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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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13263851 · Jun 202019922001200920172026
48 results for second-order cone

Paper derives estimates for complex Hessian equations on Hermitian manifolds.

problem Estimating solutions to complex Hessian equations on Hermitian manifolds.
method Derives second order estimates for solutions in a specific cone.
result Establishes second order estimates for solutions in Γk+1Γ_{k+1} cone.

The SCMU algorithm computes cone factorizations for symmetric cones, improving upon existing methods.

problem Computing cone factorizations for symmetric cones in optimization.
method Introduces and analyzes the symmetric-cone multiplicative update (SCMU) algorithm.
result The SCMU algorithm non-decreases the squared loss objective.

Improved Compressed Sensing by optimizing sparse solutions with mixed integer programming.

problem Finding sparse solutions to linear measurements with numerical tolerance.
method Introducing an 2\ell_2 regularized formulation, reformulating as a mixed integer second order cone program, deriving a second order cone relaxation, and developing a custom branch-and-bound algorithm.
result Our approach produces solutions that are on average 6.22% more sparse compared to state-of-the-art methods.

This paper mainly aims to establish the well-posedness on time interval [0,ε12T][0,\varepsilon^{-\frac{1}{2}}T] of the classical initial problem for the bosonic membrane in the light cone gauge. Here ε\varepsilon is the small parameter measures the nonlinear effects. In geometric, the bosonic membrane are timelike submanifo…

2013-06-09abs ↗pdf ↗

This paper proves a rigidity result for annuli in RCD(K,N)RCD(K, N)-spaces.

problem The rigidity of annuli in RCD(K,N)RCD(K, N)-spaces.
method The approach uses second order differentiation and a method similar to Cheeger-Colding's.
result Annuli in RCD(K,N)RCD(K, N)-spaces with certain curvature conditions are measured Gromov-Hausdorff close to a warped product.

SOC-ICNN expands neural network representational capacity by using conic optimization.

problem Restrictive representational capacity of ReLU-based ICNNs.
method Proposes SOC-ICNN architecture that uses Second-Order Cone Programming.
result SOC-ICNN strictly expands representational space without increasing complexity.

The paper classifies periodic solitons in curve flows on the light-cone.

problem Investigating periodic solitons in curve flows on the light-cone.
method Deriving Harnack inequality for heat flow, classifying space-periodic solitons for a third-order curvature flow.
result Closed soliton solutions form a family of transcendental curves with specific rotation indices.

Solves Merton's investment-consumption problem with certainty equivalent approach.

problem Maximizing CRRA utility of consumption over time and investment mix.
method Identifies a certainty equivalent problem for the Merton problem, reformulates it as an SOCP, and applies it to model predictive control.
result The certainty equivalent problem can be solved as an SOCP, facilitating model predictive control.

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 method with complexity guarantees.
result Achieves iteration complexity of O(ε^(-3/2)) for finding (ε,√ε)-SOSP.

We prove that Wilson loop expectation values for arbitrary simple closed contours obey an area law up to second order in perturbative two-dimensional Yang-Mills theory. Our analysis occurs within a general family of axial-like gauges, which include and interpolate between holomorphic gauge and the Wu-Mandelstam-Liebran…

2016-01-18abs ↗pdf ↗

Nearly Kähler manifolds are the Riemannian 6-manifolds admitting real Killing spinors. Equivalently, the Riemannian cone over a nearly Kähler manifold has holonomy contained in G2. In this paper we study the deformation theory of nearly Kähler manifolds, showing that it is obstructed in general. More precisely, we show…

2016-01-18abs ↗pdf ↗

We study the problem of removable singularities for degenerate elliptic equations. Let F be a fully nonlinear second-order partial differential subequation of degenerate elliptic type on a manifold X. We study the question: Which closed subsets E in X have the property that every F-subharmonic function (subsolution) on…

2013-03-02abs ↗pdf ↗

The Einstein equations in wave map gauge are a geometric second order system for a Lorentzian metric. To study existence of solutions of this hyperbolic quasi diagonal system with initial data on a characteristic cone which are not zero in a neighbourhood of the vertex one can appeal to theorems due to Cagnac and Dossa…

2010-12-02abs ↗pdf ↗

We consider the problem of decomposing a multivariate polynomial as the difference of two convex polynomials. We introduce algebraic techniques which reduce this task to linear, second order cone, and semidefinite programming. This allows us to optimize over subsets of valid difference of convex decompositions (dcds) a…

2015-10-06abs ↗pdf ↗

We present a quantum interior-point method (IPM) for second-order cone programming (SOCP) that runs in time O~(nrζκδ2log(1/ε))\widetilde{O} \left( n\sqrt{r} \frac{ζκ}{δ^2} \log \left(1/ε\right) \right) where rr is the rank and nn the dimension of the SOCP, δδ bounds the distance of intermediate solutions from the cone boundary, ζζ

2019-08-19abs ↗pdf ↗

We propose convex relaxations for convolutional neural nets with one hidden layer where the output weights are fixed. For convex activation functions such as rectified linear units, the relaxations are convex second order cone programs which can be solved very efficiently. We prove that the relaxation recovers the glob…

2018-12-31abs ↗pdf ↗

A quadratic line complex is a three-parameter family of lines in projective space P^3 specified by a single quadratic relation in the Plucker coordinates. Fixing a point p in P^3 and taking all lines of the complex passing through p we obtain a quadratic cone with vertex at p. This family of cones supplies P^3 with a c…

2012-04-12abs ↗pdf ↗

Robust MCVaR portfolio optimization using RKHS for risk management.

problem Minimizing portfolio risk while achieving higher returns under uncertainty.
method Introduces a robust MCVaR model with ellipsoidal support and RKHS uncertainty set for chance constraint.
result Robust model outperforms nominal and market portfolios in various market conditions.

Study of symplectic Monge-Ampère equations using moment maps and contact structures.

problem Characterizing symplectic Monge-Ampère equations through geometric structures.
method Constructing contact cone structures and using moment maps to relate equations to projective spaces.
result The contact cone structure and the cocharacteristic variety coincide for non-degenerate equations.

Distance weighted discrimination (DWD) was originally proposed to handle the data piling issue in the support vector machine. In this paper, we consider the sparse penalized DWD for high-dimensional classification. The state-of-the-art algorithm for solving the standard DWD is based on second-order cone programming, ho…

2015-01-24abs ↗pdf ↗

Given a closed orientable Euclidean cone 3-manifold C with cone angles less than or equal to pi, and which is not almost product, we describe the space of constant curvature cone structures on C with cone angles less than pi. We establish a regeneration result for such Euclidean cone manifolds into spherical or hyperbo…

2005-10-20abs ↗pdf ↗

For 3-dimensional hyperbolic cone structures with cone angles θθ, local rigidity is known for 0θ2π0 \leq θ\leq 2π, but global rigidity is known only for 0θπ0 \leq θ\leq π. The proof of the global rigidity by Kojima is based on the fact that hyperbolic cone structures with cone angles at most ππ do not degenerate in defo…

2019-09-14abs ↗pdf ↗

We describe some properties of noncompact Euclidean cone manifolds with cone angles less than c less than 2pi and singular locus a submanifold. More precisely, we describe its structure outside a compact set. As a corollary we classify those with cone angles less than 3pi/2 and those with all cone angles equal to 3pi/2…

2009-04-08abs ↗pdf ↗