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Confidence-based reasoning in stochastic constraint programming

Authors: 

Roberto Rossi, Brahim Hnich, Armagan Tarim, Steven Prestwich

Publication Type: 
Refereed Original Article
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.
Digital Object Identifer (DOI): 
10.1016/j.artint.2015.07.004
Publication Status: 
Published
Date Accepted for Publication: 
Tuesday, 1 September, 2015
Publication Date: 
01/11/2015
Journal: 
Artificial Intelligence
Volume: 
228
Pages: 
129-152
Institution: 
National University of Ireland, Cork (UCC)
Open access repository: 
No