PDCA algorithm learns policies for RL with constraints using a primal-dual approach.
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.
Trend · papers per month
Visible Lagrangians in Hitchin systems are studied for pillowcase covers.
Proposes TgNN-LD to improve neural network effectiveness and efficiency.
New algorithm reduces regret in CMDPs without cancellation of errors.
Affine hamiltonians are defined in the paper and their study is based especially on the fact that in the hyperregular case they are dual objects of lagrangians defined on affine bundles, by mean of natural Legendre maps. The variational problems for affine hamiltonians and lagrangians of order are studied, re…
We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. More…
Recent results in Compressive Sensing have shown that, under certain conditions, the solution to an underdetermined system of linear equations with sparsity-based regularization can be accurately recovered by solving convex relaxations of the original problem. In this work, we present a novel primal-dual analysis on a …
Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.
Given the Lagrangian fibration and a Lagrangian submanifold, exhibiting an elliptic umbilic and supporting a flat line bundle, we study, in the context of mirror symmetry, the ``quantum'' corrections necessary to solve the monodromy of the holomorphic structure of the mirror bundle on the dual fibration.
Unified DICE estimators as regularized Lagrangians for improved off-policy evaluation.
A large number of objectives have been proposed to train latent variable generative models. We show that many of them are Lagrangian dual functions of the same primal optimization problem. The primal problem optimizes the mutual information between latent and visible variables, subject to the constraints of accurately …
We introduce the notion of Kähler manifolds that are almost Einstein and we define a generalized mean curvature vector field along submanifolds in them. We prove that Lagrangian submanifolds remain Lagrangian, when deformed in direction of the generalized mean curvature vector field. For a Kähler manifold that is almos…
This article sets out to serve a dual purpose. On the one hand, we give an explicit description of the Lagrangian submanifolds of the nearly Kaehler 6-sphere which are ruled by circles of constant radius using Weierstrass formulae. On the other, we recognise all previous known examples of these Lagrangians as being rul…
A new method solves large-scale sparse group square-root Lasso problems efficiently.
In this paper we present a framework to analyze the asymptotic behavior of two timescale stochastic approximation algorithms including those with set-valued mean fields. This paper builds on the works of Borkar and Perkins & Leslie. The framework presented herein is more general as compared to the synchronous two times…
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymp…
We show the total space of the canonical line bundle of a Kahler-Einstein manifold supports integrable structures, or Calabi-Yau structures. The canonical real line bundle over a minimal Lagrangian submanifold is calibrated in this setting and hence can …
A new method for distributed optimization reduces communication rounds without minibatches.
Improved neural network verification using Lagrangian decomposition and parallel algorithms.
We examine the -topology of the gauge orbits over a closed Riemann surface. We prove a subtle local slice theorem based on the div-curl Lemma of harmonic analysis, and deduce local pathwise connectedness and local uniform quasiconvexity of the gauge orbits. Using these, we generalize compactness results for anti-s…
We relate the minimax game of generative adversarial networks (GANs) to finding the saddle points of the Lagrangian function for a convex optimization problem, where the discriminator outputs and the distribution of generator outputs play the roles of primal variables and dual variables, respectively. This formulation …
The paper proves a precise SYZ conjecture for toric Calabi-Yau manifolds with singular fibers.
This paper focuses on a topological version on the Strominger-Yau-Zaslow mirror symmetry conjecture. Roughly put, the SYZ conjecture suggests that mirror pairs of Calabi-Yau manifolds are related by the existence of dual special Lagrangian torus fibrations. We explore this conjecture without reference to the special La…
We introduce self-dual manifolds and show that they can be used to encode mirror symmetry for affine-Kähler manifolds and for elliptic curves. Their geometric properties, especially the link with special lagrangian fibrations and the existence of a transformation similar to the Fourier-Mukai functor, suggest that this …
Novel approach using Lagrangian Decomposition for neural network verification.
From string theory, the notion of deformed Hermitian Yang-Mills connections has been introduced by Mariño, Minasian, Moore and Strominger. After that, Leung, Yau and Zaslow proved that it naturally appears as mirror objects of special Lagrangian submanifolds via Fourier-Mukai transform between dual torus fibrations. In…
A Lagrangian submanifold in an almost Calabi-Yau manifold is called positive if the real part of the holomorphic volume form restricted to it is positive. An exact isotopy class of positive Lagrangian submanifolds admits a natural Riemannian metric. We compute the Riemann curvature of this metric and show all sectional…
This thesis is devoted to various questions connected with duality. It is composed of two parts. The first part discusses some aspects of timelike T-duality. We explore the possibility of compactification of supergravity theories with various signatures (low energy limit of -theories which are dual under timelike T-…
In this paper, we study the geometry of the SYZ transform on a semi-flat Lagrangian torus fibration. Our starting point is an investigation on the relation between Lagrangian surgery of a pair of straight lines in a symplectic 2-torus and extension of holomorphic vector bundles over the mirror elliptic curve, via the S…
In this paper we start the program of constructing generalized special Lagrangian torus fibrations for Calabi-Yau hypersurfaces in toric variety near the large complex limit, with respect to the restriction of a toric metric on the toric variety to the Calabi-Yau hypersurface. The construction is based on the deformati…
We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our main analysis technique provides a fresh perspective on Nesterov's excessive gap te…
Lagrangian submanifolds in strict nearly Kähler 6-manifolds are related to special Lagrangian submanifolds in Calabi-Yau 6-manifolds and coassociative cones in -manifolds. We prove that the mean curvature of a Lagrangian submanifold in a nearly Kähler manifold is symplectically dual to the Mas…
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of t…
This paper analyses the parabolic geometries generated by a free 3-distribution in the tangent space of a manifold. It shows the existence of normal Fefferman constructions over CR and Lagrangian contact structures corresponding to holonomy reductions to SO(4,2) and SO(3,3), respectively. There is also a fascinating co…
Improves neural network verification by merging abstract domains and Lagrangian methods.
The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…
We develop a unifed theory to study geometry of manifolds with different holonomy groups. They are classified by (1) real, complex, quaternion or octonion number they are defined over and (2) being special or not. Specialty is an orientation with respect to the corresponding normed algebra A. For example, special Riema…
Paper offers a dual formulation for consumption problem with multiplicative habit.
The Poisson sigma model is a widely studied two-dimensional topological field theory. This note shows that boundary conditions for the Poisson sigma model are related to coisotropic submanifolds (a result announced in [math.QA/0309180]) and that the corresponding reduced phase space is a (possibly singular) dual pair b…
We generalize Calabi-Yau 3-folds from the special Lagrangian perspective. More precisely, we study SU(3)-structures which admit as "nice" a local special Lagrangian geometry as the flat or a Calabi-Yau structure does. The underlying almost complex structure may not be integrable. Such SU(3)-structures ar…
To each ribbon graph we assign a so-called L-space, which is a Lagrangian subspace in an even-dimensional vector space with the standard symplectic form. This invariant generalizes the notion of the intersection matrix of a chord diagram. Moreover, the actions of Morse perestroikas (or taking a partial dual) and Vassil…
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…
A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations are unknown but revealed across time through i.i.d. realizations. The proposed al…
The SYZ Conjecture explains Mirror Symmetry between mirror Calabi-Yau 3-folds M,M' in terms of special Lagrangian fibrations f : M --> B and f' : M' --> B over the same base B, whose fibres are dual 3-tori, except for singular fibres. One of the main problems in proving the SYZ Conjecture (or even in finding the right …
We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form f(Hess, u)=0 on a smoothly bounded domain D in R^n. In our approach the equation is replaced by a subset F of the space of symmetric nxn-matrices, with bdy(F) contined in the set {f=0}. We establish the existence and uniquenes…
We study a stochastic and distributed algorithm for nonconvex problems whose objective consists of a sum of nonconvex -smooth functions, plus a nonsmooth regularizer. The proposed NonconvEx primal-dual SpliTTing (NESTT) algorithm splits the problem into subproblems, and utilizes an augmented Lagrangian b…
Revisits superfields and geometry, offering new formulations and interpretations.
Every closed, oriented, real analytic Riemannian 3-manifold can be isometrically embedded as a special Lagrangian submanifold of a Calabi-Yau 3-fold, even as the real locus of an antiholomorphic, isometric involution. Every closed, oriented, real analytic Riemannian 4-manifold whose bundle of self-dual 2-forms is trivi…