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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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52104156208 · Jun 202019922001200920172026
48 results for Strongly Convex

A multiobjective optimization problem is CrC^r simplicial if the Pareto set and the Pareto front are CrC^r diffeomorphic to a simplex and, under the CrC^r diffeomorphisms, each face of the simplex corresponds to the Pareto set and the Pareto front of a subproblem, where 0r0\leq r\leq \infty. In the paper titled "Topolo…

2019-12-19abs ↗pdf ↗

We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike SVRG, our method can be directly applied to non-strongly and strongly convex prob…

2015-06-09abs ↗pdf ↗

Many classical algorithms are found until several years later to outlive the confines in which they were conceived, and continue to be relevant in unforeseen settings. In this paper, we show that SVRG is one such method: being originally designed for strongly convex objectives, it is also very robust in non-strongly co…

2015-06-05abs ↗pdf ↗

The paper proves properties of complex Finsler metrics on specific domains.

problem Investigating invariant complex Finsler metrics on complex domains.
method Analyzing holomorphic automorphism groups and constructing metrics.
result Explicitly constructed metrics on polydisks with properties similar to Bergman metric.

Characterizes Anosov representations and strongly convex cocompact groups with eigenvalue gaps.

problem Understanding Anosov representations and their properties.
method Characterizations via equivariant limit maps, Cartan property, and uniform gap summation.
result Characterizations of Anosov representations and strongly convex cocompact subgroups.

The Adam algorithm has become extremely popular for large-scale machine learning. Under convexity condition, it has been proved to enjoy a data-dependant O(T)O(\sqrt{T}) regret bound where TT is the time horizon. However, whether strong convexity can be utilized to further improve the performance remains an open problem…

2019-05-08abs ↗pdf ↗

The paper proves a Schwarz lemma for weakly Kähler-Finsler manifolds.

problem Estimating distance functions and proving Schwarz lemma for weakly Kähler-Finsler manifolds.
method Establishing theorems about distance functions and applying them to prove the Schwarz lemma.
result Holomorphic mappings from weakly Kähler-Finsler manifolds to pseudoconvex Finsler manifolds are constant under certain conditions.

A multiobjective optimization problem is simplicial if the Pareto set and front are homeomorphic to a simplex and, under the homeomorphisms, each face of the simplex corresponds to the Pareto set and front of a subproblem. In this paper, we show that strongly convex problems are simplicial under a mild assumption on th…

2019-04-07abs ↗pdf ↗

New study shows acceleration in hyperbolic spaces is impossible for strongly geodesically convex functions.

problem Acceleration in hyperbolic spaces for strongly geodesically convex functions is impossible.
method Perturbing hard functions with sums of bump functions chosen by a resisting oracle.
result Acceleration is unachievable for any deterministic algorithm in hyperbolic spaces for strongly geodesically convex functions.

Improved SGD for non-strongly-convex regression with faster convergence.

problem Non-strongly-convex least squares regression problems.
method Modified accelerated gradient descent.
result Achieves optimal prediction error rates of O(d/t)O(d/t) and forgets initial conditions faster to O(d/t2)O(d/t^2).

Almost all local minima in neural networks are strongly convex.

problem The prevalence of strongly convex neighborhoods around local minima in neural network optimization landscapes.
method Rigorous analysis of shallow neural networks with analytic activation functions, dividing parameter space into efficient and redundant domains.
result For shallow neural networks on the efficient domain, almost all local minima are strongly convex.

New lower bounds for gradient methods in strongly convex finite-sum optimization.

problem Developing tight lower bounds for randomized gradient methods in finite-sum optimization.
method Deriving tight lower complexity bounds for SAG, SAGA, SVRG, SARAH, and related methods.
result Tight matches between lower bounds and upper bounds for various methods under specific conditions.

We prove that Kobayashi isometries between strongly convex domains are holomorphic or anti-holomorphic. More precisely, let n1,n2n_1, n_2 be positive integers and let $Ω_i \subset \C^{n_i}, \ i=1,2$, be bounded C3C^3 strongly convex domains. If φ:(Ω1,dΩ1K)(Ω2,dΩ2K)φ: (Ω_1, d^K_{Ω_1}) \rightarrow (Ω_2, d^K_{Ω_2}) is an isometry, i.e. $ d^K_…

2012-01-24abs ↗pdf ↗

Characterizes Kähler-Berwald metrics on complex manifolds.

problem Identifying Kähler-Berwald metrics among strongly convex complex Finsler metrics.
method Geometric characterization using Cartan and Chern-Finsler connections.
result Characterizes Kähler-Berwald metrics in terms of parallelism of the canonical complex structure.

SA algorithms control dynamic regret in non-stationary settings with strong convexity or exp-concavity.

problem Non-stationary Online Convex Optimization with dynamic regret control.
method Strongly Adaptive (SA) algorithms view dynamic regret as path variation of the comparator sequence.
result SA algorithms achieve ildeO(TVTlogT) ilde O(\sqrt{TV_T} \vee \log T) and ildeO(dTVTdlogT) ilde O(\sqrt{dTV_T} \vee d\log T) dynamic regret for strongly convex and exp-concave losses, respectively.

New methods accelerate gradient descent for convex and strongly convex functions.

problem Improving convergence rates of gradient-based optimization methods.
method Formulated two classes of first-order algorithms with Lyapunov analyses and Hamiltonian assisted gradient method.
result Achieved accelerated convergence rates matching Nesterov's methods in strongly and general convex settings.

Drago optimizes DRO problems with faster convergence.

problem Distributionally robust optimization with closed, convex uncertainty sets.
method Primal-dual coupled variance reduction algorithm with cyclic and randomized updates.
result Achieves state-of-the-art linear convergence rate on strongly convex-strongly concave problems.

New algorithms minimize dynamic regret for strongly convex losses.

problem Minimizing dynamic regret for strongly convex losses.
method Developed Strongly Adaptive algorithms exploiting KKT conditions.
result Achieved near optimal dynamic regret of O(d1/3n1/3extTV[u1:n]2/3d)O(d^{1/3} n^{1/3} ext{TV}[u_{1:n}]^{2/3} \vee d).

Study of convex hypersurfaces with specific curvature properties.

problem Characterizing convex hypersurfaces with vanishing Weyl curvature and semi-parallel cubic form.
method Analyzing locally strongly convex affine hypersurfaces with vanishing Weyl curvature tensor and semi-parallel cubic form relative to the Levi-Civita connection of affine metric.
result Classification of such hypersurfaces, excluding flat affine metric cases.

This work accelerates gradient descent with anytime convergence guarantees.

problem Improving the convergence rate of gradient descent methods.
method Proposes a stepsize schedule for gradient descent that achieves anytime convergence rates.
result Gradient descent can achieve convergence rates of O(T1.119)O(T^{-1.119}) for any stopping time TT.

In this paper, we consider stochastic dual coordinate (SDCA) {\em without} strongly convex assumption or convex assumption. We show that SDCA converges linearly under mild conditions termed restricted strong convexity. This covers a wide array of popular statistical models including Lasso, group Lasso, and logistic reg…

2017-01-26abs ↗pdf ↗

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted towards distributed optimization. In this work we present a distributed algorithm …

2012-07-12abs ↗pdf ↗

Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems. However, the best known convergence rate for general convex problems is O(1/T) as opp…

2017-07-11abs ↗pdf ↗

Study smooths Finsler structures on Lie groups, proving extremal convergence.

problem Smooth left-invariant strongly convex C0C^0-Finsler structures on Lie groups.
method Introduce mollifier smoothing, study extremals using Pontryagin maximum principle.
result Pontryagin extremals on smoothed Finsler structures converge uniformly to those on original structure.

The paper characterizes complex Finsler metrics invariant under U(n) and their properties.

problem Characterizing U(n)U(n)-invariant strongly convex complex Finsler metrics.
method Analyzing conditions for strong convexity and proving theorems about these metrics.
result A U(n)U(n)-invariant strongly convex complex Finsler metric is a real Berwald metric if and only if it comes from a Hermitian metric.

New algorithm AG-OG optimizes separable convex-concave problems efficiently.

problem Efficiently solving separable convex-concave minimax optimization problems.
method Leverages Nesterov acceleration and optimistic gradient on component and coupling parts of the problem.
result Achieves optimal convergence rate for various settings including bilinearly coupled problems.

The study finds conditions for certain surfaces to have a specific type of metric.

problem Understanding the geometry of surfaces with specific metrics.
method Analyzes surfaces of revolution and derives conditions for a strongly convex slope metric.
result Necessary and sufficient conditions for surfaces of revolution to admit a strongly convex slope metric are established.

Epoch-GDA achieves optimal convergence rate for SCSC min-max problems.

problem Solving stochastic min-max problems with strong convexity and strong concavity.
method Epoch-wise stochastic gradient descent ascent method (Epoch-GDA) without additional assumptions.
result Achieves the optimal rate of O(1/T)O(1/T) for the duality gap of general SCSC min-max problems.

This paper resolves a longstanding open question pertaining to the design of near-optimal first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems. Current state-of-the-art first-order algorithms find an approximate Nash equilibrium using O~(κx+κy)\tilde{O}(κ_{\mathbf x}+κ_{\mathbf y}) or $\tild…

2020-02-05abs ↗pdf ↗

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…

2018-06-16abs ↗pdf ↗

Paper solves robust convex problems with heavy-tailed noise.

problem Solving convex compositional problems with heavy-tailed noise.
method Sub-Gaussian confidence bounds under weak heavy-tailed noise assumptions, using boosting strategy.
result Achieves nearly optimal high probability convergence result.