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Structural Segmentation of the Minimum Set Cover Problem: Exploiting Universe Decomposability for Metaheuristic Optimization

arXiv:2604.03234v1 Announce Type: new Abstract: The Minimum Set Cover Problem (MSCP) is a classical NP-hard combinatorial optimization problem with numerous applications in science and engineering. Although a wide range of exact, approximate, and metaheuristic approaches have been proposed, most methods implicitly treat MSCP instances as monolithic, overlooking potential intrinsic structural properties of the universe. In this work, we investigate the concept of \emph{universe segmentability} in the MSCP and analyze how intrinsic structural decomposition (universe segmentability) can be exploited to enhance heuristic optimization. We propose an efficient preprocessing strategy based on disjoint-set union (union--find) to detect connected components induced by element co-occurrence within subsets, enabling the decomposition of the original instance into independent subproblems. Each subproblem is solved using the GRASP metaheuristic, and partial solutions are combined without compromising feasibility. Extensive experiments on standard benchmark instances and large-scale synthetic datasets show that exploiting natural universe segmentation consistently improves solution quality and scalability, particularly for large and structurally decomposable instances. These gains are supported by a succinct bit-level set representation that enables efficient set operations, making the proposed approach computationally practical at scale.

Optimizing Service Operations via LLM-Powered Multi-Agent Simulation

arXiv:2604.04383v1 Announce Type: new Abstract: Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for optimizing service operations. We pose the problem as stochastic optimization with decision-dependent uncertainty: design choices are embedded in prompts and shape the distribution of outcomes from interacting LLM-powered agents. By embedding key numerical information in prompts and extracting it from LLM-generated text, we model this uncertainty as a controlled Markov chain. We develop an on-trajectory learning algorithm that, on a single simulation run, simultaneously constructs zeroth-order gradient estimates and updates design parameters to optimize steady-state performance. We also incorporate variance reduction techniques. In a sustainable supply chain application, our method outperforms benchmarks, including blackbox optimization and using LLMs as numerical solvers or as role-playing system designers. A case study on optimal contest design with real behavioral data shows that LLM-MAS is both as a cost-effective evaluator of known designs and an exploratory tool that can uncover strong designs overlooked by traditional approaches.

Safe Decentralized Operation of EV Virtual Power Plant with Limited Network Visibility via Multi-Agent Reinforcement Learning

arXiv:2604.03278v1 Announce Type: cross Abstract: As power systems advance toward net-zero targets, behind-the-meter renewables are driving rapid growth in distributed energy resources (DERs). Virtual power plants (VPPs) increasingly coordinate these resources to support power distribution network (PDN) operation, with EV charging stations (EVCSs) emerging as a key asset due to their strong impact on local voltages. However, in practice, VPPs must make operational decisions with only partial visibility of PDN states, relying on limited, aggregated information shared by the distribution system operator. This work proposes a safety-enhanced VPP framework for coordinating multiple EVCSs under such realistic information constraints to ensure voltage security while maintaining economic operation. We develop Transformer-assisted Lagrangian Multi-Agent Proximal Policy Optimization (TL-MAPPO), in which EVCS agents learn decentralized charging policies via centralized training with Lagrangian regularization to enforce voltage and demand-satisfaction constraints. A transformer-based embedding layer deployed on each EVCS agent captures temporal correlations among prices, loads, and charging demand to improve decision quality. Experiments on a realistic 33-bus PDN show that the proposed framework reduces voltage violations by approximately 45% and operational costs by approximately 10% compared to representative multi-agent DRL baselines, highlighting its potential for practical VPP deployment.

Multi-Robot Multi-Queue Control via Exhaustive Assignment Actor-Critic Learning

arXiv:2604.03605v1 Announce Type: cross Abstract: We study online task allocation for multi-robot, multi-queue systems with asymmetric stochastic arrivals and switching delays. We formulate the problem in discrete time: each location can host at most one robot per slot, servicing a task consumes one slot, switching between locations incurs a one-slot travel delay, and arrivals at locations are independent Bernoulli processes with heterogeneous rates. Building on our previous structural result that optimal policies are of exhaustive type, we formulate a discounted-cost Markov decision process and develop an exhaustive-assignment actor-critic policy architecture that enforces exhaustive service by construction and learns only the next-queue allocation for idle robots. Unlike the exhaustive-serve-longest (ESL) queue rule, whose optimality is known only under symmetry, the proposed policy adapts to asymmetry in arrival rates. Across different server-location ratios, loads, and asymmetric arrival profiles, the proposed policy consistently achieves lower discounted holding cost and smaller mean queue length than the ESL baseline, while remaining near-optimal on instances where an optimal benchmark is available. These results show that structure-aware actor-critic methods provide an effective approach for real-time multi-robot scheduling.

An Improved Last-Iterate Convergence Rate for Anchored Gradient Descent Ascent

arXiv:2604.03782v1 Announce Type: cross Abstract: We analyze the last-iterate convergence of the Anchored Gradient Descent Ascent algorithm for smooth convex-concave min-max problems. While previous work established a last-iterate rate of $\mathcal{O}(1/t^{2-2p})$ for the squared gradient norm, where $p \in (1/2, 1)$, it remained an open problem whether the improved exact $\mathcal{O}(1/t)$ rate is achievable. In this work, we resolve this question in the affirmative. This result was discovered autonomously by an AI system capable of writing formal proofs in Lean. The Lean proof can be accessed at https://github.com/google-deepmind/formal-conjectures/pull/3675/commits/a13226b49fd3b897f4c409194f3bcbeb96a08515
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  • Muon Dynamics as a Spectral Wasserstein Flow Gabriel Peyr\'e
    arXiv:2604.04891v1 Announce Type: cross Abstract: Gradient normalization is central in deep-learning optimization because it stabilizes training and reduces sensitivity to scale. For deep architectures, parameters are naturally grouped into matrices or blocks, so spectral normalizations are often more faithful than coordinatewise Euclidean ones; Muon is the main motivating example of this paper. More broadly, we study a family of spectral normalization rules, ranging from ordinary gradient desc
     

Muon Dynamics as a Spectral Wasserstein Flow

arXiv:2604.04891v1 Announce Type: cross Abstract: Gradient normalization is central in deep-learning optimization because it stabilizes training and reduces sensitivity to scale. For deep architectures, parameters are naturally grouped into matrices or blocks, so spectral normalizations are often more faithful than coordinatewise Euclidean ones; Muon is the main motivating example of this paper. More broadly, we study a family of spectral normalization rules, ranging from ordinary gradient descent to Muon and intermediate Schatten-type schemes, in a mean-field regime where parameters are modeled by probability measures. We introduce a family of Spectral Wasserstein distances indexed by a norm gamma on positive semidefinite matrices. The trace norm recovers the classical quadratic Wasserstein distance, the operator norm recovers the Muon geometry, and intermediate Schatten norms interpolate between them. We develop the static Kantorovich formulation, prove comparison bounds with W2, derive a max-min representation, and obtain a conditional Brenier theorem. For Gaussian marginals, the problem reduces to a constrained optimization on covariance matrices, extending the Bures formula and yielding a closed form for commuting covariances in the Schatten family. For monotone norms, including all Schatten cases, we prove the equivalence between the static and dynamic Benamou-Brenier formulations, deduce that the resulting transport cost is a genuine metric equivalent to W2 in fixed dimension, and show that the induced Gaussian covariance cost is also a metric. We then interpret the associated normalized continuity equation as a Spectral Wasserstein gradient flow, identify its exact finite-particle counterpart as a normalized matrix flow, obtain first geodesic-convexity results, and show how positively homogeneous mean-field models induce a spectral unbalanced transport on the sphere.

Sven: Singular Value Descent as a Computationally Efficient Natural Gradient Method

arXiv:2604.01279v1 Announce Type: cross Abstract: We introduce Sven (Singular Value dEsceNt), a new optimization algorithm for neural networks that exploits the natural decomposition of loss functions into a sum over individual data points, rather than reducing the full loss to a single scalar before computing a parameter update. Sven treats each data point's residual as a separate condition to be satisfied simultaneously, using the Moore-Penrose pseudoinverse of the loss Jacobian to find the minimum-norm parameter update that best satisfies all conditions at once. In practice, this pseudoinverse is approximated via a truncated singular value decomposition, retaining only the $k$ most significant directions and incurring a computational overhead of only a factor of $k$ relative to stochastic gradient descent. This is in comparison to traditional natural gradient methods, which scale as the square of the number of parameters. We show that Sven can be understood as a natural gradient method generalized to the over-parametrized regime, recovering natural gradient descent in the under-parametrized limit. On regression tasks, Sven significantly outperforms standard first-order methods including Adam, converging faster and to a lower final loss, while remaining competitive with LBFGS at a fraction of the wall-time cost. We discuss the primary challenge to scaling, namely memory overhead, and propose mitigation strategies. Beyond standard machine learning benchmarks, we anticipate that Sven will find natural application in scientific computing settings where custom loss functions decompose into several conditions.
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  • The Newton-Muon Optimizer Zhehang Du Β· Weijie Su
    arXiv:2604.01472v1 Announce Type: cross Abstract: The Muon optimizer has received considerable attention for its strong performance in training large language models, yet the design principle behind its matrix-gradient orthogonalization remains largely elusive. In this paper, we introduce a surrogate model that not only sheds new light on the design of Muon, but more importantly leads to a new optimizer. In the same spirit as the derivation of Newton's method, the surrogate approximates the los
     

The Newton-Muon Optimizer

arXiv:2604.01472v1 Announce Type: cross Abstract: The Muon optimizer has received considerable attention for its strong performance in training large language models, yet the design principle behind its matrix-gradient orthogonalization remains largely elusive. In this paper, we introduce a surrogate model that not only sheds new light on the design of Muon, but more importantly leads to a new optimizer. In the same spirit as the derivation of Newton's method, the surrogate approximates the loss as a quadratic function of the perturbation to a weight matrix $W$ using only three matrices: the gradient $G$, an output-space curvature matrix $H$, and the data matrix $Z$ that stacks the layer inputs. By minimizing this surrogate in one step and adopting a certain isotropic assumption on the weights, we obtain the closed-form update rule (up to momentum and weight decay) $W \leftarrow W - \eta \cdot \mathrm{msgn}(G(ZZ^\top)^{-1})$, where $\eta$ is the learning rate and $\mathrm{msgn}(X)=UV^\top$ if $X=USV^\top$ is a compact singular value decomposition. This new optimization method, which we refer to as Newton-Muon, shows that standard Muon can be interpreted as an implicit Newton-type method that neglects the right preconditioning induced by the input second moment. Empirically, on a reproduction of the earliest publicly released Modded-NanoGPT speedrun configuration using Muon for GPT-2 pretraining, Newton-Muon reaches the target validation loss in 6\% fewer iteration steps and reduces wall-clock training time by about 4\%.

Monotone and Conservative Policy Iteration Beyond the Tabular Case

arXiv:2506.07134v3 Announce Type: replace-cross Abstract: We introduce Reliable Policy Iteration (RPI) and Conservative RPI (CRPI), variants of Policy Iteration (PI) and Conservative PI (CPI), that retain tabular guarantees under function approximation. RPI uses a novel Bellman-constrained optimization for policy evaluation. We show that RPI restores the textbook \textit{monotonicity} of value estimates and that these estimates provably \textit{lower-bound} the true return; moreover, their limit partially satisfies the \textit{unprojected} Bellman equation. CRPI shares RPI's evaluation, but updates policies conservatively by maximizing a new performance-difference \textit{lower bound} that explicitly accounts for function-approximation-induced errors. CRPI inherits RPI's guarantees and, crucially, admits per-step improvement bounds. In initial simulations, RPI and CRPI outperform PI and its variants. Our work addresses a foundational gap in RL: popular algorithms such as TRPO and PPO derive from tabular CPI yet are deployed with function approximation, where CPI's guarantees often fail-leading to divergence, oscillations, or convergence to suboptimal policies. By restoring PI/CPI-style guarantees for \textit{arbitrary} function classes, RPI and CRPI provide a principled basis for next-generation RL.

Contextual Distributionally Robust Optimization with Causal and Continuous Structure: An Interpretable and Tractable Approach

arXiv:2601.11016v2 Announce Type: replace-cross Abstract: In this paper, we introduce a framework for contextual distributionally robust optimization (DRO) that considers the causal and continuous structure of the underlying distribution by developing interpretable and tractable decision rules that prescribe decisions using covariates. We first introduce the causal Sinkhorn discrepancy (CSD), an entropy-regularized causal Wasserstein distance that encourages continuous transport plans while preserving the causal consistency. We then formulate a contextual DRO model with a CSD-based ambiguity set, termed Causal Sinkhorn DRO (Causal-SDRO), and derive its strong dual reformulation where the worst-case distribution is characterized as a mixture of Gibbs distributions. To solve the corresponding infinite-dimensional policy optimization, we propose the Soft Regression Forest (SRF) decision rule, which approximates optimal policies within arbitrary measurable function spaces. The SRF preserves the interpretability of classical decision trees while being fully parametric, differentiable, and Lipschitz smooth, enabling intrinsic interpretation from both global and local perspectives. To solve the Causal-SDRO with parametric decision rules, we develop an efficient stochastic compositional gradient algorithm that converges to an $\varepsilon$-stationary point at a rate of $O(\varepsilon^{-4})$, matching the convergence rate of standard stochastic gradient descent. Finally, we validate our method through numerical experiments on synthetic and real-world datasets, demonstrating its superior performance and interpretability.

Finite-Time Analysis of Gradient Descent for Shallow Transformers

arXiv:2601.16514v2 Announce Type: replace-cross Abstract: Understanding why Transformers perform so well remains challenging due to their non-convex optimization landscape. In this work, we analyze a shallow Transformer with $m$ independent heads trained by projected gradient descent in the kernel regime. Our analysis reveals two main findings: (i) the width required for nonasymptotic guarantees scales only logarithmically with the sample size $n$, and (ii) the optimization error is independent of the sequence length $T$. This contrasts sharply with recurrent architectures, where the optimization error can grow exponentially with $T$. The trade-off is memory: to keep the full context, the Transformer's memory requirement grows with the sequence length. We validate our theoretical results numerically in a teacher-student setting and compare Transformers with recurrent architectures on an autoregressive task.
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  • Generative AI on Wall Street -- Opportunities and Risk Controls Jackie Shen
    arXiv:2509.05841v2 Announce Type: replace-cross Abstract: We give an overview on the emerging applications of GenAI in the financial industry, especially within investment banks. Inherent to these exciting opportunities is a new realm of risks that must be managed properly. By heeding both the Yin and Yang sides of GenAI, we can accelerate its organic growth while safeguarding the entire financial industry during this nascent era of AI.
     

Generative AI on Wall Street -- Opportunities and Risk Controls

arXiv:2509.05841v2 Announce Type: replace-cross Abstract: We give an overview on the emerging applications of GenAI in the financial industry, especially within investment banks. Inherent to these exciting opportunities is a new realm of risks that must be managed properly. By heeding both the Yin and Yang sides of GenAI, we can accelerate its organic growth while safeguarding the entire financial industry during this nascent era of AI.

Stability-Preserving Online Adaptation of Neural Closed-loop Maps

arXiv:2603.22469v1 Announce Type: cross Abstract: The growing complexity of modern control tasks calls for controllers that can react online as objectives and disturbances change, while preserving closed-loop stability. Recent approaches for improving the performance of nonlinear systems while preserving closed-loop stability rely on time-invariant recurrent neural-network controllers, but offer no principled way to update the controller during operation. Most importantly, switching from one stabilizing policy to another can itself destabilize the closed-loop. We address this problem by introducing a stability-preserving update mechanism for nonlinear, neural-network-based controllers. Each controller is modeled as a causal operator with bounded $\ell_p$-gain, and we derive gain-based conditions under which the controller may be updated online. These conditions yield two practical update schemes, time-scheduled and state-triggered, that guarantee the closed-loop remains $\ell_p$-stable after any number of updates. Our analysis further shows that stability is decoupled from controller optimality, allowing approximate or early-stopped controller synthesis. We demonstrate the approach on nonlinear systems with time-varying objectives and disturbances, and show consistent performance improvements over static and naive online baselines while guaranteeing stability.

Cognitive Training for Language Models: Towards General Capabilities via Cross-Entropy Games

arXiv:2603.22479v1 Announce Type: cross Abstract: Defining a constructive process to build general capabilities for language models in an automatic manner is considered an open problem in artificial intelligence. Towards this, we consider the problem of building a curriculum of tasks that grows a model via relevant skill discovery. We provide a concrete framework for this task, using a family of tasks called cross-entropy games, which we postulate is universal in a suitable sense. We show that if it is possible to grow the curriculum for relevant skill discovery by iterating a greedy optimization algorithm, then, under natural assumptions, there is essentially only one meta-objective possible (up to a few hyperparameters). We call the resulting process cognitive training. We postulate that, given sufficiently capable language models as players and meta-samplers and sufficient training time, cognitive training provides a principled way to relevant skill discovery; and hence to the extent general capabilities are achievable via greedy curriculum learning, cognitive training would be a solution.

A Learning Method with Gap-Aware Generation for Heterogeneous DAG Scheduling

arXiv:2603.23249v1 Announce Type: cross Abstract: Efficient scheduling of directed acyclic graphs (DAGs) in heterogeneous environments is challenging due to resource capacities and dependencies. In practice, the need for adaptability across environments with varying resource pools and task types, alongside rapid schedule generation, complicates these challenges. We propose WeCAN, an end-to-end reinforcement learning framework for heterogeneous DAG scheduling that addresses task--pool compatibility coefficients and generation-induced optimality gaps. It adopts a two-stage single-pass design: a single forward pass produces task--pool scores and global parameters, followed by a generation map that constructs schedules without repeated network calls. Its weighted cross-attention encoder models task--pool interactions gated by compatibility coefficients, and is size-agnostic to environment fluctuations. Moreover, widely used list-scheduling maps can incur generation-induced optimality gaps from restricted reachability. We introduce an order-space analysis that characterizes the reachable set of generation maps via feasible schedule orders, explains the mechanism behind generation-induced gaps, and yields sufficient conditions for gap elimination. Guided by these conditions, we design a skip-extended realization with an analytically parameterized decreasing skip rule, which enlarges the reachable order set while preserving single-pass efficiency. Experiments on computation graphs and real-world TPC-H DAGs demonstrate improved makespan over strong baselines, with inference time comparable to classical heuristics and faster than multi-round neural schedulers.

From Product Hilbert Spaces to the Generalized Koopman Operator and the Nonlinear Fundamental Lemma

arXiv:2508.07494v2 Announce Type: replace-cross Abstract: The generalization of the Koopman operator to systems with control input and the derivation of a nonlinear fundamental lemma are two open problems that play a key role in the development of data-driven control methods for nonlinear systems. In this paper we derive a novel solution to these problems based on basis functions expansion in a product Hilbert space constructed as the tensor product between the Hilbert spaces of the state and input observable functions, respectively. We identify relaxed invariance conditions that guarantee existence of a bounded linear operator, i.e., the generalized Koopman operator, from the constructed product Hilbert space to the Hilbert space corresponding to the lifted state propagated forward in time. Compared to classical Koopman invariance conditions, measure preservation is not required. Moreover, we derive a nonlinear fundamental lemma by exploiting the constructed exact infinite-dimensional bilinear Koopman representation and Hankel operators. The effectiveness of the developed generalized Koopman embedding is illustrated on the Van der Pol oscillator and in predictive control of a soft-robotic manipulator model.

Global Convergence of Multiplicative Updates for the Matrix Mechanism: A Collaborative Proof with Gemini 3

arXiv:2603.19465v2 Announce Type: replace-cross Abstract: We analyze a fixed-point iteration $v \leftarrow \phi(v)$ arising in the optimization of a regularized nuclear norm objective involving the Hadamard product structure, posed in DMR+22 in the context of an optimization problem over the space of algorithms in private machine learning. We prove that the iteration $v^{(k+1)} = \text{diag}((D_{v^{(k)}}^{1/2} M D_{v^{(k)}}^{1/2})^{1/2})$ converges monotonically to the unique global optimizer of the potential function $J(v) = 2 \text{Tr}((D_v^{1/2} M D_v^{1/2})^{1/2}) - \sum v_i$, closing a problem left open there. The bulk of this proof was provided by Gemini 3, subject to some corrections and interventions. Gemini 3 also sketched the initial version of this note. Thus, it represents as much a commentary on the practical use of AI in mathematics as it represents the closure of a small gap in the literature. As such, we include a small narrative description of the prompting process, and some resulting principles for working with AI to prove mathematics.

A mathematical theory for understanding when abstract representations emerge in neural networks

arXiv:2510.09816v2 Announce Type: replace Abstract: Recent experiments in neuroscience reveal that task-relevant variables are often encoded in approximately orthogonal subspaces of neural population activity. These disentangled, or abstract, representations have been observed in multiple brain areas and across different species. These representations have been shown to support out of distribution generalization and rapid learning of novel tasks. The mechanisms by which these representations emerge remain poorly understood, especially in the case of supervised task behavior. Here, we show mathematically that abstract representations of latent variables are guaranteed to appear in the hidden layer of feedforward nonlinear networks when they are trained on tasks that depend directly on these latent variables. These learned abstract representations reflect the semantics of the input stimuli. To show this, we reformulate the usual optimization over the network weights into a mean field optimization problem over the distribution of neural preactivations. We then apply this framework to finite-width ReLU networks and show that the hidden layer of these networks will exhibit an abstract representation at all global minima of the task objective. Finally, we extend our findings to two broad families of activation functions as well as deep feedforward architectures. Together, our results provide an explanation for the widely observed abstract representations in both the brain and artificial neural networks. In addition, the general framework that we develop here provides a mathematically tractable toolkit for understanding the emergence of different kinds of representations in task-optimized, feature-learning network models.

Large Language Model for Discrete Optimization Problems: Evaluation and Step-by-step Reasoning

arXiv:2603.07733v1 Announce Type: new Abstract: This work investigated the capabilities of different models, including the Llama-3 series of models and CHATGPT, with different forms of expression in solving discrete optimization problems by testing natural language datasets. In contrast to formal datasets with a limited scope of parameters, our dataset included a variety of problem types in discrete optimization problems and featured a wide range of parameter magnitudes, including instances with large parameter sets, integrated with augmented data. It aimed to (1) provide an overview of LLMs' ability in large-scale problems, (2) offer suggestions to those who want to solve discrete optimization problems automatically, and (3) regard the performance as a benchmark for future research. These datasets included original, expanded and augmented datasets. Among these three datasets, the original and augmented ones aimed for evaluation while the expanded one may help finetune a new model. In the experiment, comparisons were made between strong and week models, CoT methods and No-CoT methods on various datasets. The result showed that stronger model performed better reasonably. Contrary to general agreement, it also showed that CoT technique was not always effective regarding the capability of models and disordered datasets improved performance of models on easy to-understand problems, even though they were sometimes with high variance, a manifestation of instability. Therefore, for those who seek to enhance the automatic resolution of discrete optimization problems, it is recommended to consult the results, including the line charts presented in the Appendix, as well as the conclusions drawn in this study for relevant suggestions.

Distributionally Robust Geometric Joint Chance-Constrained Optimization: Neurodynamic Approaches

arXiv:2603.06597v1 Announce Type: cross Abstract: This paper proposes a two-time scale neurodynamic duplex approach to solve distributionally robust geometric joint chance-constrained optimization problems. The probability distributions of the row vectors are not known in advance and belong to a certain distributional uncertainty set. In our paper, we study three uncertainty sets for the unknown distributions. The neurodynamic duplex is designed based on three projection equations. The main contribution of our work is to propose a neural network-based method to solve distributionally robust joint chance-constrained optimization problems that converges in probability to the global optimum without the use of standard state-of-the-art solving methods. We show that neural networks can be used to solve multiple instances of a problem. In the numerical experiments, we apply the proposed approach to solve a problem of shape optimisation and a telecommunication problem.
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