Topology identification and inference of processes evolving over graphs arise in timely applications involving brain, transportation, financial, power, as well as social and information networks. This chapter provides an overview of graph topology identification and statistical inference methods for multidimensional relational data. Approaches for undirected links connecting graph nodes are outlined, going all the way from correlation metrics to covariance selection, and revealing ties with smooth signal priors. To account for directional (possibly causal) relations among nodal variables and address the limitations of linear time-invariant models in handling dynamic as well as nonlinear dependencies, a principled framework is surveyed to capture these complexities through judiciously selected kernels from a prescribed dictionary. Generalizations are also described via structural equations and vector autoregressions that can exploit attributes such as low rank, sparsity, acyclicity, and smoothness to model dynamic processes over possibly time-evolving topologies. It is argued that this approach supports both batch and online learning algorithms with convergence rate guarantees, is amenable to tensor (that is, multi-way array) formulations as well as decompositions that are well-suited for multidimensional network data, and can seamlessly leverage high-order statistical information.

Finding cause-effect relationships is of key importance in science. Causal discovery aims to recover a graph from data that succinctly describes these cause-effect relationships. However, current methods face several challenges, especially when dealing with high-dimensional data and complex dependencies. Incorporating prior knowledge about the system can aid causal discovery. In this work, we leverage Cluster-DAGs as a prior knowledge framework to warm-start causal discovery. We show that Cluster-DAGs offer greater flexibility than existing approaches based on tiered background knowledge and introduce two modified constraint-based algorithms, Cluster-PC and Cluster-FCI, for causal discovery in the fully and partially observed setting, respectively. Empirical evaluation on simulated data demonstrates that Cluster-PC and Cluster-FCI outperform their respective baselines without prior knowledge.

Recent work \cite{arifgroup} introduced Federated Proximal Gradient \textbf{(\texttt{FedProxGrad})} for solving non-convex composite optimization problems in group fair federated learning. However, the original analysis established convergence only to a \textit{noise-dominated neighborhood of stationarity}, with explicit dependence on a variance-induced noise floor. In this work, we provide an improved asymptotic convergence analysis for a generalized \texttt{FedProxGrad}-type analytical framework with inexact local proximal solutions and explicit fairness regularization. We call this extended analytical framework \textbf{DS \texttt{FedProxGrad}} (Decay Step Size \texttt{FedProxGrad}). Under a Robbins-Monro step-size schedule \cite{robbins1951stochastic} and a mild decay condition on local inexactness, we prove that $\liminf_{r\to\infty} \mathbb{E}[\|\nabla F(\mathbf{x}^r)\|^2] = 0$, i.e., the algorithm is asymptotically stationary and the convergence rate does not depend on a variance-induced noise floor.

Determinantal varieties -- the sets of bounded-rank matrices or tensors -- have attracted growing interest in low-rank optimization. The tangent cone to low-rank sets is widely studied and underpins a range of geometric methods. The second-order geometry, which encodes curvature information, is more intricate. In this work, we develop a unified framework to derive explicit formulas for both first- and second-order tangent sets to various low-rank sets, including low-rank matrices, tensors, symmetric matrices, and positive semidefinite matrices. The framework also accommodates the intersection of a low-rank set and another set satisfying mild assumptions, thereby yielding a tangent intersection rule. Through the lens of tangent sets, we establish a necessary and sufficient condition under which a nonsmooth problem and its smooth parameterization share equivalent second-order stationary points. Moreover, we exploit tangent sets to characterize optimality conditions for low-rank optimization and prove that verifying second-order optimality is NP-hard. In a separate line of analysis, we investigate variational geometry of the graph of the normal cone to matrix varieties, deriving the explicit Bouligand tangent cone, Fréchet and Mordukhovich normal cones to the graph. These results are further applied to develop optimality conditions for low-rank bilevel programs.

Optimization modeling enables critical decisions across industries but remains difficult to automate: informal language must be mapped to precise mathematical formulations and executable solver code. Prior LLM approaches either rely on brittle prompting or costly retraining with limited generalization. We present AlphaOPT, a self-improving experience library that enables an LLM to learn from limited demonstrations (even answers alone, without gold-standard programs) and solver feedback - without annotated reasoning traces or parameter updates. AlphaOPT operates in a continual two-phase cycle: (i) a Library Learning phase that reflects on failed attempts, extracting solver-verified, structured insights as {taxonomy, condition, explanation, example}; and (ii) a Library Evolution phase that diagnoses retrieval misalignments and refines the applicability conditions of stored insights, improving transfer across tasks. This design (1) learns efficiently from limited demonstrations without curated rationales, (2) expands continually without costly retraining by updating the library rather than model weights, and (3) makes knowledge explicit and interpretable for human inspection and intervention. Experiments show that AlphaOPT steadily improves with more data (65% to 72% from 100 to 300 training items) and surpasses the strongest baseline by 7.7% on the out-of-distribution OptiBench dataset when trained only on answers. Code and data are available at: https://github.com/Minw913/AlphaOPT.

The rapid expansion of platform integration has emerged as an effective solution to mitigate market fragmentation by consolidating multiple ride-hailing platforms into a single application. To address heterogeneous passenger preferences, third-party integrators provide Discount Express service delivered by express drivers at lower trip fares. For the individual platform, encouraging broader participation of drivers in Discount Express services has the potential to expand the accessible demand pool and improve matching efficiency, but often at the cost of reduced profit margins. This study aims to dynamically manage drivers' acceptance of Discount Express from the perspective of an individual platform. The lack of historical data under the new business model necessitates online learning. However, early-stage exploration through trial and error can be costly in practice, highlighting the need for reliable early-stage performance in real-world deployment. To address these challenges, this study formulates the decision regarding the proportion of drivers accepting discount orders as a continuous control task. In response to the high stochasticity and the opaque matching mechanisms employed by third-party integrator, we propose an innovative policy-improved deep deterministic policy gradient (pi-DDPG) framework. The proposed framework incorporates a refiner module to boost policy performance during the early training phase. A customized simulator based on a real-world dataset is developed to validate the effectiveness of the proposed pi-DDPG. Numerical experiments demonstrate that pi-DDPG achieves superior learning efficiency and significantly reduces early-stage training losses, enhancing its applicability to practical ride-hailing scenarios.

Equivariant neural networks are designed to respect symmetries through their architecture, boosting generalization and sample efficiency when those symmetries are present in the data distribution. Real-world data, however, often departs from perfect symmetry because of noise, structural variation, measurement bias, or other symmetry-breaking effects. Strictly equivariant models may struggle to fit the data, while unconstrained models lack a principled way to leverage partial symmetries. Even when the data is fully symmetric, enforcing equivariance can hurt training by limiting the model to a restricted region of the parameter space. Guided by homotopy principles, where an optimization problem is solved by gradually transforming a simpler problem into a complex one, we introduce Adaptive Constrained Equivariance (ACE), a constrained optimization approach that starts with a flexible, non-equivariant model and gradually reduces its deviation from equivariance. This gradual tightening smooths training early on and settles the model at a data-driven equilibrium, balancing between equivariance and non-equivariance. Across multiple architectures and tasks, our method consistently improves performance metrics, sample efficiency, and robustness to input perturbations compared with strictly equivariant models and heuristic equivariance relaxations.

Composite federated learning offers a general framework for solving machine learning problems with additional regularization terms. However, existing methods often face significant limitations: many require clients to perform computationally expensive proximal operations, and their performance is frequently vulnerable to data heterogeneity. To overcome these challenges, we propose a novel composite federated learning algorithm called \textbf{FedCanon}, designed to solve the optimization problems comprising a possibly non-convex loss function and a weakly convex, potentially non-smooth regularization term. By decoupling proximal mappings from local updates, FedCanon requires only a single proximal evaluation on the server per iteration, thereby reducing the overall proximal computation cost. Concurrently, it integrates control variables into local updates to mitigate the client drift arising from data heterogeneity. The entire architecture avoids the complex subproblems of primal-dual alternatives. The theoretical analysis provides the first rigorous convergence guarantees for this proximal-skipping framework in the general non-convex setting. It establishes that FedCanon achieves a sublinear convergence rate, and a linear rate under the Polyak-Łojasiewicz condition, without the restrictive bounded heterogeneity assumption. Extensive experiments demonstrate that FedCanon outperforms the state-of-the-art methods in terms of both accuracy and computational efficiency, particularly under heterogeneous data distributions.

Hirschberg's algorithm (1975) reduces the space complexity for the longest common subsequence problem from $O(N^2)$ to $O(N)$ via recursive midpoint bisection on a grid dynamic program (DP). We show that the underlying idea generalizes to a broad class of dynamic programs with local dependencies on directed acyclic graphs (DP DAGs). Modeling a DP as deterministic time evolution over a topologically ordered DAG with frontier width $ω$ and bounded in-degree, and assuming a max-type semiring with deterministic tie breaking, we prove that in a standard offline random-access model any such DP admits deterministic traceback in space $O(ω\log T + (\log T)^{O(1)})$ cells over a fixed finite alphabet, where $T$ is the number of states. Our construction replaces backward dynamic programs by forward-only recomputation and organizes the time order into a height-compressed recursion tree whose nodes expose small "middle frontiers'' across which every optimal path must pass. The framework yields near-optimal traceback bounds for asymmetric and banded sequence alignment, one-dimensional recurrences, and dynamic-programming formulations on graphs of bounded pathwidth. We also show that an $Ω(ω)$ space term (in bits) is unavoidable in forward single-pass models and discuss conjectured $\sqrt{T}$-type barriers in streaming settings, supporting the view that space-efficient traceback is a structural property of width-bounded DP DAGs rather than a peculiarity of grid-based algorithms.

Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in capturing prior knowledge of imaging targets relative to classical optimization-based approaches; however, they perform poorly in regimes where the scattering behavior is highly nonlinear. A key limitation is that ML methods struggle to incorporate the physics governing the scattering process, which are typically inferred implicitly from the training data or loosely enforced via architectural design. In this paper, we present a method that endows a machine learning framework with explicit knowledge of problem physics, in the form of a differentiable solver representing the forward model. The proposed method progressively refines reconstructions of the scattering potential using measurements at increasing wave frequencies, following a classical strategy to stabilize recovery. Empirically, we find that our method provides high-quality reconstructions at a fraction of the computational or sampling costs of competing approaches.