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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.

168,657 papers · 148 categories

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51101152202 · Jun 202019922001200920172026
48 results for hard constraints

HardCoRe-NAS finds fitting neural networks adhering to hard resource constraints.

problem Finding fitting neural networks that adhere to hard resource constraints.
method Accurate formulation of resource requirement and scalable search method.
result HardCoRe-NAS generates state-of-the-art architectures strictly satisfying hard resource constraints.

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.

HardNet adds hard constraints to neural networks without sacrificing performance.

problem Ensuring adherence to input-dependent constraints in neural networks.
method Appends a differentiable enforcement layer to neural networks for end-to-end training with hard constraint guarantees.
result HardNet retains neural networks' universal approximation capabilities and enables efficient optimization.

Paper improves deep learning for solving evolutionary equations with trainable hard constraints.

problem Low computational accuracy of standard PINNs in large temporal domains.
method Sequential learning strategies and trainable influence functions for hard constraints.
result Significantly improved computational accuracy and universality of the method.

Paper characterizes causal graphs from hard interventions and proposes a learning algorithm.

problem Discovering causal structure from hard interventions and observational data.
method Proposes graphical constraints and a learning algorithm based on do-calculus.
result Characterizes interventional equivalence classes of causal graphs with latent variables.

DiffSlack learns neural networks with nonlinear constraints via learnable slack variables.

problem Enforcing nonlinear inequality constraints in neural networks.
method DiffSlack reformulates inequalities as equalities with learnable slack variables, predicting them as part of the network output.
result DiffSlack achieves higher planning success rates and stronger geometric constraint satisfaction compared to existing methods.

Proposes a method to generate text that adheres to logical constraints.

problem Generating text that respects logical constraints is hard for autoregressive models.
method Bayesian conditioning to draw samples subject to a constraint, considering the entire sequence and inducing a local, factorized distribution.
result Our approach generates samples that closely approximate the target distribution and are guaranteed to satisfy the constraints.

Optimal control problems on Riemannian manifolds are solved by penalizing constraint violations.

problem Optimal control problems with velocity constraints on Riemannian manifolds.
method Penalizing constraint violations and showing convergence to hard-constrained solutions.
result Solutions to soft-constrained problems converge to solutions of hard-constrained problems as penalty parameter increases.

Paper proposes Vertex Networks for reinforcement learning of control systems with safety guarantees.

problem Challenges in reinforcement learning with hard state and action constraints.
method Vertex Networks incorporate safety constraints into policy network architecture, ensuring safety during exploration.
result Proposed Vertex Networks outperform vanilla reinforcement learning in benchmark control tasks.

Automatically learns flexible symmetry constraints in neural networks using gradients.

problem Fixed hard constraints on neural network functions that cannot be adapted.
method Improves parameterisations of soft equivariance and optimizes marginal likelihood using differentiable Laplace approximations.
result Achieves equivalent or improved performance on image classification tasks compared to baselines with hard-coded symmetry.

Paper studies sparsity and DAG constraints for learning linear DAGs.

problem Learning DAGs from data is challenging due to the large search space.
method Formulates structure learning as a constrained optimization problem with soft sparsity and DAG constraints.
result Soft sparsity and DAG constraints lead to an easier optimization problem.

We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with non-convex constraints, under standard assumptions. In diverse scenaria, we observe that …

2017-12-26abs ↗pdf ↗

Algorithm tackles constrained reinforcement learning with concave-convex and knapsack constraints.

problem Constrained episodic reinforcement learning with concave rewards and convex constraints.
method Modular analysis with strong theoretical guarantees for concave-convex and knapsack settings.
result Significantly outperforms existing approaches in constrained episodic environments.

Paper tackles P vs NP problem in portfolio optimization with cardinality constraints and Black-Scholes derivatives.

problem Operationalizing the P vs NP problem in cardinality-constrained portfolio selection.
method Mixed-integer quadratic program with genetic algorithms, Monte Carlo sampling, and greedy screening.
result Cardinality constraint reshapes efficient frontier, highlighting trade-offs between stability and computational cost.

Enhanced evolutionary algorithms solve NP-hard portfolio optimization with cardinality constraints.

problem Portfolio optimization under cardinality constraints with real-world conditions.
method Strengthened multi-objective evolutionary algorithms with new representations, operators, and repair mechanisms.
result The proposed algorithms converge faster and provide better approximations with no performance loss.

Paper proposes a new sparse group k-max regularization for sparsity constraints.

problem Linear inverse problems with sparsity constraints are NP-hard.
method Sparse group k-max regularization, iterative soft thresholding algorithm.
result Approximates l0 norm more closely and enhances group-wise and in-group sparsity.

Algorithm ensures privacy while strictly adhering to constraints.

problem Differential privacy with linear constraints that must be strictly followed.
method Developed an algorithm that releases a nearly-optimal solution satisfying constraints with probability 1.
result Achieved nearly optimal performance while preserving privacy and strictly adhering to constraints.

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a solution to the problem of learning sparse discrete distributions. We study the hard…

2019-10-29abs ↗pdf ↗

Trading system uses NP-hard optimization to select stocks for high Sharpe ratio trading.

problem Finding profitable, uncorrelated stocks for high Sharpe ratio trading.
method NP-hard combinatorial optimization using Ising machine and simulated bifurcation algorithm.
result Trading strategy with FPGA-based system achieves 164 μs response latency.

Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to explicitly model such uncertainty through probabilistic constraints over the parameter sp…

2012-05-09abs ↗pdf ↗

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard thresholding methods have proven to be extremely efficient, but such methods require NP h…

2016-02-19abs ↗pdf ↗

We describe a new technique for computing lower-bounds on the minimum energy configuration of a planar Markov Random Field (MRF). Our method successively adds large numbers of constraints and enforces consistency over binary projections of the original problem state space. These constraints are represented in terms of …

2012-02-14abs ↗pdf ↗

We discuss multi-task online learning when a decision maker has to deal simultaneously with M tasks. The tasks are related, which is modeled by imposing that the M-tuple of actions taken by the decision maker needs to satisfy certain constraints. We give natural examples of such restrictions and then discuss a general …

2009-02-20abs ↗pdf ↗

SnareNet adds repair layers to neural networks to ensure outputs meet physical constraints.

problem Unconstrained neural network predictions violate physical or safety requirements.
method SnareNet appends a differentiable repair layer that navigates constraints to produce feasible outputs.
result SnareNet consistently improves objective quality while satisfying constraints more reliably.

Single sample estimation for hard-constrained models like SAT and coloring problems.

problem Estimating parameters of Markov Random Fields with hard constraints using a single sample.
method Pseudo-likelihood estimator with coupling techniques.
result Single-sample estimation is not always possible for hard constraints, and existence of an estimator is related to satisfiability.

We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of configurations to dynamically allocate the remaining budget. Our algorithm combi…

2019-02-01abs ↗pdf ↗

The paper optimizes stock portfolios with constraints based on performance attribution.

problem Optimizing stock portfolios with performance attribution constraints.
method Minimizes expected tail loss, constrains asset allocation and selection effect, tests on Dow Jones stocks.
result Imposing constraints on asset allocation and selection effect improves portfolio performance.

Bayesian neural network (BNN) priors are defined in parameter space, making it hard to encode prior knowledge expressed in function space. We formulate a prior that incorporates functional constraints about what the output can or cannot be in regions of the input space. Output-Constrained BNNs (OC-BNN) represent an int…

2019-05-15abs ↗pdf ↗

CANs improve GANs by enforcing structured constraints during training.

problem Generating valid structured objects like molecules and game maps from examples alone.
method Constrained Adversarial Networks (CANs) embed constraints into the model during training, penalizing invalid structures.
result CANs efficiently generate high-quality and novel valid structures.

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

This work proposes an online learning approach to tighten constraints in stochastic control problems.

problem Solving chance-constrained stochastic optimal control problems is computationally challenging.
method Reformulate chance constraints as a binary regression problem and use a GP model to learn constraint-tightening parameters online.
result The approach tightens constraints more effectively, leading to lower costs in numerical experiments.

New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.

problem Resolving algorithmic hardness in asymmetric binary perceptrons.
method Fully lifted random duality theory (fl RDT) and large deviation upgrade (sfl LD RDT).
result Local entropy breaks down for constraint densities in (0.77, 0.78) interval, matching current solver limits.

New algorithms optimize actions under time-varying constraints without projecting.

problem Optimizing actions under time-varying constraints without projecting.
method Projection-free algorithms using linear optimization oracle.
result Guaranteed ildeO(T3/4) ilde{O}(T^{3/4}) regret and O(T7/8)O(T^{7/8}) constraints violation.

In this work, we consider the optimal portfolio selection problem under hard constraints on trading amounts, transaction costs and different rates for borrowing and lending when the risky asset returns are serially correlated. No assumptions about the correlation structure between different time points or about the dis…

2014-10-29abs ↗pdf ↗

This paper explores the potential of Lagrangian duality for learning applications that feature complex constraints. Such constraints arise in many science and engineering domains, where the task amounts to learning optimization problems which must be solved repeatedly and include hard physical and operational constrain…

2020-01-26abs ↗pdf ↗