CyberSec Research

Aerodynamic drag on flat-backed vehicles like vans and trucks is dominated by a low-pressure wake, whose control is critical for reducing fuel consumption. This paper presents an experimental study at $Re_W\approx 78,300$ on active flow control using four pulsed jets at the rear edges of a bluff body model. A hybrid genetic algorithm, combining a global search with a local gradient-based optimizer, was used to determine the optimal jet actuation parameters in an experiment-in-the-loop setup. The cost function was designed to achieve a net energy saving by simultaneously minimizing aerodynamic drag and penalizing the actuation's energy consumption. The optimization campaign successfully identified a control strategy that yields a drag reduction of approximately 10%. The optimal control law features a strong, low-frequency actuation from the bottom jet, which targets the main vortex shedding, while the top and lateral jets address higher-frequency, less energetic phenomena. Particle Image Velocimetry analysis reveals a significant upward shift and stabilization of the wake, leading to substantial pressure recovery on the model's lower base. Ultimately, this work demonstrates that a model-free optimization approach can successfully identify non-intuitive, multi-faceted actuation strategies that yield significant and energetically efficient drag reduction.

This paper establishes three minimax theorems for possibly nonconvex functions on Euclidean spaces or on infinite-dimensional Hilbert spaces. The theorems also guarantee the existence of saddle points. As a by-product, a complete solution to an interesting open problem related to continuously differentiable functions is obtained. The obtained results are analyzed via a concrete example.

Recent progress in large language models has made them increasingly capable research assistants in mathematics. Yet, as their reasoning abilities improve, evaluating their mathematical competence becomes increasingly challenging. The problems used for assessment must be neither too easy nor too difficult, their performance can no longer be summarized by a single numerical score, and meaningful evaluation requires expert oversight. In this work, we study an interaction between the author and a large language model in proving a lemma from convex optimization. Specifically, we establish a Taylor expansion for the gradient of the biconjugation operator--that is, the operator obtained by applying the Fenchel transform twice--around a strictly convex function, with assistance from GPT-5-pro, OpenAI's latest model. Beyond the mathematical result itself, whose novelty we do not claim with certainty, our main contribution lies in documenting the collaborative reasoning process. GPT-5-pro accelerated our progress by suggesting, relevant research directions and by proving some intermediate results. However, its reasoning still required careful supervision, particularly to correct subtle mistakes. While limited to a single mathematical problem and a single language model, this experiment illustrates both the promise and the current limitations of large language models as mathematical collaborators.

As interest in the Earth-Moon transfers renewed around the world, understanding the solution space of transfer trajectories facilitates the construction of transfers. This paper is devoted to reporting a novel or less-reported phenomenon about the solution space of bi-impulsive Earth-Moon transfers in the Earth-Moon planar circular restricted three-body problem. Differing from the previous works focusing on the transfer characteristics of the solution space, we focus on the distribution of the construction parameters, i.e., departure phase angle at the Earth parking orbit, initial-to-circular velocity ratio, and time of flight. Firstly, the construction method of bi-impulsive transfers is described, and the solutions satisfying the given constraints are obtained from the grid search method and trajectory correction. Then, the distribution of the obtained solutions is analyzed, and an interesting phenomenon about the discontinuous behavior of the time-of-flight distribution for each departure phase angle is observed and briefly reported. This phenomenon can further provide useful insight into the construction of bi-impulsive transfers, deepening the understanding of the corresponding solution space.

Block coordinate descent (BCD) methods are prevalent in large scale optimization problems due to the low memory and computational costs per iteration, the predisposition to parallelization, and the ability to exploit the structure of the problem. The theoretical and practical performance of BCD relies heavily on the rules defining the choice of the blocks to be updated at each iteration. We propose a new deterministic BCD framework that allows for very flexible updates, while guaranteeing state-of-the-art convergence guarantees on non-smooth nonconvex optimization problems. While encompassing several update rules from the literature, this framework allows for priority on updates of particular blocks and correlations in the block selection between iterations, which is not permitted under the classical convergent stochastic framework. This flexibility is leveraged in the context of multilevel optimization algorithms and, in particular, in multilevel image restoration problems, where the efficiency of the approach is illustrated.

Multi-task learning (MTL) enables simultaneous training across related tasks, leveraging shared information to improve generalization, efficiency, and robustness, especially in data-scarce or high-dimensional scenarios. While deep learning dominates recent MTL research, Support Vector Machines (SVMs) and Twin SVMs (TWSVMs) remain relevant due to their interpretability, theoretical rigor, and effectiveness with small datasets. This chapter surveys MTL approaches based on SVM and TWSVM, highlighting shared representations, task regularization, and structural coupling strategies. Special attention is given to emerging TWSVM extensions for multi-task settings, which show promise but remain underexplored. We compare these models in terms of theoretical properties, optimization strategies, and empirical performance, and discuss applications in fields such as computer vision, natural language processing, and bioinformatics. Finally, we identify research gaps and outline future directions for building scalable, interpretable, and reliable margin-based MTL frameworks. This work provides a comprehensive resource for researchers and practitioners interested in SVM- and TWSVM-based multi-task learning.

This paper studies the point convergence of accelerated gradient methods for unconstrained convex smooth multiobjective optimization problems, covering both continuous-time gradient flows and discrete-time algorithms. In single-objective optimization, the point convergence problem of Nesterov's accelerated gradient method at the critical damping parameter $\alpha = 3$ has recently been resolved. This paper extends this theoretical framework to the multiobjective setting, focusing on the multiobjective inertial gradient system with asymptotically vanishing damping (MAVD) with $\alpha =3 $ and the multiobjective accelerated proximal gradient algorithm (MAPG). For the continuous system, we construct a suitable Lyapunov function for the multiobjective setting and prove that, under appropriate assumptions, the trajectory $x(t)$ converges to a weakly Pareto optimal solution. For the discrete algorithm, we construct a corresponding discrete Lyapunov function and prove that the sequence $\{x_k\}$ generated by the algorithm converges to a weakly Pareto optimal solution.

Adam [Kingma and Ba, 2015] is the de facto optimizer in deep learning, yet its theoretical understanding remains limited. Prior analyses show that Adam favors solutions aligned with $\ell_\infty$-geometry, but these results are restricted to the full-batch regime. In this work, we study the implicit bias of incremental Adam (using one sample per step) for logistic regression on linearly separable data, and we show that its bias can deviate from the full-batch behavior. To illustrate this, we construct a class of structured datasets where incremental Adam provably converges to the $\ell_2$-max-margin classifier, in contrast to the $\ell_\infty$-max-margin bias of full-batch Adam. For general datasets, we develop a proxy algorithm that captures the limiting behavior of incremental Adam as $\beta_2 \to 1$ and we characterize its convergence direction via a data-dependent dual fixed-point formulation. Finally, we prove that, unlike Adam, Signum [Bernstein et al., 2018] converges to the $\ell_\infty$-max-margin classifier for any batch size by taking $\beta$ close enough to 1. Overall, our results highlight that the implicit bias of Adam crucially depends on both the batching scheme and the dataset, while Signum remains invariant.

We consider Lie groups equipped with left-invariant subbundles of their tangent bundles and norms on them. On these sub-Finsler structures, we study the normal curves in the sense of control theory. We revisit the Pontryagin Maximum Principle using tools from convex analysis, expressing the normal equation as a differential inclusion involving the subdifferential of the dual norm. In addition to several properties of normal curves, we discuss their existence, the possibility of branching, and local optimality. Finally, we focus on polyhedral norms and show that normal curves have controls that locally take values in a single face of a sphere with respect to the norm.

The classical Dinkelbach method (1967) solves fractional programming via a parametric approach, generating a decreasing upper bound sequence that converges to the optimum. Its important variant, the interval Dinkelbach method (1991), constructs convergent upper and lower bound sequences that bracket the solution and achieve quadratic and superlinear convergence, respectively, under the assumption that the parametric function is twice continuously differentiable. However, this paper demonstrates that a minimal correction, applied solely to the upper bound iterate, is sufficient to boost the convergence of the method, achieving superquadratic and cubic rates for the upper and lower bound sequences, respectively. By strategically integrating this correction, we develop a globally convergent, non-monotone, and accelerated Dinkelbach algorithm-the first of its kind, to our knowledge. Under sufficient differentiability, the new method achieves an asymptotic average convergence order of at least the square root of 5 per iteration, surpassing the quadratic order of the original algorithm. Crucially, this acceleration is achieved while maintaining the key practicality of solving only a single subproblem per iteration.

We address finance-native collateral optimization under ISDA Credit Support Annexes (CSAs), where integer lots, Schedule A haircuts, RA/MTA gating, and issuer/currency/class caps create rugged, legally bounded search spaces. We introduce a certifiable hybrid pipeline purpose-built for this domain: (i) an evidence-gated LLM that extracts CSA terms to a normalized JSON (abstain-by-default, span-cited); (ii) a quantum-inspired explorer that interleaves simulated annealing with micro higher order QAOA (HO-QAOA) on binding sub-QUBOs (subset size n <= 16, order k <= 4) to coordinate multi-asset moves across caps and RA-induced discreteness; (iii) a weighted risk-aware objective (Movement, CVaR, funding-priced overshoot) with an explicit coverage window U <= Reff+B; and (iv) CP-SAT as single arbiter to certify feasibility and gaps, including a U-cap pre-check that reports the minimal feasible buffer B*. Encoding caps/rounding as higher-order terms lets HO-QAOA target the domain couplings that defeat local swaps. On government bond datasets and multi-CSA inputs, the hybrid improves a strong classical baseline (BL-3) by 9.1%, 9.6%, and 10.7% across representative harnesses, delivering better cost-movement-tail frontiers under governance settings. We release governance grade artifacts-span citations, valuation matrix audit, weight provenance, QUBO manifests, and CP-SAT traces-to make results auditable and reproducible.

In this paper, we investigate the beamforming design problem in an integrated sensing and communication (ISAC) system, where a multi-antenna base station simultaneously serves multiple communication users while performing radar sensing. We formulate the problem as the minimization of the total transmit power, subject to signal-to-interference-plus-noise ratio (SINR) constraints for communication users and mean-squared-error (MSE) constraints for radar sensing. The core challenge arises from the complex coupling between communication SINR requirements and sensing performance metrics. To efficiently address this challenge, we first establish the equivalence between the original ISAC beamforming problem and its semidefinite relaxation (SDR), derive its Lagrangian dual formulation, and further reformulate it as a generalized downlink beamforming (GDB) problem with potentially indefinite weighting matrices. Compared to the classical DB problem, the presence of indefinite weighting matrices in the GDB problem introduces substantial analytical and computational challenges. Our key technical contributions include (i) a necessary and sufficient condition for the boundedness of the GDB problem, and (ii) a tailored efficient fixed point iteration (FPI) algorithm with a provable convergence guarantee for solving the GDB problem. Building upon these results, we develop a duality-based fixed point iteration (Dual-FPI) algorithm, which integrates an outer subgradient ascent loop with an inner FPI loop. Simulation results demonstrate that the proposed Dual-FPI algorithm achieves globally optimal solutions while significantly reducing computational complexity compared with existing baseline approaches.

We study a model of the Fiscal Theory of the Price Level (FTPL) in a Bewley-Huggett-Aiyagari framework with heterogeneous agents. The model is set in continuous time, and ex post heterogeneity arises due to idiosyncratic, uninsurable income shocks. Such models have a natural interpretation as mean-field games, introduced by Huang, Caines, and Malham\'e and by Lasry and Lions. We highlight this connection and discuss the existence and multiplicity of stationary equilibria in models with and without capital. Our focus is on the mathematical analysis, and we prove the existence of two equilibria in which the government runs constant primary deficits, which in turn implies the existence of multiple price levels.

We propose a data-driven framework for efficiently solving quadratic programming (QP) problems by reducing the number of variables in high-dimensional QPs using instance-specific projection. A graph neural network-based model is designed to generate projections tailored to each QP instance, enabling us to produce high-quality solutions even for previously unseen problems. The model is trained on heterogeneous QPs to minimize the expected objective value evaluated on the projected solutions. This is formulated as a bilevel optimization problem; the inner optimization solves the QP under a given projection using a QP solver, while the outer optimization updates the model parameters. We develop an efficient algorithm to solve this bilevel optimization problem, which computes parameter gradients without backpropagating through the solver. We provide a theoretical analysis of the generalization ability of solving QPs with projection matrices generated by neural networks. Experimental results demonstrate that our method produces high-quality feasible solutions with reduced computation time, outperforming existing methods.

This study considers a continuous-review inventory model for a single item with two replenishment modes. Replenishments may occur continuously at any time with a higher unit cost, or at discrete times governed by Poisson arrivals with a lower cost. From a practical standpoint, the model represents an inventory system with random deal offerings. Demand is modeled by a spectrally positive L\'evy process (i.e., a L\'evy process with only positive jumps), which greatly generalizes existing studies. Replenishment quantities are continuous and backorders are allowed, while lead times, perishability, and lost sales are excluded. Using fluctuation theory for spectrally one-sided L\'evy processes, the optimality of a hybrid barrier policy incorporating both kinds of replenishments is established, and a semi-explicit expression for the associated value function is computed. Numerical analysis is provided to support the optimality result.

Contemporary macro energy systems modelling is characterized by the need to represent strategic and operational decisions with high temporal and spatial resolution and represent discrete investment and retirement decisions. This drive towards greater fidelity, however, conflicts with a simultaneous push towards greater model representation of inherent complexity in decision making, including methods like Modelling to Generate Alternatives (MGA). MGA aims to map the feasible space of a model within a cost slack by varying investment parameters without changing the operational constraints, a process which frequently requires hundreds of solutions. For large, detailed energy system models this is impossible with traditional methods, leading researchers to reduce complexity with linearized investments and zonal or temporal aggregation. This research presents a new solution method for MGA type problems using cutting-plane methods based on a tailored reformulation of Benders Decomposition. We accelerate the algorithm by sharing cuts between MGA master problems and grouping MGA objectives. We find that our new solution method consistently solves MGA problems times faster and requires less memory than existing monolithic Modelling to Generate Alternatives solution methods on linear problems, enabling rapid computation of a greater number of solutions to highly resolved models. We also show that our novel cutting-plane algorithm enables the solution of very large MGA problems with integer investment decisions.

Differentiating through constrained optimization problems is increasingly central to learning, control, and large-scale decision-making systems, yet practical integration remains challenging due to solver specialization and interface mismatches. This paper presents a general and streamlined framework-an updated DiffOpt.jl-that unifies modeling and differentiation within the Julia optimization stack. The framework computes forward - and reverse-mode solution and objective sensitivities for smooth, potentially nonconvex programs by differentiating the KKT system under standard regularity assumptions. A first-class, JuMP-native parameter-centric API allows users to declare named parameters and obtain derivatives directly with respect to them - even when a parameter appears in multiple constraints and objectives - eliminating brittle bookkeeping from coefficient-level interfaces. We illustrate these capabilities on convex and nonconvex models, including economic dispatch, mean-variance portfolio selection with conic risk constraints, and nonlinear robot inverse kinematics. Two companion studies further demonstrate impact at scale: gradient-based iterative methods for strategic bidding in energy markets and Sobolev-style training of end-to-end optimization proxies using solver-accurate sensitivities. Together, these results demonstrate that differentiable optimization can be deployed as a routine tool for experimentation, learning, calibration, and design-without deviating from standard JuMP modeling practices and while retaining access to a broad ecosystem of solvers.

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show that our theoretical framework can be implemented as practical algorithms for sampling from worst-case distributions and, consequently, DRO. While numerous previous works have proposed various reformulation techniques and iterative algorithms, we contribute a sound gradient flow view of the distributional optimization that can be used to construct new algorithms. As an example of applications, we solve a class of Wasserstein and Sinkhorn DRO problems using the recently-discovered Wasserstein Fisher-Rao and Stein variational gradient flows. Notably, we also show some simple reductions of our framework recover exactly previously proposed popular DRO methods, and provide new insights into their theoretical limit and optimization dynamics. Numerical studies based on stochastic gradient descent provide empirical backing for our theoretical findings.