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PreprintCC BY-NC-SA 4.0arXiv

Open Quadratic Optimization Programs

Abstract

The paper studies open optimization programs, that is, parametric optimization programs viewed as open systems, and their interconnection. Each open optimization program is assigned a behavior and interconnection is defined through variable sharing. For a class of open quadratic programs (QPs), we characterize closure and well-posedness under interconnection and, for modules interconnected by adding their objectives, analyze the convergence of a sequential module-by-module solution method, deriving error bounds for the resulting approximation. We further illustrate that the variables through which modules are interconnected indicate an appropriate behavioral description, and each description requires dedicated interconnection rules. This perspective suggests a route toward compositional analysis and design of optimization architectures.

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BibTeX
@misc{padoan2026open,
  title = {{Open Quadratic Optimization Programs}},
  author = {Alberto Padoan},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.25698},
  eprint = {2609.25698},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.25698},
  note = {CC BY-NC-SA 4.0},
}
RIS
TY  - UNPB
TI  - Open Quadratic Optimization Programs
AU  - Alberto Padoan
PY  - 2026
DA  - 2026/09/22
PB  - arXiv
DO  - 10.48550/arxiv.2609.25698
UR  - https://arxiv.org/abs/2609.25698
AB  - The paper studies open optimization programs, that is, parametric optimization programs viewed as open systems, and their interconnection. Each open optimization program is assigned a behavior and interconnection is defined through variable sharing. For a class of open quadratic programs (QPs), we characterize closure and well-posedness under interconnection and, for modules interconnected by adding their objectives, analyze the convergence of a sequential module-by-module solution method, deriving error bounds for the resulting approximation. We further illustrate that the variables through which modules are interconnected indicate an appropriate behavioral description, and each description requires dedicated interconnection rules. This perspective suggests a route toward compositional analysis and design of optimization architectures.
ER  -