box constraint
Sequential Minimal Optimization for $\varepsilon$-SVR with MAPE Loss and Sample-Dependent Box Constraints
Benavides-Herrera, Pablo, Ruiz-Cruz, Riemann, Sánchez-Torres, Juan Diego
We derive a Sequential Minimal Optimization (SMO) algorithm for the quadratic dual problem arising from $\varepsilon$-SVR~\cite{Vapnik1995, Drucker1997, Smola2004} modified to minimize the Mean Absolute Percentage Error (MAPE)~\cite{Makridakis1993, Hyndman2006} directly in the loss function~\cite{benavides2025support}. This formulation is part of a broader family of SVR models with percentage-error losses that also includes least-squares variants~\cite{Suykens2002} and symmetric-kernel extensions~\cite{Espinoza2005}, whose unified structure is studied in~\cite{benavides2026unified}. The key structural difference from standard $\varepsilon$-SVR is that the box constraints become \emph{sample-dependent}: $α_k, α_k^* \in [0,\, 100C/y_k]$. We show that this modification affects only (i) the feasibility sets $\Iup$ and $\Idown$ in the working-set selection and (ii) the clipping bounds in the analytic two-variable update, while leaving the curvature formula and gradient update structurally identical to the standard SMO~\cite{Platt1998, Platt1999, Fan2005}. A shrinking heuristic adapted to the sample-dependent bounds is derived and shown to introduce an asymmetry between $α$- and $α^*$-variables controlled by the gap $2y_k\varepsilon/100$. The same solver applies to the symmetric-kernel variant (m2) by replacing $Ω$ with $Ω_s = \tfrac{1}{2}(Ω+ aΩ^*)$~\cite{Espinoza2005}. Numerical validation against an interior-point QP reference solver confirms solution agreement to within solver termination tolerance across ten synthetic configurations spanning both kernel variants and symmetry types. An implementation is available in the open-source \texttt{psvr} R package~\cite{BenavidesHerrera2026Rpsvr}.
Supplementary Material for Lipschitz-Certifiable Training with a Tight Outer Bound
L (ζ,y) L (z ( x),y), (S1) where L is the cross-entropy loss function. First, it is overestimated when propagating through a linear layer. Second, the outer bound is overestimated because of ReLU layers. In our algorithm, we apply the power iteration to compute the layer-wise Lipschitz constants efficiently. On the other hand, we run the power iteration until convergence for inference.
Box-Constrained Softmax Function and Its Application for Post-Hoc Calibration
Atarashi, Kyohei, Oyama, Satoshi, Arai, Hiromi, Kashima, Hisashi
Controlling the output probabilities of softmax-based models is a common problem in modern machine learning. Although the $\mathrm{Softmax}$ function provides soft control via its temperature parameter, it lacks the ability to enforce hard constraints, such as box constraints, on output probabilities, which can be critical in certain applications requiring reliable and trustworthy models. In this work, we propose the box-constrained softmax ($\mathrm{BCSoftmax}$) function, a novel generalization of the $\mathrm{Softmax}$ function that explicitly enforces lower and upper bounds on output probabilities. While $\mathrm{BCSoftmax}$ is formulated as the solution to a box-constrained optimization problem, we develop an exact and efficient computation algorithm for $\mathrm{BCSoftmax}$. As a key application, we introduce two post-hoc calibration methods based on $\mathrm{BCSoftmax}$. The proposed methods mitigate underconfidence and overconfidence in predictive models by learning the lower and upper bounds of the output probabilities or logits after model training, thereby enhancing reliability in downstream decision-making tasks. We demonstrate the effectiveness of our methods experimentally using the TinyImageNet, CIFAR-100, and 20NewsGroups datasets, achieving improvements in calibration metrics.
Knowing When to Stop Matters: A Unified Algorithm for Online Conversion under Horizon Uncertainty
Wang, Yanzhao, Sigaroudi, Hasti Nourmohammadi, Sun, Bo, Ardakanian, Omid, Tan, Xiaoqi
This paper investigates the online conversion problem, which involves sequentially trading a divisible resource (e.g., energy) under dynamically changing prices to maximize profit. A key challenge in online conversion is managing decisions under horizon uncertainty, where the duration of trading is either known, revealed partway, or entirely unknown. We propose a unified algorithm that achieves optimal competitive guarantees across these horizon models, accounting for practical constraints such as box constraints, which limit the maximum allowable trade per step. Additionally, we extend the algorithm to a learning-augmented version, leveraging horizon predictions to adaptively balance performance: achieving near-optimal results when predictions are accurate while maintaining strong guarantees when predictions are unreliable. These results advance the understanding of online conversion under various degrees of horizon uncertainty and provide more practical strategies to address real world constraints.
Reviews: Formal Guarantees on the Robustness of a Classifier against Adversarial Manipulation
This paper fills an important gap in the literature of robustness of classifiers to adversarial examples by proposing the first (to the best of my knowledge) formal guarantee (at an example level) on the robustness of a given classifier to adversarial examples. Unsurprisingly, the bound involves the Lipschitz constant of the Jacobians which the authors exploit to propose a cross-Lipschitz regularization. Overall the paper is well written, and the material is well presented. The proof of Theorem 2.1 is correct. I did not check the proofs of the propositions 2.1 and 4.1. This is an interesting work.
Alternating Direction Method of Multipliers-Based Parallel Optimization for Multi-Agent Collision-Free Model Predictive Control
Cheng, Zilong, Ma, Jun, Wang, Wenxin, Zhu, Zicheng, de Silva, Clarence W., Lee, Tong Heng
This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or even the distributed counterpart, would suffer from substantial difficulty in balancing optimality and computational efficiency. Additionally, the non-convex characteristics that invariably arise in such collision-free control and optimization problems render it difficult to effectively derive a reliable solution (and also to thoroughly analyze the associated convergence properties). To overcome these challenging issues, this work establishes a suitably novel parallel computation framework through an innovative mathematical problem formulation; and then with this framework and formulation, a parallel algorithm based on alternating direction method of multipliers (ADMM) is presented to solve the sub-problems arising from the resulting parallel structure. Furthermore, an efficient and intuitive initialization procedure is developed to accelerate the optimization process, and the optimum is thus determined with significantly improved computational efficiency. As supported by rigorous proofs, the convergence of the proposed ADMM iterations for this non-convex optimization problem is analyzed and discussed in detail. Finally, a simulation with a group of unmanned aerial vehicles (UAVs) serves as an illustrative example here to demonstrate the effectiveness and efficiency of the proposed approach. Also, the simulation results verify significant improvements in accuracy and computational efficiency compared to other baselines, including primal quadratic mixed integer programming (PQ-MIP), non-convex quadratic mixed integer programming (NC-MIP), and non-convex quadratically constrained quadratic programming (NC-QCQP).