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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.

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54108161215 · Jun 202019922001200920172026
48 results for Lagrangian costs

Researchers develop neural optimal transport with Lagrangian costs for efficient computation.

problem Optimal transport between measures with Lagrangian costs for systems with geometric constraints.
method Neural network approach to compute geodesics and optimal transport maps efficiently.
result Efficient computation of geodesics and optimal transport maps without ODE solvers.

Study exact Lagrangian cobordisms in cotangent bundles, proving bounds on sheaf interleaving distance and shadow distance.

problem Understanding Lagrangian cobordisms and their properties in cotangent bundles.
method Use microlocal theory of sheaves, sheaf quantization, and cone decompositions.
result Interleaving distance of sheaves is bounded by the shadow distance of the cobordism.

A new method solves distributed optimization problems over networks.

problem Solving optimization problems over networks with local cost functions and limited communication.
method Distributed semismooth Newton based augmented Lagrangian method.
result The method efficiently solves distributed optimization problems over networks.

In this work, we show how to obtain for non-compact manifolds the results that have already been done for Monge Transport Problem for costs coming from Tonelli Lagrangians on compact manifolds. In particular, the already known results for a cost of the type dr,r>1d^r,r>1, where dd is the Riemannian distance of a complete …

2007-11-28abs ↗pdf ↗

PDCA algorithm learns policies for RL with constraints using a primal-dual approach.

problem Offline constrained reinforcement learning with general function approximation.
method Primal-Dual-Critic Algorithm (PDCA) using a primal-dual approach.
result PDCA finds a near saddle point of the Lagrangian, nearly optimal for constrained RL.

Optimal maps, solutions to the optimal transportation problems, are completely determined by the corresponding c-convex potential functions. In this paper, we give simple sufficient conditions for a smooth function to be c-convex when the cost is given by minimizing a Lagrangian action.

2010-06-20abs ↗pdf ↗

We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of Benson's algorithm to solve this problem. Using Lagrangian duality, we develop sc…

2017-11-17abs ↗pdf ↗

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the measures with respect to Lebesgue, and most importantly the absence of sharp abnorma…

2007-10-01abs ↗pdf ↗

New algorithm reduces regret and constraint violation in online convex optimization with predictions.

problem Online convex optimization with time-varying constraints and predictions.
method Primal-dual algorithm combining Follow-The-Regularized-Leader with adaptive steps.
result Achieves O(T3β4)\mathcal O(T^{\frac{3-β}{4}}) regret and O(T1+β2)\mathcal O(T^{\frac{1+β}{2}}) constraint violation bounds.

Model predicts time evolution of supply chain networks under varying costs.

problem Regulating downstream relationships for sustainable SMEs.
method Time varying SCN model based on Lagrangian mechanics, incorporating EDES cost kernels.
result Model predicts bankruptcy and break-even states under different cost scenarios.

Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this paper, we present an inexact augmented Lagrangian method to solve the Lasso problem …

2019-03-12abs ↗pdf ↗

A new decentralized algorithm DESTINY solves optimization over Stiefel manifold with single communication round.

problem Decentralized optimization over the Stiefel manifold with private data.
method Gradient tracking with approximate augmented Lagrangian function.
result DESTINY achieves global convergence with a single communication round.

Improved neural network verification using Lagrangian decomposition and parallel algorithms.

problem Formally proving input-output properties of neural networks efficiently.
method Novel bounding and branching algorithms based on Lagrangian Decomposition and activation-based heuristics.
result Significant reduction in verification times, up to 50x faster on adversarial robustness properties.

Extends RSP model with net flow and capacity constraints for better network analysis.

problem Improving shortest path models with net flows and capacity constraints.
method Developed net flow RSP model and introduced capacity constraints. Proposed algorithms for computing expected routing costs and solving constrained problems using Lagrangian duality.
result Net flow RSP dissimilarity measure is competitive with state-of-the-art dissimilarities.

Constructing translating solitons from Lagrangian Grim Reapers.

problem Creating Lagrangian translating solitons from intersections of Grim Reapers.
method Desingularizing intersections with special Lagrangian Lawlor necks.
result Constructing Lagrangian translating solitons with multiple ends and loops.

In this paper, we study the Lagrangian F-stability of closed Lagrangian self-shrinkers immersed in complex Euclidean space. We show that any closed Lagrangian self-shrinker with first Betti number greater than one is Lagrangian F-unstable. In particular, any two-dimensional embedded closed Lagrangian self-shrinker is L…

2013-12-17abs ↗pdf ↗

We introduce a notion of vanishing Maslov index for lagrangian varifolds and lagrangian integral cycles in a Calabi-Yau manifold. We construct mass-decreasing flows of lagrangian varifolds and lagrangian cycles which satisfy this condition. The flow of cycles converges, at infinite time, to a sum of special lagrangian …

2016-06-08abs ↗pdf ↗

Study on singularities of Lagrangian immersions with applications in Floer theory.

problem Understanding singularities of Lagrangian immersions.
method Applying Hamiltonian isotopy in the Weinstein tubular neighbourhood to express singular points as fold points with cusp points.
result Local expression of singular points of Lagrangian immersions as fold points with cusp points.

Internal Lagrangians derived from variational principles.

problem Reproducing the principle of stationary action in variational geometry.
method Introducing stationary points of internal Lagrangians, establishing connections with symmetries and conservation laws, and investigating relations between non-degenerate and internal Lagrangians.
result Noether's theorem reformulated in terms of internal Lagrangians.

Ancient solutions and translators identified for Lagrangian flow.

problem Characterizing ancient solutions and translators of Lagrangian mean curvature flow.
method Analyzing almost calibrated, exact, ancient solutions with specific geometric properties.
result All ancient solutions with entropy less than 3 are special Lagrangian, planes, or translators in \(\mathbb{C}^2\).

Geodesics in positive Lagrangian spaces map to special Lagrangian cylinders.

problem Understanding geodesics in spaces of positive Lagrangian submanifolds.
method Cylindrical transform of geodesics, solving elliptic PDEs.
result Geodesics in positive Lagrangian spaces correspond to one-parameter families of special Lagrangian cylinders.

Proves a conjecture about Lagrangian intersections using new theory.

problem Homological Arnol'd conjecture on Lagrangian intersections.
method New Lagrangian Ljusternik-Schnirelman theory and fundamental quantum factorizations.
result Uniform lower bounds on Lagrangian intersection numbers.

We study singularities of Lagrangian mean curvature flow in $\C^n$ when the initial condition is a zero-Maslov class Lagrangian. We start by showing that, in this setting, singularities are unavoidable. More precisely, we construct Lagrangians with arbitrarily small Lagrangian angle and Lagrangians which are Hamiltonia…

2006-08-15abs ↗pdf ↗

Classifies actions on complex space forms with Lagrangian orbits.

problem Classifying actions on complex space forms with Lagrangian orbits.
method Classifies holomorphic isometric actions on complex space forms.
result Only examples are Lagrangian affine subspace foliations of complex Euclidean spaces and Lagrangian horocycle foliations of complex hyperbolic spaces.

In this paper we first give a Bonnet theorem for conformal Lagrangian surfaces in complex space forms, then we show that any compact Lagrangian surface in the complex space form admits at most one other global isometric Lagrangian surface with the same mean curvature form, unless the Maslov form is conformal. These two…

2015-03-30abs ↗pdf ↗

In this paper we use Floer theory to study topological restrictions on Lagrangian embeddings in closed symplectic manifolds. One of the phenomena arising from our results is ``homological rigidity'' of Lagrangian submanifolds. Namely, in certain symplectic manifolds, conditions on low dimensional topological invariants…

2004-12-06abs ↗pdf ↗

The paper classifies certain types of Lagrangian translators and self-expanders in complex 2-space.

problem Classifying Lagrangian translators and self-expanders in complex 2-space.
method Using a new Omori-Yau type maximum principle proved by Chen and Qiu.
result Several classification results of 2-dimensional complete Lagrangian translators and self-expanders.

The abstract discusses special Lagrangians and their flow, proving conjectures and observing related phenomena.

problem Existence and long-time existence of special Lagrangian representatives and Lagrangian mean curvature flow.
method Gibbons-Hawking ansatz, circle-invariant hyperkaehler 4-manifolds, Calabi-Yau 2-folds, Thomas conjecture, Thomas-Yau conjecture.
result Proves versions of the Thomas conjecture and Thomas-Yau conjecture.