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Structure Beyond Nonconvexity: Hidden Geometry in Optimization, Control, and Operations

Many foundational models in operations and control lead to optimization problems that are formally nonconvex, yet simple first-order methods often perform remarkably well in practice. This talk explains why by identifying structural features that make these problems effectively more tractable than their formulations suggest.

I will present two recent theoretical developments: (i) a characterization of the optimization landscape for policy-gradient methods in finite-horizon MDPs, and (ii) a hidden convexity phenomenon in queueing control. In both settings, I highlight verifiable conditions under which the objective satisfies a Polyak–Łojasiewicz–type condition, which in turn yields global convergence guarantees for gradient-based algorithms. I will show how these insights exploit structural features in classical operations models—such as base-stock inventory systems and cash-balance control—providing a unified explanation for why first-order methods can be reliable in complex stochastic systems.

日期
時間
地點

Room 928, Cheng Yu Tung Building, CUHK Business School

講者

Professor Xin Chen
James C. Edenfield Chair and Professor,
H. Milton Stewart School of Industrial and Systems Engineering,
Georgia Institute of Technology,
United States

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