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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.

169,181 papers · 148 categories

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77154231308 · Jun 202019922001200920182026
48 results for smoothness constraint

New neural network smoothness constraints improve model performance.

problem Improving model sensitivity to input changes for better generalization and robustness.
method Exploring current smoothness constraints and proposing new flexible definitions.
result Current smoothness constraints lack flexibility and understanding of data, tasks, and learning.

Smoothness analysis of adversarial training reveals LL_\infty constraints cause more non-smoothness.

problem Non-smoothness of adversarial training loss function.
method Analyzed the smoothness of adversarial training loss function using optimal attacks for model parameters.
result The LL_\infty constraint causes more non-smoothness than L2L_2 constraint.

The paper examines smoothness of value function in consumption-investment models with borrowing constraints.

problem Investor's optimal consumption and investment under consumption-wealth utility and borrowing constraint.
method Second-order smoothness of value function, optimal consumption-investment policy in feedback form, smooth fit condition.
result The value function is second-order smooth and the constraint is binding under certain conditions.

Study optimal control with expectation constraint, proving smooth boundary and deriving numerical methods.

problem Optimal control with expectation constraint in a smooth boundary case.
method Uniform ellipticity proof, truncation argument, approximating sequence of PDEs, convergence analysis, numerical schemes.
result Proved smooth boundary and derived numerical methods for optimal control problem.

The paper constrains families of smooth 4-manifolds using Seiberg-Witten invariants.

problem Understanding the topology of families of smooth 4-manifolds.
method Finite dimensional approximation of the Seiberg-Witten monopole map.
result Constructs examples of continuous Zp\mathbb{Z}_p-actions and shows non-smoothability.

Two new methods solve large-scale stochastic convex problems with linear constraints.

problem Solving large-scale stochastic convex optimization problems with many linear constraints.
method Conditional gradient-based methods that process only a subset of constraints at each iteration.
result Rigorous convergence guarantees for the proposed methods.

New findings discourage use of boundary constraints in RL model parameter estimation.

problem Inference of RL model parameters using optimization methods is hindered by boundary constraints.
method Investigated interior point and deterministic direct search algorithms for optimization under smooth vs. boundary constraints.
result Boundary constraints lead to substantial truncation effects, discouraging their use.

Algorithm minimizes loss and constraint violations in online convex optimization with smooth penalties.

problem Minimizing loss and constraint violations in online convex optimization with smooth penalties.
method Projected gradient descent over a set around the current action.
result Both dynamic regret and constraint violation are bounded by the path-length.

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 ↗

Safe-EF improves federated learning for non-smooth, constrained optimization.

problem Federated learning's communication bottlenecks with high-dimensional model updates.
method Error feedback (EF) for non-smooth convex optimization with safety constraints.
result Safe-EF matches lower complexity bounds and ensures safety constraints.

Study shows only two topological configurations for Spin(7)-manifold fibrations, ruling out smooth Cayley fibrations.

problem Understanding smooth fibrations of compact Spin(7)-manifolds by Cayley submanifolds.
method Geometric and topological constraints from Spin(7)-structure, spinnability criterion, gauge-theoretic input.
result Rules out smooth Cayley fibrations on all known compact torsion-free Spin(7)-manifolds.

Study on constraints for topological and smooth realizations of line arrangements and configurations.

problem Investigating constraints on topological and smooth realizations of combinatorial line arrangements and (nk)(n_k)-configurations.
method Exploring constraints via locally-flatly or smoothly embedded 2-spheres, using Furuta's 10/8-Theorem, and G-signature theorem.
result Established a new lower bound for (nk)(n_k)-configurations, showing nk25n \geq k^2-5 for topological realizations.

For an arbitrary Frobenius manifold a system of Virasoro constraints is constructed. In the semisimple case these constraints are proved to hold true in the genus one approximation. Particularly, the genus 1\leq 1 Virasoro conjecture of T.Eguchi, K.Hori, M.Jinzenji, and C.-S.Xiong and of S.Katz is proved for smooth pr…

1998-08-11abs ↗pdf ↗

Estimates multiple linear systems on a graph with smoothness constraints.

problem Joint estimation of multiple linear systems under graph smoothness constraints.
method Proposes estimators for joint estimation of system matrices with error bounds.
result MSE converges to zero as mm increases, typically polynomially fast w.r.t mm.

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.

Proves generic nondegeneracy for solutions under volume constraint in closed manifolds.

problem Proving nondegeneracy for solutions of the Van der Waals-Allen-Cahn-Hilliard equation.
method Adapting techniques from previous research to prove nondegeneracy.
result Generic nondegeneracy for solutions of the Van der Waals-Allen-Cahn-Hilliard equation under a volume constraint in closed manifolds.

Smoothed analysis shows approximate SOSPs are near-optimal for SDPs with random perturbations.

problem Scalability issues in SDPs due to non-convexity of the factorized approach.
method Smoothed analysis of approximate second-order stationary points (SOSPs) under random perturbations.
result Approximate SOSPs are near-optimal for SDPs with k scaling like the square root of the number of constraints.

We show the existence of a smooth spherical surface minimizing the Willmore functional subject to an area constraint in a compact Riemannian three-manifold, provided the area is small enough. Moreover, we classify complete surfaces of Willmore type with positive mean curvature in Riemannian three-manifolds.

2012-01-09abs ↗pdf ↗

Counterexample shows state-constrained optimal control problems can have Young measure gaps.

problem Existence of Young measure gaps in state-constrained optimal control problems.
method Provided a counterexample for smooth controllable systems state-constrained to the unit ball.
result Gap occurs in a regular setting with non-convex Lagrangian density.

Unified analysis of first-order methods for smooth games using IQCs.

problem Certify convergence rates of first-order methods for smooth and strongly-monotone games.
method Adapted integral quadratic constraints (IQCs) to study first-order methods and derive tight upper bounds of convergence rates.
result First global convergence rate for the negative momentum method with O(κ1.5)\mathcal{O}(κ^{1.5}) iteration complexity.

Method approximates efficient frontier of chance-constrained programs.

problem Approximating the efficient frontier of chance-constrained nonlinear programs.
method Stochastic approximation method based on bi-objective viewpoint.
result Converges to stationary solutions of a smooth approximation of the original problem.

New method tackles bilevel optimization with polyhedral constraints.

problem Challenges in bilevel optimization with active-set changes and expensive Hessian inversions.
method Logarithmic barrier smoothing and proxy-gradient algorithm for differentiable approximation.
result Stationarity rates of O(K2/3)O(K^{-2/3}) in deterministic setting and O(K2/5)O(K^{-2/5}) under stochastic noise.

The paper develops efficient estimators for semi-parametric binary models in distributed computing.

problem Estimation and inference challenges in large-scale data under non-smooth objective functions.
method Proposes one-shot and multi-round divide-and-conquer estimators with adaptive kernel smoothing to relax constraints and achieve superlinear optimization error.
result Establishes quadratic convergence up to optimal statistical error rate and handles dataset heterogeneity and high-dimensional sparse parameters.

Smooth kernel regularizer improves deep neural networks' performance with less data.

problem Deep neural networks need large datasets for effective learning.
method Proposes a smooth kernel regularizer that encourages spatial correlations in convolution kernel weights, learned from previous experience.
result The smooth kernel regularizer improves visual recognition models over an L2 regularization baseline.

We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with s>32s>{3\over 2}. The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…

2004-05-17abs ↗pdf ↗

Study optimal consumption and investment strategies with leverage constraints using Epstein-Zin utility.

problem Optimal portfolio choice under leverage constraints and Epstein-Zin utility.
method Established viscosity solution to HJB equation, demonstrated smoothness, characterized optimal strategies, derived explicit solutions.
result Explicit solutions for optimal consumption and investment strategies under leverage constraints.

First-order method solves stochastic bilevel optimization with linear constraints.

problem Stochastic bilevel optimization with linear constraints and noise.
method Developed a novel framework using gradient-based techniques and smoothed penalty functions.
result Achieved finite-time convergence guarantees for (δ,ε)(δ, ε)-Goldstein stationary points.

Study bundles over surfaces with specific fibers, determining characteristic numbers and obstructions.

problem Characterizing bundles over surfaces with highly connected fibers.
method Analyzing smooth and topological bundles, providing necessary and sufficient conditions, and computing characteristic numbers.
result Determine characteristic numbers and divisibility constraints on signatures and genera for bundles of this type.