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Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

An important problem of reconstruction of diffusion network and transmission probabilities from the data has attracted a considerable attention in the past several years. A number of recent papers introduced efficient algorithms for the…

Physics and Society · Physics 2015-09-24 Andrey Y. Lokhov , Theodor Misiakiewicz

``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic…

Statistical Mechanics · Physics 2023-02-20 Benjamin De Bruyne , Francesco Mori

First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…

Probability · Mathematics 2022-10-06 Jason M. Flynn , Sergei S. Pilyugin

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

Statistical Mechanics · Physics 2020-06-24 Martin R. Evans , Satya N. Majumdar , Gregory Schehr

Restarting a deterministic process always impedes its completion. However, it is known that restarting a random process can also lead to an opposite outcome -- expediting completion. Hence, the effect of restart is contingent on the…

Statistical Mechanics · Physics 2021-09-01 Iddo Eliazar , Shlomi Reuveni

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

Many tasks are subject to failure before completion. Two of the most common failure recovery strategies are restart and checkpointing. Under restart, once a failure occurs, it is restarted from the beginning. Under checkpointing, the task…

Probability · Mathematics 2018-05-15 Antonio Sodre

We recently presented a methodology for quantitatively reducing the risk and cost of executing electronic transactions in a bursty network environment such as the Internet. In the language of portfolio theory, time to complete a transaction…

chao-dyn · Physics 2007-05-23 Sebastian M. Maurer , Bernardo A. Huberman

Methods for the reduction of the complexity of computational problems are presented, as well as their connections to renormalization, scaling, and irreversible statistical mechanics. Several statistically stationary cases are analyzed; for…

Numerical Analysis · Mathematics 2007-05-23 Alexandre J. Chorin , Panagiotis Stinis

The community of program optimisation and analysis, code performance evaluation, parallelisation and optimising compilation has published since many decades hundreds of research and engineering articles in major conferences and journals.…

Performance · Computer Science 2009-07-06 Sid Touati

When applied to a stochastic process of interest, a restart protocol alters the overall statistical distribution of the process' completion time; thus, the completion-time's mean and randomness change. The explicit effect of restart on the…

Statistical Mechanics · Physics 2023-02-08 Iddo Eliazar , Shlomi Reuveni

We investigate the first passage time beyond a barrier located at $b\geq0$ of a random walk with independent and identically distributed jumps, starting from $x_0=0$. The walk is subject to stochastic resetting, meaning that after each step…

Statistical Mechanics · Physics 2025-02-12 Mattia Radice , Giampaolo Cristadoro , Samudrajit Thapa

Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…

Statistical Mechanics · Physics 2025-03-18 Tommer D. Keidar , Ofir Blumer , Barak Hirshberg , Shlomi Reuveni

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

Numerical Analysis · Mathematics 2022-07-12 Junfeng Yin , Nan Li , Ning Zheng

We propose a new iterative procedure to optimize the restart for meta-heuristic algorithms to solve combinatorial optimization, which uses independent algorithm executions. The new procedure consists of either adding new executions or…

Optimization and Control · Mathematics 2017-09-20 Davide Palmigiani , Giovanni Sebastiani

In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…

Statistics Theory · Mathematics 2010-10-18 Andrey Novikov

We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…

Chemical Physics · Physics 2023-02-09 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

Local search algorithms applied to optimization problems often suffer from getting trapped in a local optimum. The common solution for this deficiency is to restart the algorithm when no progress is observed. Alternatively, one can start…

Machine Learning · Computer Science 2014-01-17 András György , Levente Kocsis