相关论文: Solving satisfiability problems by fluctuations: T…

Limited resources motivate decomposing large-scale problems into smaller,``local" subsystems and stitching together the so-found solutions. We explore the physics underlying this approach and discuss the concept of ``local hardness", i.e.,…

Computational models of human language often involve combinatorial problems. For instance, a probabilistic parser may marginalize over exponentially many trees to make predictions. Algorithms for such problems often employ dynamic…

Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…

Non-convex optimization problems can be approximately solved via relaxation or local algorithms. For many practical problems such as optimal power flow (OPF) problems, both approaches tend to succeed in the sense that relaxation is usually…

Variational quantum algorithms, which have risen to prominence in the noisy intermediate-scale quantum setting, require the implementation of a stochastic optimizer on classical hardware. To date, most research has employed algorithms based…

LECTURE GIVEN AT TH2002. Given a set of Boolean variables, and some constraints between them, is it possible to find a configuration of the variables which satisfies all constraints? This problem, which is at the heart of combinatorial…

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…

Ising formulations are widely utilized to solve combinatorial optimization problems, and a variety of quantum or semiconductor-based hardware has recently been made available. In combinatorial optimization problems, the existence of local…

Ignoring uncertainty in combinatorial optimization leads to suboptimal decisions in practice. Nevertheless, the focus is often on deterministic combinatorial optimization problems, mainly because they are already challenging enough without…

Local search algorithms are well-known methods for solving large, hard instances of the satisfiability problem (SAT). The performance of these algorithms crucially depends on heuristics for setting noise parameters and scoring variables.…

Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…

This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference…

Chance constrained optimization problems allow to model problems where constraints involving stochastic components should only be violated with a small probability. Evolutionary algorithms have been applied to this scenario and shown to…

We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…

Stochastic methods offer an effective way to suppress coherent errors in quantum simulation. In particular, the randomized compilation protocol may reduce circuit depth by randomly sampling Hamiltonian terms rather than following the…

Stochastic hydrodynamics provides a dynamical framework for the evolution of fluctuations in heavy-ion collisions, but poses significant challenges in numerical simulations. We present an algorithm for the simulation of non-relativistic…

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…