Stochastic Optimization

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9 papers in the last four weeks, up 125% on the four weeks before. 0.1% of all new papers.

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  1. Optimal Momentum Methods for Stochastic Multilevel Compositional Optimization

    Oct 1, 2026Wei Jiang, Rui Yan, Sifan Yang +3Stochastic OptimizationPortfolio Optimization

    School of Computer Science and Engineering, Nanjing University of Science and Technology, Nanjing, China · School of Artificial Intelligence, Nanjing University, Nanjing, China · School of Software Technology, Zhejiang University, Ningbo, China

  2. Unified Optimality Conditions for Stochastic Optimal Control in the Rough Path and Itô Frameworks

    Sep 29, 2026Thomas LewStochastic Optimal ControlStochastic Differential Equations

    Toyota Research Institute

  3. ProofLoom: Proof-Obligation-Driven Theory Construction for Autoformalizing Research-Level Stochastic Optimization

    Sep 28, 2026Feiming Wang, Daibo Li, Kun YuanTheorem ProvingStochastic Optimization

    Nankai University · Peking University

  4. DCEmbed: Scalable Optimization over Neural Surrogates

    Sep 27, 2026Akshay Sreekumar, Nicolas Christianson, Priya L. Donti +2Neural Network OptimizationStochastic Optimization

    Stanford University Stanford, CA, USA · Johns Hopkins University Baltimore, MD, USA · Massachusetts Institute of Technology Cambridge, MA, USA

  5. Resource-Adaptive Stochastic Gradient Descent for Online Linear Programming without Re-solving

    Sep 23, 2026Jiameng LyuLinear ProgrammingLearning-Augmented Algorithms

    Department of Management Science, School of Management, Fudan University, Shanghai 200433, China

  6. Expected Hypervolume Maximization for Multiobjective Optimization under Uncertainties

    Sep 17, 2026Victor TrapplerMulti-Objective OptimizationStochastic Optimization

    Mines Saint-Étienne MSE, LIMOS, FAYOL-ENSMSE, FAYOL-ENSMSE · Departement GMI Institut Henri Fayol, Mines Saint-Etienne, Univ Clermont Auvergne, CNRS, UMR 6158 LIMOS F - 42023 Saint-Etienne France

  7. Solving Finite-sum Coupled Compositional Optimization via Multi-block-Single-probe Estimator

    Sep 14, 2026Wei Jiang, Sifan Yang, Yibo Wang +2Stochastic OptimizationVariance Reduction

    School of Computer Science and Engineering, Nanjing University of Science and Technology, China · 2State Key Laboratory of Novel Software Technology, Nanjing University, China · School of Artificial Intelligence, Nanjing University, China

  8. Projection-Free Multi-level Algorithms for Stochastic Constrained Compositional Optimization

    Sep 14, 2026Wei Jiang, Sifan Yang, Wenhao Yang +4Convex OptimizationStochastic Optimization

    School of Computer Science and Engineering, Nanjing University of Science and Technology, China · School of Artificial Intelligence, Nanjing University, China · School of Software Technology, Zhejiang University, China

  9. How to Make the Gradient Mapping Small for Constrained Stochastic Min-Max Problems and Beyond

    Sep 8, 2026Ahmet AlacaogluMonotone Variational InequalitiesConvex Optimization

    Department of Mathematics, University of British Columbia

  10. Stochastic Optimization of Tree Tensor Networks

    Sep 1, 2026Marius Willner, Maximilian Scharf, André Uschmajew +2Tensor NetworksNeural Network Optimization

    Institute of Mathematics, University of Augsburg, 86159 Augsburg, Germany · Centre for Advanced Analytics and Predictive Sciences, University of Augsburg, 86159 Augsburg, Germany · Tensor AI Solutions GmbH, 89284 Pfaffenhofen an der Roth, Germany +1

  11. Federated Compositional Muon Optimizer for Matrix-Wise Models

    Aug 13, 2026Wang Yan, Feihu HuangMuonStochastic Optimization

    College of Computer Science and Technology, Nanjing University of Aeronautics and Astronautics, Nanjing, China · MIIT Key Laboratory of Pattern Analysis and Machine Intelligence, Nanjing, China

  12. Path Integral Value Matching for Linear Quadratic Stochastic Optimal Control

    Aug 11, 2026Bangyan Liao, Chenglei Yu, Yuchen Yang +4Stochastic Optimal ControlStochastic Optimization

    Westlake University School of Engineering

  13. A Tight Lower Bound for Smooth Nonconvex Stochastic Optimization with Bounded Gradient Noise

    Aug 10, 2026Jikai JinStochastic Convex OptimizationStochastic Optimization

  14. Optimized Certainty Equivalent Risk Minimization Using Samples: Algorithms, Convergence Rates, and Applications

    Aug 7, 2026Sumedh Gupte, Prashanth L. A., Sanjay P. BhatPortfolio OptimizationStochastic Optimization

    TCS Research, IIIT-H Research Park, Hyderabad, 500032, India · Department of Computer Science and Engineering, Indian Institute of Technology Madras, Chennai, 600036, India

  15. A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Łojasiewicz condition

    Aug 5, 2026Felipe Atenas, Alejandro Jofré, Pedro Pérez-Aros +1Stochastic Convex OptimizationStochastic Optimization

    Centro de Modelamiento Matem´atico (CNRS IRL2807), Universidad de Chile, Santiago, Chile · Departamento de Ingenier´ıa Matem´atica and Centro de Modelamiento Matem´atico (CNRS IRL2807), Universidad de Chile, Santiago, Chile · Department of Mathematics, University of Alicante, Alicante, Spain

  16. Stochastic Multiple Shooting Trajectory Optimization via Sequential Local Policy Evaluation

    Aug 4, 2026Ashwin Gupta, Joseph MooreRobust TrajectoryModel Predictive Path Integral

    Johns Hopkins University Whiting School of Engineering

  17. Particle-based Generalised Stochastic Optimisation

    Aug 3, 2026Jiechen Jackie Zhang, O. Deniz AkyildizStochastic OptimizationLangevin Dynamics

    Department of Mathematics, Imperial College London

  18. Thermalizing Stochastic Programs

    Aug 3, 2026Mirko Amico, Andraž Jelinčič, Colin Oscar Nancarrow +6StochasticStochastic Optimization

    Extropic Corporation, San Francisco, California 94111, USA · CUNY Graduate Center, New York, NY, USA

  19. Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints

    Aug 2, 2026Francesco Cordiano, Kanghui He, Bart De SchutterStochastic Optimal ControlStochastic Optimization

    Delft Center for Systems and Control, Delft University of Technology, 2628 CD, Delft, The Netherlands · Department of Engineering Science, University of Oxford, OX1 3PJ Oxford, U.K.

  20. Strategies for Milestone-driven Start-ups in Multi-activity Settings

    Jul 30, 2026Zhengli WangStochastic Optimal ControlStochastic Optimization

    Faculty of Business & Economics, the University of Hong Kong

  21. Quantum Speedups for Stochastic Optimization with Heavy-Tailed Noise

    Jul 28, 2026Bin Luo, Chengchang Liu, Jonathan Allcock +2Stochastic OptimizationQuantum Computational Advantage

    The Chinese University of Hong Kong · Westlake University · Tencent Quantum Laboratory

  22. Trajectory-Regularized Stochastic Optimal Control via KL Divergence

    Jul 24, 2026Mintae Kim, Koushil SreenathStochastic Optimal ControlStochastic Optimization

    Hybrid Robotics, UC Berkeley, CA 94720, USA

  23. CC-AOS: Cost- and Horizon-Conditioned Amortized Backward Induction for Finite-Horizon Optimal Stopping

    Jul 24, 2026Tianwei YuOptimal StoppingStochastic Optimization

  24. Weak-to-Strong Learning in Decision Making

    Jul 20, 2026Jingwei Ji, Renyuan XuUnlabeled DataStochastic Optimization

    Management Science and Engineering, Stanford University

  25. How much Data do We Need? Sequential Data Collection for Stochastic Programming

    Jul 11, 2026Xin Li, Juergen Branke, Xuan Vinh DoanOptimal StoppingStochastic Optimization

    University of Warwick

  26. Constrained Online Convex Optimization without Slater's Condition

    Jun 30, 2026Kihyun Yu, Junehee Lee, Dabeen LeeConvex Loss\Widetilde{\Mathcal{O}}(\Sqrt{T})$ Regret

    1KAIST · 2Seoul National University

  27. Is Variational Monte Carlo Robust? Sharp Moment Thresholds and Heavy-tailed Stochastic Optimization

    Jun 24, 2026Philipp Grohs, Davide NobileMonte CarloVariational Quantum Algorithms

    Faculty of Mathematics, University of Vienna · RICAM, Austrian Academy of Sciences

  28. Learning Optimization Proxies for Sequential Contextual Stochastic Programs: An Order Fulfillment Application

    Jun 24, 2026Tinghan Ye, Shuaicheng Tong, Changkun Guan +2Stochastic Optimization

    H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332 · Tippie College of Business, University of Iowa, Iowa City, IA 52242

  29. Decision-Focused Learning: When and Why Traditional Prediction Models Fail

    Jun 19, 2026Mo LiuPredictive UncertaintyStochastic Optimization

    Department of Statistics and Operations Research, University of North Carolina at Chapel Hill

  30. Entropy Objectives in Markov Decision Processes

    Jun 19, 2026S. Akshay, Raghav Goyal, Aditya Neeraje +1Markov Decision ProcessesEntropy

    Indian Institute of Technology Bombay, Mumbai, India. · Tata Institute of Fundamental Research, Mumbai, India.

  31. N(CO)2^2: Neural Combinatorial Optimization with Chance Constraints to Solve Stochastic Orienteering

    Jun 16, 2026Anas Saeed, Marcos Abel Zuzuárregui, Stefano CarpinNeural Combinatorial OptimizationCombinatorial Optimization

    Department of Computer Science and Engineering, University of California, Merced, CA, USA

  32. MGUP: A Momentum-Gradient Alignment Update Policy for Stochastic Optimization

    Jun 16, 2026Da Chang, Ganzhao YuanAdaptive OptimizersStochastic Optimization

    Shenzhen Institute of Advanced Technology, Chinese Academy of Sciences · Pengcheng Laboratory · University of Chinese Academy of Sciences +1

  33. Decision-Weighted Flow Matching for Contextual Stochastic Optimization

    Jun 15, 2026Jize Xie, Haomiao Wu, Qiang Chen +2Conditional Flow MatchingStochastic Optimization

    Department of Industrial Engineering and Decision Analytics Hong Kong University of Science and Technology

  34. Schattor: Schatten-family methods for deep learning optimization

    Jun 14, 2026Bohao Ma, Junyu Zhang, Chuan HeNeural Network OptimizationStochastic Optimization

    School of Data Science, The Chinese University of Hong Kong (Shenzhen), Shenzhen, Guangdong, China · Department of Industrial Systems Engineering and Management, National University of Singapore, Singapore · Department of Mathematics, Linköping University, Sweden

  35. Adaptive Weighted Averaging

    Jun 11, 2026Aditya Bhaskara, Ashok Cutkosky, Ravi Kumar +1Stochastic OptimizationFederated Averaging

    University of Utah · Boston University · Google

  36. Learning What to Remember: Observability-Safe Memory Retention via Constrained Optimization for Long-Horizon Language Agents

    Jun 9, 2026Qingcan Kang, Liu Mingyang, Shixiong Kai +3Long-Horizon AgentsPartial Observability

    Department of Industrial Engineering and Decision Analytics, Hong Kong University of Science and Technology · Department of Computer Science, City University of Hong Kong · Huawei Noah’s Ark Lab

  37. OptMuon: Closed-Loop Orthogonalized Momentum Methods for Stochastic Optimization with Zero-Noise Optimality

    Jun 7, 2026Ganzhao YuanMuonMomentum Stochastic Gradient Descent

    Faculty of Computer Science and Artificial Intelligence Shenzhen University of Advanced Technology (SUAT), China

  38. Large-scale empirical tuning and comparison of default optimizers for variational inference

    Jun 5, 2026Trevor Campbell, Jonathan H. Huggins, Kyurae Kim +1Variational InferenceVariational

    Department of Statistics, UBC · Department of Mathematics & Statistics, Boston University · Faculty of Computing & Statistics, Boston University +1

  39. Residual-Controlled Multiplier Learning for Stochastic Constrained Decision-Making

    Jun 5, 2026Kang Liu, Jianchen Hu, Ziyu Qu +3Stochastic OptimizationRobust Control

    School of Future Technology Xi’an Jiaotong University Xi’an, China, 710049 · School of Automation Science and Engineering Xi’an Jiaotong University Xi’an, China, 710049 · School of Mathematics and Physics China University of Geosciences Wuhan, China, 430074 +2

  40. Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming

    Jun 4, 2026Haixiang Sun, Andrew LiuScenario GenerationStochastic Optimization

    Purdue University

  41. Online Learning with Gradient-Variation Interval Regret

    Jun 2, 2026Yan-Feng Xie, Shuche Wang, Peng Zhao +1Learning-Augmented AlgorithmsInterval Regret

  42. S3TS: Stochastic Scenario-Structured Tree Search for Advanced Planning Under Uncertainty

    Jun 1, 2026Fabio Pavirani, Bert Claessens, Pierre Pinson +1Demand ResponsePower Systems

    IDLab Ghent university – imec, Technologiepark Zwijnaarde 126, 9052 Gent, Belgium · Beebop.ai, Belgium · Imperial College London, London, UK

  43. Information-Theoretic Lower Bounds for Bit-Constrained Stochastic Optimization via a Reduction to Compressed Gaussian Mean Estimation

    May 30, 2026Munsik KimInformation-Theoretic LimitsStochastic Optimization

  44. In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise

    May 30, 2026Zijian LiuStochastic Gradient DescentStochastic Optimization

    Stern School of Business, New York University

  45. Prompt Codebooks: Discrete Compositional Optimization for Language Model Instruction Refinement

    May 27, 2026Jyotirmoy Nath, Neeraj Kumar, Brejesh LallInstruction-Tuned ModelsCodebooks

    1IIT Delhi, India

  46. Learning to Assess the Reliability of Number-of-Runs Estimation in Stochastic Optimization

    May 27, 2026Sara Gjorgjieva, Eva Tuba, Tome EftimovStochastic OptimizationLarge-Scale Benchmark

    Jožef Stefan Institute, Ljubljana, Slovenia

  47. Regret-Based (ε,δ)(ε,δ)-optimal Stopping Criteria for Bayesian Optimization

    May 21, 2026Haowei Wang, Jingyi Wang, Qiyu WeiBayesian OptimizationOptimal Stopping

    National University of Singapore, Singapore · Lawrence Livermore National Laboratory, CA, USA · The University of Manchester, UK

  48. From Mean-Field Limits to Semiclassical Concentration: Global Convergence of the Canonical Evolutionary Strategy

    May 19, 2026Matías Neto, Nicolás Garay, Luis Martí +1Evolutionary OptimizationConvergence

    Inria Chile Research Center, Av Apoquindo 2827, Las Condes, RM, Chile · Departamento de Ingeniería Matemática, Universidad de Chile, Santiago, Chile

  49. Federated Learning by Utility-Constrained Stochastic Aggregation for Improving Rational Participation

    May 18, 2026M Yashwanth, Arunabh Singh, Ashok Nayak +2Federated LearningParticipation

    Indian Institute of Science, Bangalore · Indian Institute of Technology Bombay · IIIT Hyderabad

  50. Scalable Bi-causal Optimal Transport via KL Relaxation and Policy Gradients

    May 17, 2026Haoyang Cao, Jesse Hoekstra, Renyuan Xu +2Optimal Transport ApproachStochastic Optimization

    Department of Applied Mathematics and Statistics, Data Science and AI Institute, and Mathematical Institute for Data Science, Johns Hopkins University. · Department of Statistics, Oxford-Man Institute of Quantitative Finance, and Nuffield College, University of Oxford. · Management Science & Engineering Department, Stanford University. +2

  51. Unified High-Probability Analysis of Stochastic Variance-Reduced Estimation

    May 14, 2026Zhankun Luo, Antesh Upadhyay, M. Berk Sahin +3Variance ReductionStochastic Optimization

    School of Electrical and Computer Engineering and Purdue University West Lafayette, IN 47907 · Department of Computer Science Purdue University West Lafayette, IN 47907

  52. Stochastic Compositional Optimization via Hybrid Momentum Frank--Wolfe

    May 14, 2026El Mahdi ChaytiStochastic Convex OptimizationStochastic Optimization

    Machine Learning and Optimization Laboratory (MLO) EPFL, Switzerland

  53. Scalable Solution of the Stochastic Multi-path Traveling Salesman Problem via Neural Networks

    May 14, 2026Xiaochen Chou, Ludovica Di Marco, Enza MessinaSalesman ProblemShortest Paths

    Department of Informatics, Systems and Communication, University of Milano-Bicocca, Viale Sarca 336, Milan, 20125, Italy.

  54. Stochastic global optimization of continuous functions via random walks on Grassmannians

    May 13, 2026Kartik Gupta, Stephen D. Miller, Pradeep Ravikumar +1Stochastic OptimizationFlat Minima

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

    May 13, 2026Irene AldridgeOptimal RegretRegret

  56. SGD for Variational Inference: Tackling Unbounded Variance via Preconditioning and Dynamic Batching

    May 8, 2026Hippolyte Labarrière, Cesare Molinari, Silvia Villa +1Variational InferenceStochastic Gradient Descent

    MaLGa, DIBRIS Università degli Studi di Genova Genoa, Italy · MaLGa, DIMA Università degli Studi di Genova Genoa, Italy · MaLGa, DIBRIS, IIT Università degli Studi di Genova Genoa, Italy

  57. GPO-V: Jailbreak Diffusion Vision Language Model by Global Probability Optimization

    May 8, 2026Yu Pan, Andi Zhang, Yi Wang +2Large Language Model JailbreaksDiffusion Language Models

    ShanghaiTech University · University of Warwick · SUN YAT-SEN UNIVERSITY

  58. Sample Complexity of Stochastic Optimization with Integer Variables

    May 8, 2026Hongyu Cheng, Yinghao Zheng, Marco Molinaro +1Stochastic OptimizationOptimal Sample Complexity

    Dept. of Applied Mathematics & Statistics Johns Hopkins University Baltimore, MD 21218 · Microsoft Research (Redmond) · Dept. of Computer Science, PUC-Rio

  59. PISTO: Proximal Inference for Stochastic Trajectory Optimization

    May 8, 2026Hongzhe Yu, Zinuo Chang, Yongxin ChenRobust TrajectoryStochastic Optimization

    School of Aerospace Engineering, Georgia Institute of Technology, Atlanta, GA · School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA

  60. Learning to Cut: Reinforcement Learning for Benders Decomposition

    May 7, 2026Haochen Cai, Xian YuStochastic OptimizationCuts

    Department of Integrated Systems Engineering The Ohio State University Columbus, OH, USA, 43210 · Department of Integrated Systems Engineering The Ohio State UniversityMay Columbus, OH, USA, 43210