a trajectory-dependent AdaGrad-Norm-type coefficient schedule, so that the update magnitude is determined by the observed gradient and momentum history rather than by a prescribed Lipschitz-dependent rule. The schedule does not use the smoothness constant, the variance level, or the bounded-gradient constant in parameter selection, and its running-maximum correction prevents isolated gradient spikes from causing excessive coefficient collapse. Under lower-boundedness, unbiased stochastic gradients with bounded variance, smoothness, and an almost-sure bounded stochastic-gradient condition, we prove two complementary expected-stationarity guarantees. OptMuon-A achieves the noise-adaptive rate $\tilde{\mathcal O}(T^{-1/2}+σ^{1/2}T^{-1/4})$ under average smoothness, while OptMuon-I achieves $\tilde{\mathcal O}(T^{-1/2}+σ^{1/3}T^{-1/3})$ under individual smoothness. In the zero-noise regime, both bounds automatically reduce to a nearly optimal deterministic first-order rate $\tilde{\mathcal O}(T^{-1/2})$ without manual hyperparameter retuning. These results show that closed-loop scalar adaptation can be combined with Muon-style momentum orthogonalization while retaining noise adaptivity and zero-noise optimality up to logarithmic factors.

The classical Second Welfare Theorem decentralizes any Pareto efficient allocation through prices and transfers under convexity and regularity. In post AGI economies, autonomy rights, self-modification, identity continuity, and superposed preferences need not behave as commodities or define a stable welfare relation, so this reduction may fail even when a supporting hyperplane exists. We give an autonomy-qualified Second Welfare Theorem stating the joint conditions convexity, stable moral status, non-fungible rights, welfare selection, non manipulation, governed self modification, and verification under which an autonomy Pareto optimum remains certifiably decentralizable, distinguishing economic preference superposition, a hypothesis about context-indexed choice, from neural feature superposition.

We study high-probability regret bounds for online convex optimization (OCO) with strongly convex losses and establish three results that resolve open questions at the intersection of noise adaptivity, feedback structure, and constraint satisfaction. For the full-information setting with sub-Gaussian stochastic gradients, we prove a noise-adaptive high-probability regret bound in which the martingale deviation term scales with the noise level $σ$ rather than the gradient bound $G$, yielding a multiplicative improvement of $G/σ$ over the classical Azuma-Hoeffding baseline. Our analysis introduces an exponential supermartingale argument that bypasses the bounded-difference requirement of Freedman's inequality, enabling direct treatment of unbounded sub-Gaussian noise without truncation artifacts. For bandit feedback, we prove a minimax lower bound: the high-probability regret scales linearly in $\log(1/δ)$, in contrast to the $\sqrt{\log(1/δ)}$ confidence cost under full information. This constitutes a formal separation in the confidence cost of strongly convex OCO across feedback models. Regarding constrained OCO with stochastic constraints satisfying a Slater condition, we provide simultaneous high-probability guarantees for both cumulative regret and long-run constraint violation, achieving $\mathcal{O}(\sqrt{T\log(m/δ)})$ regret and $\mathcal{O}(\sqrt{T}/(ζδ) + m\sqrt{T\log(m/δ)})$ violation. Synthetic experiments corroborate all theoretical predictions.

Decentralized stochastic optimization is a fundamental paradigm for large-scale learning over networks, where agents communicate only with their neighbors and no central coordinator is required. For strongly convex problems, communication efficiency is mainly determined by the condition number $κ=L/μ$ and the network spectral gap $1-β$. Although deterministic decentralized methods can simultaneously achieve accelerated $\sqrtκ$ and $1/\sqrt{1-β}$ dependences, no existing stochastic method attains both improvements at once. In this paper, we propose \emph{Multi-Gossip Accelerated DSGD} (MG-ADSGD), a decentralized stochastic algorithm that combines Nesterov-type primal--dual extrapolation with multi-round fast gossip averaging. The key idea is to couple the gossip depth with the mini-batch size so that additional communication rounds simultaneously improve consensus accuracy and reduce gradient variance. We show that MG-ADSGD achieves the communication complexity $$\widetilde{\mathcal O}\!\left( \frac{σ^2}{μnε}\log\frac{1}ε + \sqrt{\fracκ{1-β}}\log\frac{1}ε \right),$$ where $ε$ denotes the target accuracy, $n$ is the number of nodes, and $σ^2$ is the gradient variance. To the best of our knowledge, this bound yields the best currently available communication complexity for decentralized stochastic strongly convex optimization, up to logarithmic factors that are independent of $ε$.

Follow-the-regularized-leader framework has shown effectiveness and flexibility in online learning problems, where the choice of learning rates are known to be crucial. Recently, adaptive learning rates defined in terms of the arm-selection probabilities, obtained by solving convex optimization, have achieved improved best-of-both-worlds (BOBW) guarantees in various bandit problems. In contrast, BOBW guarantees for its computationally efficient alternative, follow-the-perturbed-leader (FTPL), remain relatively limited since its optimization-free nature ironically makes the design of adaptive, probability-dependent learning rates non-trivial. To address this challenge, we propose an adaptive learning rate for FTPL by introducing surrogate probability functions that can be computed only from the available quantities, without requiring the exact probabilities. Based on these learning rates with surrogate functions, we provide the BOBW guarantee for FTPL with Pareto perturbations for any shape parameter $α>1$, generalizing prior results restricted to specific choices of $α=2$. We further show the BOBW guarantees for FTPL with adaptive learning rates in the bandit problem with expert advices. Our approach preserves the computational simplicity of FTPL while enabling probability-dependent adaptivity, and the surrogate-based methodology may be of independent interest in other algorithmic frameworks beyond FTPL and learning rate designs.

The support vector machine (SVM) is a widely used classifier, but choosing an appropriate loss function remains difficult. Convex losses such as the hinge loss and least-squares loss are sensitive to outliers, while bounded non-convex losses often lead to high computational cost. To address this, we propose a hybrid truncated loss function ($L_{\mathrm{ht}}$) that is both sparse and bounded, and build the $L_{\mathrm{ht}}$-SVM model for single-view classification. We introduce the P-stationary point and use it to establish the first-order necessary and sufficient optimality conditions. Based on these conditions, we design an alternating direction method of multipliers with a working-set strategy that reduces computational cost and achieves global convergence. We further extend $L_{\mathrm{ht}}$-SVM to multi-view learning by adding structural information and view weights, resulting in Mv$L_{\mathrm{ht}}$-SVM, which follows both the consensus and complementarity principles. Experiments on synthetic, real-world, and image datasets show that $L_{\mathrm{ht}}$-SVM achieves higher accuracy with fewer support vectors and better noise robustness than five single-view methods, while Mv$L_{\mathrm{ht}}$-SVM outperforms six multi-view methods in accuracy, precision, recall, and F1-score.

Scenario generation is a critical component in stochastic programming (SP), as it directly influences the quality of decision-making under uncertainty. Existing approaches predominantly rely on either sampling-based techniques or supervised learning using neural networks. Sampling-based techniques often struggle to capture complex dependencies and rare but plausible events, while supervised learning requires fixed input-output pairs for training and is limited in its ability to generate a wide variety of realistic scenarios that are not restricted by predefined patterns or rules. To address these limitations, we introduce Diff2SP, a diffusion-based generative framework that incorporates downstream optimization objectives directly into scenario generation. Unlike conventional methods that treat scenario generation and decision-making as separate steps, Diff2SP embeds stochastic optimization into the training process, enabling the generation of scenarios that are both statistically coherent and decision-aware. To formally justify this optimization-aware design, we establish a regret bounds that link distributional accuracy to decision quality, and establish sample complexity guarantees showing faster convergence than traditional generative models such as GANs. Empirical results on both synthetic and power-system datasets validate these theoretical insights, demonstrating that Diff2SP consistently improves both statistical fidelity and downstream optimization outcomes.

We study the deterministic first-order oracle complexity of finding $ε$-stationary points in smooth nonconvex optimization when the objective satisfies higher-order smoothness assumptions. While the classical $ε^{-2}$ rate is optimal under only Lipschitz gradients, higher-order smoothness leads to accelerated first-order upper bounds, most notably the $ε^{-7/4}$ rate under Lipschitz Hessians and the $ε^{-5/3}$ rate under Lipschitz third derivatives. The matching lower bounds, however, have remained open. We resolve this gap by proving a new dimension-free first-order lower bound for higher-order smooth nonconvex functions, valid for every finite smoothness order. In particular, our construction gives a matching $Ω(ε^{-7/4})$ lower bound in the Hessian-Lipschitz case and a matching $Ω(ε^{-5/3})$ lower bound in the third-order-smooth regime. The hard instance is based on a \emph{block-chain} mechanism that enforces blockwise oracle revelation while preserving the smoothness structure needed for the scalar hard instance. The lower-bound construction was discovered with the assistance of ChatGPT 5.5 Pro and subsequently verified by the authors.

We study decentralized stochastic smooth convex optimization, where $M$ workers minimize an average objective using local stochastic gradients and neighbor-only communication over a fixed gossip network. A central question in this setting is to determine the largest number of workers that can be used under a total budget of $N$ gradient samples while still preserving the centralized $O(1/\sqrt N)$ statistical rate. We introduce an accelerated decentralized method that preserves this rate for up to $\smash{M\lesssim \sqrtρ\,N^{3/4}}$ workers, where $ρ$ is the spectral gap of the gossip network, improving the best prior maximal scaling of $\smash{M\lesssim ρ\sqrt N}$. The method is based on a one-step-delayed stochastic acceleration scheme that enables workers to interleave minibatching with accelerated gossip while controlling residual disagreement, and its guarantee depends only logarithmically on the optimum-local heterogeneity. We also establish a matching lower bound for linear-span decentralized first-order methods, showing that the method is optimal up to logarithmic factors.

This paper investigates non-stationary online learning using the metric of interval regret, which requires an online algorithm to perform well over every time interval. We propose the first online learning algorithm that achieves an interval regret bound scaling with gradient variation, a fundamental measure of the cumulative change in online function gradients, which relates to various problem-dependent quantities and is closely connected to stochastic optimization and other problems. Our method employs a simple and efficient two-layer online ensemble structure that achieves strong theoretical guarantees. Specifically, it enjoys a regret bound that simultaneously adapts to various problem-dependent quantities while also preserving the minimax-optimal rate in the worst case. Moreover, recognizing the challenge of hyperparameter tuning, we introduce a Lipschitz- and smoothness-agnostic variant that automatically adapts to these potentially unknown constants. This is primarily enabled by a novel Lipschitz-adaptive meta algorithm, which may be of independent interest. Beyond interval regret, our method also yields broader implications: it provides versatile bounds for interval dynamic regret, a stronger measure that competes with changing comparators over any interval, and yields the first piecewise characterization for stochastic extended adversarial optimization. Theoretical findings are validated by experiments.

For nonconvex optimization problems whose objective is the prediction function of a trained Support Vector Regression (SVR) model with the Gaussian radial basis function (RBF) kernel (RBF-SVR), we present a framework that applies the difference of convex functions (DC) algorithm (DCA) by exploiting the analytical structure of the RBF kernel to construct an explicit DC decomposition. Specifically, we derive in closed form both the lower bound $μ$ of the strong convexity parameter of the DC components and the upper bound $L$ of the gradient Lipschitz constant of the subproblem. Both $μ$ and $L$ are determined solely by the post-training dual-coefficient sum $C_α$ and the RBF kernel parameter $γ$, together with the DC decomposition parameter $ρ$, and they share a common leading term $C_αρ$. Through numerical experiments on six benchmark functions, we show that $C_αρ$ is the primary single quantity characterizing both the convergence properties and the initial-point dependence of DCA, and further demonstrate that it decomposes into two independent pathways, $C \to C_α$ and $γ\to ρ$, with its primary variation governed by the SVR hyperparameters $(C, γ)$. Together, these results allow the convergence properties of DCA on RBF-SVR to be assessed in advance through the single scalar quantity $C_αρ$: approximately from $(C, γ)$ before training, and exactly in closed form after training.

Curvature adaptivity is a classical theme in online optimization: for convex Lipschitz losses, adaptive methods interpolate between the optimal $O(\sqrt{T})$ regret for general convex losses and $O(\log T)$ regret under strong convexity. Recent work has shown that Follow-the-Perturbed-Leader (FTPL) achieves optimal $O(\sqrt{T})$ regret even for online non-convex Lipschitz losses, assuming access to an approximate offline-optimization oracle, but these guarantees do not exploit curvature. We show that FTPL can be made curvature-adaptive in the non-convex setting, without knowing in advance how curvature will accumulate over time. Our algorithm replaces the fixed perturbation scale of standard FTPL with a time-varying scale chosen using only past information. We give a simple follow-the-leader tuning rule for this scale and show that it competes, up to constants, with the best choice in hindsight. The resulting method achieves $O(\sqrt{T})$ regret for arbitrary non-convex Lipschitz losses and improves as cumulative curvature grows; with sufficiently accurate oracle calls, it achieves $O(\log T)$ regret when cumulative curvature grows linearly, which includes the classical strongly convex regime. We complement these upper bounds with matching lower bounds for prescribed cumulative-curvature sequences, already for one-dimensional convex losses, showing that the tradeoff between worst-case non-convex regret and curvature-driven fast rates is intrinsic.