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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.

169,341 papers · 148 categories

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316293124 · May 202619922001200920182026
48 results for NP-hard projections

Efficiently solves high-dimensional regression with overlapping groups using greedy hard-thresholding.

problem High-dimensional regression problems with overlapping groups of relevant features.
method Greedy hard-thresholding combined with submodular optimization to avoid NP-hard projections.
result Strong theoretical guarantees even with poorly conditioned data and overlapping features.

Dual IHT algorithm solves NP-hard non-convex sparse minimization problems.

problem Non-convex sparse minimization with 2\ell_2-regularized loss function.
method Developed a dual IHT algorithm for maximizing the non-smooth dual objective.
result Sparse recovery performance is invariant to RIP, superior to primal IHT algorithms.

Trading system uses NP-hard optimization to select stocks for high Sharpe ratio trading.

problem Finding profitable, uncorrelated stocks for high Sharpe ratio trading.
method NP-hard combinatorial optimization using Ising machine and simulated bifurcation algorithm.
result Trading strategy with FPGA-based system achieves 164 μs response latency.

Paper tackles graph structure learning via spectral constraints.

problem Learning graphs with specific structures from data.
method Convert structural constraints to Laplacian eigenvalue constraints, integrate with Gaussian graphical modeling.
result Unified framework for learning various graph structures, convergent and scalable.

Proving NP-hardness of embedding 3-manifolds with boundary tori into R^3.

problem Deciding embeddability of 3-manifolds with boundary tori into R^3.
method Reduction from satisfiability problem, using techniques from low-dimensional topology, particularly Dehn fillings on link complements.
result Proving NP-hardness of the embeddability problem for 3-manifolds with boundary tori.

We describe ways to define and calculate L1L_1-norm signal subspaces which are less sensitive to outlying data than L2L_2-calculated subspaces. We focus on the computation of the L1L_1 maximum-projection principal component of a data matrix containing N signal samples of dimension D and conclude that the general proble…

2013-09-04abs ↗pdf ↗

This work tackles fast and accurate low-rank factorization of compressed data.

problem Accurately and efficiently computing low-rank matrix or tensor factorizations from compressed data.
method Factorization in the compressed domain followed by reconstruction of original factors.
result Provable recovery of original factors under certain conditions.

We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.

2015-02-19abs ↗pdf ↗

Transformers struggle to learn Markovian dynamics, showing NP-hard optimization challenges.

problem Understanding transformers' limitations in learning Markovian dynamical functions.
method Investigated through a structured ICL setup, analyzing loss landscapes and parameter optimization.
result Recovering optimal transformer parameters for Markovian functions is NP-hard.

Two DRL policies collaborate to solve NP-hard routing problems.

problem Solving complex routing problems like TSP without expert knowledge.
method Learning Collaborative Policies (LCP) using seeder and reviser policies.
result Improves solution quality over single-policy DRL on various NP-hard routing problems.

Study shows optimal RL with transition look-ahead is NP-hard for 2\ell \geq 2.

problem Optimal reinforcement learning with transition look-ahead is computationally hard.
method Proved NP-hardness for 2\ell \geq 2 using linear programming.
result There is a precise boundary between tractable and intractable cases for RL with look-ahead.

Paper tackles NP-hard multi-agent planning with reinforcement learning.

problem Solving NP-hard multi-agent, multi-task planning problems with time-dependent rewards.
method Developed a reinforcement learning framework using mean-field inference and auction-based selection.
result Achieved near-optimality and transferability in solving MRRC and IPMS problems.

Equity-Transformer solves NP-hard min-max routing problems efficiently.

problem Min-max routing problems with multiple agents and large-scale applications.
method Sequential planning approach with Transformer and equitable workload distribution inductive biases.
result Significant runtime and cost reductions in min-max mTSP and min-max mPDP tasks.

This research uses reinforcement learning to find optimal emission offsets in greenhouse gas markets.

problem Finding optimal emission offsets in greenhouse gas markets to control excess emissions.
method Utilized reinforcement learning, specifically Nash-DQN, to estimate market Nash equilibria.
result Emitting firms can achieve significant financial savings by abiding by the Nash equilibria found in the market.

It is well known that Sparse PCA (Sparse Principal Component Analysis) is NP-hard to solve exactly on worst-case instances. What is the complexity of solving Sparse PCA approximately? Our contributions include: 1) a simple and efficient algorithm that achieves an n1/3n^{-1/3}-approximation; 2) NP-hardness of approximatio…

2015-07-21abs ↗pdf ↗

Paper develops zeroth and first order stochastic Frank-Wolfe algorithms for constrained optimization.

problem Optimization problems with difficult-to-project deterministic constraints and efficient projection constraints.
method Stochastic Frank-Wolfe algorithms with momentum and trimmed variants.
result Guaranteed fast convergence rates comparable to unconstrained problems.

Deep neural networks approximate solutions to NP-hard problems.

problem Approximating solutions to NP-hard combinatorial optimization problems.
method Homotopic recurrent neural networks combined with reinforcement learning.
result Homotopic RNNs improve the quality of solutions compared to vanilla RNNs.

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

EPMF factorizes matrices by adjusting their entries to match a specified power.

problem Factorizing matrices with adjusted entries to match a specified power.
method Analyzes the computational complexity of exact and approximate EPMF problems.
result Exact EPMF is strongly NP-hard, but can be solved in polynomial time when rank is fixed.