Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

50101151201 · Jun 202019922001200920172026
48 results for Equality constraints

OLLA framework efficiently samples from constrained distributions with nonconvex constraints.

problem Sampling from constrained distributions with nonconvex constraints is challenging.
method Overdamped Langevin with Landing (OLLA) framework that handles both equality and inequality constraints.
result OLLA converges exponentially fast to the constrained target density in W2W_2 distance.

The paper introduces MU for NMF with ββ-divergences and disjoint constraints.

problem Nonnegative matrix factorization with constraints.
method Design multiplicative updates for NMF based on ββ-divergences with disjoint constraints.
result Multiplicative updates satisfy constraints and decrease the objective function.

Paper studies PSGD for constrained optimization problems and its statistical properties.

problem Online inference for constrained optimization problems.
method Stochastic gradient descent with projection (PSGD) for constrained optimization.
result Limiting distribution of PSGD-based estimates under linear-equality constraints.

Eigen-decomposition simplifies quadratic programming with equality constraints.

problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized QQ.

Detects causal scenarios with inequality constraints among classical correlations.

problem Classifying causal structures and identifying those with inequality constraints.
method Using d-separation, e-separation, incompatible supports, and HLP condition.
result Resolved all but three causal scenarios with up to 4 observed variables.

Proposes a new algorithm for solving optimization problems with stochastic objectives and equality constraints.

problem Optimization problems with stochastic objectives and deterministic equality constraints.
method Trust-region stochastic sequential quadratic programming (TR-StoSQP) with adaptive relaxation techniques.
result Established a global almost sure convergence guarantee for TR-StoSQP.

Develops spherical density-equalizing maps for closed surfaces.

problem Lack of methods for genus-0 closed surfaces.
method Conformal parameterization onto unit sphere, density equalization, quasi-conformal theory, harmonic energy, landmark constraints.
result Landmark-aligned spherical density-equalizing maps balancing different distortion measures.

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives of a given order are subject to inequality or equality constraints. We then chara…

2018-02-15abs ↗pdf ↗

Paper finds robust ΛΛ-quantiles equal to extremal distributions.

problem Investigating robust models for ΛΛ-quantiles with partial loss information.
method Extending classical quantiles using ΛΛ-quantiles and applying results from robust quantiles.
result Robust ΛΛ-quantiles equal to ΛΛ-quantiles of extremal distributions.

An algorithm solves optimization problems with large sample sets, improving worst-case complexity.

problem Continuous nonlinear-equality-constrained optimization problems with large numbers of terms.
method Progressively sampled finite sets to solve related problems with growing sample sizes.
result Better worst-case sample complexity compared to solving with full sets of samples.

Paper tackles efficient SGD methods for constrained bilevel optimization.

problem Stochastic bilevel optimization with equality constraints.
method Alternating implicit projected SGD and its variants.
result Achieves sample complexity matching state-of-the-art for unconstrained problems.

The distributional category bounds manifold invariants and imposes constraints.

problem Bounding manifold invariants and understanding constraints.
method Using geometric conditions like non-negative Ricci curvature, the distributional category bounds invariants such as the first Betti number and macroscopic dimension.
result Equality of bounds imposes specific constraints on the manifold.

A new algorithm solves constrained optimization problems with stochastic gradients.

problem Nonlinear equality constrained optimization with rank-deficient Jacobians.
method Step decomposition strategy combining normal and tangential steps.
result Convergence guarantees in rank-deficient Jacobian cases.

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.

Doubly fair dynamic pricing ensures equal prices for different groups over time.

problem Achieving equal prices for different groups in online dynamic pricing.
method Online learning algorithm that balances procedural and substantive fairness.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) regret, zero procedural unfairness, and ildeO(T) ilde{O}(\sqrt{T}) substantive unfairness.

Unified framework for constrained diffusion models on nonconvex sets with efficient landing mechanism.

problem Efficiently modeling generative models under nonconvex constraints.
method Unified framework with overdamped and underdamped dynamics, landing mechanism.
result Significantly reduces computational cost while maintaining sample quality.

Investigates portfolio optimization with and without gearing constraints.

problem Improving portfolio weights for better alignment with expected returns.
method Extends the alpha-weight angle bound to include gearing constraints and uses theoretical arguments and simulations.
result Equally weighted portfolios are not preferable to mean-variance portfolios even with poor forecast ability and a badly conditioned covariance matrix.

Method solves complex optimization problems with high probability bounds.

problem Nonlinear equality constrained stochastic optimization problems.
method Step-search sequential quadratic programming method.
result High-probability bound on iteration complexity for first-order stationarity.

We study an online classification problem with partial feedback in which individuals arrive one at a time from a fixed but unknown distribution, and must be classified as positive or negative. Our algorithm only observes the true label of an individual if they are given a positive classification. This setting captures …

2019-02-06abs ↗pdf ↗

We consider settings in which the right notion of fairness is not captured by simple mathematical definitions (such as equality of error rates across groups), but might be more complex and nuanced and thus require elicitation from individual or collective stakeholders. We introduce a framework in which pairs of individ…

2019-05-25abs ↗pdf ↗

The paper proposes a method to measure fairness through equality of effort using algorithmic recourse.

problem Measuring fairness through equality of effort in automated systems.
method Applying algorithmic recourse to quantify equality of effort, overcoming previous limitations.
result An algorithm for assessing equality of effort has been developed and validated.

The study of fairness in intelligent decision systems has mostly ignored long-term influence on the underlying population. Yet fairness considerations (e.g. affirmative action) have often the implicit goal of achieving balance among groups within the population. The most basic notion of balance is eventual equality bet…

2018-12-07abs ↗pdf ↗

New algorithms reduce complexity for solving nonconvex optimization problems with stochastic objectives and constraints.

problem Solving nonconvex optimization problems with stochastic objectives and constraints.
method Single-loop quadratic penalty and augmented Lagrangian algorithms with variance reduction techniques.
result Achieved best-known complexity guarantees for solving nonconvex optimization problems with stochastic objectives and constraints.

DC3 uses deep learning to solve hard-constrained optimization problems efficiently.

problem Hard constraints in optimization problems make classical solvers slow and infeasible.
method DC3 employs a differentiable procedure to enforce feasibility and unrolls corrections for inequality constraints.
result DC3 achieves near-optimal solutions while maintaining feasibility in both synthetic and real-world tasks.

Method flattens complex surfaces with consistent density and shape.

problem Shape deformations and local geometric distortions in density-equalizing maps for multiply-connected surfaces.
method Formulates density diffusion as a quasiconformal flow, solving an energy minimization problem involving the Beltrami coefficient to ensure bijectivity and control distortion.
result Achieves optimal parameterization of multiply-connected surfaces with bijective and controlled geometric distortions.

c-lasso is a Python tool for robust and sparse regression with linear constraints.

problem Sparse and robust linear regression with linear constraints.
method Estimates coefficients and scale under linear constraints using perspective M-estimators.
result Provides estimators for various loss functions with linear constraints.

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago…

2016-10-07abs ↗pdf ↗

Paper proposes a new method to find approximate SOSP for nonconvex constrained optimization problems.

problem Finding a second-order stationary point of nonconvex equality constrained optimization.
method Newton-CG based augmented Lagrangian method with a new Newton-CG subproblem solver.
result Achieves better complexity guarantees for finding approximate SOSP with high probability.

Fair machine learning models can be vulnerable to adversarial attacks that reduce their accuracy and fairness.

problem Fairness constraints in machine learning models can compromise their robustness against adversarial attacks.
method Analysis of data poisoning attacks on group-based fair machine learning models, focusing on equalized odds.
result Adversaries can significantly reduce the test accuracy of fair machine learning models and widen their fairness gap.

The paper finds the unique minimizer of area for hyperbolic bodies with curvature constraints.

problem Finding the unique minimizer of area for hyperbolic bodies with curvature constraints.
method Introduced the concept of 'thick λλ-sausage' bodies and used extra assumption of thickness to handle non-convex inner parallel bodies.
result The thick λλ-sausage body is the unique minimizer of area among all bodies with a given length and curvature constraints.

Study on harmonic maps from surfaces to homogeneous spaces, focusing on bubble formation and geometric constraints.

problem Understanding the behavior of harmonic maps from surfaces to homogeneous spaces, especially in the presence of bubbles.
method Refined asymptotic expansions and obstruction relations for sequences developing a single bubble, geometric constraints for weakly conformal maps.
result New geometric constraints on the tangent planes of the limit map and bubble, depending on the dimensionality.

Develops methods for fair classification under linear disparity constraints.

problem Disparate impacts of machine learning algorithms on protected groups.
method Bayes-optimal fair classification methods via pre-, in-, and post-processing.
result Explicit forms of Bayes-optimal fair classifiers under linear disparity measures.

In classification models fairness can be ensured by solving a constrained optimization problem. We focus on fairness constraints like Disparate Impact, Demographic Parity, and Equalized Odds, which are non-decomposable and non-convex. Researchers define convex surrogates of the constraints and then apply convex optimiz…

2018-11-01abs ↗pdf ↗

We demonstrate how easy it is for modern machine-learned systems to violate common deontological ethical principles and social norms such as "favor the less fortunate," and "do not penalize good attributes." We propose that in some cases such ethical principles can be incorporated into a machine-learned model by adding…

2020-01-31abs ↗pdf ↗

DiffSlack learns neural networks with nonlinear constraints via learnable slack variables.

problem Enforcing nonlinear inequality constraints in neural networks.
method DiffSlack reformulates inequalities as equalities with learnable slack variables, predicting them as part of the network output.
result DiffSlack achieves higher planning success rates and stronger geometric constraint satisfaction compared to existing methods.

Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which …

2013-09-26abs ↗pdf ↗