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In a two-sided matching market when agents on both sides have preferences the stability of the solution is typically the most important requirement. However, we may also face some distributional constraints with regard to the minimum number…

Computer Science and Game Theory · Computer Science 2017-11-15 Kolos Csaba Ágoston , Péter Biró , Richárd Szántó

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Machine Learning · Computer Science 2016-11-04 P Balamurugan , Francis Bach

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

Optimization and Control · Mathematics 2025-07-23 Casey Garner , Gilad Lerman , Shuzhong Zhang

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

Optimization and Control · Mathematics 2016-10-18 André Chassein , Marc Goerigk

For solving unsteady hyperbolic conservation laws on cut cell meshes, the so called small cell problem is a big issue: one would like to use a time step that is chosen with respect to the background mesh and use the same time step on the…

Numerical Analysis · Mathematics 2019-12-30 Florian Streitbürger , Christian Engwer , Sandra May , Andreas Nüßing

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

We study $\varepsilon$-stability in continuous logic. We first consider stability in a model, where we obtain a definability of types result with a better approximation than that in the literature. We also prove forking symmetry for…

Logic · Mathematics 2024-11-08 Nicolas Chavarria

First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…

Mathematical Finance · Quantitative Finance 2020-11-25 Sarah Boese , Tracy Cui , Samuel Johnston , Gianmarco Molino , Oleksii Mostovyi

In this paper we explore solvability of steady-state variational inequalities with multivalued operators. Moreover, we are studying the connections between the class of radially semi-continuous operators with semi-bounded variation and…

funct-an · Mathematics 2008-02-03 O. V. Solonoukha

The purpose of this paper is to show stability of order preserving/reversing transforms on the class of non-negative convex functions in ${\mathbb R}^n$, and its subclass, the class of non-negative convex functions attaining $0$ at the…

Functional Analysis · Mathematics 2015-10-15 D. I. Florentin , A. Segal

This paper uses the notion of algorithmic stability to derive novel generalization bounds for several families of transductive regression algorithms, both by using convexity and closed-form solutions. Our analysis helps compare the…

Machine Learning · Computer Science 2009-04-07 Corinna Cortes , Mehryar Mohri , Dmitry Pechyony , Ashish Rastogi

In this paper we study an inverse boundary value problem for the biharmonic operator with first order perturbation. Our geometric setting is that of a bounded simply connected domain in the Euclidean space of dimension three or higher.…

Analysis of PDEs · Mathematics 2024-05-01 Boya Liu

We investigate the existence of weak solutions for matrix-valued two-phase harmonic map flows with optimal lifespan, which arises as the limiting system of the matrix-valued Rubinstein-Sternberg-Keller problem studied by ({\em Invent.…

Analysis of PDEs · Mathematics 2025-07-03 Wei Wang , Wei Wang , Zhifei Zhang

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

This paper is devoted to the study of tilt stability in finite dimensional optimization via the approach of using the subgradient graphical derivative. We establish a new characterization of tilt-stable local minimizers for a broad class of…

Optimization and Control · Mathematics 2017-05-30 Nguyen Huy Chieu , Le Van Hien , Tran T. A. Nghia

Multidimensional persistence modules do not admit a concise representation analogous to that provided by persistence diagrams for real-valued functions. However, there is no obstruction for multidimensional persistent Betti numbers to admit…

Dynamical Systems · Mathematics 2013-05-29 Andrea Cerri , Claudia Landi

We prove a weak stability result for the three-dimensional homogeneous incompressible Navier-Stokes system. More precisely, we investigate the following problem : if a sequence $(u_{0, n})_{n\in \N}$ of initial data, bounded in some scaling…

Analysis of PDEs · Mathematics 2013-10-02 Hajer Bahouri , Jean-Yves Chemin , Isabelle Gallagher

We present a detailed set of performance comparisons of two state-of-the-art solvers for the application of designing time-delay compensators, an important problem in the field of robust control. Formulating such robust control mechanics as…

Optimization and Control · Mathematics 2019-01-01 Vyacheslav Kungurtsev , Tim Mitchell , Tomas Vyhlidal

We propose a new way of thinking about one parameter persistence. We believe topological persistence is fundamentally not about decomposition theorems but a central role is played by a choice of metrics. Choosing a pseudometric between…

Algebraic Topology · Mathematics 2020-02-07 Wojciech Chachólski , Henri Riihimäki

Stability and error estimate for the Oseen equations in a projection based variational setup has been derived in this paper. The use of Geometric Conservation Law (GCL) provides unconditional stability whereas without using GCL we have a…

Analysis of PDEs · Mathematics 2019-05-28 Birupaksha Pal , Sashikumaar Ganesan