Quadratic Programs

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Period ending 2026-09-21

3 new papers

A weekly snapshot of new work published in Quadratic Programs.

Period ending 2026-09-14

1 new paper

A weekly snapshot of new work published in Quadratic Programs.

Period ending 2026-09-07

1 new paper

A weekly snapshot of new work published in Quadratic Programs.

33 papers

Latest in Quadratic Programs

Sep 17, 2026cs.RO

DR-MPC: Fast and Feasible Dynamics-Relaxed Model-Predictive Control for Legged Locomotion

This paper presents dynamics-relaxed model predictive control (DR-MPC), a novel MPC formulation for legged locomotion, and a tailored interior-point method (IPM) solver. The formulation combines online optimization feasibility by construction with a contact-aware input parameterization. DR-MPC moves the dynamics equality and affine input constraints into quadratic penalties and retains only nonempty box constraints. The resulting box-constrained quadratic program (QP) has a block-arrow Hessian that enables the state and affine-output directions to be eliminated through a Schur complement. The solver factors only the reduced control system after swing-force elimination and contact-aligned move blocking. For the evaluated implementations using the same DR-MPC formulation, our method achieves median end-to-end MPC speedups of 16.0×16.0\times over HPIPM and 4.4×4.4\times over OSQP, with comparable locomotion performance in simulation. DR-MPC achieves a median onboard MPC end-to-end time of 4.44.4 ms and is validated on a Unitree Go1 quadruped. Open-source code will be made available after publication.
Run Wang, Alapati Tuerxun, Shuo Liu +4
Sep 16, 2026cs.RO

ElastiQP: An Always-Feasible QP Solver for Constrained Robot Control

As robot capabilities increase, quadratic programming (QP)-based controllers must account for a similarly increasing number of constraints to ensure safe, reliable operation. Yet, with each added constraint, this introduces more chances of momentary conflict: in which case, a QP solver that returns an "infeasible" status leaves the controller with nothing to execute. To address this, we introduce ElastiQP, a modified dual active-set QP solver that relaxes every inequality constraint with an exact, per-constraint l1 penalty while keeping equality constraints (dynamics) hard. Notably, ElastiQP does so by folding the slack variables into the solver analytically, maintaining a constant size of the condensed linear system. On a suite of robot control benchmarks, ElastiQP achieves microsecond-level performance, matching or outperforming leading modern solvers on feasible problems. On infeasible problems, ElastiQP handles these gracefully, confining violations to strictly the conflicting inequality terms, returning a usable solution up to 40x faster than the best alternative solvers. ElastiQP is available as an open-source C++ header-only library, with Python and JAX interfaces, at https://github.com/StanfordASL/elastiqp.
Daniel Morton, Jon Arrizabalaga, Zachary Manchester +1
Sep 14, 2026cs.RO

Exact Feasibility Certification and Optimal Responsibility Allocation for Multi-Robot CBF Safety Filters

Multi-robot Control Barrier Function (CBF) safety filters can become infeasible, but a failed quadratic program (QP) does not indicate why the conflict occurred or how to resolve it. To address this, we develop an exact feasibility certificate for multi-agent CBF filters with heterogeneous control-affine dynamics and convex input sets. The certificate quantifies a feasibility reserve by separating the demand imposed by safety constraints from the available actuator supply. This decomposition shows when CBF gain tuning or increased actuation can and cannot resolve infeasibility, and identifies the agents and interactions responsible for the conflict. We further propose an algorithm to optimally allocate shared safety constraints by maximizing the worst local feasibility margin, yielding a linear program for polyhedral input sets. In 320320 paired closed-loop simulations, the proposed allocation reduces infeasible control steps from roughly 50%50\% to 6.2%6.2\%, and reduces safety-violating runs from 118/160118/160 to 24/16024/160. In addition, across 5252 infeasibility events, the certificate identifies an interaction whose relaxation restores feasibility in 94%94\% of cases.
Chandan Kumar Sah, Jishnu Keshavan
Aug 29, 2026cs.CV

A Globally Convergent Algorithm for Total Scaled-Gradient Variation via Cone-Constrained Bilinear Decomposition

The total scaled-gradient variation (TSGV) regularizer, derived from sparse modeling of piecewise-linear structures, has been shown to preserve edges and corners in image restoration. However, its highly nonconvex and nonlinear nature poses severe computational challenges, as existing methods often suffer from parameter sensitivity or lack convergence guarantees. To overcome this, we propose a tailored bilinear decomposition that decouples the nonlinear weighted gradient in the TSGV regularizer. This approach yields an equivalent optimization problem governed by cone or sphere constraints, depending on the chosen scaling function. In particular, the cone constraint plays a central role in characterizing edge- and corner-preserving behavior. We solve this reformulation using the alternating minimization method (AMM) equipped with a majorization--minimization strategy, ensuring a monotonic decrease in energy without step-size tuning. Furthermore, we provide a geometric interpretation of the edge-preserving properties of these constraints by analyzing their asymptotic behavior near image singularities. We establish the global convergence of the proposed method to a critical point within the Kurdyka--Łojasiewicz framework. Extensive numerical experiments on Gaussian denoising and non-line-of-sight (NLOS) imaging show that the proposed method achieves PSNR and SSIM competitive with or superior to representative variational methods, especially at high noise levels, and improves the structural reconstruction under dense and sparse scanning.
Haibin Su, Chunlin Wu, Huibin Chang +1
Aug 13, 2026cs.RO

Deliberate Practice: Learning Robot Skills under a Budget

We consider the problem of autonomously learning robot skills under a limited practice budget for sequential tasks. We propose an active skill learning algorithm, \emph{Deliberate Practice (DP)}, that computes a provably \emph{budget-optimal} allocation---practicing skills that maximize expected cumulative reward while being learnable within the budget. DP estimates both the time needed to master skills and the cumulative reward of the task plans that the skills unlock. Computing a budget-optimal allocation is challenging as it requires reasoning about combinatorially many skill plans over a large practice budget. Our key contribution is a bilinear program that can compute this exactly using off-the-shelf solvers. Through simulated and real-world experiments on long-horizon manipulation tasks, we show that our approach allows robots to optimally use limited practice time to acquire useful policies and improve long-horizon planning.
Shivam Vats, Sudarshan Harithas, Mete Tuluhan Akbulut +2
Aug 10, 2026eess.SY

Real-Time Nonlinear MPC via Sequential Quadratic Programming with Structure-Exploiting ADMM and Interior-Point Methods for Underactuated Double-Pendulum Swing-Up

The 4th "AI Olympics with RealAIGym" competition, to be held at IJCAI-ECAI 2026 in Bremen, challenges participants to develop a global control policy for swinging up and stabilizing an underactuated two-link system in its upright position. In contrast to previous editions, participants develop and evaluate their control strategies directly on remotely accessible CloudPendulum hardware, with limited interaction time and without prior knowledge of the system's model parameters. This paper presents an optimal-control-based approach employing real-time nonlinear model predictive control implemented using sequential quadratic programming. The results demonstrate that the proposed SQP-based MPC controller achieves reliable swing-up and stabilization performance, while maintaining robustness against disturbances.
Nick Karydakis, Konstantinos Chatzilygeroudis
Aug 7, 2026eess.SY

Topology Inference for Immune System Networks by Using Cell Amount Data

Recent years have witnessed the advanced development of topology inference research, which helps elucidate the interaction relationships of components in many biological networks. This paper focuses on inferring the topology of a group of immune cells, based on the collected data from cell-depletion based experiments. The problem is very challenging due to i) the lack of standard analytical models for the cell interactions, and ii) the restrictive data availability determined by the huge experiment and time costs. To address these issues, we first leverage certain common knowledge and observations on the experiments to characterize three properties on the cell amounts during the interaction process: state non-negativity, ratio-based convergence, and triple signs of topology weights. Then, we construct a new model with simple structure and analytical convenience, and obtain sufficient conditions for the model to accommodate all three properties. Finally, based on the constructed model, we propose a constrained quadratic programming method to infer the topology from limited number of data pairs. Validation on experiment data demonstrate the effectiveness of the proposed method.
Yushan Li, Rikard Forlin, Dimos V. Dimarogonas +1
Aug 3, 2026cs.RO

Control Barrier Functions via Minkowski Operations for Safe Navigation among Polytopes

Safely navigating polytopic environments while respecting the dynamics, control, and exact geometry of the underlying system is a challenge in robotics. Control barrier functions (CBFs) synthesize safe control policies by rendering the safe set forward invariant, but many existing CBF-based methods approximate polytopes using conservative smooth shapes, such as spheres or ellipsoids, to obtain explicit differentiable distance functions. In this article, we propose an exact Signed Distance Function (SDF) formulation for a {\it polytopic} robot and {\it polytopic} obstacles and integrate it with nonsmooth CBFs. Leveraging Minkowski operations, the proposed method computes the exact SDF via companion convex programs in both the collision-free (positive-sign) and in-collision (negative-sign) cases. Furthermore, by exploiting the convenient geometric properties of 2D Minkowski operations and the optimality conditions of the two companion convex programs, we derive a unified analytical expression for the gradient of the exact SDF via sensitivity analysis. The exact rotational gradient further reveals a previously masked class of local minima induced by the coupling between geometry and nonholonomic kinematics. We demonstrate the effectiveness of the proposed framework through a pure-translation case and three scenarios with unicycle models involving recovery from an unsafe initialization and single- and multiple-obstacle avoidance. Comparisons with baseline methods highlight how the proposed framework enables non-conservative maneuvers and safety recovery.
Yi-Hsuan Chen, Shuo Liu, Wei Xiao +2
Jul 29, 2026cs.DS

GPTQ-2D: Cubic-Time Two-Sided Adaptive Rounding

Adaptive rounding methods such as GPTQ, or equivalently Babai's nearest plane algorithm, round a real matrix to integers under a quadratic metric. They process the entries in a fixed order, one at a time, propagating each rounding error to the entries not yet processed through a triangular feedback matrix. We study the two-sided version of this task, in which fixed nonsingular basis matrices act on both the left and the right of the residual; the familiar one-sided case is the special case of an identity right basis. Vectorizing the matrix turns the two-sided objective into a quadratic metric whose Gram matrix is a Kronecker product, so the one-dimensional algorithm applies verbatim, but takes quartic time in the matrix dimension. We present GPTQ-2D, which produces the identical rounded matrix in cubic time. It rounds the entries anti-diagonal by anti-diagonal; entries on the same anti-diagonal are independent and are rounded in parallel.
Jiale Chen, Torsten Hoefler, Dan Alistarh
Jul 24, 2026cs.LG

Complexity Bounds and Approaches to Learning Projected Gradient Descent Solver Iterates

Data scarcity poses a fundamental challenge in training generative models to produce initial guesses for parametric optimization problems that are otherwise numerically expensive to solve. We therefore study a kk-neighborhood data collection strategy that augments datasets of converged solutions with intermediate solver iterates, increasing the amount of training data without additional solver runs. To understand the benefits of this approach, we derive a generalization bound based on Rademacher complexity that reveals the role of the kk-neighborhoods and related parameters. To achieve this result, we focus on one-sided box-constrained quadratic programs solved by projected gradient descent. We illustrate the behavior of this solver on two examples. The approach proposed in this paper enables a more capable DDDAS paradigm by improving the efficiency of the data-model-optimization loop. We finish by discussing two views of learning solver-iterate data and connect our analysis with GLENS, a new data-efficient global search method.
Anjian Li, Ryne Beeson
Jul 23, 2026math.OC

Barzilai-Borwein Fails Superlinear Convergence on an Open Set of Quadratics for Every Dimension n\geq 4

Barzilai--Borwein (BB) method has shown strong practical performance in continuous optimization, yet its convergence dynamics remains poorly understood. In particular, a central unresolved question is whether BB converges superlinearly for almost every strictly convex quadratic problem and initialization. We provide a negative answer to this question. Specifically, for every finite dimension n4n\geq4, we construct a nonempty open, hence positive-Lebesgue-measure, family of strictly convex quadratic problems and initial points for which the long Barzilai--Borwein method (BB1) converges but cannot converge root-superlinearly. More precisely, with the explicit constants ρmin=106,ρmax=0.61ρ_{\min}=10^{-6},ρ_{\max}=0.61, every spectral component of the gradient is bounded above and below by the corresponding geometric sequence. Consequently, the gradient norm and the energy norm of the error satisfy two-sided geometric estimates with the same rates, while the objective gap satisfies the corresponding estimates with squared rates. In particular, all three quantities are bounded below by geometric sequences, ruling out superlinear convergence. The construction is highly nontrivial, based on a computer-assisted proof of a nonresonant, attracting seven-cycle of the projectivized BB dynamics in dimension four.
Dawei Li, Xiaotian Jiang, Mingyi Hong
Jul 19, 2026cs.LG

An Iterative Geometric Approach to Optimizing Separating Hyperplanes

Given a binary-labeled linearly separable dataset, and the objective is to compute the maximum-margin separating hyperplane, also known as the hard-margin Support Vector Machine (SVM) classifier. This paper investigates whether, if given an initial separating hyperplane, can it be exploited to reach this unique optimum more efficiently. We present a geometric approach that gradually improves the alignment of the hyperplane, starting from an initial separating hyperplane, while preserving separation and continuously increasing its margin until convergence to the global optimum. At each iteration, the method considers only local information, namely the current active set, and aims to re-align the hyperplane according to the optimal separating hyperplane of this reduced subset. Consequently, the original convex quadratic optimization problem is addressed through a sequence of smaller subproblems. The paper presents the algorithm in detail, together with a preliminary experimental evaluation and several theoretical findings. The results suggest that, when an initial separating hyperplane is available, the proposed method can be competitive on larger datasets and, in some cases, can outperform state-of-the-art approaches that solve the optimization problem directly.
Akos Hajnal
Jul 16, 2026cs.RO

Safe Execution of RL Policies Via Acceleration-Based CBF-QP Constraint Enforcement for Real-World Robotic Deployments

Reinforcement Learning (RL) has demonstrated remarkable capabilities for solving complex robotic control problems, but its lack of safety guarantees severely limits deployment on hardware. In particular, as legged robots and manipulators often operate near safety-critical boundaries, out-of-distribution states can lead to failure upon deployment. To address this, we introduce Acc-CBF-QP, an acceleration-based Quadratic Program (QP) safety filter using Control Barrier Functions (CBFs) that constrains any RL policy onto a safe set at runtime without modifying training. The method applies to unconstrained and Safe-RL policies, and enforces joint position, velocity, torque, and collision constraints within a unified optimization framework. A key contribution is the formulation of RL+QP tasks that regulate deviation from the RL command when constraints would otherwise be violated. We introduce a TorqueTask, minimizing torque deviation, and a Forward Dynamics Task, minimizing induced acceleration deviation, thus providing principled control over safety-performance trade-offs. Experiments on a 7-DoF Kinova Gen3 manipulator and a 19-DoF Unitree H1 humanoid, both in simulation and on hardware, highlight substantial reductions in constraint violations. On the real H1 hardware, a Safe-RL policy alone yielded 10.04 violations/s, which were reduced by 92% to 0.80 violations/s when augmented with Acc-CBF-QP. On the Kinova Gen3, Acc-CBF-QP fully eliminated violations. Nominal task performance of the RL objective is preserved in violation-free regimes. Under aggressive velocity commands on H1, Acc-CBF-QP improves execution by preventing constraint-induced shutdowns, yielding longer survival times. The full pipeline is open-source.
Bastien Muraccioli, Alice Cariou, Pierre-Alexandre Leziart +4
Jul 13, 2026cs.RO

WarpMPC: Large-Batch MPC on GPU via ADMM with Unrolled LDL^\top Factorization

This paper introduces numerical optimizations for maximizing throughput on GPU when solving large batches (10,000 to over 100,000) of sequential quadratic programming (SQP) iterations, where all problems have the same structure. The optimizations are implemented in a toolbox WarpMPC for model-predictive control (MPC) in JAX and Warp. Based on the insight that all MPC problem instances in a batch share the same sparsity in time, cost, and constraints, we propose unrolling sparse linear factorizations and solves, which dominate alternating direction method of multipliers (ADMM) solver runtime. We avoid memory access bottlenecks and wasting computations via optimized memory layout, padding-reducing segmentation of the unrolled factorization, and dependency level scheduled backsolves, additionally accelerating sensitivity computation. We achieve throughputs of 8,000 to 250,000 SQP iterations per second on nonlinear cartpole, quadrotor, and humanoid robot benchmarks, outperforming baselines by 3×\times to 25×\times. We illustrate practical usefulness by synthesizing a dataset and training a neural network approximation of an MPC in under 4 minutes that stabilizes a nano quadrotor in hardware experiments.
Henrik Hose, Se Hwan Jeon, Charles Khazoom +2
Jun 22, 2026cs.RO

A Relaxed Quadratic-Program-based Framework for Trajectory Tracking of Unicycle Robots with Singularity Avoidance

Dynamic feedback linearization (DFL) is a classical technique for trajectory tracking of unicycle-type mobile robots, but the resulting DFL-based controller becomes singular when the linear velocity vanishes, rendering standard DFL-based controllers unsuitable for stop-and-reverse maneuvers. This paper proposes a quadratic-program (QP)-based optimal control framework that avoids this singularity, while establishing local Lipschitz continuity of the resulting feedback law. Our approach reformulates the DFL constraints as an equality-constrained QP with a slack variable, ensuring feasibility for all states and reference signals, including at points where the robot's velocity vanishes. By introducing slack variables and tunable parameters, we demonstrate that the singular configuration can be avoided for a large class of reference trajectories. The effectiveness of the proposed approach for trajectory tracking is demonstrated through ROS 2-Gazebo simulations on a TurtleBot3 Waffle robot. The code is available at https://gradslab.github.io/DFL_QP_Unicycle/
Hamza Tariq, Usman Ali, Adeel Akhtar
Jun 19, 2026cs.RO

Conflict-Aware Switching for CBF-CLF-Based Multi-Goal Navigation

Quadratic programs (QPs) using Control Barrier Functions (CBFs) and Control Lyapunov Functions (CLFs) are widely used for safe control in reach-and-avoid navigation. However, the inherently conflicting nature of CBF and CLF constraints can lead to performance degradation, including slowdowns and deadlocks. This issue is exacerbated in multi-goal scenarios, where multiple nominal control objectives must be satisfied under shared safety constraints. Existing approaches for preemptive safety are often computationally expensive or overly conservative, while methods that relax or switch between nominal objectives are not well-suited for sequential goal-to-goal navigation. To address these limitations, we propose a conflict-aware switching strategy that detects high-conflict conditions and switches between available nominal control objectives to reduce constraint conflict. We apply this approach to multi-agent, multi-goal reach-and-avoid scenarios under CBF-CLF-QP control. Compared to a baseline sequential goal traversal strategy, our method reduces both completion time and timeout rates, demonstrating improved performance in satisfying all nominal control objectives while respecting safety constraints.
Rohan Walia, Kevin Leahy
Jun 15, 2026cs.RO

Elastic ODYN: Differentiable Optimization for Infeasible Control and Learning in Robotics

Robotic systems routinely encounter conflicting objectives, modeling errors, and degenerate contact conditions that render quadratic programs (QPs) infeasible. Yet most optimization solvers and differentiable QP layers assume feasibility, leading to numerical failures, unstable gradients, or solver breakdown when constraints cannot be simultaneously satisfied. We present Elastic ODYN, a primal--dual non-interior-point QP solver that handles infeasibility through smooth squared-2\ell_2 elastic relaxations. The resulting formulation remains well posed under ill-conditioning and degeneracy, supports warm starting, and converges to closest-to-feasible solutions when no feasible point exists. A lightweight refinement stage recovers physically meaningful dual variables from the elastic solution. Building on this framework, we develop Elastic OdynLayer, a differentiable QP layer with stable gradients under infeasibility, and Elastic OdynSQP, an infeasibility-aware SQP method that resolves inconsistent subproblems and intrinsically infeasible optimal control tasks through selective constraint relaxation. We evaluate the framework on benchmark QPs, singular contact mechanics, differentiable parameter identification, and quadrupedal and humanoid trajectory optimization. Across all settings, Elastic ODYN consistently outperforms state-of-the-art elastic QP solvers in robustness, warm-start performance, and convergence reliability, enabling optimization, simulation, control, and learning beyond the feasibility assumptions of existing methods.
Aristotelis Papatheodorou, Jose Rojas, Ioannis Havoutis +1
Jun 4, 2026eess.SY

Amortized Nonlinear Model Predictive Control

Nonlinear Model Predictive Control requires solving a constrained nonlinear program (NLP) in real-time at every sampling instant, a computational bottleneck that limits deployment on resource-constrained hardware or at high sampling rates. We address this challenge for the broad class of input-affine nonlinear systems to show that the optimal control move can be approximated by a state-dependent quadratic program (QP) whose cost parameters depend on the current state and reference. We propose a single-network residual-corrector architecture: a state-dependent analytic baseline provides initial QP parameters, and the network learns only the corrections needed to match the full NLP solution; the QP is solved by a differentiable interior-point layer, guaranteeing constraint satisfaction for the first control action. The network is trained offline on data generated by an NLP solver using a hybrid loss that combines supervised imitation and KKT-residual penalties. We validate the approach on a three-link planar robotic arm with Cartesian end-effector tracking, demonstrating orders-of-magnitude speedup over the NLP solver while maintaining comparable tracking performance.
Francesco Pillitteri, Alberto Bemporad
May 24, 2026cs.RO

Manifold-Constrained MPPI: Real-Time Sampling-Based Control Under Hard Constraints

Sampling-based model predictive control methods, such as Model Predictive Path Integral (MPPI), offer derivative-free optimization and robustness in complex robotic systems. However, standard MPPI relies on cost-based soft penalties that cannot guarantee hard-constraint satisfaction, severely limiting its applicability to highly constrained tasks such as closed-chain manipulation. To address this, we propose Manifold-Constrained MPPI (MC-MPPI), a real-time sampling-based control framework that enforces manifold-based equality constraints while preserving the computational advantages of MPPI. The key idea is to decouple the constrained optimal control problem into latent-space planning and execution-level correction. At the planning stage, a Variational Autoencoder (VAE) learns a low-dimensional latent representation of the constraint manifold, enabling MPPI to efficiently generate near-feasible candidate trajectories without per-sample modification. Since this reference enables accurate linearization of the equality constraints, an execution-level Quadratic Programming (QP) controller resolves the residual manifold mismatch in a single solve rather than through iterative projection. Experiments on a 14-DoF closed-chain dual-arm system in both simulation and real-world settings demonstrate that MC-MPPI operates stably at 100 Hz, reliably navigates dynamic environments while effectively maintaining hard equality constraints, and significantly outperforms baseline methods in tracking accuracy. Supplementary videos and implementation details are available at https://rcilab.github.io/mcmppi.
Seulchan Lee, Sanghyun Kim
May 20, 2026cs.RO

SmoCap: Unified Scale-Pose Canonicalization with Proxy-Mapped Trust-Region QP

Objective: Stage-wise workflows that separate model scaling and inverse kinematics can induce morphology-posture compensation, resulting in anatomically inconsistent yet numerically acceptable solutions, especially in weakly observed directions. We present SmoCap, a leakage-resistant canonicalization framework that estimates morphology and posture jointly in each local trust-region quadratic program (QP) within a sparse control subspace. Methods: SmoCap solves a constrained trust-region QP with analytical proxy-mapped pose and scale Jacobians. The low dimensional proxy map stabilizes weakly observed directions and drives coordinated structures. An optional pre-solve provides warm starts in difficult configurations. The framework is evaluated using cohort fluoroscopy knee motion, anthropometric ground truth, and extreme yoga sequences. Results: SmoCap achieved 2.9 degree knee flexion RMSE against fluoroscopy, and a pooled anthropometric endpoint error around 3%. In the leakage audit against segment wise scaling, SmoCap also reduced marker RMSE, FE error, and anthropometric endpoint error. Proxy coupling preserved expressive and coordinated spine motion with marginal fitting error increase (+0.14 mm, +0.6%) against baseline models in yoga ablation. Median marker RMSE was around 20 mm, and median runtime was 0.204-0.332 ms/frame, achieved with consistently 2-3 iterations. Conclusion: SmoCap provides an externally validated unified coupling-aware scale-pose framework, making externally consistent motion canonicalization practical at dataset scale.
Shihao Li, Naohiko Sugita
May 13, 2026econ.EM

Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization

Regret is the cost of uncertainty in algorithmic decision-making. Quantifying regret typically requires computationally expensive simulation via Sample Average Approximation (SAA), with complexity O(Bn2d3)\mathcal{O}(Bn^{2}d^{3}) in the number of scenarios BB, variables nn, and constraints dd. % This paper proves that expected regret in any stochastic optimization problem admits the exact decomposition % \begin{equation*} \mathrm{Regret}(c) = \mathrm{Cov}(c,,π^{}(c)) + R(c), \end{equation} % where cc is the vector of uncertain parameters, π(c)π^{*}(c) is the optimal decision, and R(c)R(c) is a residual whose magnitude we bound explicitly under Lipschitz, smooth, and strongly convex conditions. % For linear programs and unconstrained quadratic programs, including the classical Markowitz portfolio problem, we prove R(c)=0R(c)=0 exactly, so that Regret(c)=Cov(c,π(c))\mathrm{Regret}(c) = \mathrm{Cov}(c,π^{*}(c)) holds without approximation. % When historical cost-decision pairs {(ci,π(ci))}\{(c_i, π^*(c_i))\} are available, the covariance can be estimated in O(nd2)\mathcal{O}(nd^{2}) time, which is orders of magnitude faster than SAA. The estimation is performed by a single pass through the data. % We derive concentration bounds, a central limit theorem, and an asymptotically unbiased residual estimator, and we validate all results on synthetic LP, QP, and integer programming instances and on a rolling-window portfolio experiment using ten years of CRSP equity data.
Irene Aldridge
May 11, 2026cs.RO

A cell-decomposition based path planner for 3D navigation in constrained workspaces

This paper proposes a cell decomposition algorithm for binary occupancy grids that ensures mutual complete visibility from each cell to at least one adjacent cell. This decomposition establishes a simplified framework for verifying path feasibility that can be easily embedded in optimization problems. To illustrate its utility, we formulate both second-order cone programs (SOCP) and their mixed-integer variant (MISOCP) within the proposed framework. Furthermore, we propose the KSP-SOCP method, which combines Yen's k-shortest path algorithm with the SOCP, achieving improved solutions compared to a standard SOCP approach while avoiding the computational burden of MISOCP. The cell decomposition algorithm, KSP-SOCP, and MISOCP approaches were evaluated in 9 city-like workspaces. The decomposition efficiently partitioned each map, enabling both optimization methods to compute feasible paths. The proposed KSP-SOCP achieved time performance comparable to the MISOCP while requiring less memory, making it highly suitable for large-scale problems.
João P. L. Morais, Luciano C. A. Pimenta, Marcelo A. Santos +1
May 10, 2026eess.SY

Safe Exploration for Nonlinear Processes Using Online Gaussian Process Learning

This paper proposes a safe data-driven control framework for nonlinear systems with partially known dynamics. The method ensures stability and constraint satisfaction during online learning, assuming only a stabilizable linear approximation of the process is available. Unmodeled nonlinear dynamics are captured by a Gaussian process residual learned in real time. Safety is enforced through a probabilistic control-invariant set derived from Lyapunov theory, guaranteeing high-probability stability. A convex quadratic program computes control inputs that maximize information gain while respecting probabilistic safety constraints. The framework provides finite-sample safety guarantees and allows adaptive expansion of the invariant set as uncertainty decreases. Numerical results validate the approach, demonstrating safe and informative exploration under model uncertainty: the safe set expands by about 30% while the Gaussian process root-mean-square error drops from 1.11 to 0.03.
Stefano Tonini, Soroush Rastegarpour, Hamid Reza Feyzmahdavian +2
May 6, 2026cs.LG

Exact Dual Geometry of SOC-ICNN Value Functions

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/.
Kang Liu, Jianchen Hu, Wei Peng
May 6, 2026cs.NI

Joint Optimization of Trajectory Control, Resource Allocation, and Task Offloading for Multi-UAV-Assisted IoV

This paper investigates a multi-Unmanned Aerial Vehicle (UAV) joint base station-assisted Internet of Vehicles (IoV) task offloading system in dense urban environments. To minimize system delay and energy consumption under strict coupling constraints, the complex non-convex optimization problem is decoupled into a hierarchical execution framework. First, a sequential distributed optimization algorithm based on Second-Order Cone Programming (SOCP) is proposed to optimize the 3D flight trajectory of each UAV, ensuring adaptive network coverage. Second, a novel hybrid resource scheduling paradigm synergizing Deep Reinforcement Learning (DRL) and Large Language Models (LLMs) is developed. Within this framework, the DRL agent dictates the initial resource allocation, while the LLM acts as a semantic macro-scheduler to rectify long-tail allocation imbalances for failed and surplus tasks. Crucially, a reward decoupling mechanism is introduced to isolate DRL training from external LLM interventions, thereby ensuring policy convergence. Finally, the task offloading ratios are precisely determined via Linear Programming (LP) within an alternating optimization loop. Simulation results demonstrate that the proposed method significantly outperforms traditional multi-agent reinforcement learning baselines in terms of task success rate and system efficiency.
Maoxin Ji, Qiong Wu, Pingyi Fan +4
Apr 30, 2026cs.LG

NLPOpt-Net: A Learning Method for Nonlinear Optimization with Feasibility Guarantees

Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint satisfaction. The architecture consists of a backbone neural network (NN) followed by a multilayer (kk-layered) projection. While the NN drives toward optimality through a loss function consisting of a modified Lagrangian augmented with a consistency loss, the projection ensures feasibility by projecting the NN predictions in the original constraint manifold. Instead of typical distance minimization, our projection exploits local quadratic approximations of the original NLP. Under certain conditions (such as convexity), the projection has a descent property, which improves the NN predictions further. NLPOpt-Net deploys an inversion-free, modified Chambolle-Pock algorithm to solve the constrained quadratic projections during the forward pass and uses the implicit function theorem for efficient backpropagation. The fixed structure of the projection further allows decoupling of the NN and the projection once the training is complete. NLPOpt-Net solves large-scale convex QP, QCQP, NLP, and nonconvex problems with near zero optimality gap and constraint violations reduced to machine precision. Additionally, it provides near accurate prediction of the active sets and corresponding dual variables, thereby enabling a scalable approach for multiparametric programming. Compiling the projection in C provides order of magnitude improvement in inference time compared to JAX. We provide the codes and NLPOpt-Net as a ready to use package that includes GPU support.
Bimol Nath Roy, Rahul Golder, MM Faruque Hasan
Apr 27, 2026math.OC

Quasi-Quadratic Gradient: A New Direction for Accelerating the BFGS Method in Quasi-Newton Optimization

In this paper, we introduce the Quasi-Quadratic Gradient (QQG), a novel search direction designed to accelerate the BFGS method within the quasi-Newton framework. By defining the QQG as the product of the inverse Hessian approximation and the current gradient, we explicitly leverage local second-order curvature to rectify the search path. Theoretical analysis and empirical results demonstrate that our approach significantly outperforms vanilla BFGS in convergence speed while maintaining computational efficiency.
John Chiang
Apr 24, 2026cs.RO

Control Barrier Functions Solved with Hierarchical Quadratic Programming for Safe Physical Human-Robot Interaction

Physical human-robot interaction offers the potential to leverage human intelligence and robot physical capabilities to enable a range of exciting applications, e.g., collaborative robots for rehabilitation. Safety is critical for the successful deployment of this kind of robotic system. In recent years, Control Barrier Function (CBF) has emerged as an effective approach to enforce safety guarantees, which has been widely applied in various applications, from adaptive cruise control to navigation of legged robots. CBFs can be solved in a Quadratic Programming (QP) problem, which can include many CBF-formulated tasks. To manage a large number of safety tasks, a hierarchical CBF has been used to allow hierarchical relaxation of safety tasks to ensure the feasibility of a solution in the presence of conflicting tasks. In this work, we propose to use a CBF-based Hierarchical Quadratic Programming (HQP) framework in physical human-robot interaction to allow us to design both performance tasks (e.g., preserve the desired behavior at the human-robot interaction point) and safety tasks at any level of a hierarchy to balance the safety and the performance in a more flexible way. Extensive experiments were carried out on a real redundant robot to validate the effectiveness, flexibility, and generality of this approach.
Rui Luo, Jonas Mariager Jakobsen, Wesley Roozing +2
Apr 19, 2026cs.RO

Planning Smooth and Safe Control Laws for a Unicycle Robot Among Obstacles

This paper presents a framework for safe navigation of a unicycle point robot to a goal position in an environment populated with obstacles from almost any admissible state, considering input limits. We introduce a novel QP formulation to create a Cinfinity-smooth vector field with reduced total bending and total turning. Then we design an analytic, non-linear feedback controller that inherently satisfies the conditions of Nagumo's theorem, ensuring forward invariance of the safe set without requiring any online optimization. We have demonstrated that our controller, even under hard input limits, safely converges to the goal position. Simulations confirm the effectiveness of the proposed framework, resulting in a twice faster arrival time with over 50% lower angular control effort compared to the baseline.
Aref Amiri, Basak Sakcak, Steven M. LaValle
Feb 8, 2026cs.RO

Multi-Agent Route Planning as a QUBO Problem

Multi-Agent Route Planning considers selecting vehicles, each associated with a single predefined route, such that route-level coverage utility is maximized while redundant spatial overlaps are limited. This paper gives a formal problem definition, proves NP-hardness by reduction from the Weighted Set Packing problem, and derives a Quadratic Unconstrained Binary Optimization formulation whose coefficients directly encode route utility rewards and pairwise overlap penalties. A single penalty parameter λλ controls the coverage--overlap trade-off. We distinguish between a soft regime, which supports multi-objective exploration, and a hard regime, in which the penalty is strong enough to effectively enforce near-disjoint routes. We describe a practical pipeline for generating city instances, constructing candidate routes, building the QUBO matrix, and solving it with a binary quadratic programming baseline (Gurobi), simulated annealing, and D-Wave hybrid quantum annealing. Experiments on Barcelona instances with up to 10,00010{,}000 vehicles reveal a clear coverage--overlap knee and show that Pareto-optimal solutions are mainly obtained under the hard-penalty regime, while D-Wave hybrid solvers and Gurobi achieve very similar objective values on matching configurations with only minor runtime differences as problem size grows.
Renáta Rusnáková, Martin Chovanec, Juraj Gazda
Sep 30, 2025cs.GT

Quadratic Programming Approach for Nash Equilibrium Computation in Multiplayer Imperfect-Information Games

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While counterfactual regret minimization and fictitious play are scalable to large games and have convergence guarantees in two-player zero-sum games, they do not guarantee convergence to Nash equilibrium in multiplayer games. We present an approach for exact computation of Nash equilibrium in multiplayer imperfect-information games that solves a quadratically-constrained program based on a nonlinear complementarity problem formulation from the sequence-form game representation. This approach capitalizes on recent advances for solving nonconvex quadratic programs. Our algorithm is able to quickly solve three-player Kuhn poker after removal of dominated actions. Of the available algorithms in the Gambit software suite, only the logit quantal response approach is successfully able to solve the game; however, the approach takes longer than our algorithm and also involves a degree of approximation. Our formulation also leads to a new approach for computing Nash equilibrium in multiplayer strategic-form games which we demonstrate to outperform a previous quadratically-constrained program formulation.
Sam Ganzfried
Aug 30, 2025eess.SY

Solving Conic Programs over Sparse Graphs using a Variational Quantum Approach: The Case of the AC Optimal Power Flow

Conic programs arising in physics, quantum information, machine learning, and engineering are often defined over sparse graphs. Although such problems can be solved in polynomial time using classical interior-point solvers, the computational complexity scales unfavorably with graph size. We propose a variational quantum paradigm for solving conic programs, including quadratically constrained quadratic programs and semidefinite programs. We encode primal variables via the state of a parameterized quantum circuit (PQC) and dual variables via the probability mass function associated with a second PQC. The Lagrangian function can thus be expressed as scaled expectations of quantum observables. We pursue approximately stationary points of the Lagrangian by minimizing/maximizing the Lagrangian over the parameters of the first/second PQC. This is accomplished in a hybrid fashion: gradients are estimated using the two PQCs, while their parameters are updated classically using a primal-dual method. We propose permuting primal variables so that related observables have a banded form, enabling efficient measurement. We provide a complexity analysis that is useful to determine which problem types may enjoy quantum advantage. The framework is applied to the AC OPF problem, a large-scale optimization problem central to electric power system operation. Numerical tests on the IEEE 57-node system using PennyLane's simulator show that the proposed doubly variational quantum framework can find high-quality OPF solutions. While this demonstration does not yield a quantum speedup, the results serve as a proof-of-concept and highlight challenges toward practical quantum advantage. Although showcased for OPF, the framework has broader scope, including conic programs with many variables and constraints, problems defined over sparse graphs, and training quantum machine learning models to satisfy constraints.
Thinh Viet Le, Mark M. Wilde, Vassilis Kekatos
Aug 8, 2025math.NT

Constrained PSLQ Search for Machin-like Identities Achieving Record-Low Lehmer Measures

Machin-like arctangent relations are classical tools for computing ππ, with efficiency quantified by the Lehmer measure (λλ). We present a framework for discovering low-measure relations by coupling the PSLQ integer-relation algorithm with number-theoretic filters derived from the algebraic structure of Gaussian integers, making large scale search tractable. Our search yields new 5 and 6 term relations with record-low Lehmer measures (λ=1.4572,λ=1.3291λ=1.4572, λ=1.3291). We also demonstrate how discovered relations can serve as a basis for generating new, longer formulae through algorithmic extensions. This combined approach of a constrained PSLQ search and algorithmic extension provides a robust method for future explorations.
Nick Craig-Wood