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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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202403605806 · Jun 202019922001200920172026
48 results for lagrangian optimization

The paper proves optimal smoothness for certain Lagrangian graphs with specific Hölder continuity.

problem Optimal regularity for Hölder continuous Hamiltonian stationary Lagrangian graphs.
method Establishing smoothness conditions based on Hölder exponent and Lagrangian phase properties.
result Smoothness of graphs is achieved when Hölder exponent is strictly greater than 1/3 and Lagrangian phase is supercritical.

Researchers develop neural optimal transport with Lagrangian costs for efficient computation.

problem Optimal transport between measures with Lagrangian costs for systems with geometric constraints.
method Neural network approach to compute geodesics and optimal transport maps efficiently.
result Efficient computation of geodesics and optimal transport maps without ODE solvers.

New Lagrangian approach for optimal control of second-order systems.

problem Optimal control of second-order differential equations derived from force-controlled Lagrangian systems.
method Proposes a new hyperregular control Lagrangian and control Hamiltonian, providing necessary optimality conditions.
result Defines an extended Tulczyjew's triple with controls and studies the relationship between Noether symmetries.

Study shows how to preserve Lagrangian condition in mean curvature flow on Kim-McCann metrics.

problem Preserving Lagrangian condition in mean curvature flow on Kim-McCann metrics.
method Expressed mean curvature flow within generalized mean curvature flow framework.
result Lagrangian condition is preserved along the flow.

In recent years, constrained optimization has become increasingly relevant to the machine learning community, with applications including Neyman-Pearson classification, robust optimization, and fair machine learning. A natural approach to constrained optimization is to optimize the Lagrangian, but this is not guarantee…

2018-04-17abs ↗pdf ↗

Unified Lagrangian-based methods for nonsmooth nonconvex optimization.

problem Minimizing nonsmooth nonconvex functions with constraints.
method Developed a unified framework for Lagrangian-based methods using subgradient updates.
result Global convergence guarantees for the proposed framework under mild conditions.

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 ↗

Classifies regularity for Lagrangian mean curvature type equations.

problem Classifying regularity for Lagrangian mean curvature type equations.
method Generalized constant rank theorem for Legendre transform, constructed convex solutions, and showed regularity conditions.
result Optimal regularity conditions for Lagrangian mean curvature type equations.

A new method tackles nonconvex optimization with penalties and proximal terms.

problem Nonconvex optimization problems with equality and inequality constraints.
method Inexact proximal augmented Lagrangian method (P-ALM) with adaptive penalty and proximal parameters.
result Effective convergence properties and numerical superiority over traditional methods.

We prove an optimal control on the time-dependent measure of a measurable set under a reparametrized Lagrangian mean curvature flow of almost calibrated submanifolds in a Calabi-Yau manifold. Moreover we give a classification of those Lagrangian translating solitons in Cm\mathbb{C}^m that evolve by this reparametrized …

2018-01-22abs ↗pdf ↗

Study uses DRL with Lagrangian relaxation to solve temporal control tasks with STL constraints.

problem Optimal control problems with temporal logic constraints.
method Extended CMDP formulation, Lagrangian relaxation, two-phase constrained DRL algorithm.
result Demonstrated learning performance of the proposed algorithm through simulations.

Proves smoothness and estimates for special Lagrangian solutions with semi-convexity.

problem Smoothness and estimates for special Lagrangian solutions.
method Viscosity solutions, smoothness, interior derivative estimates, sharpness of conditions.
result New Liouville theorem and effective Hessian estimates for special Lagrangian solutions.

A new method solves distributed optimization problems over networks.

problem Solving optimization problems over networks with local cost functions and limited communication.
method Distributed semismooth Newton based augmented Lagrangian method.
result The method efficiently solves distributed optimization problems over networks.

Improves neural network verification by merging abstract domains and Lagrangian methods.

problem Prove provable bounds for neural network outputs given input ranges.
method Uses zonotopes within a Lagrangian decomposition to verify deep neural networks.
result Yields bounds that improve upon existing techniques in both time and tightness.

The study finds conditions for free boundary Hamiltonian stationary discs in complex 2-space.

problem Conditions for free boundary Hamiltonian stationary Lagrangian discs in complex 2-space.
method Established conditions for weakly conformal, branched ΩΩ-free boundary Hamiltonian stationary Lagrangian immersions of discs.
result If conditions are met, a disc is a free boundary minimal immersion.

Develops a new solver for optimizing with stochastic dominance constraints.

problem Optimizing with stochastic dominance constraints is computationally expensive and impractical.
method Introduces Light Stochastic Dominance Solver (light-SD) that uses Lagrangian properties and surrogate approximation.
result The light-SD solver demonstrates superior performance on various problems.

We geometrically describe optimal control problems in terms of Morse families in the Hamiltonian framework. These geometric structures allow us to recover the classical first order necessary conditions for optimality and the starting point to run an integrability algorithm. Moreover the integrability algorithm is adapt…

2012-11-19abs ↗pdf ↗

Let MM be an nn-dimensional Lagrangian submanifold of a complex space form. We prove a pointwise inequality δ(n1,,nk)a(n,k,n1,,nk)H2+b(n,k,n1,,nk)c,δ(n_1,\ldots,n_k) \leq a(n,k,n_1,\ldots,n_k) \|H\|^2 + b(n,k,n_1,\ldots,n_k)c, with on the left hand side any delta-invariant of the Riemannian manifold MM and on the right hand side a linear combination o…

2013-07-04abs ↗pdf ↗

New methods for efficient exploration under unknown linear constraints in bandits.

problem Optimizing decisions under unknown linear constraints in bandit problems.
method Lagrangian relaxation, computationally efficient extensions of existing methods, constraint-adaptive stopping rule.
result LAGEX achieves asymptotically optimal sample complexity, LATS shows asymptotic optimality up to novel constants.

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.

Paper proposes distributed optimization for federated learning with theoretical guarantees.

problem Privacy-preserving cross-organizational data collaboration in machine learning.
method Augmented Lagrangian technique for diverse communication topologies, termination criteria, and parameter update mechanisms.
result The proposed framework recovers classical optimization methods and provides strong performance in large-scale federated learning.

The information bottleneck (IB) problem tackles the issue of obtaining relevant compressed representations TT of some random variable XX for the task of predicting YY. It is defined as a constrained optimization problem which maximizes the information the representation has about the task, I(T;Y)I(T;Y), while ensuring t…

2019-11-25abs ↗pdf ↗

Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.

problem Exploration-exploitation dilemma in linear quadratic regulator (LQR) setting.
method Relax optimistic optimization into a constrained extended LQR problem, then solve using Riccati equations.
result Computes εε-optimistic controller efficiently with O(log(1/ε))O\big(\log(1/ε)\big) Riccati equations.

The Rusk-Skinner formalism was developed in order to give a geometrical unified formalism for describing mechanical systems. It incorporates all the characteristics of Lagrangian and Hamiltonian descriptions of these systems (including dynamical equations and solutions, constraints, Legendre map, evolution operators, e…

2002-12-02abs ↗pdf ↗

Given a quasisymmetric homeomorphism φ\varphi of the circle, Bonsante and Schlenker proved the existence and uniqueness of the minimal Lagrangian extension fφ:H2H2f_\varphi:\mathbb{H}^2\to\mathbb{H}^2 to the hyperbolic plane. By previous work of the author, its maximal dilatation satisfies $\log K(f_\varphi)\leq C||\varphi…

2017-11-03abs ↗pdf ↗

A new decentralized algorithm DESTINY solves optimization over Stiefel manifold with single communication round.

problem Decentralized optimization over the Stiefel manifold with private data.
method Gradient tracking with approximate augmented Lagrangian function.
result DESTINY achieves global convergence with a single communication round.

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…

2016-03-14abs ↗pdf ↗

Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.

problem Optimizing problems with both discrete and continuous variables using costly simulations.
method Relaxing discrete variables into continuous latent variables, using Bayesian optimization, and incorporating compatibility constraints with Lagrangians.
result Comparative analysis of different mixed Bayesian optimization approaches.

We prove some non-existence theorems for translating solutions to Lagrangian mean curvature flow. More precisely, we show that translating solutions with an L2L^2 bound on the mean curvature are planes and that almost-calibrated translating solutions which are static are also planes. Recent work of D. Joyce, Y.-I. Lee,…

2007-11-27abs ↗pdf ↗

The paper introduces a new concept of frame vorticity and uses it to find optimal sections in specific geometric settings.

problem Finding optimal sections in geometric settings using frame vorticity.
method Defining frame vorticity, relating it to split pseudo-Riemannian metrics, and using split special Lagrangian calibrations.
result Explicit homologically volume maximizing sections and optimal sections for specific manifolds.

The paper develops methods for time-varying constrained online convex optimization.

problem Time-varying loss and constraint functions in online convex optimization.
method Model-based augmented Lagrangian methods (MALM) for time-varying and delayed feedback.
result Sublinear regret and constraint violation for both time-varying and delayed feedback scenarios.

Unified DICE estimators as regularized Lagrangians for improved off-policy evaluation.

problem Improving off-policy evaluation from behavior-agnostic data.
method Unified derivation of DICE estimators as regularized Lagrangians of a linear program.
result Dual solutions offer greater flexibility and provide superior estimates in practice.

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.

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago…

2016-10-07abs ↗pdf ↗

New offline RL algorithms tackle partial data coverage with optimal performance and practicality.

problem Partial data coverage in offline RL datasets.
method Augmented Lagrangian method applied to MIS formulation for optimal offline RL.
result Statistically optimal offline RL with practical performance, eliminating conservatism.

Constructing translating solitons from Lagrangian Grim Reapers.

problem Creating Lagrangian translating solitons from intersections of Grim Reapers.
method Desingularizing intersections with special Lagrangian Lawlor necks.
result Constructing Lagrangian translating solitons with multiple ends and loops.

Stochastic approach improves neural network training for kinetic simulations.

problem Training neural networks under physical constraints in kinetic fusion simulations.
method Stochastic augmented Lagrangian approach using pyTorch.
result Higher model prediction accuracy achieved compared to fixed penalty method.

We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of Benson's algorithm to solve this problem. Using Lagrangian duality, we develop sc…

2017-11-17abs ↗pdf ↗

In this paper, we study the Lagrangian F-stability of closed Lagrangian self-shrinkers immersed in complex Euclidean space. We show that any closed Lagrangian self-shrinker with first Betti number greater than one is Lagrangian F-unstable. In particular, any two-dimensional embedded closed Lagrangian self-shrinker is L…

2013-12-17abs ↗pdf ↗