Virtual Arc Consistency for Linear Constraints in Cost Function Networks
- URL: http://arxiv.org/abs/2509.17706v2
- Date: Tue, 23 Sep 2025 08:35:07 GMT
- Title: Virtual Arc Consistency for Linear Constraints in Cost Function Networks
- Authors: Pierre Montalbano, Simon de Givry, George Katsirelos,
- Abstract summary: We adapt an existing SAC algorithm to handle linear constraints.<n>We show that our algorithm significantly improves the lower bounds compared to the original algorithm on several benchmarks.
- Score: 2.8675177318965037
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In Constraint Programming, solving discrete minimization problems with hard and soft constraints can be done either using (i) soft global constraints, (ii) a reformulation into a linear program, or (iii) a reformulation into local cost functions. Approach (i) benefits from a vast catalog of constraints. Each soft constraint propagator communicates with other soft constraints only through the variable domains, resulting in weak lower bounds. Conversely, the approach (ii) provides a global view with strong bounds, but the size of the reformulation can be problematic. We focus on approach (iii) in which soft arc consistency (SAC) algorithms produce bounds of intermediate quality. Recently, the introduction of linear constraints as local cost functions increases their modeling expressiveness. We adapt an existing SAC algorithm to handle linear constraints. We show that our algorithm significantly improves the lower bounds compared to the original algorithm on several benchmarks, reducing solving time in some cases.
Related papers
- Automatic Constraint Policy Optimization based on Continuous Constraint Interpolation Framework for Offline Reinforcement Learning [2.0719232729184145]
offline Reinforcement Learning (RL) relies on policy constraints to shape performance.<n>Most existing methods commit to a single constraint family.<n>We propose Continuous Constraint Interpolation (CCI), a unified optimization framework.
arXiv Detail & Related papers (2026-01-30T14:21:41Z) - Adaptive Neighborhood-Constrained Q Learning for Offline Reinforcement Learning [52.03884701766989]
offline reinforcement learning (RL) algorithms typically impose constraints on action selection.<n>We propose a new neighborhood constraint that restricts action selection in the Bellman target to the union of neighborhoods of dataset actions.<n>We develop a simple yet effective algorithm, Adaptive Neighborhood-constrained Q learning (ANQ), to perform Q learning with target actions satisfying this constraint.
arXiv Detail & Related papers (2025-11-04T13:42:05Z) - Universal Dynamic Regret and Constraint Violation Bounds for Constrained Online Convex Optimization [7.798233121583888]
We present two algorithms having simple modular structures that yield universal dynamic regret and cumulative constraint violation bounds.<n>Our results hold in the most general case when both the cost and constraint functions are chosen arbitrarily by an adversary.
arXiv Detail & Related papers (2025-10-02T10:19:16Z) - Adaptive Graph Shrinking for Quantum Optimization of Constrained Combinatorial Problems [4.266376725904727]
We propose a hybrid classical--quantum framework based on graph shrinking to reduce the number of variables and constraints in QUBO formulations of optimization problems.<n>Our approach improves solution feasibility, reduces repair complexity, and enhances quantum optimization quality on hardware-limited instances.
arXiv Detail & Related papers (2025-06-17T07:11:48Z) - Single-loop Algorithms for Stochastic Non-convex Optimization with Weakly-Convex Constraints [49.76332265680669]
This paper examines a crucial subset of problems where both the objective and constraint functions are weakly convex.<n>Existing methods often face limitations, including slow convergence rates or reliance on double-loop designs.<n>We introduce a novel single-loop penalty-based algorithm to overcome these challenges.
arXiv Detail & Related papers (2025-04-21T17:15:48Z) - A Penalty-Based Guardrail Algorithm for Non-Decreasing Optimization with Inequality Constraints [1.5498250598583487]
Traditional mathematical programming solvers require long computational times to solve constrained minimization problems.
We propose a penalty-based guardrail algorithm (PGA) to efficiently solve them.
arXiv Detail & Related papers (2024-05-03T10:37:34Z) - Constrained Bi-Level Optimization: Proximal Lagrangian Value function
Approach and Hessian-free Algorithm [8.479947546216131]
We develop a Hessian-free gradient-based algorithm-termed proximal Lagrangian Value function-based Hessian-free Bi-level Algorithm (LV-HBA)
LV-HBA is especially well-suited for machine learning applications.
arXiv Detail & Related papers (2024-01-29T13:50:56Z) - Accelerated First-Order Optimization under Nonlinear Constraints [61.98523595657983]
We exploit between first-order algorithms for constrained optimization and non-smooth systems to design a new class of accelerated first-order algorithms.<n>An important property of these algorithms is that constraints are expressed in terms of velocities instead of sparse variables.
arXiv Detail & Related papers (2023-02-01T08:50:48Z) - Adaptivity and Non-stationarity: Problem-dependent Dynamic Regret for Online Convex Optimization [70.4342220499858]
We introduce novel online algorithms that can exploit smoothness and replace the dependence on $T$ in dynamic regret with problem-dependent quantities.
Our results are adaptive to the intrinsic difficulty of the problem, since the bounds are tighter than existing results for easy problems and safeguard the same rate in the worst case.
arXiv Detail & Related papers (2021-12-29T02:42:59Z) - Conditional gradient methods for stochastically constrained convex
minimization [54.53786593679331]
We propose two novel conditional gradient-based methods for solving structured convex optimization problems.
The most important feature of our framework is that only a subset of the constraints is processed at each iteration.
Our algorithms rely on variance reduction and smoothing used in conjunction with conditional gradient steps, and are accompanied by rigorous convergence guarantees.
arXiv Detail & Related papers (2020-07-07T21:26:35Z) - Lagrangian Decomposition for Neural Network Verification [148.0448557991349]
A fundamental component of neural network verification is the computation of bounds on the values their outputs can take.
We propose a novel approach based on Lagrangian Decomposition.
We show that we obtain bounds comparable with off-the-shelf solvers in a fraction of their running time.
arXiv Detail & Related papers (2020-02-24T17:55:10Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.