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A Neural Network Framework for Discovering Closed-form Solutions to Quadratic Programs with Linear Constraints

arXiv.org Machine Learning

Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate optimization solver amounts to estimating a global solution function that maps varying problem input parameters to the corresponding optimal solutions. Work in multiparametric programming (mp) has shown that solutions to quadratic programs (QP) are piece-wise linear functions of the parameters, and researchers have suggested leveraging this property to model mp-QP using NN with ReLU activation functions, which also exhibit piecewise linear behaviour. This paper proposes a NN modeling approach and learning algorithm that discovers the exact closed-form solution to QP with linear constraints, by analytically deriving NN model parameters directly from the problem coefficients without training. Whereas generic DNN cannot guarantee accuracy outside the training distribution, the closed-form NN model produces exact solutions for every discovered critical region of the solution function. To evaluate the closed-form NN model, it was applied to DC optimal power flow problems in electricity management. In terms of Karush-Kuhn-Tucker (KKT) optimality and feasibility of solutions, it outperformed a classically trained DNN and was competitive with, or outperformed, a commercial analytic solver (Gurobi) at far less computational cost. For a long-range energy planning problem, it was able to produce optimal and feasible solutions for millions of input parameters within seconds.


Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy

arXiv.org Machine Learning

Recent work has emphasized the diversification benefits of combining trend signals across multiple horizons, with the medium-term window-typically six months to one year-long viewed as the "sweet spot" of trend-following. This paper revisits this conventional view by reallocating exposure dynamically across horizons using a Bayesian optimization framework designed to learn the optimal weights assigned to each trend horizon at the asset level. The common practice of equal weighting implicitly assumes that all assets benefit equally from all horizons; we show that this assumption is both theoretically and empirically suboptimal. We first optimize the horizon-level weights at the asset level to maximize the informativeness of trend signals before applying Bayesian graphical models-with sparsity and turnover control-to allocate dynamically across assets. The key finding is that the medium-term band contributes little incremental performance or diversification once short- and long-term components are included. Removing the 125-day layer improves Sharpe ratios and drawdown efficiency while maintaining benchmark correlation. We then rationalize this outcome through a minimum-variance formulation, showing that the medium-term horizon largely overlaps with its neighboring horizons. The resulting "barbell" structure-combining short- and long-term trends-captures most of the performance while reducing model complexity. This result challenges the common belief that more horizons always improve diversification and suggests that some forms of time-scale diversification may conceal unnecessary redundancy in trend premia.


RS-ORT: A Reduced-Space Branch-and-Bound Algorithm for Optimal Regression Trees

arXiv.org Artificial Intelligence

Mixed-integer programming (MIP) has emerged as a powerful framework for learning optimal decision trees. Yet, existing MIP approaches for regression tasks are either limited to purely binary features or become computationally intractable when continuous, large-scale data are involved. Naively binarizing continuous features sacrifices global optimality and often yields needlessly deep trees. We recast the optimal regression-tree training as a two-stage optimization problem and propose Reduced-Space Optimal Regression Trees (RS-ORT) - a specialized branch-and-bound (BB) algorithm that branches exclusively on tree-structural variables. This design guarantees the algorithm's convergence and its independence from the number of training samples. Leveraging the model's structure, we introduce several bound tightening techniques - closed-form leaf prediction, empirical threshold discretization, and exact depth-1 subtree parsing - that combine with decomposable upper and lower bounding strategies to accelerate the training. The BB node-wise decomposition enables trivial parallel execution, further alleviating the computational intractability even for million-size datasets. Based on the empirical studies on several regression benchmarks containing both binary and continuous features, RS-ORT also delivers superior training and testing performance than state-of-the-art methods. Notably, on datasets with up to 2,000,000 samples with continuous features, RS-ORT can obtain guaranteed training performance with a simpler tree structure and a better generalization ability in four hours.


Concurrent-Allocation Task Execution for Multi-Robot Path-Crossing-Minimal Navigation in Obstacle Environments

arXiv.org Artificial Intelligence

Reducing undesirable path crossings among trajectories of different robots is vital in multi-robot navigation missions, which not only reduces detours and conflict scenarios, but also enhances navigation efficiency and boosts productivity. Despite recent progress in multi-robot path-crossing-minimal (MPCM) navigation, the majority of approaches depend on the minimal squared-distance reassignment of suitable desired points to robots directly. However, if obstacles occupy the passing space, calculating the actual robot-point distances becomes complex or intractable, which may render the MPCM navigation in obstacle environments inefficient or even infeasible. In this paper, the concurrent-allocation task execution (CATE) algorithm is presented to address this problem (i.e., MPCM navigation in obstacle environments). First, the path-crossing-related elements in terms of (i) robot allocation, (ii) desired-point convergence, and (iii) collision and obstacle avoidance are encoded into integer and control barrier function (CBF) constraints. Then, the proposed constraints are used in an online constrained optimization framework, which implicitly yet effectively minimizes the possible path crossings and trajectory length in obstacle environments by minimizing the desired point allocation cost and slack variables in CBF constraints simultaneously. In this way, the MPCM navigation in obstacle environments can be achieved with flexible spatial orderings. Note that the feasibility of solutions and the asymptotic convergence property of the proposed CATE algorithm in obstacle environments are both guaranteed, and the calculation burden is also reduced by concurrently calculating the optimal allocation and the control input directly without the path planning process.


Spatiotemporal Calibration of Doppler Velocity Logs for Underwater Robots

arXiv.org Artificial Intelligence

Acoustic sensors, particularly Doppler V elocity Logs (DVLs), have become indispensable for underwater navigation and environmental sensing. To enable robust fusion of DVL measurements with data from other sensors, precise calibration of extrinsic parameters and temporal synchronization is critical, especially in challenging underwater operating conditions [1]-[5]. Prior work by Xu et al. [6] and Westman and Kaes [7] framed the DVL-camera calibration as an odometry alignment problem, matching the trajectory from a DVL-IMU system against the visual one from a camera. A critical limitation of these approaches is their implicit assumption of known and static DVL-IMU extrinsics, which is frequently violated in underwater environments due to their dynamic nature. While studies in [8]-[11] address the calibration of IMU-free DVLs, their applicability is strictly limited to co-sensors that provide direct linear and angular velocity measurements, such as SINS/GPS systems. Crucially, a significant gap persists across all these works: none address the calibration of translational extrinsic nor account for temporal synchronization across heterogeneous sensors.


Dual-Mind World Models: A General Framework for Learning in Dynamic Wireless Networks

arXiv.org Artificial Intelligence

Despite the popularity of reinforcement learning (RL) in wireless networks, existing approaches that rely on model-free RL (MFRL) and model-based RL (MBRL) are data inefficient and short-sighted. Such RL-based solutions cannot generalize to novel network states since they capture only statistical patterns rather than the underlying physics and logic from wireless data. These limitations become particularly challenging in complex wireless networks with high dynamics and long-term planning requirements. To address these limitations, in this paper, a novel dual-mind world model-based learning framework is proposed with the goal of optimizing completeness-weighted age of information (CAoI) in a challenging mmWave V2X scenario. Inspired by cognitive psychology, the proposed dual-mind world model encompasses a pattern-driven System 1 component and a logic-driven System 2 component to learn dynamics and logic of the wireless network, and to provide long-term link scheduling over reliable imagined trajectories. Link scheduling is learned through end-to-end differentiable imagined trajectories with logical consistency over an extended horizon rather than relying on wireless data obtained from environment interactions. Moreover, through imagination rollouts, the proposed world model can jointly reason network states and plan link scheduling. During intervals without observations, the proposed method remains capable of making efficient decisions. Extensive experiments are conducted on a realistic simulator based on Sionna with real-world physical channel, ray-tracing, and scene objects with material properties. Simulation results show that the proposed world model achieves a significant improvement in data efficiency and achieves strong generalization and adaptation to unseen environments, compared to the state-of-the-art RL baselines, and the world model approach with only System 1.


Flatness-based trajectory planning for 3D overhead cranes with friction compensation and collision avoidance

arXiv.org Artificial Intelligence

Abstract--This paper presents an optimal trajectory generation method for 3D overhead cranes by leveraging differential flatness. This framework enables the direct inclusion of complex physical and dynamic constraints, such as nonlinear friction and collision avoidance for both payload and rope. Our approach allows for aggressive movements by constraining payload swing only at the final point. A comparative simulation study validates our approach, demonstrating that neglecting dry friction leads to actuator saturation and collisions. The results show that friction modeling is a fundamental requirement for fast and safe crane trajectories.


SPEAR++: Scaling Gradient Inversion via Sparsely-Used Dictionary Learning

arXiv.org Artificial Intelligence

Federated Learning has seen an increased deployment in real-world scenarios recently, as it enables the distributed training of machine learning models without explicit data sharing between individual clients. Yet, the introduction of the so-called gradient inversion attacks has fundamentally challenged its privacy-preserving properties. Unfortunately, as these attacks mostly rely on direct data optimization without any formal guarantees, the vulnerability of real-world systems remains in dispute and requires tedious testing for each new federated deployment. To overcome these issues, recently the SPEAR attack was introduced, which is based on a theoretical analysis of the gradients of linear layers with ReLU activations. While SPEAR is an important theoretical breakthrough, the attack's practicality was severely limited by its exponential runtime in the batch size b. In this work, we fill this gap by applying State-of-the-Art techniques from Sparsely-Used Dictionary Learning to make the problem of gradient inversion on linear layers with ReLU activations tractable. Our experiments demonstrate that our new attack, SPEAR++, retains all desirable properties of SPEAR, such as robustness to DP noise and FedAvg aggregation, while being applicable to 10x bigger batch sizes.


Taming the Tail: NoI Topology Synthesis for Mixed DL Workloads on Chiplet-Based Accelerators

arXiv.org Artificial Intelligence

Heterogeneous chiplet-based systems improve scaling by disag-gregating CPUs/GPUs and emerging technologies (HBM/DRAM).However this on-package disaggregation introduces a latency inNetwork-on-Interposer(NoI). We observe that in modern large-modelinference, parameters and activations routinely move backand forth from HBM/DRAM, injecting large, bursty flows into theinterposer. These memory-driven transfers inflate tail latency andviolate Service Level Agreements (SLAs) across k-ary n-cube base-line NoI topologies. To address this gap we introduce an InterferenceScore (IS) that quantifies worst-case slowdown under contention.We then formulate NoI synthesis as a multi-objective optimization(MOO) problem. We develop PARL (Partition-Aware ReinforcementLearner), a topology generator that balances throughput, latency,and power. PARL-generated topologies reduce contention at the memory cut, meet SLAs, and cut worst-case slowdown to 1.2 times while maintaining competitive mean throughput relative to link-rich meshes. Overall, this reframes NoI design for heterogeneouschiplet accelerators with workload-aware objectives.


Dynamically-Consistent Trajectory Optimization for Legged Robots via Contact Point Decomposition

arXiv.org Artificial Intelligence

To generate reliable motion for legged robots through trajectory optimization, it is crucial to simultaneously compute the robot's path and contact sequence, as well as accurately consider the dynamics in the problem formulation. In this paper, we present a phase-based trajectory optimization that ensures the feasibility of translational dynamics and friction cone constraints throughout the entire trajectory. Specifically, our approach leverages the superposition properties of linear differential equations to decouple the translational dynamics for each contact point, which operates under different phase sequences. Furthermore, we utilize the differentiation matrix of B{é}zier polynomials to derive an analytical relationship between the robot's position and force, thereby ensuring the consistent satisfaction of translational dynamics. Additionally, by exploiting the convex closure property of B{é}zier polynomials, our method ensures compliance with friction cone constraints. Using the aforementioned approach, the proposed trajectory optimization framework can generate dynamically reliable motions with various gait sequences for legged robots. We validate our framework using a quadruped robot model, focusing on the feasibility of dynamics and motion generation.