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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.

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227455682909 · Jun 202019922001200920172026
48 results for feasibility problem

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range constraints. Split feasibility generalizes important inverse problems including con…

2016-12-16abs ↗pdf ↗

Bayesian search optimizes exploration of feasible solutions under expensive constraints.

problem Identifying feasible solutions in computationally expensive constraint spaces.
method Bayesian models with an acquisition function for efficient exploration and exploitation.
result The proposed acquisition function improves the prediction of feasibility.

Study tests feasibility of linear programs with bandit feedback.

problem Testing feasibility of unknown linear programs with bandit feedback.
method Developed a novel test based on low-regret algorithms and a nonasymptotic law of iterated logarithms.
result Proved that the test is reliable and adapts to the signal level, with mean sample costs scaling as \( \widetilde{O}(d^2/Γ^2) \).

DFFL tackles federated learning with heterogeneous objectives and constraints.

problem Federated learning with clients having different objectives and feasible regions.
method Derived heterogeneity bounds for cost-vector distances and support-function/shape-distance terms. Lifted pointwise bounds to local-versus-federated excess-risk comparison.
result Federation is beneficial when the statistical advantage of pooling exceeds a client-specific heterogeneity penalty.

Paper defines conditions for feasible correlation matrices from factor structures.

problem Feasibility of option implied correlation matrices in non-FX markets.
method Quantitative and economic approaches to solve the nearest correlation matrix problem.
result Introduces methods to ensure feasible correlation matrices from factor structures.

Comonotonic allocations are restored under certain constraints, improving risk-sharing.

problem Feasibility constraints can distort optimal risk-sharing allocations.
method Identified componentwise convex-order solidity as a sufficient condition to restore comonotonic allocations.
result Componentwise convex-order solidity ensures comonotonic improvements under feasible constraints.

Gradient descent is efficient for solving feasibility problems with minimal memory and queries.

problem Finding a point in a given set using a memory-constrained algorithm with a separation oracle.
method Oracle complexity lower bounds for gradient descent and other algorithms.
result Gradient descent is Pareto-optimal in the oracle complexity/memory tradeoff for feasibility problems.

Mathematical framework for transfer learning feasibility and transfer risk.

problem Theoretical analysis of transfer learning.
method Reformulated transfer learning as an optimization problem, introduced transfer risk concept.
result Demonstrated the potential and benefits of incorporating transfer risk in transfer learning evaluation.

DC3 uses deep learning to solve hard-constrained optimization problems efficiently.

problem Hard constraints in optimization problems make classical solvers slow and infeasible.
method DC3 employs a differentiable procedure to enforce feasibility and unrolls corrections for inequality constraints.
result DC3 achieves near-optimal solutions while maintaining feasibility in both synthetic and real-world tasks.

New method tackles constrained optimization in multi-fidelity Bayesian optimization.

problem Efficiently identifying feasible regions in constrained optimization problems.
method Proposes CMFBO method with novel acquisition functions.
result Demonstrates effectiveness on synthetic problems and real-world ICF and joint design problems.

Solves online 3D bin packing with deep reinforcement learning under constraints.

problem Challenges of packing items immediately without information and constraints.
method Constrained deep reinforcement learning (DRL) with feasibility predictor.
result Significantly outperforms state-of-the-art methods in online 3D bin packing.

New method improves feasibility of fitting Gaussian vectors to an ellipsoid.

problem Feasibility of fitting nn Gaussian vectors to an ellipsoid boundary.
method Improved concentration of Gram matrices using Bartl & Mendelson (2022) results.
result Feasibility of (P)(\mathrm{P}) with high probability when nd2/Cn \leq d^2 / C.

COF algorithm minimizes cost in multi-armed bandits with known costs and reward constraints.

problem Minimizing cost while meeting a minimum reward requirement in uncertain environments.
method COF algorithm that intelligently combines samples from all arms to gauge feasibility and minimize cost.
result COF achieves instance-dependent upper bounds on cumulative cost and quality regret.

Proposes a recursive MPC scheme with probabilistic safety guarantees for uncertain dynamic systems.

problem Probabilistic safety guarantees for MPC in dynamic environments with unknown stochastic agents.
method Uses conformal prediction to derive high-confidence prediction regions and gradually relax safety constraints online.
result Ensures recursive feasibility of MPC schemes by relaxing safety constraints over time.

Develops a new framework for integrating satellite allocations in small portfolios.

problem Feasibility constraints in small portfolios, not return predictability, are the primary concerns.
method A four-layer feasibility framework: physical, economic, structural, and epistemic.
result Closed-form feasibility bounds on satellite size, turnover, and breadth without return forecasts.

Quadratic memory is essential for optimal convex optimization queries.

problem Optimal query complexity for convex optimization and feasibility problems.
method Lower bounds on query complexity for convex optimization and feasibility problems.
result Center-of-mass algorithms are Pareto-optimal for both convex optimization and feasibility problems.

Improved private learning of halfspaces with reduced sample complexity.

problem Private learning of halfspaces with reduced sample complexity.
method Iterative algorithm for solving linear feasibility problem, improving state-of-the-art results.
result Sample complexity reduced to d2.52logGd^{2.5} \cdot 2^{\log^*|G|}, improving d2d^2 factor.

Bayesian optimization tackles constrained high-dimensional problems with penalties and trust regions.

problem Constrained optimization in high-dimensional black-box settings with expensive evaluations and complex feasibility regions.
method Penalty formulation, surrogate model, trust region strategy, Expected Improvement acquisition function.
result The proposed Trust Region method identifies high-quality feasible solutions with fewer evaluations and maintains stable performance.

Work in Counterfactual Explanations tends to focus on the principle of "the closest possible world" that identifies small changes leading to the desired outcome. In this paper we argue that while this approach might initially seem intuitively appealing it exhibits shortcomings not addressed in the current literature. F…

2019-09-20abs ↗pdf ↗

Develops algorithms for multi-class Neyman-Pearson classification with cost sensitivity.

problem Asymmetric misclassification costs in multi-class classification problems.
method Establishes connection with cost-sensitive learning, proposes two algorithms, extends NP oracle properties.
result Proposes algorithms with theoretical guarantees for multi-class Neyman-Pearson classification.

New algorithm reduces sample complexity for safe reinforcement learning.

problem Safe reinforcement learning in constrained MDPs with performance and safety constraints.
method Model-based primal-dual algorithm balancing regret and bounded constraint violations.
result Proves near-optimal policies with bounded violations or zero violations in CMDPs.

A scalable method for deep metric learning using chance constraints.

problem Improving deep metric learning by addressing feasibility issues.
method Relating DML to chance constraints, reformulating as a feasibility problem, and iteratively training proxies.
result The method effectively improves deep metric learning performance across multiple benchmarks.

New algorithm exploits curvature of feasible sets for fast online convex optimization.

problem Online convex optimization with fast rates.
method Adapting FTL algorithm to curvature of feasible sets.
result Achieves logarithmic regret bound of O(ρlogT)O(ρ\log T) in stochastic environments.

New algorithms optimize constrained problems faster, avoiding full set optimization.

problem Optimizing constrained problems efficiently and quickly.
method Designing accelerated first-order algorithms that avoid full set optimization.
result Proved convergence to stationary points in nonconvex settings and accelerated rates in convex settings.

New conditions ensure Dantzig-Wolfe relaxation matches rank-constrained optimization problems.

problem Rank-constrained optimization problems with linear matrix inequalities.
method Investigates Dantzig-Wolfe relaxation and develops conditions for exactness.
result Conditions for extreme point, convex hull, and objective exactness.