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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.

169,051 papers · 148 categories

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1122 · Feb 202519922001200920182026
16 results for re-optimization

Optimizes decision-making with uncertain variables using auxiliary observations.

problem Contextual stochastic optimization problems with uncertain variables and rich auxiliary observations.
method Trains forest decision policies by growing trees that optimize downstream decision quality, using optimization perturbation analysis for efficient approximations.
result Proves asymptotic optimality and empirical validation of the method's performance and efficiency.

High-frequency trading strategy boosts battery storage profits.

problem Maximizing revenue for battery energy storage systems in intraday markets.
method Adapted dynamic programming for continuous intraday markets, considering limit order book dynamics.
result Dynamic programming strategy outperforms standard re-optimization methods, increasing profits by 58% and 14% respectively.

New heuristic selects fewer assets for efficient portfolios, reducing costs.

problem High transaction costs and fees from including many assets in portfolios.
method Surrogate formulation to select assets, re-optimizes portfolio with fewer assets.
result Effective in constructing portfolios with fewer assets, reducing costs.

Automates MIPs solution with semi-supervised graph neural networks.

problem Solving recurrent Mixed-Integer Programming (MIP) problems efficiently.
method Semi-supervised Graph Neural Networks (GNNs) for predicting variable values.
result GNNs can solve MIPs with unlabeled data and improve over other ML approaches.

VERA uses variational inference to jailbreak LLMs without manual optimization.

problem Lack of principled objective for gradient-based optimization in jailbreaking LLMs.
method VERA casts black-box jailbreak prompting as a variational inference problem, training a small attacker LLM to approximate the target LLM's posterior over adversarial prompts.
result VERA achieves strong performance across various target LLMs, demonstrating the value of probabilistic inference for adversarial prompt generation.

Improved iterative hard thresholding for faster, sparser solutions.

problem Finding sparser solutions without sacrificing runtime.
method Adaptive regularization framework applied to iterative hard thresholding.
result Returns solutions with sparsity O(sκ)O(sκ), improving over existing methods.

New algorithm tackles dynamic assortment optimization with knapsack constraints.

problem Optimizing retailer's assortment decisions under resource constraints with multi-nomial choice modeling.
method Epoch-based re-solving algorithm that transforms MNL's fractional structure into a linear program with slack variables.
result Regret scales logarithmically with time horizon and resource capacities.

New method for inference on covariates in NMF with random effects.

problem Formal inference for covariate effects in NMF with non-negativity constraints.
method NMF-RE model with random effects, ridge updates, df-based cap, asymptotic linearization, wild bootstrap.
result Valid inference on covariates with non-negativity constraint, avoiding degeneracy.

New method for RLHF reduces costs by integrating new data in one pass.

problem Continuous integration and re-optimization of models in RLHF leads to high computational and storage costs.
method Proposes a one-pass reward modeling method using online mirror descent with a tailored local norm.
result Achieves constant-time updates per iteration, enhancing both statistical and computational efficiency.

Reactmine infers chemical reactions from time series data, overcoming sparse model limitations.

problem Inferring chemical reaction networks from time series data, especially when initial conditions are not varied.
method Sequential reaction inference in a search tree, ranking and re-optimizing kinetics.
result Reactmine successfully infers preponderant regulations in real datasets, matching model-based analyses.

This paper uses NLDT to find interpretable control rules from complex DRL policies.

problem Complex, non-interpretable policies from black-box AI methods.
method Evolutionary optimization of NLDT for hierarchical control rules.
result Interpretable control rules with similar performance to black-box DRL.