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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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3877115153 · Jun 202019922001200920172026
48 results for conic constraints

Study finds equivalence between MMV and MV preferences with conic constraints.

problem Monotone mean-variance portfolio selection under conic constraints.
method Closed-form solutions for optimal strategies under MMV and MV preferences.
result Optimal strategies coincide with and without the conic constraint.

New conic quadratic formulations improve outlier detection in regression models.

problem Detecting outliers in regression models with corrupted data.
method Deriving stronger second-order conic relaxations without big-M constraints.
result Proposed formulations are significantly faster than existing methods.

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

problem Finding approximate second-order stationary points in nonconvex conic optimization.
method Newton-CG based barrier-augmented Lagrangian method.
result Method achieves complexity bounds of O~(ε11/2)\widetilde{\cal O}(ε^{-11/2}) and O~(ε11/2min{n,ε5/4})\widetilde{\cal O}(ε^{-11/2}\min\{n,ε^{-5/4}\}) for finding an (ε,ε)(ε,\sqrtε)-SOSP.

Paper develops compact formulations for optimization problems with rank-one convex functions and indicator variables.

problem Optimization problems involving rank-one convex functions with support constraints.
method Perspective reformulation techniques to exploit conic structure and establish convex hull results.
result Systematic perspective formulations for convex hull descriptions of sets with nonlinear separable or non-separable objective functions and combinatorial constraints.

In this paper we consider the problem of minimizing the relative perimeter under a volume constraint in the interior of a conically bounded convex set, i.e., an unbounded convex body admitting an \emph{exterior} asymptotic cone. Results concerning existence of isoperimetric regions, the behavior of the isoperimetric pr…

2014-04-01abs ↗pdf ↗

In this article we give a criterion for the existence of a metric of curvature 11 on a 22-sphere with nn conical singularities of prescribed angles 2πϑ1,,2πϑn2π\vartheta_1,\dots,2π\vartheta_n and non-coaxial holonomy. Such a necessary and sufficient condition is expressed in terms of linear inequalities in $\vartheta_1,\dot…

2015-05-08abs ↗pdf ↗

Branched covers between Riemann surfaces are associated with certain combinatorial data, and Hurwitz existence problem asks whether given data satisfying those combinatorial constraints can be realized by some branched cover. We connect recent development in spherical conic metrics to this old problem, and give a new m…

2018-05-08abs ↗pdf ↗

We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized residual function of [Busseti et al., 2018], the problem solution map is differentiabl…

2019-03-13abs ↗pdf ↗

We treat a fairly broad class of financial models which includes markets with proportional transaction costs. We consider an investor with cumulative prospect theory preferences and a non-negativity constraint on portfolio wealth. The existence of an optimal strategy is shown in this context in a class of generalized s…

2019-03-19abs ↗pdf ↗

The paper introduces a new discretization of Gaussian curvature on surfaces.

problem Discretizing Gaussian curvature on surfaces with conic singularities.
method Discrete conformal theory and variational principles with constraints.
result Established a discrete uniformization theorem for surfaces with non-positive Euler number.

New framework solves low-rank optimization problems to certifiable optimality.

problem Low-rank optimization problems with certifiable solutions.
method Mixed-Projection Conic Optimization framework using symmetric projection matrices and outer-approximation algorithms.
result Solves low-rank problems to certifiable optimality, outperforming existing methods.

The study finds a continuous map achieving minmax area under Legendrian constraints.

problem Finding minmax areas under Legendrian constraints in 5D Sasakian manifolds.
method Continuous conformal Legendrian map with bounded multiplicity satisfying a weak Hamiltonian Minimal Equation.
result Continuous map achieving minmax area with bounded multiplicity.

Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…

2013-10-12abs ↗pdf ↗

This paper introduces a new formulation of the Conic Gromov-Wasserstein distance for comparing complex network structures.

problem Comparing measures of unequal mass and complex network structures.
method Novel semi-coupling formulation and extension to hypernetworks.
result Establishes fundamental properties and robustness of CGW metric.

Given a weighted line arrangement in the projective plane, with weights satisfying natural constraint conditions, we show the existence of a Ricci-flat Kähler metric with cone singularities along the lines asymptotic to a polyhedral Kähler cone at each multiple point. Moreover, we discuss a Chern-Weil formula that expr…

2017-12-21abs ↗pdf ↗

The purpose of this paper is to generalize the convexity of Mabuchi's functional to the conic setting. We first established a frame to study conic cscK metrics, and then the conic Mabuchi functional was introduced in such a way that conic cscK metrics are its critical points. Finally we proved the convexity of the coni…

2015-10-31abs ↗pdf ↗

The paper classifies isoparametric hypersurfaces in conic Finsler spaces.

problem Identifying new isoparametric hypersurfaces in conic Finsler spaces.
method Introduced isoparametric functions and hypersurfaces in conic Finsler spaces, classified them in specific spaces.
result Found additional isoparametric hypersurfaces in conic Minkowski spaces, such as helicoids.

Proves existence of Yamabe metrics on conical manifolds with conical points and links.

problem Existence of Yamabe metrics on singular manifolds with conical points and links.
method Derives a counterpart of Aubin's result, uses conical links and Fourier analysis, adds lower-order correction to standard bubbles.
result Derives asymptotic expansions on the Yamabe quotient for generic type metrics.

Proves conditions for positive scalar curvature on certain manifolds with conical singularities.

problem Conditions for positive scalar curvature on manifolds with isolated conical singularities.
method Analyzes isolated conical singularities and uses Geroch type results.
result No metric with positive scalar curvature on X#TnX \# T^n with isolated conical singularity.

Study on spherical conical metrics and their reducibility on compact Riemann surfaces.

problem Existence and geometric structure of reducible spherical conical metrics.
method Analysis of monodromy groups and geometric cutting of surfaces.
result Existence of reducible spherical conical metrics with saddle points on the same geodesic.

In this paper we develop a systematic deformation theory for conic constant curvature metrics on a closed surface when all cone angles are less than 2π; in particular, we define and study the Teichmüller space Tγ,kconic\mathcal{T}^{\mathrm{conic}}_{γ,k} of conic constant curvature metrics on a surface of genus γγ with kk

2015-09-25abs ↗pdf ↗

Study finds conditions for conformal deformations to constant scalar curvature in conic metrics.

problem Finding conditions for conformal deformations to constant scalar curvature in conic metrics.
method Analyzes conformal deformations within a class of incomplete Riemannian metrics that generalize conic orbifold singularities.
result Determines sufficient conditions for the existence of a conformal deformation to a conic metric with constant scalar curvature -1.

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides a straightforward way of favouring prescribed sparsity patterns, such as orderin…

2011-06-26abs ↗pdf ↗

We establish a parabolic version of Tian's C2,αC^{2,α}-estimate for conical complex Monge-Ampere equations, which includes conical Kähler-Einstein metrics. Our estimate will complete the proof of the existence of unnormalized conical Kähler-Ricci flow in arXiv:1411.7284.

2014-12-08abs ↗pdf ↗

We prove that the conical Kähler-Ricci flows introduced in \cite{CYW} exist for all time t[0,+)t\in [0,+\infty). These immortal flows possess maximal regularity in the conical category. As an application, we show if the twisted first Chern class C1,βC_{1,β} is negative or zero, the corresponding conical Kähler-Ricci flows co…

2014-02-26abs ↗pdf ↗

We study metrics on conic 2-spheres when no Einstein metrics exist. In particular, when the curvature of a conic metric is positive, we obtain the best curvature pinching constant. We also show that when this best pinching constant is approached, the conic 2-sphere has an explicit Gromov-Hausdorff limit. This is a gene…

2015-06-19abs ↗pdf ↗

Conic singular sub-manifolds are Lipschitz Normally Embedded in compact non-Euclidean manifolds.

problem Understanding the Lipschitz geometry of conic singular sub-manifolds.
method Analyzing the metric properties of conic singular sub-manifolds in compact non-Euclidean manifolds.
result Connected conic singular sub-manifolds are Lipschitz Normally Embedded.

The paper explores conic-line arrangements via Poncelet's theorem and finds families of reducible curves.

problem Understanding the topology of conic-line arrangements using Poncelet's theorem.
method Study unramified double covers induced by Poncelet transverses.
result Existence of families of Zariski pairs of degree 2m+62m+6 for m2m\geq 2.

Constructs surfaces with conical singularities using variational methods.

problem Creating Hamiltonian Stationary Surfaces with specific singularities.
method Variational methods and convergence process similar to Ginzburg-Landau analysis.
result Obtained surfaces with prescribed conical singularities related to optimal Wente constants.

Generically, topological insulators have conical points leading to Dirac-like currents.

problem Understanding the conical structure of degeneracies in topological phases of matter.
method Analyzing Hermitian matrices with three parameters to show conical points.
result Adiabatic deformations of topological insulators result in Dirac-like currents whose total conductivity equals the chiral number of conical points.