MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.
problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.
Graph neural networks improve solving linear optimization problems.
problem Improving the efficiency of solving linear optimization problems.
method Using graph neural networks to simulate standard interior-point methods for linear optimization problems.
result Graph neural networks can solve linear optimization problems close to optimality, often outperforming conventional solvers.
A new algorithm reduces the complexity of solving optimal transport problems.
problem Optimal transport problem with linear constraints.
method Primal-dual accelerated stochastic gradient descent with variance reduction (PDASGD).
result Achieves the best-known computational complexity of O ~ ( n 2 / ε ) \widetilde{\mathcal{O}}(n^2/ε) O ( n 2 / ε ) for OT problems. Two deep learning algorithms solve utility maximisation problems in finance.
problem Solving utility maximisation problems in finance with deep learning.
method Two algorithms: one for Markovian problems via HJB equation and 2BSDE, the other for non-Markovian problems via adjoint BSDE.
result Highly accurate results with low computational cost, solving problems with power, log, and non-HARA utilities in various models.
There are recent cryptographic protocols that are based on Multiple Simultaneous Conjugacy Problems in braid groups. We improve an algorithm, due to Sang Jin Lee and Eonkyung Lee, to solve these problems, by applying a method developed by the author and Nuno Franco, originally intended to solve the Conjugacy Search Pro…
The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the classical ADMM still limits the size of the real problems being solved. When on…
Solves portfolio optimization with costs using numerical methods.
problem Dynamic portfolio optimization with transaction costs and constraints.
method Numerical dynamic programming techniques.
result Problems can now be solved tractably.
Solves the gauge problem in diffeomorphisms for non-compact spaces.
problem Recognizing metrics in different coordinates, especially in non-compact spaces.
method Solves a nonlinear system of PDEs to produce a diffeomorphism that fixes an appropriate gauge.
result Shows optimal bounds for the displacement function of the diffeomorphism.
Meta-learning neural networks to solve diverse PDEs efficiently.
problem Efficiently solving new PDE problems with minimal training.
method Neural network meta-learning of PDE problem representations.
result Meta-learned neural networks predict PDE solutions with high accuracy.
Solves relative isoperimetric problem on polygonal domains, focusing on corners.
problem Relative isoperimetric problem on polygonal domains in R 2 \mathbb{R}^2 R 2 . method Developed techniques for polygonal domains, with special attention to corners.
result Solved the relative isoperimetric problem for a square with a square corner removed.
Paper solves k-sparse parity problem with sign SGD, matching SQ lower bound.
problem Solving k-sparse parity problems efficiently.
method Sign stochastic gradient descent on neural networks.
result Matches Statistical Query lower bound for solving k-sparse parity problems.
New approach uses isotropic geometry to solve Euclidean problems.
problem Solving systems of constraints in Euclidean geometry.
method Start with analogous problems in isotropic geometry to initialize optimization algorithms.
result Solutions in isotropic geometry provide insight and initialize Euclidean problem solutions.
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.
Efficiently solves heterogeneous QPs by reducing variables using instance-specific projections.
problem Solving high-dimensional quadratic programming problems efficiently.
method Data-driven framework with a graph neural network generating projections tailored to each QP instance.
result Produces high-quality solutions with reduced computation time, outperforming existing methods.
In this paper, we consider three problems related to survival, growth, and goal reaching maximization of an investment portfolio with proportional net cash flow. We solve the problems in a market constrained due to borrowing prohibition. To solve the problems, we first construct an auxiliary market and then apply the d…
Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance matrix that can be decomposed into a sparse matrix minus a low-rank matrix from sam…
New algorithm solves complex stopping problems with robust optimization.
problem Solving complex stochastic optimal stopping problems.
method Simulation-based robust optimization with exact reformulation as a zero-one bilinear program.
result Developed polynomial-time heuristics and algorithms for practical solution.
Solves asymptotic A n A_n A n -realization problem for curves.
problem Realization problem for plane curves.
method Asymptotic analysis of smooth A n A_n A n -realization. result Determines cobordism distance between specific knot types.
Meta Optimal Transport learns from past problems to solve similar OT problems faster.
problem Solving similar optimal transport problems repeatedly from scratch is inefficient.
method Amortized optimization to predict optimal transport maps from past solutions.
result Meta OT models can solve new problems faster than standard methods.
Solves four problems related to circle families in the plane.
problem Four basic problems of circle families in the plane.
method Solves all four basic problems of circle families in the plane.
result All four basic problems are solved.
Modified Hungarian algorithm solves special OT problems efficiently.
problem Computing empirical Wasserstein distance in independence tests.
method Modified Hungarian algorithm for special OT problems.
result The modified algorithm solves special OT problems with complexity O ( m 2 n ) O(m^2n) O ( m 2 n ) . We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and discuss the properties of these PDEs. We also demonstrate how to solve them nume…
We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and t…
Solves a specific Dirichlet problem on Hermitian manifolds.
problem Solving Dirichlet problem for Monge-Ampère type equations on Hermitian manifolds.
method Solves the Dirichlet problem for Monge-Ampère type equations for ( n − 1 ) (n-1) ( n − 1 ) -plurisubharmonic functions on Hermitian manifolds. result Solves a specific Dirichlet problem on Hermitian manifolds.
WNVI solves inverse problems without forward models using neural networks.
problem Solving high-dimensional Bayesian inverse problems based on PDEs.
method WNVI uses weighted residuals and SVI with neural networks to infer state variables and unknowns.
result WNVI is more accurate and efficient than traditional methods and handles ill-posed problems.
Solves four problems related to sphere families in 3D space.
problem Four basic problems of sphere families in Euclidean 3-space.
method Solves all four basic problems of sphere families in Euclidean 3-space.
result All four basic problems are solved.
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the empirical risk is, however, highly nonlinear. This presents a challenge to applicatio…
Solves a specific Dirichlet problem for Lagrangian mean curvature equations.
problem Solving the Dirichlet problem for Lagrangian mean curvature equations.
method Solves the Dirichlet problem for Lagrangian mean curvature equations on uniformly convex domains.
result Solves the Dirichlet problem for Lagrangian mean curvature equations.
Two new algorithms solve nonconvex-strongly concave problems efficiently.
problem Solving nonconvex-strongly concave minimax problems.
method Proposed MINIMAX-TR and MINIMAX-TRACE algorithms.
result Find ( ε , ε ) (ε, \sqrtε) ( ε , ε ) -second order stationary points within O ( ε − 1.5 ) \mathcal{O}(ε^{-1.5}) O ( ε − 1.5 ) iterations. Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the empirical risk is, however, highly nonconvex. This alone presents a challenge to appl…
In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the optimization problem becomes non-trivial in the long-short case. To solve this problem…
New method uses diffusion models to solve inverse problems.
problem Solving ill-posed inverse problems with powerful priors.
method Formulate posterior sampling as a regularized Wasserstein gradient flow in latent space.
result Demonstrates improved performance on standard benchmarks.
Many investment models in discrete or continuous-time settings boil down to maximizing an objective of the quantile function of the decision variable. This quantile optimization problem is known as the quantile formulation of the original investment problem. Under certain monotonicity assumptions, several schemes to so…
New iterative method solves Yamabe problem on small domains.
problem Solving Yamabe equation on small Riemannian domains.
method Iterative scheme to solve Yamabe equation without functional minimization.
result Solves Yamabe equation on small domains with constant scalar curvature.
Paper solves a long-standing problem with curvature estimates.
problem Long-standing problem in n − 2 n-2 n − 2 curvature equation. method Global curvature estimate for the n − 2 n-2 n − 2 Hessian equation. result Solves a long-standing problem in n − 2 n-2 n − 2 curvature equation. Paper introduces scalable neural architecture for solving NP-hard problems.
problem Solving NP-hard reasoning problems from natural inputs.
method Scalable neural architecture and loss function for discrete Graphical Models.
result Empirically shows efficient learning of NP-hard problems.
Two methods solve kernel ridge regression problems efficiently.
problem Solving kernel ridge regression problems with large datasets.
method RPCholesky and KRILL preconditioning techniques.
result Efficient solutions to KRR problems with strong guarantees.
OKRidge solves sparse ridge regression problems for nonlinear systems.
problem Identifying sparse governing equations for nonlinear dynamical systems.
method OKRidge algorithm using saddle point formulation and ADMM-based approach with efficient proximal operators.
result OKRidge achieves provable optimality with significantly faster run times than Gurobi.
New method solves K P KP K P problem using global Cartan decompositions.
problem Solving time-optimal unitaries for targets in semi-simple Lie groups.
method Global Cartan decompositions of symmetric spaces for optimal control.
result Analytical solutions for time-optimal unitaries under specific conditions.
Solves surface problem in 3D light cone.
problem Björling problem for zero mean curvature surfaces in the three-dimensional light cone.
method Solves the Björling problem for zero mean curvature surfaces in the three-dimensional light cone.
result Constructs and classifies all rotational zero mean curvature surfaces.
Solves a challenging problem in imaging and communication.
problem Simultaneous source separation and phase retrieval.
method Uses deep generative models to constrain the search space.
result Demonstrates solving a highly under-determined, non-convex problem.
Solves Lie's 3D metric problem for projective vector fields.
problem Describing 3D Levi-Civita metrics with non-trivial projective vector fields.
method Analyzes Riemannian and Levi-Civita metrics of arbitrary signature.
result Solves the analog of Lie's problem in 3D.
Solves curve migration problem with elastic flows.
problem Curve migration problem with natural boundary conditions.
method Constructing migrating elastic flows.
result Extends previous work to purely local flow.
New adaptive methods solve weakly convex stochastic optimization problems.
problem Solving weakly convex stochastic optimization problems.
method Adaptive first and zeroth-order methods using exponential moving averages.
result Established non-asymptotic convergence rates for nonsmooth and nonconvex problems.
Surveying machine learning for solving graph optimization problems.
problem Solving combinatorial optimization problems on graphs requires algorithmic engineering.
method Surveying machine learning approaches for graph optimization.
result Machine learning offers new ways to solve graph optimization problems.
Survey on automating geometry problem solving with large models.
problem Automating geometric problem solving with spatial understanding and logical reasoning.
method Synthesizes GPS advancements through benchmark construction, parsing, and reasoning paradigms.
result Unified analytical paradigm and emerging opportunities identified.
We solve image inverse problems using a flow-based noise model.
problem Image inverse problems with complex noise patterns.
method Normalizing flow prior for maximum a posteriori estimation.
result Empirical validation on various inverse problems.
Neural networks solve eigen-problems in differential equations.
problem Finding eigenpairs of self-adjoint operators.
method Using neural networks to approximate eigenfunctions and eigenvalues.
result Demonstrates potential of neural networks in solving complex eigen-problems.