相关论文: Constraint Optimization and Statistical Mechanics
Here I will present an introduction to the results that have been recently obtained in constraint optimization of random problems using statistical mechanics techniques. After presenting the general results, in order to simplify the…
We introduce statistical constraints, a declarative modelling tool that links statistics and constraint programming. We discuss two statistical constraints and some associated filtering algorithms. Finally, we illustrate applications to…
A new field of research is rapidly expanding at the crossroad between statistical physics, information theory and combinatorial optimization. In particular, the use of cutting edge statistical physics concepts and methods allow one to solve…
We discuss various aspects of the statistical formulation of the theory of random graphs, with emphasis on results obtained in a series of our recent publications.
We review the connection between statistical mechanics and the analysis of random optimization problems, with particular emphasis on the random k-SAT problem. We discuss and characterize the different phase transitions that are met in these…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…
Many circumstances of practical importance have performance or success metrics which exist implicitly---in the eye of the beholder, so to speak. Tuning aspects of such problems requires working without defined metrics and only considering…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
We describe an effective landscape introduced in [1] for the analysis of Constraint Satisfaction problems, such as Sphere Packing, K-SAT and Graph Coloring. This geometric construction reexpresses these problems in the more familiar terms…
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…
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…
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…
The problem of vertex coloring in random graphs is studied using methods of statistical physics and probability. Our analytical results are compared to those obtained by exact enumeration and Monte-Carlo simulations. We critically discuss…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and…
In this paper, we present event constraints as a new modeling paradigm that generalizes joint chance constraints from stochastic optimization to (1) enforce a constraint on the probability of satisfying a set of constraints aggregated via…
We consider a class of combinatorial optimization problems that emerge in a variety of domains among which: condensed matter physics, theory of financial risks, error correcting codes in information transmissions, molecular and protein…