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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.

169,291 papers · 148 categories

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6.0%11.9%17.9%23.8% · Nov 199519922001200920182026
48 results for many constraints

Graphical notation simplifies complex polynomial constraints in linear models.

problem Complex polynomial constraints in linear structural equation models are impractical.
method Developed a graphical notation to represent these constraints.
result The graphical notation simplifies the representation of many polynomial constraints.

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.

Proposes a Thompson sampling algorithm for multi-objective contextual bandit problems with auxiliary constraints.

problem Real-world applications with multiple competing objectives and auxiliary constraints.
method Thompson sampling algorithm for multi-outcome contextual bandit problems with auxiliary constraints.
result Empirically evaluated and applied to a real-world video transcoding problem.

New method adds user constraints to Markov chains for better data reduction.

problem No systematic framework to impose user-defined constraints on Markov chains.
method Path entropy maximization to derive transition probabilities with user constraints.
result Improved nonlinear dimensionality reduction with user-prescribed constraints.

The paper explores solving inverse problems for ODEs with and without constraints.

problem Understanding when second order ODEs can represent Lagrangian models with or without constraints.
method Geometric techniques to address the inverse problem for both constrained and unconstrained systems of second order ODEs.
result The constrained case presents more ambiguities and complexities than the unconstrained one.

New algorithms reduce orthogonality constraint enforcement time in machine learning.

problem Efficiently solving orthogonality constraints in machine learning.
method Extending the landing algorithm to Stiefel manifold, incorporating stochastic and variance reduction techniques.
result All proposed methods achieve the same convergence rate as Riemannian counterparts enforcing constraints.

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod embedding problem to the case of finitely-many marginal constraints. Using the classic…

2015-06-12abs ↗pdf ↗

Constrained clustering has been well-studied for algorithms such as KK-means and hierarchical clustering. However, how to satisfy many constraints in these algorithmic settings has been shown to be intractable. One alternative to encode many constraints is to use spectral clustering, which remains a developing area. I…

2012-01-25abs ↗pdf ↗

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general ca…

2014-03-22abs ↗pdf ↗

Stabilized neural differential equations enforce constraints on dynamical systems.

problem Ensuring dynamical systems preserve known constraints like conservation laws.
method SNDEs with a stabilization term to enforce manifold constraints.
result SNDEs outperform existing methods and broaden constraint types.

Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as users' implicit feedbacks and citations among articles. As a result, these constra…

2012-03-15abs ↗pdf ↗

Paper tackles online convex optimization with stochastic constraints.

problem Online convex optimization with stochastic constraints.
method Proposes a new algorithm achieving O(T)O(\sqrt{T}) expected regret and constraint violations and O(Tlog(T))O(\sqrt{T}\log(T)) high probability regret and constraint violations.
result Achieves optimal regret and constraint violation bounds.

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.

A framework estimates categorical distributions under constraints, ensuring generality and uniqueness.

problem Estimating categorical distributions summarizing sample data under marginal constraints.
method Theoretical framework + Iterative Proportional Fitting (IPF) to estimate the distribution.
result A unique categorical distribution of Maximum Entropy under marginal constraints exists and is estimated.

Improved Bayesian learning rule handles positive-definite constraints efficiently.

problem Bayesian learning rule struggles with positive-definite constraints.
method Proposes an improved rule using Riemannian gradient methods for block-coordinate natural parameterization.
result Outperforms existing methods without increased computation.

Train one network for efficient deployment across many devices.

problem Efficient inference across diverse devices with minimal resource constraints.
method Once-for-All (OFA) network training and progressive shrinking algorithm.
result OFA network achieves state-of-the-art accuracy with significantly reduced training time and resource usage.

Proposes model-free learning for solving optimization problems with constraints.

problem Hard or impossible to derive expressions for objective function or constraints in optimization problems.
method Uses neural networks to parameterize the function and constraints, trains all networks simultaneously, and connects to reinforcement learning.
result Demonstrates the efficiency of model-free learning in power control problems.

Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

problem Global constraints in mean-field reinforcement learning for multi-agent systems.
method Safe-M3^3-UCRL uses epistemic uncertainty and log-barrier approach to ensure constraints satisfaction.
result Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

Constraint-aware neural networks improve accuracy in fluid flow simulations.

problem Ensuring physical constraints in neural network simulations for fluid dynamics.
method Two strategies to create constraint-aware neural networks for Riemann problems.
result Decrease in constraint deviation correlates with low discretization errors.

Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large integrality gap, due to frustrated cycles. One way to tighten the relaxation is to intr…

2012-10-16abs ↗pdf ↗

Consistent algorithms for multiclass learning with complex metrics and constraints.

problem Learning with complex performance metrics and constraints.
method General framework for designing consistent algorithms by viewing the problem as an optimization over feasible confusion matrices.
result Rates of convergence to the optimal (feasible) classifier, showing asymptotic consistency.

Paper solves robust optimization with expectation constraints for financial derivatives.

problem Computing robust maximization solutions with expectation constraints.
method Shows a single convex minimization problem for super-replication values.
result No-arbitrage bounds on various financial derivatives.

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.

Paper examines constraints on cryptocurrency networks to improve liquidity and capital costs.

problem Improving liquidity in cryptocurrency networks with limited capital deposits.
method Introduces constraints to bound loss in default scenarios and simplifies network structure.
result Achieves optimal tradeoff between liquidity and capital costs in payment networks.

Detects causal scenarios with inequality constraints among classical correlations.

problem Classifying causal structures and identifying those with inequality constraints.
method Using d-separation, e-separation, incompatible supports, and HLP condition.
result Resolved all but three causal scenarios with up to 4 observed variables.

POLICE enforces linear constraints on deep neural networks efficiently.

problem Enforcing constraints on deep neural networks without affecting optimization.
method Provably optimal affine constraint enforcement method that minimally modifies DNNs.
result POLICE ensures DNNs fulfill affine constraints during training and testing.

The paper tackles MAP inference over non-convex constraints in safety-critical settings.

problem Efficiently computing MAP predictions subject to non-convex constraints is challenging.
method The paper investigates conditions for exact and efficient MAP inference over continuous variables and devises scalable algorithms for both tractable and general cases.
result The proposed methods outperform constraint-agnostic baselines and scale to complex densities.

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.

We solve S-shaped utility portfolio selection with SD constraints using algorithms and neural networks.

problem Optimizing portfolios with S-shaped utility functions under SD constraints.
method First-order SD constraint solution, numerical algorithm for SSD, neural network approach.
result Effective numerical and neural network solutions for SSD constrained problems.