math.OC · 2026-09-25 · No. 124

Optimization and Control, 2026-09-25.

2 new papers in math.OC. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

2 entries
  1. 01

    Anchored Extra-Proximal Methods: Optimal Higher-Order Methods for Monotone Inclusion Problems

    Ruichen Jiang, TaeHo Yoon

    math.OC · cs.LG · stat.ML

    We study the deterministic oracle complexity of finding approximate solutions to composite monotone inclusion problems, formed by the sum of a smooth single-valued monotone operator and a maximally monotone set-valued operator, under the tangent-residual criterion. We introduce the Anchored Extra-Proximal (AEP) framework, which combines an anchored extrapolation step with an inexact anchored proximal update satisfying a relative-error...

    arxiv.org/abs/2609.30212 · PDF

  2. 02

    Cost-Sensitive Online Window Size Selection for Portfolio Management

    Yi-Chen Liu, Chung-Han Hsieh

    math.OC · cs.LG · q-fin.PM

    This paper investigates cost-sensitive online window size selection for portfolio management under changing market conditions. Specifically, we propose a two-level framework that constructs portfolios using candidate window sizes and dynamically aggregates them through online learning. By treating candidate window sizes as ``experts,'' we dynamically update their aggregation weights using turnover-inclusive losses. Moreover, we derive...

    arxiv.org/abs/2609.29887 · PDF

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