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We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

The main purpose of these lectures is to discuss briefly recent methods of calculation of statistical properties of quantum eigenvalues for chaotic systems based on semi-classical trace formulas. Under the assumption that periodic orbit…

Chaotic Dynamics · Physics 2007-05-23 E. Bogomolny

Motivated by applications in model-free finance and quantitative risk management, we consider Fr\'echet classes of multivariate distribution functions where additional information on the joint distribution is assumed, while uncertainty in…

Probability · Mathematics 2018-08-20 Daniel Bartl , Michael Kupper , Thibaut Lux , Antonis Papapantoleon , Stephan Eckstein

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

Many classical geometric inequalities on functionals of convex bodies depend on the dimension of the ambient space. We show that this dimension dependence may often be replaced (totally or partially) by different symmetry measures of the…

Metric Geometry · Mathematics 2014-12-11 René Brandenberg , Stefan König

We describe recent work of Kim in arXiv:1210.5190 to show that operator convex functions associated with quasi-entropies can be used to prove a large class of new matrix inequalities in the tri-partite and bi-partite setting by taking a…

Quantum Physics · Physics 2015-06-12 Mary Beth Ruskai

We discuss computations of the Thom polynomials of singularity classes of maps in the basis of Schur functions. We survey the known results about the bound on the length and a rectangle containment for partitions appearing in such Schur…

Algebraic Geometry · Mathematics 2012-09-06 Özer Öztürk , Piotr Pragacz

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

We present a simulation code which can solve broad ranges of partial differential equations in a full sphere. The code expands tensorial variables in a spectral series of spin-weighted spherical harmonics in the angular directions and a…

Instrumentation and Methods for Astrophysics · Physics 2018-04-26 Daniel Lecoanet , Geoffrey M. Vasil , Keaton J. Burns , Benjamin P. Brown , Jeffrey S. Oishi

This is the first part of a series of two papers where we study perturbations of divergence form second order elliptic operators $-\mathop{\operatorname{div}} A \nabla$ by first and zero order terms, whose coefficients lie in critical…

Analysis of PDEs · Mathematics 2023-02-02 Simon Bortz , Steve Hofmann , José Luis Luna Garcia , Svitlana Mayboroda , Bruno Poggi

We prove trace identities for commutators of operators, which are used to derive sum rules and sharp universal bounds for the eigenvalues of periodic Schroedinger operators and Schroedinger operators on immersed manifolds. In particular, we…

Spectral Theory · Mathematics 2009-03-04 Evans M. Harrell , Joachim Stubbbe

We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…

Optimization and Control · Mathematics 2022-12-06 Kwangjun Ahn , Prateek Jain , Ziwei Ji , Satyen Kale , Praneeth Netrapalli , Gil I. Shamir

A trace ratio optimization problem over the Stiefel manifold is investigated from the perspectives of both theory and numerical computations. At least three special cases of the problem have arisen from Fisher linear discriminant analysis,…

Optimization and Control · Mathematics 2021-01-13 Li Wang , Lei-Hong Zhang , Ren-Cang Li

The MaxCut SDP is one of the most well-known semidefinite programs, and it has many favorable properties. One of its nicest geometric/duality properties is the fact that the vertices of its feasible region correspond exactly to the cuts of…

Optimization and Control · Mathematics 2018-06-05 Marcel K. de Carli Silva , Levent Tunçel

We study the optimal lower and upper complexity bounds for finding approximate solutions to the composite problem $\min_x\ f(x)+h(Ax-b)$, where $f$ is smooth and $h$ is convex. Given access to the proximal operator of $h$, for strongly…

Optimization and Control · Mathematics 2023-08-15 Zhenyuan Zhu , Fan Chen , Junyu Zhang , Zaiwen Wen

This work advances knowledge of the threshold of prox-boundedness of a function; an important concern in the use of proximal point optimization algorithms and in determining the existence of the Moreau envelope of the function. In finite…

Optimization and Control · Mathematics 2019-09-12 Chayne Planiden

In this paper we introduce conformally covariant boundary operators for Poincar\'e-Einstein manifolds satisfying a mild spectral assumption. Using these boundary operators we set up higher order Dirichlet problems whose solutions are such…

Differential Geometry · Mathematics 2023-11-17 Joshua Flynn , Guozhen Lu , Qiaohua Yang

We find sharp upper bounds for the multiplicities and the numerical values of all the distinct eigenvalues on a surface of revolution diffeomorphic to the sphere.

dg-ga · Mathematics 2016-08-31 Martin Engman

We investigate the quantum privacy properties of an important class of quantum chan-nels, by making use of a connection with Schur product matrix operations and associated correlationmatrix structures. For channels implemented by mutually…

Mathematical Physics · Physics 2018-02-14 Jeremy Levick , David W. Kribs , Rajesh Pereira

Motivated by a long-standing conjecture of Polya and Szeg\"o about the Newtonian capacity of convex bodies, we discuss the role of concavity inequalities in shape optimization, and we provide several counterexamples to the…

Optimization and Control · Mathematics 2011-02-10 Dorin Bucur , Ilaria Fragalà , Jimmy Lamboley