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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.

168,695 papers · 148 categories

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306191121 · Jun 202019922001200920172026
48 results for Proximal augmented Lagrangian

A new method tackles nonconvex optimization with penalties and proximal terms.

problem Nonconvex optimization problems with equality and inequality constraints.
method Inexact proximal augmented Lagrangian method (P-ALM) with adaptive penalty and proximal parameters.
result Effective convergence properties and numerical superiority over traditional methods.

Paper proposes distributed optimization for federated learning with theoretical guarantees.

problem Privacy-preserving cross-organizational data collaboration in machine learning.
method Augmented Lagrangian technique for diverse communication topologies, termination criteria, and parameter update mechanisms.
result The proposed framework recovers classical optimization methods and provides strong performance in large-scale federated learning.

New methods for convex optimization with locally Lipschitz gradient, achieving faster convergence.

problem Optimization problems with locally Lipschitz continuous gradient.
method Accelerated proximal gradient (APG) methods and proximal augmented Lagrangian method.
result Achieved faster convergence rates for convex optimization problems with locally Lipschitz gradient.

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.

Improves robustness of high-dimensional regression with rank objective and group lasso regularization.

problem Heavy-tailed noise and outliers in high-dimensional regression.
method Non-smooth Wilcoxon score based rank objective, group lasso regularization, data-driven tuning rule, proximal augmented Lagrangian method.
result Robust estimator with finite-sample error bound and efficient computational method.

Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the …

2018-04-09abs ↗pdf ↗

Proposes a method for multi-view clustering that integrates consistent and complementary graph regularizers.

problem Multi-view clustering where views have both consistent and complementary information.
method Consistent and complementary graph-regularized multi-view subspace clustering (GRMSC).
result The proposed method outperforms state-of-the-art methods on benchmark datasets.

We consider the stochastic nested composition optimization problem where the objective is a composition of two expected-value functions. We proposed the stochastic ADMM to solve this complicated objective. In order to find an εε stationary point where the expected norm of the subgradient of corresponding augmented Lag…

2019-11-12abs ↗pdf ↗

Paper tackles multivariate shape-constrained convex regression problems.

problem Fitting a convex function to data with component-wise monotonicity and uniform Lipschitz continuity.
method Least squares estimator via solving a constrained convex quadratic programming problem. Efficient algorithms designed: sGS-ADMM and pALM.
result Both proposed algorithms outperform state-of-the-art methods in numerical experiments.

Paper solves optimization problems with convex expectation constraints using a new algorithm.

problem Minimizing convex expectation functions with inequality convex expectation constraints.
method Stochastic Augmented Lagrangian-Type Algorithm (Stochastic Linearized Proximal Method of Multipliers).
result Algorithm achieves O(K1/2)O(K^{-1/2}) convergence rates for objective reduction and constraint violation.

New algorithm tackles complex optimization problems with inexact and stochastic methods.

problem Solving complex optimization problems with inexact and stochastic methods.
method Developed ICGALP algorithm for composite minimization problems with inexact computations.
result Convergence of Lagrangian to an optimum and asymptotic feasibility of the affine constraint.

A new algorithm solves the metric nearness problem efficiently.

problem Finding the nearest distance matrix that satisfies triangle inequalities.
method Delayed constraint generation with semismooth Newton based proximal augmented Lagrangian method (PALM).
result Solves problems with up to 10^8 variables and 10^13 constraints efficiently.

Unified Lagrangian-based methods for nonsmooth nonconvex optimization.

problem Minimizing nonsmooth nonconvex functions with constraints.
method Developed a unified framework for Lagrangian-based methods using subgradient updates.
result Global convergence guarantees for the proposed framework under mild conditions.

Paper proposes a new method to find approximate SOSP for nonconvex constrained optimization problems.

problem Finding a second-order stationary point of nonconvex equality constrained optimization.
method Newton-CG based augmented Lagrangian method with a new Newton-CG subproblem solver.
result Achieves better complexity guarantees for finding approximate SOSP with high probability.

For a Legendrian (2,n)(2,n) torus knot or link with maximal Thurston-Bennequin number, Ekholm, Honda, and Kálmán constructed CnC_n exact Lagrangian fillings, where CnC_n is the nn-th Catalan number. We show that these exact Lagrangian fillings are pairwise non-isotopic through exact Lagrangian isotopy. To do that, we com…

2016-07-11abs ↗pdf ↗

To a Legendrian knot, one can associate an A\mathcal{A}_{\infty} category, the augmentation category. An exact Lagrangian cobordism between two Legendrian knots gives a functor of the augmentation categories of the two knots. We study the functor and establish a long exact sequence relating the corresponding cohomolog…

2016-06-19abs ↗pdf ↗

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

Stochastic approach improves neural network training for kinetic simulations.

problem Training neural networks under physical constraints in kinetic fusion simulations.
method Stochastic augmented Lagrangian approach using pyTorch.
result Higher model prediction accuracy achieved compared to fixed penalty method.

The study explores Legendrian fillings and augmentations, providing methods to compute induced augmentations.

problem Understanding and computing Legendrian isotopy invariants through augmentations and fillings.
method Developed methods to compute induced augmentations based on Morse complex families and Legendrian cobordisms.
result Established methods to compute Legendrian isotopy invariants using augmentations and fillings.

New augmentations of twist knots found that can't be filled.

problem Finding augmentations of twist knots that cannot be filled by orientable Lagrangian fillings.
method Using a Floer-theoretic version of a result from microlocal sheaf theory, showing augmentations cannot be induced by algebraic tori.
result Established new examples of augmentations of Legendrian twist knots that cannot be induced by orientable Lagrangian fillings.

The paper connects Legendrian links to cluster theory and exact Lagrangian fillings.

problem Understanding the relationship between Legendrian links and cluster theory.
method Using exact Lagrangian fillings and cluster theory, the paper establishes connections between Legendrian links and cluster varieties.
result The augmentation variety of certain Legendrian 2-bridge links is isomorphic to a product of cluster varieties.

Develops consistent approximations for composite optimization problems.

problem Significant errors in solutions due to approximations in optimization problems.
method Specifies conditions for well-behaved approximations in minimizers, stationary points, and level-sets for a broad class of composite problems.
result Framework of consistent approximations for composite problems, including stochastic, neural-network, and multi-objective optimization.

We introduce a notion of cardinality for the augmentation category associated to a Legendrian knot or link in standard contact R^3. This `homotopy cardinality' is an invariant of the category and allows for a weighted count of augmentations, which we prove to be determined by the ruling polynomial of the link. We prese…

2015-11-20abs ↗pdf ↗

We provide an explicit example of a non trivial Legendrian knot ΛΛ such that there exists a Lagrangian concordance from Λ0Λ_0 to ΛΛ where Λ0Λ_0 is the trivial Legendrian knot. We then use the map induced in Legendrian contact homology by a concordance and the augmentation category of ΛΛ to show that no Lagrangian co…

2013-01-16abs ↗pdf ↗

The paper studies how Lagrangian cobordisms affect DGAs of Legendrian ends.

problem Understanding how Lagrangian cobordisms impact DGAs of Legendrian ends.
method Adapting the map induced by cobordisms on DGAs to linearizations using augmentations, and showing invariance under Lagrangian isotopy.
result The induced map on linearized Legendrian contact homology is invariant under Lagrangian isotopy under mild hypotheses.

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 ↗

We study the connection between topological strings and contact homology recently proposed in the context of knot invariants. In particular, we establish the proposed relation between the Gromov-Witten disk amplitudes of a Lagrangian associated to a knot and augmentations of its contact homology algebra. This also impl…

2013-04-21abs ↗pdf ↗

Clean intersections of Lagrangian knots in 3D are impossible.

problem Prohibiting clean intersections of certain knots in 3D symplectic geometry.
method Symplectic field theory and algebraic constraints on augmentation varieties.
result No Hamiltonian diffeomorphism can cleanly intersect a specific type of knot's conormal bundle.

SMP model preserves proximity and permutation in graph neural networks.

problem Challenges in graph mining, such as community and leader finding.
method Stochastic Message Passing (SMP) model that maintains proximity and permutation-equivariance.
result SMP model effectively preserves node proximities and permutation-equivariance.

We provide in this note two relevant examples of Lagrangian cobordisms. The first one gives an example of two exact Lagrangian submanifolds which cannot be composed in an exact fashion. The second one is an example of an exact Lagrangian cobordism on which all primitive of the Liouville form is not constant on the nega…

2013-01-29abs ↗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.

Paper proposes ASCCA for sparse CCA with trace Lasso regularization.

problem Sparse CCA in high-dimensional settings with correlated variables.
method Trace Lasso regularization, reformulated to Riemannian manifolds, inexact augmented Lagrangian method.
result Improved stability and interpretation of sparse CCA.

The paper develops methods for time-varying constrained online convex optimization.

problem Time-varying loss and constraint functions in online convex optimization.
method Model-based augmented Lagrangian methods (MALM) for time-varying and delayed feedback.
result Sublinear regret and constraint violation for both time-varying and delayed feedback scenarios.

New offline RL algorithms tackle partial data coverage with optimal performance and practicality.

problem Partial data coverage in offline RL datasets.
method Augmented Lagrangian method applied to MIS formulation for optimal offline RL.
result Statistically optimal offline RL with practical performance, eliminating conservatism.

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.