Convex Sets

We study loss-based filtering for finite-sum optimization with a subset of corrupted component functions whose gradients may be highly unreliable. Motivated by minimum-loss-based SGD (min-$k$-loss) and quantile-based methods for corrupted linear systems, we propose and analyze a general loss-filtering framework -- Quantile-$k$-Loss SGD (Q$k$L-SGD) -- that samples $k$ component losses at each iteration and updates using an index chosen uniformly from the lower empirical $q$-quantile. We prove linear convergence of this family of methods under standard convexity assumptions, requiring the sample size to scale with the number of corruptions and a subset strong-convexity threshold. For the cases when large enough sampling is impossible or undesirable, we give a complementary small-sample probabilistic analysis that covers any sample size $k$ and the convergence behavior depends on the probability of selecting an outlier and on the curvature of the selected good step. Experiments on polynomial regression, regularized logistic regression, and regularized hinge loss show that intermediate quantiles often outperform both standard SGD and min-$k$-loss SGD. In particular, min-$k$ often stalls by repeatedly selecting nearly solved components, while intermediate quantiles retain robustness and produce more informative updates.

Convex Optimization with Nested Evolving Feasible Sets (CONES)} was introduced in \cite{CONESVaze} where the objective function $f$ remains fixed but the feasible region evolves over time as a nested sequence $S_1 \supseteq S_2 \supseteq \cdots \supseteq S_T$. The goal of an online algorithm is to simultaneously minimize the regret with respect to hindsight static optimal benchmark and the total movement cost $M_\cA(T)$ while ensuring feasibility at all times. CONES is an optimization-oriented generalization of the well-known \emph{nested convex body chasing} (NCBC). In this paper, we extend CONES to allow for loss functions $f_t'$s to also change over time. When all loss functions are convex, we show that the projected proximal algorithm achieves $O(T^{1-\beta}), O(T^\beta)$ simultaneous regret and movement cost, respectively, for any $\beta \in [0,1)$, over a time horizon of $T$. We also show that any {\it weakly adaptive} online algorithm with $O(T^\beta)$ regret has a movement cost of $\Omega\left(T^{\frac{1-\beta}{2}}\right)$ for any $\beta \in [0,1)$. When all loss functions are strongly convex, we show that the projected proximal algorithm simultaneously achieves $O(1)$ regret and a movement cost of $O(\log T)$. To complement this, we show that any online algorithm with sublinear {\it anytime} regret has a movement cost of $\Omega\left(\log T\right)$.

Maximum likelihood (ML) estimation is a principled and statistically efficient approach for learning probabilistic models. However, for unnormalized models, ML estimation requires evaluating the partition function and differentiating through it, which may not always be tractable. Score matching provides a practically viable alternative that circumvents this obstacle by fitting the score in a way that eliminates dependence on the normalizing constant. We derive the generalized score matching objective on a convex subset of $\mathbb{R}^{d}$ constructively starting from Minimum Probability Flow (MPF) learning, and show how classical score matching as well as domain-adapted variants for non-negative data arise naturally within the proposed framework. We show that the resulting objective is a {\it proper local scoring rule} of second-order, which provides the theoretical guarantee that the true density is recovered when the objective is minimized. Furthermore, for a model belonging to the exponential family, we establish convexity of the objective together with consistency of the finite-sample estimator under standard regularity conditions. Our derivation sheds new light on the scope and applicability of generalized score matching in various problem settings. We compare generalized score matching-based estimators on constrained domains, where the partition function is analytically intractable. We provide experimental results on parameter estimation for model densities belonging to the exponential family defined over convex subsets of $\mathbb{R}^{d}$, and a generative modeling use-case to demonstrate broader applicability of the proposed generalized score matching framework.

In online inverse linear optimization, the learner predicts a weight at each round, observes the optimal action of the agent, and updates its prediction. In the general setting, the gap of $\log T$ between the regret upper bound $O(d \log T)$ and the lower bound $Ω(d)$ is unresolved (here $T$ is the total number of rounds and $d$ is the dimension). When the action set is M-convex, the regret is known to be bounded by $O(d \log d)$, but the method attaining it computes a center of gravity at every round. This paper therefore proposes Small-Gradient Skipping (SGS), a mechanism that skips the update at rounds without a mistake in the case where the correct action is uniformly separated from the other candidates, and applies it to online gradient descent, the online Newton step, and MetaGrad. The number of mistakes is then bounded, for all three, by a quantity independent of $T$; and for the online Newton step and for MetaGrad with SGS, the dimension dependence of the regret becomes $O(d^2)$ when the forward problem is an integer linear program, that is, the factor $\log T$ is removed. Moreover, when the action set is M-convex, the regret is bounded efficiently without computing a center of gravity.

Many learning systems return a single point estimate even when admissible outputs form disconnected or non-convex sets. Under squared loss, an ambiguous conditional distribution can therefore have a Bayes-optimal conditional mean that is invalid. We formalize this failure as conditional mean collapse and introduce Settling, an equilibrium-based inference operator that separates proposal generation, consistency evaluation, and test-time equilibrium selection. The operator treats a mean-seeking proposal as an initialization and refines it toward a locally stable configuration; conditional on initialization, refinement is deterministic. We establish exact-gradient descent, local convergence, and an inexact-gradient robustness condition relevant to learned consistency critics. In a reproducible 100-context geometric diagnostic, the mean-seeking baseline succeeds in 0/100 contexts, stochastic denoising in 100/100, and Settling in 99/100 while producing substantially lower trajectory roughness. A 1,200-run sensitivity study yields 97-100% success across obstacle-jitter ranges up to 0.20 and 94-100% across one-time initialization perturbations from 0.05 to 0.50. Cross-domain panels remain mechanism illustrations; learned high-dimensional validation remains an open empirical test.

We study the oracle complexity of computing a point with small fixed-point residual $\|T(x)-x\| \leq ε$, for a general norm $\|\cdot\|$ and a self-map $T$ of a compact convex set. We study this problem in the setting where $T$ is nonexpansive with respect to the same norm $\|\cdot\|$ and accessed via an unbiased stochastic oracle with bounded variance $σ^2$. We provide an algorithm that solves such instances for any norm with a weak Rademacher type $q > 1$, with high probability. The algorithm is based on a recursive anchoring technique. For type-$2$ spaces, such as $\ell_p$-spaces for $p \in [2, \infty]$, our algorithm attains stochastic oracle complexity $\tilde O(σ^2 ε^{-3} + ε^{-1})$. We further prove a near-matching lower bound (i.e., matching up to poly-log factors) for such $\ell_{\infty}$-norm instances in high dimensions. Our lower bound holds against any randomized algorithm that succeeds with constant probability. It further extends to settings with ``sparse'' noise, where variance measured with respect to any $\ell_p$ norm is of the same order, ruling out the possibility of improving oracle complexity as a function of $\varepsilon$ by measuring variance in a non-matching $\ell_p$ norm.

Planners on graphs of convex sets return trajectories that are collision-free by construction, provided the convex regions are collision-free. The region generator only promises that property probabilistically, and no planner in the family verifies it. We report the first measurement of what the gap costs. On a scaled 14-DOF bimanual library, $3.2\%$ of interface samples are in collision, and a search-based GCS planner (\gcsstar) turns that volume error into a $62\%$ answer error: $18$ of $29$ pick-and-place queries return trajectories that drive the arms through the shelves, up to $91$,mm deep, reported as successes. Repairing the library does not work; a ten times stricter acceptance contract, sums-of-squares certified regions, and uniform margins each destroy the connectivity planning needs before they deliver soundness. We instead build a planner that certifies its answers. It samples the overlaps and shared faces of the decomposition, prunes with an admissible informed bound, and verifies the one candidate each search round proposes, continuously, by a chain of clearance certificate balls with no resolution parameter; failures are repaired with local in-region detours, and the convex polish is re-verified. Head-to-head on all $29$ task queries it delivers zero invalid answers against $21$ for the reference, reaches its first certified answer in $0.11$,s against $1.59$,s for the reference's unverified one, and reproduces the reference optimum exactly on every query whose reference answer is physically valid.

This note studies the geometry of full conformal prediction (FullCP) regions generated by an empirical energy-form pairwise score. Candidate-score convexity alone does not guarantee connected FullCP regions, even for empirical averages of losses convex in the candidate argument. For the energy-form score, each leave-one-out training comparison reduces exactly to a pairwise-dissimilarity sublevel condition. Under symmetry, a constant diagonal, a diagonal lower bound, and attainment of the associated Fréchet-type objective, all comparison regions share a minimizer; if they are convex, every nontrivial exact conformal region is star-shaped about that point. For power distances $ρ_β(x,y)=\|x-y\|^β$, this geometry holds for $β\ge1$, while the conventional energy score is strictly proper for $0<β<2$. For $d=1,β=1$, every nontrivial empirical-CRPS FullCP region is a nonempty closed interval (possibly $\mathbb R$ when $m=1$). For $1<β<2$ and $m\ge2$, explicit data-checkable derivative bounds give Lipschitz control of the radial exits and exact conformal radial function. Combined with directional root search and classical Lipschitz extensions, they yield certified inner and outer radial envelopes of width at most $δ+2\widetilde Lh_{\mathcal U}$ and same-ray Hausdorff guarantees. An analytic two-dimensional example shows why preserving star-shaped but nonconvex geometry can matter. A staged two-dimensional study finds modest but systematic tightening of the generic certificate and frequent robust nonconvexity witnesses, with detected normalized radial departures typically small. The method is intended for low-dimensional multivariate outputs rather than high-dimensional scaling or runtime improvement.

Motion planning problems such as collision-free navigation and contact-rich manipulation can be naturally formulated as optimization problems that couple discrete decisions with continuous trajectories. The Graphs of Convex Sets (GCS) framework offers a practical solution to these problems. It represents discrete decisions as nodes of a graph and encodes continuous trajectories in the edges connecting them. However, the resulting optimization subproblems can become computationally prohibitive for online replanning. In this work, we propose a learning-based strategy to mitigate this limitation. Specifically, we replace the costly convex relaxation step required by nominal GCS with a single forward pass through a Graph Attention Network that predicts a set of highly probable candidate paths through the graph. A lightweight ranking network then orders these candidates by their estimated trajectory cost. Evaluating them in this order, we terminate our search early while still recovering a near-optimal motion plan. We validate the resulting pipeline across diverse robotic tasks, including collision-free motion planning for a 3D quadrotor and a 7-DoF manipulator, and planning through contact for planar pushing. Across both convex and non-convex cost and constraint settings, our approach yields up to two orders of magnitude speedup over nominal GCS while maintaining a 100% success rate, at the cost of some suboptimality in the recovered solutions. Code implementations and video demonstrations can be found at https://neural-gcs.github.io/.

Embedding trained neural networks as surrogates within optimisation problems is an established practice in operations research. The prevailing approach uses feedforward neural networks (FNNs) with ReLU activations, whose piecewise-linear structure admits an exact but computationally intensive mixed-integer programming (MIP) reformulation as the networks grow. We advocate input convex neural networks (ICNNs) as structurally superior surrogates when the underlying response is approximately convex or concave. The convex architecture offers two computational advantages. First, the ICNN-MIP formulation tends to yield a tighter linear programming (LP) relaxation than its FNN-MIP counterpart, with no integrality gap in favourable instances. Second, ICNNs uniquely admit an LP-based reformulation via epigraph representations of ReLU activations, though this embedding is not always exact. When it is not, we exploit the properties of ICNNs to construct the strongest continuous relaxation over box domains, namely, the convex hull of the ICNN's graph, bounded below by the epigraph and above by the concave envelope; this construction is tractable under input convexity but hard for general ReLU networks. On this basis, we develop a branch-and-bound algorithm that builds this relaxation at each node, branches directly on input variables rather than intermediate variables as in MIP reformulations, and terminates at the root node whenever the epigraph embedding is valid. Case studies on humanitarian food aid, oil well routing, and wine blending show that ICNN surrogates match FNN accuracy and deliver gains in solve time and scalability, supporting ICNN as the default surrogate when the underlying function is convex, concave, or well-approximated as such.

Deep neural network (DNN) training with stochastic gradient descent (SGD) and its variants achieves strong empirical performance, yet classical optimization theory does not fully explain this success. This limitation arises because conventional analyses rely on assumptions such as differentiability, convexity, or smoothness, which are often violated by DNN objectives. In this paper, we establish a unified optimization framework for DNN training by generalizing classical convexity and smoothness through Legendre functions and convex conjugation. Specifically, we introduce $\mathcal{H}(ψ)$-convexity and $\mathcal{H}(Ψ)$-smoothness, which unify convex and non-convex as well as smooth and non-smooth objectives within a single formalism and reveal a natural duality between generalized smoothness and convexity. Building on these generalized properties, we introduce generalized gradient descent (GD) and generalized SGD through convex conjugation. We theoretically prove that generalized GD admits an optimal learning rate of exactly $1$, and derive rigorous gradient-energy-based convergence rates for both proposed optimizers. We further reformulate DNN training as a composite optimization problem, demonstrating that its convergence relies on jointly reducing the gradient energy and controlling the induced norm of the network Jacobian. To characterize the practical influences of network architectures and training configurations, we introduce the gradient correlation factor and model capacity risk, and quantitatively analyze how architectural designs, batch size, and model capacity shape training convergence. Extensive experiments across diverse network architectures, datasets, optimizers, and loss functions validate our theoretical bounds and demonstrate precise alignment between our theoretical predictions and empirical training dynamics.

Betting-based sequential tests and Blackwell approachability are linked by a rate-explicit reduction through support-function residuals. For a compact convex target $S$ and vector observations $r_t$, an OCO learner selects a predictable normal $w_t$ and produces $q_t=\langle w_t,r_t\rangle-h_S(w_t)$. We prove the exact pathwise identity $\dist(\bar r_T,S) =\frac1T\sum_{t=1}^Tq_t+\frac{\Reg_T}{T}.$ When $|q_t|\leq B$, composing this identity with one-sided betting yields a finite-time transfer: if the OCO and log-wealth regrets are at most $a_T$ and $\ell_T$, respectively, then a target gap exceeding $$\frac{a_T}{T} +2B\sqrt{\frac{\log(1/α)+\ell_T}{T}}$$ forces rejection by time $T$, while non-rejection certifies the converse radius. We then formulate a controlled stochastic experiment in which an action selected after $w_t$ satisfies Blackwell's supporting-halfspace condition for every null mean payoff. The resulting wealth is an e-process under adaptive nulls; sublinear OCO regret gives stochastic approachability, whereas persistent mean separation under an alternative gives exponential wealth at rate at least $δ^2/(4B^2)$. Deterministic Blackwell games and passive tests are, respectively, the noise-free and singleton-action cases of this protocol. Bounded two-sample means, kernel MMD, and active heterogeneous data sources instantiate the reduction. The resulting connection is exact algebraically, quantitative at finite time, and operational when experiments are controlled.

We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex. We introduce the Subgradient Tamed Unadjusted Langevin Algorithm (SG-TULA), a discretisation of the Langevin diffusion that operates directly on subgradients, without relying on computationally demanding smoothing procedures. To handle the superlinear regime, taming techniques are employed to produce a stable, explicit scheme. We derive non-asymptotic convergence bounds in Wasserstein-2 distance, with all constants tracked explicitly in terms of dimension and inverse temperature, improving upon the currently known rates for subgradient-based Langevin algorithms. We further provide excess risk estimates for the associated optimisation problem. We verify the assumptions, with explicit constants, for the regularized pretraining potential of a LLM in the GPT-2 lineage and the boosted coordinate-wise variant of SG-TULA pretrains the former competitively against finetuned AdamW and Muon, for which no comparable non-asymptotic guarantees are presently available.

Autonomous robot navigation requires rapid construction of obstacle-points-separated convex regions for trajectory planning. When obstacles are represented as point clouds from LiDAR or depth cameras, these regions must be constructed directly from finite obstacle samples while providing suitable constraints for downstream optimization. However, existing corridor-generation methods often struggle to meet real-time, sensor-rate computational requirements. To address this bottleneck, we introduce RISP, a randomized algorithm that constructs convex polytopes from finite point-cloud data, and PathCover, which chains these polytopes along a reference path to form an overlapping corridor. We prove finite termination, sequential intersection, and complete path coverage with respect to the supplied finite point set. Under a probabilistic elimination condition, the sampling-and-elimination stage of RISP has expected O(n) time and unconditional worst-case O(n^2) time. Extensive benchmarks on synthetic and real-world LiDAR datasets demonstrate an order-of-magnitude speedup over state-of-the-art methods in both corridor generation as well as trajectory optimization, while closed-loop quadrotor simulation and a physical quadruped traversal demonstrate integration with downstream motion planners. These results establish corridor separation from the supplied point-cloud representation and practical implementation feasibility. Source code of the entire pipeline is available at https://github.com/kunalnk123690/PathCover.

Generating safe corridors is essential for collision-free robotic motion planning, yet most existing methods rely on predefined reference paths, which bias corridor geometry and implicitly limit the homotopy classes that can be explored. We propose a reference-path-free corridor generation framework on graphs of convex sets (GCS) that constructs corridors directly as sequences of convex sets, allowing corridor structure to emerge from the free-space representation rather than from a guiding path. To reason about similarity among corridors, we extend visibility-based deformation from paths to convex-set sequences, enabling the fusion of topologically redundant corridors while preserving distinct alternatives. To overcome the limited adaptability of existing GCS methods based on static global decompositions, we further develop an adaptive multi-scale GCS, in which a sampling-based fine-scale graph supports localized updates and a visibility-based coarse-scale graph enables compact global exploration. The two levels maintain topological consistency, allowing incremental updates without full graph reconstruction under environmental uncertainty. Numerical experiments characterize GCS construction, corridor generation, homotopy-aware exploration, and local updates, showing efficient graph construction, stable trajectory-level performance, and shorter-duration homotopy-aware trajectories than existing baselines. Hardware experiments on ground and aerial robots, including deployment with onboard localization, further validate the framework under translated and previously unknown obstacles.

We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positively curved manifolds. In centralized Riemannian optimization, strong g-convexity tightens the optimal regret from $O(\sqrt{T})$ to $O(\log T)$, where $T$ is the time horizon; in the decentralized Riemannian setting, however, existing methods address only g-convex losses, leaving the strongly g-convex regime unexplored. One challenge is that the required decaying step size in the centralized regime is incompatible with existing network-error analyses, which typically assume a fixed step size. First, we provide a general network-error analysis for time-varying schedules. Next, we build on this analysis to establish the first $O(\log T)$ static regret bound for decentralized online Riemannian gradient descent, matching the minimax-optimal rate for strongly-convex Euclidean online optimization. Finally, we prove the same $O(\log T)$ regret bound for the two-point bandit feedback setting using novel strong subconvexity arguments for the smoothed versions of the loss functions.

We present a unified trajectory planning and control framework for the satisfaction of Signal Temporal Logic (STL) specifications defined over convex predicates. At the planning layer, STL tasks are encoded as time-varying convex sets in configuration space, specifically designed so that forward invariance of the system with respect to these sets implies satisfaction of the specification with a prescribed robustness margin. This representation is then lifted to the joint time--configuration space and combined with the Graphs of Convex Sets (GCS) framework, yielding a shortest-path formulation of the planning problem over convex spatio-temporal sets. Trajectories are parameterized by B-splines, which enable continuous-time enforcement of STL satisfaction, collision avoidance, and smoothness constraints. At the control layer, the same time-varying sets used for planning are exploited to design a feedback controller that tracks the planned trajectory while prioritizing satisfaction of the STL specification during execution in the presence of tracking errors and model mismatch. We validate the proposed approach in simulation and in real-world experiments on space robotic platforms.

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

We introduce Convex Distance Operator Transport (CDOT), the first convex optimal transport framework that aligns distributions across heterogeneous domains by jointly preserving feature correspondence and intrinsic geometric structure. Specifically, CDOT employs an operator-based regularization that aligns aggregated distance structures by introducing distance and conditional expectation operators. Consequently, the proposed regularization improves the robustness to local geometric variations. We further prove that the resulting CDOT discrepancy is a valid pseudometric on the space of attributed compact metric-measure spaces. In addition, we characterize the relationship between CDOT and Gromov--Wasserstein (GW) through a new notion of dispersion gap, formally elucidating the geometric source of non-convexity in GW compared to the convexity of CDOT. In the finite-sample regime, we derive a non-asymptotic risk bound decomposed into optimization and statistical errors, establishing risk consistency under a globally convergent Frank--Wolfe algorithm. Experiments on synthetic point clouds, brain connectomes, and graph classification benchmarks demonstrate better performance over existing methods, with stable and reliable behavior in practice.

Many machine learning problems involve multiple inherent trade-offs that are best addressed by gradient-based multi-objective optimization (MOO) algorithms. Existing methods are often proposed with various motivations, analyzed case by case, and differ algorithmically in how the component gradients are aggregated at each step. In this work, we develop a unifying framework for gradient aggregation in MOO, establishing (optimal) rates of convergence to Pareto stationarity, the standard measure of performance in MOO. Central to our analysis is a sufficient alignment condition, from which we derive a theorem showing that non-conflicting directions, when chosen within the convex hull of gradients, form a fundamental sufficient condition for convergence. We further show that feasibility can be ensured through projection onto the dual cone, broadening the scope of methods that admit convergence guarantees. In parallel, we present a primal optimization perspective of gradient aggregation that encompasses established algorithms, clarifies their theoretical relationships, and enables the design of new variants. As an illustration, we introduce capped MGDA, derived from a CVaR-based formulation, and demonstrate its robustness in adversarial federated learning. Finally, we validate our theory through experiments on synthetic problems and practical benchmarks.

We generalize finite-sample bounds for convex clustering to the setting where affinity weights appearing in the objective correspond to a general connected graph. These bounds and their analysis lead to a better understanding of clustering behavior under various implied connectivity structures behind the data and to new rates of convergence for centroid recovery. The new theoretical framework is based on random walks, which allow application of concentration inequalities related to random graph models, and formalizes the relationship between the clustering performance and the connectivity of the graph structures. Through the form of the bound and empirical results, we argue proper tuning of hyperparameters to convex clustering problems should also include tuning of input affinity weights.

This paper investigates continuous-time motion planning under Signal Temporal Logic (STL) specifications. The goal is to generate smooth robot trajectories that satisfy high-level logical and timing requirements while respecting low-level motion constraints. To this end, we propose an efficient framework that combines timed-automata reasoning with graphs of convex sets (GCS). An STL specification is first represented by a timed automaton, which is then coupled with a convex decomposition of the configuration space to form a joint transition system encoding both task progress and region occupancy. Based on this joint transition system, the STL motion-planning problem is reformulated as a shortest-path problem over a GCS, whose solution induces a smooth Bézier-spline trajectory satisfying the STL specification, smoothness requirements, and velocity bounds. We establish the soundness of the proposed formulation and analyze its computational complexity, showing that, once the timed automaton and convex decomposition are fixed, the convex relaxation scales polynomially with the configuration-space dimension and the Bézier degree. We further develop a compact timed-automaton construction for an expressive STL fragment using dedicated templates and Boolean composition. Numerical experiments on low-dimensional benchmarks, a $3$-D quadrotor, a $30$-DoF humanoid, and a hardware experiment on a UR-3 robot arm demonstrate that the proposed method efficiently solves complex STL motion-planning problems and produces smooth executable trajectories.

Globalization and multiculturalism continue to produce increasingly diverse speech varieties. Yet current spoken dialogue systems frequently fail on under-represented dialects and accents, often misidentifying the input language and causing cascading failures in downstream dialogue tasks. Addressing this dialectal variance under low-resource constraints remains an open challenge, as standard fine-tuning is computationally expensive and prone to overfitting on high-dimensional speech data. We propose Convex Language Detection (CLD), a novel framework that integrates theoretically grounded convex optimization techniques into the spoken dialogue systems pipeline. Our method is efficiently implemented via multi-GPU Alternating Direction Method of Multipliers (ADMM) in JAX, thus providing global optimality guarantees and fast training in polynomial time. Theoretically, we prove that our convex objective induces certified margin stability and provide guarantees against feature perturbations. Empirically, we demonstrate sample efficiency and robustness to input dialectical variation, achieving 97-98% accuracy in challenging low-resource regimes. Our open-source package is available at https://pypi.org/project/jaxcld/

Tokenisation is an integral part of the current NLP pipeline. Current tokenisation algorithms such as BPE and Unigram are greedy algorithms -- they make locally optimal decisions without considering the resulting vocabulary as a whole. We instead formulate tokeniser construction as a linear program and solve it using convex optimisation tools, yielding a new algorithm we call ConvexTok. We find ConvexTok consistently improves intrinsic tokenisation metrics and the bits-per-byte (BpB) achieved by language models; it also improves downstream task performance, but less consistently. Furthermore, ConvexTok allows the user to certify how far their tokeniser is from optimal, with respect to a certain objective, via a lower bound, and we empirically find it to be within 1% of optimal at common vocabulary sizes.

Convexity is a fundamental geometric prior that underlies many natural and man-made structures, yet remains challenging to impose effectively in end-to-end trainable segmentation networks. We revisit convexity from a functional perspective and propose a unified, threshold-free convexity prior based on the quasi-concavity of the network's output mask function u. Instead of constraining a single binary segmentation, we require all super-level sets of u to be convex, transforming global shape constraints into local, differentiable inequalities on u and its derivatives. From this principle, we derive zero, first, and second-order characterizations, yielding respectively a local midpoint convexification algorithm, a gradient-based condition linked to supporting hyperplanes, and a sufficient second-order inequality expressed as a quadratic form on the tangent plane. The first and second-order formulations produce a compact convolutional loss that can be densely applied across the image without thresholding. Our quasi-concavity losses integrate seamlessly with modern segmentation networks via the proposed convex gradient projection module (CGPM). They consistently enforce convexity and improve shape regularity across multiple datasets, outperforming networks tailored for retinal segmentation and surpassing previous shape-aware methods. Remarkably, our analysis unifies a wide spectrum of previous convex shape models, from discrete 1-0-1 line constraints and graph-cuts convexity formulations to curvature or signed distance Laplacian based level-set priors, within a single continuous and differentiable framework.

Robust aggregation is the core operation in Byzantine-tolerant federated learning. To ensure the quality of aggregation independently of data distribution or attacks, validity conditions are needed. They provide geometric guarantees of where the output of the aggregation must lie. The widespread convex validity requires the output to lie in the convex hull of the honest vectors. Although this guarantee is strong in theory, it is poorly suited to modern federated learning systems, as it has dimension-dependent resilience and excludes many practical aggregation rules. We introduce the minimum enclosing ball (MEB) validity condition for robust aggregation, as well as its multiplicative relaxation, $c$-MEB validity, where $c$ is a constant. We show that exact MEB validity still suffers from limited resilience, while relaxed $c$-MEB validity is achievable if a majority of clients is honest, i.e. $n>2t$. We give an optimal MinMax-MEB rule for the relaxed condition with the bound $c<\sqrt{2}$ and prove explicit relaxed-MEB guarantees for standard aggregators including minimum-diameter averaging, medoid and geometric median. Finally, we relate MEB validity to convex, relaxed-convex and box validity studied in prior literature, thus providing a systematic map of geometric validity conditions for Byzantine-robust aggregation. Our results show that relaxed MEB validity connects validity conditions in distributed computing and Byzantine-tolerant aggregation rules, and offers a practical alternative to convex validity.

Motion planning for autonomous vehicles requires generating collision-free and dynamically feasible trajectories in complex environments under real-time constraints. While nonlinear optimal control formulations provide high-fidelity solutions, they are computationally demanding and sensitive to initialization, whereas geometric planning methods scale well but often decouple path selection from trajectory optimization. This paper studies the extent to which optimization over Graphs of Convex Sets (GCS) can approximate solutions of nonlinear optimal control problems in the context of autonomous driving. The free space is represented as a finite union of convex regions organized as a directed graph, allowing nonconvex geometry to be handled through discrete connectivity decisions while maintaining convex trajectory constraints within each region. Vehicle motion is parameterized using Bezier curves for the spatial path and a polynomial time-scaling function for temporal evolution. Under small-slip and linear tire assumptions, a simplified dynamic bicycle model enables approximate enforcement of dynamic feasibility through convex constraints on trajectory derivatives. The approach is evaluated in CommonRoad scenarios involving static obstacle avoidance and lane-changing maneuvers, and is compared against a nonlinear discrete-time optimal control formulation. The results indicate that the GCS-based method generates collision-free and dynamically consistent trajectories that closely match those obtained from the nonlinear program, while exhibiting improved computational efficiency and reduced sensitivity to initialization. These findings suggest that GCS provides a structured approximation of nonlinear motion planning problems, capturing dominant geometric and dynamic effects while preserving convexity in the continuous relaxation.

We present SHIELD, a hierarchical algorithm that reduces both the decision-variable dimension and the constraint set in $\ell_1$-regularized convex programs. From strong convexity and Lagrangian duality, we derive certificates that \emph{safely} discard constraints and decision variables while guaranteeing that all removed constraints remain satisfied and all removed variables are null. To further accelerate the proposed algorithm, we propose a transformer-based deep neural network to guide the dual certificate inference. We validate SHIELD on stochastic model predictive control (SMPC) in complex, multi-modal traffic scenarios, comparing against a full-dimensional SMPC policy. Numerical simulations demonstrate order-of-magnitude computational speedups while preserving feasibility and closed-loop safety, highlighting the practicality of certifiably safe, lightweight MPC in complex driving scenes.

We design Local LMO - a new projection-free gradient-type method for constrained optimization. The key algorithmic idea is to replace the global linear minimization oracle over the constraint set used by Frank-Wolfe (FW) with a local linear minimization oracle over the intersection of the constraint set and a "small" ball centered at the current iterate. In particular, when minimizing $f:\mathbb{R}^d\to \mathbb{R}$ over a constraint $\emptyset\neq\mathcal{X}\subseteq\mathbb{R}^d$, Local LMO performs the iteration $$x_{k+1}\in \arg\min_{z\in\mathcal{X}\cap\mathcal{B}(x_{k},t_k)}\langle\nabla f(x_{k}), z \rangle,$$ where $x_0\in\mathcal{X}$, and $t_k>0$ is a suitably chosen radius which can be interpreted as an effective stepsize. While designed as an alternative to FW, Local LMO is perhaps best viewed as a generalization of Gradient Descent (GD) rather than a modification of FW. Indeed, it is easy to see that Local LMO reduces to GD in the unconstrained setting and, more generally, to GD restricted to an affine subspace if the constraint $\mathcal{X}$ is affine. We prove that this simple algorithmic scheme transfers the known (unaccelerated) convergence rates of Projected Gradient Descent (PGD) to the projection-free world in several important regimes, some of which are beyond the reach of FW. In contrast to FW theory, i) our guarantees hold without requiring the feasible set $\mathcal{X}$ to be bounded, ii) our theory does not require the "curvature" assumption, which allows us to establish a standard sublinear rate for convex functions with bounded gradients, iii) we obtain a linear rate in the smooth strongly convex regime. Furthermore, we obtain sharp sublinear rates in the smooth convex and non-convex regimes, in the $(L_0,L_1)$-smooth convex regime, and in stochastic and non-differentiable settings.

Convex functionals are ubiquitous in applied analysis, appearing as value functions, risk measures, super-hedging prices, and loss functionals in machine learning. In many applications, however, the functional is only observed through finitely many exact pointwise evaluations. We ask whether a convex functional on a separable Hilbert space $H$ can be reconstructed, up to arbitrary uniform accuracy, by an explicit formula which preserves convexity and Lipschitz regularity and is finitely computable. We answer this affirmatively. For every compact convex $C\subseteq H$, every $L$-Lipschitz convex functional $ρ:C\to\mathbb{R}$, and every $\varepsilon>0$, we construct an explicit finite-sample reconstruction which is convex, $L$-Lipschitz, and uniformly $\varepsilon$-accurate on $C$. The construction uses only finitely many linear measurements $\langle b,\cdot\rangle_H$, with $b$ lying in a finite-dimensional subspace of $H$, and is exactly implementable by a $\operatorname{ReLU}$-MLP. Building on this, we introduce convex neural functionals (CNFs), a structured trainable architecture class containing our reconstruction, whose every admissible parameter configuration is automatically convex and Lipschitz, providing a principled foundation for learning convex functionals from finite data.

We develop a unified Lyapunov-integral quadratic constraint (IQC) framework for establishing uniform stability of first-order accelerated optimization algorithms in the $β$-smooth and $γ$-strongly convex regime. Classical analyses of uniform stability, such as the work of Hardt, Recht, and Singer for stochastic gradient descent (SGD), rely on direct coupling arguments and case-by-case control of iterate differences under random sampling. Extending such arguments to accelerated methods, such as Nesterov Accelerated Gradient (NAG), is complicated by the presence of higher-order state dynamics induced by momentum. We first extend this classical approach with the use of Lyapunov functions to provide a uniform stability bound for smooth quadratic NAG, and supplement this result with small-scale numerical experiments. We then extend this framework by modeling first-order accelerated optimizers as Lur'e-type feedback interconnections between a linear dynamical system and a (non-linear) gradient operator. $β$-Smoothness and $γ$-strong convexity are encoded a sector IQC inequality. Under this representation, uniform stability is certified via the existence of a quadratic Lyapunov function satisfying a finite-dimensional linear matrix inequality (LMI) in the form of a feasibility problem, which can be solved via semi-definite programming (SDP). We instantiate this framework for NAG and show how classical uniform stability bounds can be recovered via this framework. These results underscore a structural connection between optimization dynamics and robust control theory, providing a modular methodology for reliable and reproducible numerical certification of uniform stability and generalization behavior of first-order methods via convex optimization tools that is adaptable to increasingly complex optimization algorithms.

Spiking Neural Networks (SNNs) have been proposed as biologically plausible and energy-efficient alternatives to conventional Artificial Neural Networks (ANNs). However, the training of SNN usually relies on surrogate gradients due to the non-differentiability of the spike function, introducing approximation errors that accumulate across layers. To address this challenge, we extend the work on convexification of parallel feedforward threshold networks to parallel recurrent threshold networks, which subsume parallel SNNs as a structured special case. Building on this theoretical framework, we propose a parameter reconstruction algorithm for SNN training that demonstrates consistent and significant advantages across various tasks, both as a standalone method and in combination with surrogate-gradient training. The ablations further demonstrate the data scalability and robustness to model configurations of our training algorithm, pointing toward its potential in large-scale SNN training.

Energy-based learning is a powerful framework for generative modelling, but its training is inherently non-convex, leading potentially to sensitivity to initialisation, poor local optima, and unstable gradient dynamics. We present a dynamical analysis of energy-based learning through the lens of the effective model, which can be interpreted as either a generalised Ising model with higher-order interactions or the Fourier expansion of the energy. Under sufficient expressivity, we show that the gradient flow induced by learning strictly positive distributions over binary variables admits two types of fixed points: data-consistent points, which exactly reproduce the target distribution, and spurious points, which satisfy stationarity without matching the target distribution. Around data-consistent points, we show that perturbations are either stable or neutral, with neutral directions leaving the effective model invariant. Finally, we show that gradient dynamics induce a hierarchy in which lower-order interactions are learned before higher-order ones. This provides a mechanistic explanation for the distributional simplicity bias and clarifies why fixed points that are not data-consistent at low orders are not observed in practice.

Convex Optimization with Nested Evolving Feasible Sets (CONES)} is considered where the objective function $f$ remains fixed but the feasible region evolves over time as a nested sequence $S_1 \supseteq S_2 \supseteq \cdots \supseteq S_T$. The goal of an online algorithm is to simultaneously minimize the regret with respect to hindsight static optimal benchmark and the total movement cost while ensuring feasibility at all times. CONES is an optimization-oriented generalization of the well-known nested convex body chasing problem. When the loss function is convex, we propose a lazy-algorithm and show that it achieves $O(T^{1-β}), O(T^β)$ simultaneous regret and movement cost for any $β\in (0,1]$, over a time horizon of $T$. When the loss function is strongly convex or $α$-sharp, we propose an algorithm Frugal that simultaneously achieves zero regret and a movement cost of $O(\log T)$. To complement this, we show that any online algorithm with $o(T)$ regret has a movement cost of $Ω(\log{T})$ for both cases, proving optimality of Frugal.

Objective perturbation is a standard mechanism in differentially private empirical risk minimization. In particular, Linear Objective Perturbation (LOP) enforces privacy by adding a random linear term, while strong convexity and stability are ensured by an additional deterministic quadratic term. However, this approach requires the strong assumption of bounded gradients of the loss function, which excludes many modern machine learning models. In this work, we introduce Quadratic Objective Perturbation (QOP), which perturbs the objective with a random quadratic form. This perturbation induces strong convexity and enforces stability of the problem through curvature, thereby enabling privacy and allowing sensitivity to be controlled through spectral properties of the perturbation rather than assumptions on the gradients. As a result, we obtain $(\varepsilon, δ)$-differential privacy under weaker assumptions, in the interpolation regime. Furthermore, we extend the analysis to account for approximate solutions, showing that privacy guarantees are preserved under inexact solves. Additionally, we derive utility guarantees in terms of empirical excess risk, and provide a theoretical and numerical comparison to LOP, highlighting the advantages of curvature-based perturbations. Finally, we discuss algorithmic aspects and show that the resulting problems can be solved efficiently using modern splitting schemes.

Kernel quadrature can exploit RKHS spectral structure and outperform Monte Carlo on smooth integrands, but optimized quadrature weights are generally signed and may be numerically unstable. We study whether spectral acceleration remains possible when the weights are constrained to be positive, i.e., simplex weights. In the exact-target fixed-pool setting, an evaluated i.i.d. candidate pool of size $N$ is already available and the task is to reweight it so as to approximate the kernel mean embedding. We show that this positive reweighting problem is governed not by the equal-weight empirical average, but by the random convex hull generated by the pool. Our main geometric result shows that the mean of a bounded $d$-dimensional random vector can be approximated by a convex combination of $N$ i.i.d. samples at accuracy $O(d/N)$ with high probability, sharper than equal-weight averaging in the fixed-dimensional regime. We transfer this $d$-dimensional convex-hull approximation to full RKHS worst-case error through an augmented Mercer-truncation argument. The resulting positive-weight KQ bounds consist of a spectral tail term and a finite-sample convex-hull term, yielding Monte-Carlo-beating rates in favorable spectral regimes, including near-$O(1/N)$ rates up to logarithmic factors under exponential spectral decay. We also provide a constructive Frank--Wolfe algorithm that operates directly on the pool atoms, maintains simplex weights, and admits an explicit optimization-error bound.

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often require additional regularization to mitigate nonconvexity, even though such regularization is often unnecessary in practice. Moreover, most analyses rely on problem-specific arguments that are difficult to generalize to more complex settings. In this paper, we develop a theoretical framework for studying nonconvex procedures across a broad class of low-rank matrix estimation problems. Rather than focusing on a specific model, we reveal a fundamental mechanism that explains why nonconvex procedures can behave well in low-rank estimation. Our key device is a {\it benign regularizer} that does not alter the original update rule, but yields an equivalent locally strongly convex formulation of the algorithm. This perspective uncovers a disguised convexity inherent in the nonconvex procedure and provides a new route to theoretical guarantees for nonconvex low-rank matrix estimation.

In this note, we report five mathematical discoveries made in collaboration with Grok, all of which have been subsequently verified by the authors. These include an improved lower bound on the maximal Gaussian perimeter of convex sets in $\mathbb{R}^n$, sharper $L_2$-$L_1$ moment comparison inequalities on the Hamming cube $\{-1,1\}^n$, a strengthened autoconvolution inequality, improved asymptotic bounds on the size of the largest $g$-Sidon sets in $\{1,\dots,n\}$, and an optimal balanced Szarek's inequality.

Input Convex Neural Networks (ICNNs) are commonly used in a two-stage manner: one first trains a convex network and then minimizes it over its input in a downstream inference problem. Recent second-order-cone ICNNs (SOC-ICNNs) enrich ReLU-based ICNNs with quadratic and conic modules and admit an exact representation as value functions of second-order cone programs (SOCPs). This value-function structure enables an explicit convex-analytic treatment of SOC-ICNN inference. In this paper, we study the exact first-order and local second-order geometry of SOC-ICNNs from the dual viewpoint. We show that supporting slopes, subdifferentials, directional derivatives, and local Hessians can be recovered directly from optimal dual variables. These results provide the geometric primitives for white-box SOC-ICNN inference, going beyond black-box automatic differentiation. Numerical experiments validate the exact multiplier readout, the local Hessian formula, and the set-valued behavior at structurally degenerate inputs. We also provide a step-by-step tutorial showing how the readout mechanism instantiates a complete white-box inference loop. The code is available at https://anonymous.4open.science/r/SOC-ICNN-Theory-BEFC/.

Multi Armed Bandit (MAB) algorithms are a cornerstone of reinforcement learning and have been studied both theoretically and numerically. One of the most commonly used implementation uses a softmax mapping to prescribe the optimal policy and served as the foundation for downstream algorithms, including REINFORCE. Distinct from vanilla approaches, we consider here the L2 regularized softmax policy gradient where a quadratic term is subtracted from the mean reward. Previous studies exploiting convexity failed to identify a suitable theoretical framework to analyze its convergence when the regularization parameter vanishes. We prove here theoretical convergence results and confirm empirically that this regime makes the L2 regularization numerically advantageous on standard benchmarks.

We propose a neural parameterization of convex sets by learning sublinear (positively homogeneous and convex) functions. Our networks implicitly represent both the support and gauge functions of a convex body. We prove a universal approximation theorem for convex sets under this parametrization. Empirically, we demonstrate the method on shape optimization and inverse design tasks, achieving accurate reconstruction of target shapes.