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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.

169,181 papers · 148 categories

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81162243324 · Jun 202019922001200920182026
48 results for constrained minimizers

The paper finds new constrained Willmore minimizers for non-rectangular tori.

problem Finding constrained Willmore minimizers for non-rectangular tori.
method Analyzing immersed tori in 3-space to minimize Willmore energy.
result The candidates constructed in previous work are constrained Willmore minimizers in certain non-rectangular conformal classes.

New method solves constrained self-concordant minimization problems efficiently.

problem Constrained self-concordant minimization problems.
method Newton Frank-Wolfe method using linear minimization oracles.
result The method uses nearly the same number of linear minimization calls as the Frank-Wolfe method.

New algorithm for nonconvex optimization on constrained Riemannian manifolds converges quickly.

problem Optimization on constrained Riemannian manifolds.
method Block majorization-minimization (BMM) for smooth nonconvex objectives with Riemannian constraints.
result Converges to stationary points within O(ε2)O(ε^{-2}) iterations.

Develops a theory to make learning solutions fair and safe.

problem Ensuring learning solutions are unbiased and safe in critical applications.
method Generates a generalization theory based on PAC learning framework, introduces constrained learning algorithm.
result Proves that constrained learning is as learnable as unconstrained learning, provides practical algorithm.

Loopy and generalized belief propagation are popular algorithms for approximate inference in Markov random fields and Bayesian networks. Fixed points of these algorithms correspond to extrema of the Bethe and Kikuchi free energy. However, belief propagation does not always converge, which explains the need for approach…

2012-10-19abs ↗pdf ↗

Algorithm minimizes regret in multi-criteria bandits with constraints.

problem Optimize primary attribute while respecting secondary constraints.
method Con-LCB algorithm that guarantees logarithmic regret and feasibility identification.
result Logarithmic regret and feasibility identification with high probability.

Paper proposes a new method to minimize submodular functions with fewer calls to simpler oracles.

problem Minimizing the sum of submodular set functions with limited information.
method Introduces a modified convex problem requiring constrained total variation oracles that can be solved with fewer calls to minimization oracles.
result Shows significant reduction in the number of calls to minimization oracles.

We study Spectral Measures of Risk from the perspective of portfolio optimization. We derive exact results which extend to general Spectral Measures M_phi the Pflug--Rockafellar--Uryasev methodology for the minimization of alpha--Expected Shortfall. The minimization problem of a spectral measure is shown to be equivale…

2002-03-29abs ↗pdf ↗

Constrained Willmore surfaces are conformal immersions of Riemann surfaces that are critical points of the Willmore energy W=H2W=\int H^2 under compactly supported infinitesimal conformal variations. Examples include all constant mean curvature surfaces in space forms. In this paper we investigate more generally the crit…

2004-11-22abs ↗pdf ↗

ECC compresses DNNs for energy-constrained devices like UAVs and smartphones.

problem Energy-constrained deep neural networks in vision applications.
method ECC uses a bilinear regression model to estimate DNN energy consumption and optimizes compression to meet energy constraints.
result ECC achieves higher accuracy under the same or lower energy budget compared to state-of-the-art techniques.

Optimal probability measure found for constrained stochastic processes.

problem Finding optimal probability measure with constraints for stochastic processes.
method Existence and uniqueness proof, explicit measure change, optimal drift and compensator adjustments.
result Explicit form of the optimal measure change and characterisation of adjustments.

Researchers define and prove existence of minimizers for generalized Willmore functionals.

problem Existence of area constrained minimizers for generalized Willmore functionals.
method Compactness result for branched, immersed, stratified surfaces; direct minimization; introduction of haunted surfaces.
result Existence of area constrained minimizers for generalized Willmore functionals.

BMM algorithm improves convergence for nonconvex optimization problems.

problem Constrained nonsmooth nonconvex optimization problems.
method Block majorization-minimization with diminishing radius.
result Improved convergence rate for nonconvex optimization problems.

Develops a framework for cost-efficient Bayesian optimization with constraints.

problem Optimizing designs with minimal cost in constrained search spaces.
method Constrained multi-fidelity Bayesian optimization (CMFBO) with automatic stopping criterion.
result Minimizes overall sampling costs while ensuring feasibility.

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…

2013-02-22abs ↗pdf ↗

We prove that a constrained Willmore immersion of a 2-torus into the conformal 4-sphere is either of "finite type", that is, has a spectral curve of finite genus, or is of "holomorphic type" which means that it is super conformal or Euclidean minimal with planar ends. This implies that all constrained Willmore tori in …

2008-03-05abs ↗pdf ↗

Local LMO optimizes constrained problems using local linear minimization.

problem Constrained optimization problems with complex feasible sets.
method Designs a new projection-free gradient method using local linear minimization.
result Transfers convergence rates of Projected Gradient Descent to the projection-free world.

PDCA algorithm learns policies for RL with constraints using a primal-dual approach.

problem Offline constrained reinforcement learning with general function approximation.
method Primal-Dual-Critic Algorithm (PDCA) using a primal-dual approach.
result PDCA finds a near saddle point of the Lagrangian, nearly optimal for constrained RL.

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.

Two new Frank-Wolfe algorithms improve convergence for constrained optimization.

problem Solving optimization problems with structured constraints in machine learning.
method Two new variants of the Frank-Wolfe (FW) method for stochastic finite-sum minimization.
result Best convergence guarantees for convex and non-convex objective functions.

New technique improves submodular maximization with barrier functions.

problem Maximizing submodular functions under complex constraints.
method Inspired by barrier functions in continuous optimization, a novel potential function is proposed for approximate minimization.
result Guaranteed 2(k+1+ε)2(k+1+ε)-approximation factor for feasible sets.

Symmetric TSP is structurally equivalent to a constrained Group Steiner Tree Problem.

problem Finding the shortest tour in a symmetric TSP.
method Structural equivalence between symmetric TSP and constrained Group Steiner Tree Problem.
result Maximizing net weight in the cGSTP is equivalent to minimizing the TSP tour length.

Algorithm optimizes constrained reinforcement learning with dual variables.

problem Minimizing convex functional subject to convex constraint in large state spaces.
method VPDPO algorithm using Lagrangian and Fenchel duality.
result Achieves sublinear regret and constraint violation, globally optimal policy.

Soft-constrained PINN solves ODEs with minimal data, improving efficiency and robustness.

problem Sparse and noisy data in experiments and simulations.
method Soft-constrained Physics-informed Neural Network (PINN) with minimal labeled data.
result Soft-constrained PINN reduces need for labeled data and achieves strong generalization.

The paper studies consistency of surrogate loss procedures under constrained classifiers.

problem Consistency of surrogate loss approaches under constrained classifiers without correct specification.
method The paper develops theoretical results and hinge loss based procedures for a constrained classification problem.
result Hinge losses are the only surrogate losses that preserve consistency in second-best scenarios.

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range of applications in data science, where the objective is used for inducing spars…

2014-09-09abs ↗pdf ↗

Method approximates efficient frontier of chance-constrained programs.

problem Approximating the efficient frontier of chance-constrained nonlinear programs.
method Stochastic approximation method based on bi-objective viewpoint.
result Converges to stationary solutions of a smooth approximation of the original problem.