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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.

168,742 papers · 148 categories

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1223 · Jan 202319922001200920172026
48 results for Weakly-convex

Weakly convex polyhedra which are star-shaped with respect to one of their vertices are infinitesimally rigid. This is a partial answer to the question whether every decomposable weakly convex polyhedron is infinitesimally rigid. The proof uses a recent result of Izmestiev on the geometry of convex caps.

2007-04-22abs ↗pdf ↗

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the 0\ell_0 pseudo norm is able to better induce sparsity than the commonly used 1\ell_1 norm. For a cl…

2017-08-07abs ↗pdf ↗

Expanding FCCO to non-smooth weakly-convex problems, improving deep learning performance.

problem Addressing the limitations of current FCCO methods by tackling non-smooth weakly-convex problems.
method Developed a single-loop algorithm for non-smooth weakly-convex FCCO and extended it to tri-level problems.
result Established the complexity for finding ε-stationary points in the Moreau envelop of the objective function.

Adaptive algorithm AMSGrad converges for weakly convex constrained optimization problems.

problem Solving constrained stochastic optimization problems with weakly convex objectives.
method Analysis of AMSGrad algorithm for a specific class of problems.
result AMSGrad achieves a convergence rate of ildeO(t1/4)\mathcal{ ilde O}(t^{-1/4}) for the norm of the gradient of the Moreau envelope.

This paper improves inverse problem solving with weakly convex regularisers and proves convergence.

problem Improving solution methods for inverse problems.
method Generalised formulation of convergent regularisation using weakly convex regularisers, and proof of convergence for primal-dual hybrid gradient method.
result Proves convergence of primal-dual hybrid gradient method for variational problems and shows improved performance with IWCNNs.

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.

New algorithm solves complex non-convex problems efficiently.

problem Non-smooth non-convex problems with weakly convex and strongly concave components.
method Stochastic Moreau envelope approximate gradient method (SMAG).
result First single-loop algorithm with state-of-the-art convergence rate.

We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We argue that the strict saddle property may be a realistic assumption in applications…

2019-12-16abs ↗pdf ↗

The study compares spectral volumes of manifolds with weakly convex boundaries.

problem Establishing volume comparison theorems for manifolds with weakly convex boundaries.
method Using spectral methods and Ricci tensor eigenvalues, the study compares volumes and diameters of manifolds.
result Sharp upper bounds for the volume and diameter of manifolds with weakly convex boundaries.

New single-loop algorithm tackles weakly convex constraints in stochastic optimization.

problem Optimization with weakly convex constraints in machine learning.
method Single-loop penalty-based stochastic algorithm using hinge-based penalty.
result Achieves state-of-the-art complexity for finding approximate KKT solutions.

Develops a new SPP algorithm with variance reduction for weakly convex optimization.

problem Weakly convex, composite optimization problems.
method Inexact semismooth Newton framework with variance reduction for stochastic proximal point updates.
result Establishes convergence results for the proposed algorithm.

Paper tackles efficient learning of non-convex hypotheses in metric spaces.

problem Efficiently find consistent hypotheses for non-convex hypotheses composed of possibly several disconnected regions.
method Proposes a general domain-independent algorithm for finding consistent weakly convex hypotheses and proves sufficient conditions for its efficiency.
result Shows that consistent hypothesis finding problem can be solved in polynomial time for a broad class of weakly convex hypotheses over metric spaces.

Study on polyhedra rigidity, finding non-existence of flexible weakly convex decomposable polyhedra.

problem Proving all decomposable polyhedra with vertices in convex position are infinitesimally rigid.
method Constructing explicit families of polyhedra, using the Hessian of the discrete Hilbert-Einstein functional, and searching for eigenvalues of the Hessian with Mathematica.
result Experimental evidence suggests no flexible, weakly convex and decomposable polyhedra exist.

We introduce the cutting construction of possibly non-compact symplectic toric manifolds, in particular, toric symplectic cones that correspond to a weakly convex good cone. Since the symplectization of a toric contact manifold is a toric symplectic cone, we can also construct toric contact manifolds that correspond to…

2013-01-13abs ↗pdf ↗

Paper extends SMM to weakly convex and multi-convex surrogates for non-convex optimization.

problem Non-convex optimization with weakly convex or multi-convex surrogates.
method Stochastic majorization-minimization with proximal regularization or block-minimization.
result Convergence rates for empirical and expected losses under non-i.i.d. data.

New convergence rates found for PnP methods using MMSE denoisers.

problem Asymptotic convergence of PnP methods with MMSE denoisers.
method Explicitly represented MMSE denoiser as an upper Moreau envelope, derived sublinear convergence rates.
result First sublinear convergence guarantee for PnP proximal gradient descent with MMSE denoiser.

We consider the evolution of hypersurfaces on the unit sphere Sn+1\mathbb{S}^{n+1} by their mean curvature. We prove a differential Harnack inequality for any weakly convex solution to the mean curvature flow. As an application, by applying an Aleksandrov reflection argument, we classify convex, ancient solutions of the …

2015-08-12abs ↗pdf ↗

A distributed subgradient method tackles non-convex optimization problems in networks.

problem Solving non-convex optimization problems in distributed networks.
method Proposes a distributed stochastic subgradient method (stoDPSM) with theoretical guarantees.
result Global convergence of stoDPSM using Moreau envelope stationarity measure, and linear convergence under sharpness condition.

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

We prove longtime existence and estimates for solutions to a fully nonlinear Lagrangian parabolic equation with locally C1,1C^{1,1} initial data u0u_0 satisfying either (1) (1+η)InD2u0(1+η)In-(1+η) I_n\leq D^2u_0 \leq (1+η)I_n for some positive dimensional constant ηη, (2) u0u_0 is weakly convex everywhere or (3) u0u_0 satisfies a larg…

2011-05-30abs ↗pdf ↗

This work establishes uniform convergence of subdifferentials in stochastic optimization.

problem Understanding how empirical stationary points approximate population ones in nonsmooth, nonconvex stochastic optimization.
method Reduction principle for weakly convex stochastic objectives, focusing on subgradient convergence.
result Sharp uniform convergence rates for subdifferential mappings in stochastic convex-composite optimization.

We consider compact convex hypersurfaces contracting by functions of their curvature. Under the mean curvature flow, uniformly convex smooth initial hypersurfaces evolve to remain smooth and uniformly convex, and contract to points after finite time. The same holds if the initial data is only weakly convex or non-smoot…

2011-04-05abs ↗pdf ↗

The main motivation here is a question: whether any polyhedron which can be subdivided into convex pieces without adding a vertex, and which has the same vertices as a convex polyhedron, is infinitesimally rigid. We prove that it is indeed the case for two classes of polyhedra: those obtained from a convex polyhedron b…

2006-06-27abs ↗pdf ↗

Novel algorithm accelerates PnP methods for image deblurring and super-resolution.

problem Efficiently solving inverse problems and imaging with provable convergence guarantees.
method Incorporates quasi-Newton steps into provable PnP framework based on proximal denoisers.
result 2--8x faster convergence compared to other provable PnP methods with similar quality.

Let (M, g) be a compact Einstein manifold with non-empty boundary. We prove that Killing fields at the boundary extend to Killing fields of any (M, g) provided the boundary is weakly convex and a simple condition on the fundamental group holds. This gives a new proof of the classical infinitesimal rigidity of convex su…

2013-05-08abs ↗pdf ↗

Study inverse curvature flows for capillary hypersurfaces in a unit ball.

problem Understanding the behavior of capillary hypersurfaces under inverse curvature flows.
method Investigate inverse curvature flows for strictly convex, capillary hypersurfaces in the unit Euclidean ball.
result Establish existence and convergence results for inverse curvature flows.

New method proves rigidity of minimal hypersurfaces in curved 4-manifolds.

problem Proving rigidity of minimal hypersurfaces in curved 4-manifolds.
method Combining nonnegative 2-intermediate Ricci curvature and strict positivity of scalar curvature, extending Chodosh-Li-Stryker method.
result Rigidity of two-sided free boundary stable minimal hypersurfaces in 4-manifolds with bounded geometry and weakly convex boundary.

In this paper we study the convexity properties of geodesics and balls in Outer space equipped with the Lipschitz metric. We introduce a class of geodesics called balanced folding paths and show that, for every loop αα, the length of αα along a balanced folding path is not larger than the maximum of its lengths at th…

2017-08-16abs ↗pdf ↗

We derive local C2C^{2} estimates for complete non-compact translating solitons of the Gauss curvature flow in R3\mathbb{R}^3 which are graphs over a convex domain ΩΩ. This is closely is related to deriving local C1,1C^{1,1} estimates for the degenerate Monge-Ampére equation. As a result, given a weakly convex bounded d…

2016-10-23abs ↗pdf ↗

Standard stochastic optimization methods are brittle, sensitive to stepsize choices and other algorithmic parameters, and they exhibit instability outside of well-behaved families of objectives. To address these challenges, we investigate models for stochastic minimization and learning problems that exhibit better robu…

2019-03-20abs ↗pdf ↗

We consider ancient solutions to the mean curvature flow in Rn+1\mathbb{R}^{n+1} (n3n \geq 3) that are weakly convex, uniformly two-convex, and satisfy derivative estimates Aγ1H2,2Aγ2H3|\nabla A| \leq γ_1 |H|^2, |\nabla^2 A| \leq γ_2 |H|^3. We show that such solutions are noncollapsed. As an application, in arbitrary codimension, …

2019-10-09abs ↗pdf ↗