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• W2073084964 abstract "Most optimization problems in applied sciences realistically involve uncertainty in the parameters defining the cost function, of which only statistical information is known beforehand. In a recent work we introduced a message passing algorithm based on the cavity method of statistical physics to solve the two-stage matching problem with independently distributed stochastic parameters. In this paper we provide an in-depth explanation of the general method and caveats, show the details of the derivation and resulting algorithm for the matching problem and apply it to a stochastic version of the independent set problem, which is a computationally hard and relevant problem in communication networks. We compare the results with some greedy algorithms and briefly discuss the extension to more complicated stochastic multi-stage problems." @default.
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• W2073084964 date "2011-11-11" @default.
• W2073084964 modified "2023-10-16" @default.
• W2073084964 title "Stochastic optimization by message passing" @default.
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• W2073084964 doi "https://doi.org/10.1088/1742-5468/2011/11/p11009" @default.
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