Research
On-device research index

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

Trend · papers per month

60120179239 · Jun 202019922001200920172026
48 results for mixed-integer convex programs

The paper develops mixed-integer formulations for neural networks using partitioning.

problem Optimizing trained ReLU neural networks with balanced model size and tightness.
method Partitioning node inputs into groups, forming the convex hull via disjunctive programming.
result The proposed formulations outperform existing ones, especially with fewer partitions.

Study counterfactuals in combinatorial choice using a representative agent model.

problem Analyzing decision-making from aggregated binary polytope data.
method Nonparametric approach based on a representative agent model, solving polynomial and mixed-integer convex programs.
result Developed a method for counterfactual prediction that works even under model misspecification.

The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. We present a rigorous and extensible mathematical programming formulation for solving the optimal binning problem for a binary, continuous and multi-class target type, incorporating constraints not p…

2020-01-22abs ↗pdf ↗

Transformers improve solving mixed-integer programs, especially CLSP.

problem Solving Capacitated Lot Sizing Problem (CLSP) with mixed-integer programming.
method Employing transformer models to predict binary variables in CLSP.
result Transformer model outperforms CPLEX and LSTM in solving CLSP.

A hybrid algorithm combines optimization and enumeration for symbolic regression.

problem Finding any function from a set of operators without prior specification.
method Mixed-integer nonlinear optimization with explicit enumeration and constraints.
result The hybrid algorithm is competitive with state-of-the-art methods.

ExDBN learns dynamic Bayesian networks using mixed-integer programming.

problem Learning dynamic causal relationships from time series data.
method Score-based learning algorithm using mixed-integer quadratic programming with branch-and-cut method.
result The proposed method produces more accurate results than state-of-the-art approaches.

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a mixed integer program (MIP) whose objective function is non-convex. In this form, t…

2016-02-22abs ↗pdf ↗

We consider the problem of minimizing a sum of clipped convex functions; applications include clipped empirical risk minimization and clipped control. While the problem of minimizing the sum of clipped convex functions is NP-hard, we present some heuristics for approximately solving instances of these problems. These h…

2019-10-27abs ↗pdf ↗

Optimizes risk assessment tools using mixed-integer programming.

problem Challenges in healthcare risk assessment due to label scarcity and asymmetric misclassification costs.
method Jointly optimizes scoring weights and category thresholds via mixed-integer programming (MIP).
result Prevents label-scarce category collapse and achieves more accurate risk categorization.

Optimizes portfolios to minimize tax liability, even with monthly trading restrictions.

problem Minimizing tax liability in portfolio construction while adhering to trading restrictions.
method Uses convex optimization to handle the non-convex tax-aware portfolio construction problem, customizing the approach to avoid wash sales.
result The method produces near-optimal trade lists with significantly reduced computational effort compared to globally optimal solutions.

A new portfolio optimization model minimizes maximum drawdown, offering faster and more robust solutions.

problem Optimizing portfolios during financial distress, especially during crises.
method Linearization of Markowitz model based on maximum drawdown, with a Mixed-Integer Linear Programming variation.
result 200 times faster solving time with a more profitable and robust solution.

Paper proposes a novel optimization method for disaggregating smart meter data.

problem Energy disaggregation, inferring appliance-specific energy consumption from aggregate meter data.
method Two-stage optimization approach: first phase uses mixed integer programming, second phase binary quadratic optimization with penalty terms and appliance constraints.
result Proposed method successfully reconstructs appliance signatures, overcoming previous optimization-based methods' limitations.

The paper analyzes financial networks with default charges and defines a model using fixpoint problems.

problem Modeling systemic risk in interbank networks with crossholdings and default charges.
method Mixed integer-linear programming and Gaussian elimination algorithm for computing clearing pairs.
result Developed methods to compute maximal and minimal clearing pairs.

Study integrates reliability constraints into generation planning models.

problem Challenges in integrating reliability constraints with generation planning models.
method Leverages a weighted oblique decision tree (WODT) technique to embed reliability verification constraints.
result Demonstrates effectiveness in achieving reliable and optimal planning solutions.

This work analyzes machine learning for Lagrangian Relaxation in MILP.

problem Improving efficiency in solving large-scale MILP problems.
method Data-driven Algorithm Design approach to learn Lagrangian multipliers.
result Stochastic Gradient Ascent achieves the minimax optimal rate for learning multipliers.

Proposes a method to learn both constraints and objective functions from data.

problem Data-driven inverse optimization for mixed-integer linear programs (MILPs).
method Two-stage approach: first learns constraints, then estimates objective-function weights conditioned on learned constraints.
result Proposes and validates a method for learning both objective functions and constraints from data.

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

Paper proposes methods to improve SVM classifiers in noisy data scenarios.

problem Improving SVM classifiers when training data contains label noise.
method Mixed Integer Linear and Non Linear models with relabeling and clustering.
result Effective methods improve SVM performance in noisy data scenarios.

Best-of-\infty improves LLM performance by efficiently allocating inference-time computation.

problem Achieving optimal performance in test-time LLM ensembling with infinite budget.
method Adaptive generation scheme and weighted ensembles of LLMs, formulated as mixed-integer linear program.
result Optimal ensemble weighting improves performance over individual models.

Unified framework improves fair classification by selecting representative data points.

problem Improving fair classification outcomes in the presence of unintentional biases.
method Develops a unified framework to jointly optimize accuracy and fairness, recasting as mixed-integer convex programs.
result The framework can be used to enhance classification fairness by selecting more representative data points.

New method closes certification gap for adversarially trained models.

problem Certifying robustness of adversarially trained neural networks.
method Nonconvex low-rank SDP relaxation with polynomial-time optimization.
result Strong certifications comparable to SDP methods, but with fewer variables.

Algorithm finds near-optimal VaR portfolios using MILP, improving risk management.

problem Computing optimal VaR portfolios is hard due to non-convexity and combinatorial nature.
method Formulates VaR portfolio problem as MILP, uses alternate formulations for guarantees.
result Near-optimal VaR portfolios with near-optimality guarantees.

Certified calibration methods protect model confidence from adversarial attacks.

problem Adversarial attacks degrade model calibration, reducing confidence in predictions.
method Developed certified calibration methods to provide worst-case bounds on calibration under adversarial perturbations.
result Certified calibration methods produce analytic and approximate bounds for the Brier score and expected calibration error.

This study proposes a graph partitioning method to improve spatial prediction models.

problem Improving interpretability of spatial prediction models in industries.
method Graph partitioning problem to minimize within-segment variances, formulated as mixed-integer quadratic programming.
result Approximation scheme efficiently identifies spatial segments, improving computational efficiency.

Optimizes electric aircraft deployment for Canadian aviation to reduce emissions.

problem Limited fleet capacity and operational structure hinder electric aircraft transition.
method Multi-period mixed-integer linear programming (MILP) framework.
result Electric aircraft can reduce emissions by over 70% within five years.

Introduces CCR for constructing confidence regions from conformal predictions.

problem Challenges in constructing confidence regions for model parameters.
method Combines conformal prediction intervals for model outputs to establish confidence regions for parameters under minimal assumptions.
result Valid coverage guarantees for finite sample regime, applicable to various model types.

Optimizes experimental design using synthetic controls for better outcomes.

problem Estimating average treatment effects in studies with pre-treatment data.
method Mixed-integer programming for selecting treated and control units and weights.
result Improves mean squared error and statistical power compared to simple alternatives.

Study rare-event simulation for neural networks and random forests.

problem Safety evaluation and robustness quantification of machine learning models.
method Importance sampling scheme integrating large deviations and sequential mixed integer programming.
result Efficiency guarantees and numerical demonstrations for various neural network architectures.

A new decision tree induction method using MIP for faster optimization.

problem Optimizing decision tree split rules for better classification performance.
method Mixed-integer programming (MIP) for Gini reduction maximization, efficient search algorithm.
result bsnsing trees outperform other tree models in new case discrimination.