相关论文: A stochastic limit approach to the SAT problem

Given a sequence of $N$ positive real numbers $\{a_1,a_2,..., a_N \}$, the number partitioning problem consists of partitioning them into two sets such that the absolute value of the difference of the sums of $a_j$ over the two sets is…

In this paper we give stochastic solutions of conformable fractional Cauchy problems. The stochastic solutions are obtained by running the processes corresponding to Cauchy problems with a nonlinear deterministic clock.

This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…

In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced in our previous works. We first explain how to reduce the…

The main purpose of this paper is to study the NP-complete subset-sum problem, not in the usual context of time-complexity-based classification of the algorithms (exponential/polynomial), but through a new kind of algorithmic classification…

Stochastic knapsack problem originally was a versatile model for controls in telecommunication networks. Recently, it draws attentions of revenue management community by serving as a basic model for allocating resources over time. We…

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Going as far as possible at SAT problem solving is the main aim of our work. For this sake we have made use of quantum computing from its two, on practice, main models of computation. They have required some reformulations over the former…

This paper depicts algorithms for solving the decision Boolean Satisfiability Problem. An extreme problem is formulated to analyze the complexity of algorithms and the complexity for solving it. A novel and easy reformulation as a lottery…

We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence…

A novel parallel algorithm for solving the classical Decision Boolean Satisfiability problem with clauses in conjunctive normal form is depicted. My approach for solving SAT is without using algebra or other computational search strategies…

Stochastic Boolean Satisfiability (SSAT) is a logical formalism to model decision problems with uncertainty, such as Partially Observable Markov Decision Process (POMDP) for verification of probabilistic systems. SSAT, however, is limited…

We proposes a novel method that enables Graph Neural Networks (GNNs) to solve SAT problems by leveraging a technique developed for applying GNNs to Mixed Integer Linear Programming (MILP). Specifically, k-CNF formulae are mapped into MILP…

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

This paper presents a numerical approach to the stochastic obstacle problem using the stochastic Galerkin (SG) method. Due to the low regularity of the solution, linear finite elements are employed in both the physical and random variable…

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

Optimization problems such as the NP-complete 3-SAT provide an important benchmark for the difficult task of finding ground-states in strongly correlated many-body systems with rugged energy landscapes. The study of random 3-SAT problems as…

A risk-aware decision-making problem can be formulated as a chance-constrained linear program in probability measure space. Chance-constrained linear program in probability measure space is intractable, and no numerical method exists to…

In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…

The study of phase transition phenomenon of NP complete problems plays an important role in understanding the nature of hard problems. In this paper, we follow this line of research by considering the problem of counting solutions of…