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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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4591136181 · Jun 202019922001200920172026
48 results for convex

The paper proves convexity of certain solitons and expanders in high dimensions.

problem Proving convexity of specific solitons and expanders in Rn+1\mathbb{R}^{n+1}.
method Inspired by Spruck-Xiao and Derdziński, the paper uses geometric analysis to prove convexity.
result The paper proves the convexity of complete 2-convex translating and expanding solitons and expanders in Rn+1\mathbb{R}^{n+1} for n3n\geq 3.

New geometric proof of convex function differentiability and approximation.

problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by C1,1C^{1,1} functions.

Optimal risk sharing without convex preferences using aggregate convexity.

problem Risk sharing among non-convex preferences.
method Aggregate convexity principles and Lyapunov convexity, combined with approximation arguments for law invariant risk measures.
result Derivation of a computationally tractable formula for the conjugate of the value function.

Extends DCP framework to Hadamard manifolds for geodesically convex functions.

problem Verifying convexity in nonlinear programs on Hadamard manifolds.
method Introduces Disciplined Geodesically Convex Programming (DGCP) framework, defining compositions and transformations for geodesically convex functions.
result Allows verification of geodesic convexity for a broader range of functions, including statistical estimators and matrix-valued optimization.

Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the related variational problems and optimization problems. Random convex analysis is …

2016-03-23abs ↗pdf ↗

Geodesic convexity generalizes the notion of (vector space) convexity to nonlinear metric spaces. But unlike convex optimization, geodesically convex (g-convex) optimization is much less developed. In this paper we contribute to the understanding of g-convex optimization by developing iteration complexity analysis for …

2016-02-19abs ↗pdf ↗

New method for optimization on Hadamard manifolds with curvature-independent guarantees.

problem Curvature-dependent complexity in geodesic convex optimization.
method Introducing horospherical convexity and developing algorithms for optimization.
result Curvature-independent convergence of subgradient descent and Nesterov's method.

Flow deforms locally convex curves to curves of constant k-order width.

problem Evolve locally convex curves to curves of constant k-order width.
method Introduced a nonlocal curvature flow to evolve locally convex curves in the plane.
result The flow converges to a smooth, locally convex curve of constant k-order width as time goes to infinity.

Let URdU\subseteq\mathbb{R}^d be open and convex. We prove that every (not necessarily Lipschitz or strongly) convex function f:URf:U\to\mathbb{R} can be approximated by real analytic convex functions, uniformly on all of UU. We also show that C0C^0-fine approximation of convex functions by smooth (or real analytic) conv…

2012-01-23abs ↗pdf ↗

Convexity properties are preserved under radial transformations in hyperbolic and spherical geometries.

problem Preserving convexity in hyperbolic and spherical geometries under radial transformations.
method Used Poincaré disk model for hyperbolic geometry and stereographic projection for spherical geometry to prove preservation of convexity under radial expansion and contraction.
result Radial expansion and contraction preserve hyperbolic and spherical convexity, respectively.

New algorithm improves convergence for non-convex problems with boundaries.

problem Optimizing non-convex problems with constraints.
method Reflected Gradient Langevin Dynamics with probabilistic representation.
result Promising convergence rates, faster than existing methods.

New illumination bodies defined for ball-convex shapes, proving convexity and establishing surface area measures.

problem Characterizing properties of ball-convex shapes.
method Introducing illumination bodies and weighted illumination bodies, proving convexity, and establishing surface area measures.
result Illumination bodies are convex and provide surface area measures for ball-convex shapes.

Study on convex ordering in stochastic control for swing contracts, proving value function convexity.

problem Pricing of swing contracts under stochastic dynamics.
method Discrete-time stochastic optimal control problem, convexity propagation, Brownian diffusion model, Stein's formula.
result Value function is convex in underlying asset price, relaxation of convexity assumption for semi-convexity.

Let URnU\subseteq\mathbb{R}^{n} be open and convex. We show that every (not necessarily Lipschitz or strongly) convex function f:URf:U\to\mathbb{R} can be approximated by real analytic convex functions, uniformly on all of UU. In doing so we provide a technique which transfers results on uniform approximation on bounded …

2011-12-05abs ↗pdf ↗

We introduce and study a new class of $\eps$-convex bodies (extending the class of convex bodies) in metric and normed linear spaces. We analyze relations between characteristic properties of convex bodies, demonstrate how $\eps$-convex bodies connect with some classical results of Convex Geometry, as Helly theorem, an…

2008-08-13abs ↗pdf ↗

A theorem of Tits - Vinberg allows to build an action of a Coxeter group ΓΓ on a properly convex open set ΩΩ of the real projective space, thanks to the data PP of a polytope and reflection across its facets. We give sufficient conditions for such action to be of finite covolume, convex-cocompact or geometrically fi…

2014-08-18abs ↗pdf ↗

Solves equality case in isoperimetric inequality for non-convex domains.

problem Equality case in relative isoperimetric inequality outside convex sets.
method Analyzes non-convex domains to settle the equality case.
result Solves the equality case for relative isoperimetric inequality outside arbitrary convex sets.

Convexity and convex functions play an important role in theoretical physics. To initiate a study of the possible uses of convex functions in General Relativity, we discuss the consequences of a spacetime (M,gμν)(M,g_{μν}) or an initial data set (Σ,hij,Kij)(Σ, h_{ij}, K_{ij}) admitting a suitably defined convex function. We show how…

2017-02-18abs ↗pdf ↗

Convexity and convex functions play an important role in theoretical physics. To initiate a study of the possible uses of convex functions in General Relativity, we discuss the consequences of a spacetime (M,gμν)(M,g_{μν}) or an initial data set (Σ,hij,Kij)(Σ, h_{ij}, K_{ij}) admitting a suitably defined convex function. We show how…

2000-11-15abs ↗pdf ↗