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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.

168,742 papers · 148 categories

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22446688 · May 202619922001200920172026
48 results for quadratic Lagrangian

The paper proves constant rank theorems for special Lagrangian equations.

problem Understanding saddle solutions and Liouville type results for special Lagrangian equations.
method Argument based on saddle solutions and Liouville type results for the special Lagrangian equation.
result Obtained constant rank theorems for saddle solutions to the special Lagrangian equation and the quadratic Hessian equation.

Solutions near infinity to special Lagrangian equations are asymptotic to quadratic polynomials with logarithmic terms.

problem Solving special Lagrangian equations near infinity with specific conditions.
method Modified Kelvin transforms to characterize remainders in asymptotic expansions.
result Remainders in asymptotic expansions are characterized by a single smooth function in even dimensions and Cn1,αC^{n-1,α} in odd dimensions.

We derive a Bernstein type result for the special Lagrangian equation, namely, any global convex solution must be quadratic. In terms of minimal surfaces, the result says that any global minimal Lagrangian graph with convex potential must be a hyper-plane.

2002-01-20abs ↗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.

Classifies surfaces in hyperbolic space with constant Gaussian curvature.

problem Classifying surfaces in hyperbolic space with specific curvature.
method Loop group method, spectral parameter deformation, holomorphic quadratic differentials.
result Weakly complete constant Gaussian curvature surfaces are in one-to-one correspondence with holomorphic quadratic differentials.

New algorithm solves stochastic optimization problems with unknown gradients.

problem Solving nonlinear optimization problems with stochastic objectives and deterministic constraints.
method Adaptive SQP with differentiable exact augmented Lagrangian and stochastic line search.
result Global convergence established for both non-adaptive and adaptive SQP methods.

It is well known that Lagrangian dynamical systems naturally arise in describing wave front dynamics in the limit of short waves (which is called pseudoclassical limit or limit of geometrical optics). Wave fronts are the surfaces of constant phase, their points move along lines which are called rays. In non-homogeneous…

2001-12-10abs ↗pdf ↗

We show that (a) any entire graphic self-shrinking solution to the Lagrangian mean curvature flow in Cm{\mathbb C}^{m} with the Euclidean metric is flat; (b) any space-like entire graphic self-shrinking solution to the Lagrangian mean curvature flow in Cm{\mathbb C}^{m} with the pseudo-Euclidean metric is flat if the H…

2010-03-16abs ↗pdf ↗

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.

Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the …

2018-04-09abs ↗pdf ↗

New algorithm tackles stochastic optimization with inequality constraints.

problem Stochastic optimization with inequality constraints in various applications.
method Active-set stochastic sequential quadratic programming (StoSQP) with a differentiable exact augmented Lagrangian.
result Global convergence for any initialization, KKT residuals converge to zero almost surely.

Given a manifold M with an action of a quadratic Lie algebra d, such that all stabilizer algebras are co-isotropic in d, we show that the product M\times d becomes a Courant algebroid over M. If the bilinear form on d is split, the choice of transverse Lagrangian subspaces g_1, g_2 of d defines a bivector field on M, w…

2008-11-27abs ↗pdf ↗

We consider self-similar solutions to mean curvature evolution of entire Lagrangian graphs. When the Hessian of the potential function uu has eigenvalues strictly uniformly between -1 and 1, we show that on the potential level all the shrinking solitons are quadratic polynomials while the expanding solitons are in one…

2009-05-24abs ↗pdf ↗

Global minimizers exist for Tonelli Lagrangians on half-Lie groups.

problem Existence and properties of minimizers for Lagrangians on infinite-dimensional spaces.
method Introduced Tonelli Lagrangians on half-Lie groups, proved existence of minimizers and flow lines.
result Global minimizers exist above certain energy thresholds.

Globalizes Jones and Alexander polynomials using topological intersections.

problem Link invariants from graded intersections of Lagrangians.
method Topological model proving the Jones polynomial's well-definedness and constructing globalizations.
result Proves the Jones polynomial and constructs globalizations of Jones and Alexander polynomials.

The paper integrates quasi-Poisson manifolds into multiplicative D-valued moment maps.

problem Integrating quasi-Poisson manifolds into a broader geometric framework.
method Develops new aspects of shifted symplectic and Poisson geometry, establishing Lie-type correspondences and systematic constructions.
result Identifies multiplicative D-valued moment maps integrating quasi-Poisson manifolds, extending known constructions.

New algorithms reduce complexity for solving nonconvex optimization problems with stochastic objectives and constraints.

problem Solving nonconvex optimization problems with stochastic objectives and constraints.
method Single-loop quadratic penalty and augmented Lagrangian algorithms with variance reduction techniques.
result Achieved best-known complexity guarantees for solving nonconvex optimization problems with stochastic objectives and constraints.

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.

New insights into convergence of optimization methods for DAG structure learning.

problem Unclear convergence properties of optimization methods for structure learning.
method Examined the convergence of augmented Lagrangian method (ALM) and quadratic penalty method (QPM) for structure learning.
result Standard convergence result of ALM does not hold in various cases, and QPM is prone to ill-conditioning.

The aim of this paper is to open the problem of construction of a nonlinear connection Γ=(M(α)β(i),N(α)j(i))Γ=(M^{(i)}_{(α)β}, N^{(i)}_{(α)j}) on the jet bundle of first order J1(T,M)J^1(T,M), which to be canonically produced by a Kronecker product vertical metrical d-tensor G(i)(j)(α)(β)=hαβgijG^{(α)(β)}_{(i)(j)}=h^{αβ}g_{ij}, possibly provided by multi-time …

2001-11-14abs ↗pdf ↗

Paper tackles multivariate shape-constrained convex regression problems.

problem Fitting a convex function to data with component-wise monotonicity and uniform Lipschitz continuity.
method Least squares estimator via solving a constrained convex quadratic programming problem. Efficient algorithms designed: sGS-ADMM and pALM.
result Both proposed algorithms outperform state-of-the-art methods in numerical experiments.

The correspondence between Riemann-Finsler geometries and effective field theories with spin-independent Lorentz violation is explored. We obtain the general quadratic action for effective scalar field theories in any spacetime dimension with Lorentz-violating operators of arbitrary mass dimension. Classical relativist…

2018-09-14abs ↗pdf ↗

We classify invariant Lagrangians of the form L(gij,gij,k,gij,kl,DI,DI,j)L(g_{ij},g_{ij,k},g_{ij,kl},D_I,D_{I,j}) depending at most quadratically on the variables gij,k,gij,klg_{ij,k},g_{ij,kl} and DI,DI,jD_I,D_{I,j}, where gg is a Lorentz metric and DD is a tensor field of arbitrary rank on a smooth manifold. As a corollary, we prove a conjecture of Bray'…

2014-08-18abs ↗pdf ↗

The moment-angle complex Z_K is cell complex with a torus action constructed from a finite simplicial complex K. When this construction is applied to a triangulated sphere K or, in particular, to the boundary of a simplicial polytope, the result is a manifold. Moment-angle manifolds and complexes are central objects in…

2013-02-11abs ↗pdf ↗

The authors prove that the logarithmic Monge-Ampère flow with uniformly bound and convex initial data satisfies uniform decay estimates away from time t=0t=0. Then applying the decay estimates, we conclude that every entire classical strictly convex solution of the equation {equation*} \det D^{2}u=\exp\{n(-u+1/2\sum_{i=…

2009-11-15abs ↗pdf ↗

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

We propose an SDP relaxation for the Gromov-Wasserstein distance, providing globally optimal solutions.

problem Matching objects between incomparable spaces using the Gromov-Wasserstein distance.
method Semi-definite programming (SDP) relaxation of the GW distance.
result The SDP relaxation provides globally optimal solutions for the GW distance in some instances.

A new algorithm for faster model selection in twin multi-class SVM.

problem Challenges in effective solution of multi-classification and fast model selection in twin multi-class SVM.
method Sample data set partition strategy, Lagrangian multipliers, piecewise linear update, initialization algorithm, and event-based iteration.
result Comparable classification performance achieved without solving quadratic programming problems.

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.