论文标题

工程和物理系统的推理和优化

Inference and Optimization for Engineering and Physical Systems

论文作者

Krechetov, Mikhail

论文摘要

该博士学位论文的核心对象是在计算机科学和统计力学领域的不同名称中以不同名称而闻名的。在计算机科学中,它被称为“最大切割问题”,这是著名的21个KARP的原始NP硬质问题之一,而物理学的相同对象称为Ising Spin Glass模型。这种丰富的结构的模型通常是减少或重新制定计算机科学,物理和工程学的现实问题。但是,准确求解此模型(查找最大切割或基态)可能会留下一个棘手的问题(除非$ \ textit {p} = \ textit {np} $),并且需要为每个特定的实例开发临时启发式方法。 离散和连续优化之间的明亮而美丽的连接之一是一种基于半限定编程的圆形方案,以最大程度地切割。此过程使我们能够找到一个近乎最佳的解决方案。此外,该方法在多项式时间内被认为是最好的。在本文的前两章中,我们研究了旨在改善舍入方案的局部非凸照。 在本文的最后一章中,我们迈出了一步,旨在控制我们想解决的问题的解决方案。我们在Ising模型上制定了双层优化问题,在该模型中我们希望尽可能少地调整交互作用,以使所得ISING模型的基态满足所需的标准。大流行建模出现了这种问题。我们表明,当相互作用是非负的时,我们可以使用凸编程在多项式时间内解决双层优化。

The central object of this PhD thesis is known under different names in the fields of computer science and statistical mechanics. In computer science, it is called the Maximum Cut problem, one of the famous twenty-one Karp's original NP-hard problems, while the same object from Physics is called the Ising Spin Glass model. This model of a rich structure often appears as a reduction or reformulation of real-world problems from computer science, physics and engineering. However, solving this model exactly (finding the maximal cut or the ground state) is likely to stay an intractable problem (unless $\textit{P} = \textit{NP}$) and requires the development of ad-hoc heuristics for every particular family of instances. One of the bright and beautiful connections between discrete and continuous optimization is a Semidefinite Programming-based rounding scheme for Maximum Cut. This procedure allows us to find a provably near-optimal solution; moreover, this method is conjectured to be the best possible in polynomial time. In the first two chapters of this thesis, we investigate local non-convex heuristics intended to improve the rounding scheme. In the last chapter of this thesis, we make one step further and aim to control the solution of the problem we wanted to solve in previous chapters. We formulate a bi-level optimization problem over the Ising model where we want to tweak the interactions as little as possible so that the ground state of the resulting Ising model satisfies the desired criteria. This kind of problem arises in pandemic modeling. We show that when the interactions are non-negative, our bi-level optimization is solvable in polynomial time using convex programming.

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