Algorithmic Reviews

Mathematical Optimization

Linear, mixed-integer, stochastic, nonlinear, robust, inverse, and control-oriented optimization methods.

All research notes
Mathematical Optimization

PEAR: Which Prediction Errors Actually Change the Decision?

A constrained optimizer cannot react to every prediction error. PEAR keeps the directions that can move the decision, making it most natural when system dynamics and constraints stay fixed while objective coefficients change across instances.

Decision-Focused Learning via Tangent-Space Projection of Prediction Error

Mathematical Optimization

Learning the Objective, Not the Schedule: Inverse Optimization for Expert Production Planning

A critical note on learning interpretable objective weights from expert production plans while preserving a known industrial MILP.

Uncovering expert objectives in production planning via inverse optimization: An industrial case study

Mathematical Optimization

ORACLE: Near-Optimal Exploration as Certified Set Approximation

A note on ORACLE, which turns near-optimal energy-system exploration from point generation into an inner/outer approximation problem with a certified distance metric.

ORACLE: A rigorous metric and method to explore all near-optimal designs for energy systems

Mathematical Optimization

MadNCL: GPU-Friendly NCL for Degenerate Nonlinear Programs

A critical note on MadNCL, which combines Algorithm NCL, MadNLP, and GPU-friendly KKT reformulations to improve robustness on large-scale degenerate nonlinear programs.

MADNCL: a GPU implementation of algorithm NCL for large-scale, degenerate nonlinear programs

Mathematical Optimization

NLPOpt-Net: Objective-Aware Projection for Parametric Nonlinear Programs

A critical note on NLPOpt-Net, which learns a parametric NLP solution map with a neural warm start and an objective-aware differentiable projection layer.

NLPOpt-Net: A Learning Method for Nonlinear Optimization with Feasibility Guarantees

Mathematical Optimization

NN-Generated Lyapunov Metrics for Fast NMPC: What Is Actually Guaranteed?

A critical note on learned Lyapunov terminal costs for NMPC, focusing on Cholesky-structured positive-definite surrogates, horizon compression, and the unresolved role of approximation error.

Learning Lyapunov terminal costs from data for complexity reduction in nonlinear model predictive control