Related papers: Lagrange regularisation approach to compare nested…
This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…
We propose a first-order augmented Lagrangian algorithm (FALC) to solve the composite norm minimization problem min |sigma(F(X)-G)|_alpha + |C(X)- d|_beta subject to A(X)-b in Q; where sigma(X) denotes the vector of singular values of X,…
A stabilized Lagrange multiplier method for second order elliptic interface problems is presented in the framework of mortar method. The requirement of LBB (Ladyzhenskaya-Babu\v{s}ka-Brezzi) condition for mortar method is alleviated by…
This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To…
A filtered Lie splitting scheme is proposed for the time integration of the cubic nonlinear Schr\"odinger equation on the two-dimensional torus $\mathbb{T}^2$. The scheme is analyzed in a framework of discrete Bourgain spaces, which allows…
A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…
While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved prediction accuracy. However, it also inevitably introduces…
The bubble is a controversial and important issue. Many methods which based on the rational expectation have been proposed to detect the bubble. However, for some developing countries, epically China, the asset markets are so young that for…
Extended full-waveform inversion (FWI) has shown promising results for accurate estimation of subsurface parameters when the initial models are not sufficiently accurate. Frequency-domain applications have shown that the augmented…
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price…
In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unpredictable massive crashes. We apply the log-periodic power…
We consider a system of nonlinear ordinary differential equations for the solution of linear programming (LP) problems that was first proposed in the mathematical biology literature as a model for the foraging behavior of acellular slime…
The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
To construct a parallel approach for solving optimization problems with orthogonality constraints is usually regarded as an extremely difficult mission, due to the low scalability of the orthonormalization procedure. However, such demand is…
In this study, we consider a four-regime bubble model under the assumption of time-varying volatility and propose the algorithm of estimating the break dates with volatility correction: First, we estimate the emerging date of the explosive…
In this paper, the fuzzy multi-objective reliability redundancy allocation problem (FMORRAP) is proposed, which maximizes the system reliability while simultaneously minimizing the system cost under the type 2 fuzzy uncertainty. In the…
Upon embedding the axion-inflation in the minimal left-right symmetric gauge extension of the SM with gauge group $SU(2)_L\times SU(2)_R \times U(1)_{B-L}$, [arXiv:2012.11516] proposed a new particle physics model for inflation. In this…
The reconstruction of low-rank matrix from its noisy observation finds its usage in many applications. It can be reformulated into a constrained nuclear norm minimization problem, where the bound $\eta$ of the constraint is explicitly given…