Confidence-based reasoning in stochastic constraint programming
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Publication:896433
DOI10.1016/J.ARTINT.2015.07.004zbMATH Open1346.90648DBLPjournals/ai/RossiHTP15arXiv1110.1892OpenAlexW2164916377WikidataQ57539175 ScholiaQ57539175MaRDI QIDQ896433FDOQ896433
Brahim Hnich, Roberto Rossi, Steven Prestwich, S. Armagan Tarim
Publication date: 9 December 2015
Published in: Artificial Intelligence (Search for Journal in Brave)
Abstract: In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the original problem being analysed; by solving this reduced problem, with a given confidence probability, we obtain assignments that satisfy the chance constraints in the original model within prescribed error tolerance thresholds. To achieve this, we blend concepts from stochastic constraint programming and statistics. We discuss both exact and approximate variants of our method. The framework we introduce can be immediately employed in concert with existing approaches for solving stochastic constraint programs. A thorough computational study on a number of stochastic combinatorial optimisation problems demonstrates the effectiveness of our approach.
Full work available at URL: https://arxiv.org/abs/1110.1892
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