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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.

168,742 papers · 148 categories

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25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for Lagrangian dual

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.

Proposes TgNN-LD to improve neural network effectiveness and efficiency.

problem Limits in maintaining tradeoff between data and domain knowledge.
method Converts loss function to constrained form with PDEs, ECs, and EK as constraints, incorporating Lagrangian variables for equitable tradeoff.
result Improves prediction accuracy and conserves resources.

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 k2k\geq 2 are studied, re…

2012-12-24abs ↗pdf ↗

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…

2009-04-03abs ↗pdf ↗

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 …

2012-01-18abs ↗pdf ↗

Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.

problem Nonconvex composite functional constraints with inequality constraints.
method First-order augmented Lagrangian method with smoothed prox-linear reformulation.
result Explicit convergence rates for the proposed method in terms of KKT residual.

Unified DICE estimators as regularized Lagrangians for improved off-policy evaluation.

problem Improving off-policy evaluation from behavior-agnostic data.
method Unified derivation of DICE estimators as regularized Lagrangians of a linear program.
result Dual solutions offer greater flexibility and provide superior estimates in practice.

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…

2008-07-14abs ↗pdf ↗

A new method solves large-scale sparse group square-root Lasso problems efficiently.

problem Large-scale linearly constrained sparse group square-root Lasso problems.
method Dual semismooth Newton based augmented Lagrangian method (ALM).
result The proposed method efficiently solves the problem with numerical experiments demonstrating its effectiveness.

We show the total space of the canonical line bundle L\mathbb{L} of a Kahler-Einstein manifold XnX^n supports integrable SU(n+1)SU(n+1) structures, or Calabi-Yau structures. The canonical real line bundle LLL \subset \mathbb{L} over a minimal Lagrangian submanifold MXM \subset X is calibrated in this setting and hence can …

2001-09-26abs ↗pdf ↗

A new method for distributed optimization reduces communication rounds without minibatches.

problem Efficient training in distributed machine learning with different data distributions.
method A primal-dual method (GA-MSGD) applied to the Lagrangian of distributed optimization.
result Achieves linear convergence in communication rounds for strongly convex objectives.

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.

The paper proves a precise SYZ conjecture for toric Calabi-Yau manifolds with singular fibers.

problem Proving the SYZ conjecture for Calabi-Yau manifolds with singular fibers.
method Using family Floer mirror construction and Gross Lagrangian fibration.
result The dual singular fibration is compatible with the family Floer mirror construction.

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…

1999-09-02abs ↗pdf ↗

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 …

2002-02-02abs ↗pdf ↗

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…

2013-01-28abs ↗pdf ↗

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 MM-theories which are dual under timelike T-…

2018-10-05abs ↗pdf ↗

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…

2017-12-07abs ↗pdf ↗

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…

2014-06-20abs ↗pdf ↗

Lagrangian submanifolds in strict nearly Kähler 6-manifolds are related to special Lagrangian submanifolds in Calabi-Yau 6-manifolds and coassociative cones in G2G_2-manifolds. We prove that the mean curvature of a Lagrangian submanifold LL in a nearly Kähler manifold (M2n,J,g)(M^{2n}, J, g) is symplectically dual to the Mas…

2014-08-27abs ↗pdf ↗

Improves neural network verification by merging abstract domains and Lagrangian methods.

problem Prove provable bounds for neural network outputs given input ranges.
method Uses zonotopes within a Lagrangian decomposition to verify deep neural networks.
result Yields bounds that improve upon existing techniques in both time and tightness.

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…

2005-06-15abs ↗pdf ↗

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…

2003-03-12abs ↗pdf ↗

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…

2013-06-13abs ↗pdf ↗

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 C3\mathbf{C}^3 or a Calabi-Yau structure does. The underlying almost complex structure may not be integrable. Such SU(3)-structures ar…

2006-10-17abs ↗pdf ↗

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…

2014-01-23abs ↗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 ↗

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…

2019-01-23abs ↗pdf ↗

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 …

2000-11-22abs ↗pdf ↗

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…

2007-10-22abs ↗pdf ↗

Revisits superfields and geometry, offering new formulations and interpretations.

problem Exploring the connection between N=(2,2)N=(2,2) superfields and geometry.
method Combining different superfield formulations, using a doubled target space, and interpreting equations of motion geometrically.
result Shows that the doubled geometry is Donaldson's deformation of the original Kähler manifold.

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…

1999-12-31abs ↗pdf ↗