Distributionally Robust Geometric Joint Chance-Constrained Optimization: Neurodynamic Approaches

Ange Valli; Siham Tassouli; Abdel Lisser

doi:10.1016/j.cor.2026.107484

Home/Archive/arXiv

arXiv · 2603.06597

Distributionally Robust Geometric Joint Chance-Constrained Optimization: Neurodynamic Approaches

Ange Valli·Siham Tassouli·Abdel Lisser

View original source ↗Read source document ↗Export metadata ↓

Abstract

This paper proposes a two-time scale neurodynamic duplex approach to solve distributionally robust geometric joint chance-constrained optimization problems. The probability distributions of the row vectors are not known in advance and belong to a certain distributional uncertainty set. In our paper, we study three uncertainty sets for the unknown distributions. The neurodynamic duplex is designed based on three projection equations. The main contribution of our work is to propose a neural network-based method to solve distributionally robust joint chance-constrained optimization problems that converges in probability to the global optimum without the use of standard state-of-the-art solving methods. We show that neural networks can be used to solve multiple instances of a problem. In the numerical experiments, we apply the proposed approach to solve a problem of shape optimisation and a telecommunication problem.

Explore related subjects

cs.NE cs.AI math.OC math.PR

Keep this discovery

BibTeX RIS

Ange Valli, Siham Tassouli, Abdel Lisser. 2026-03-14. Distributionally Robust Geometric Joint Chance-Constrained Optimization: Neurodynamic Approaches. https://doi.org/10.1016/j.cor.2026.107484

Cite the original work for its findings. Save a collection to share your selection of sources.

Discover connections

cs.AI subject cs.NE subject math.OC subject math.PR subject

Connections use source metadata and explicit phrase matches, not verified experimental comparisons.

KEEP EXPLORING

Related papers

arXiv2026

Quality-diversity in dissimilarity spaces

The theory of magnitude provides a mathematical framework for quantifying and maximizing diversity. We apply this framework to formulate quality-diversity algorithms in generic dissimilarity spaces. In particular, we instantiate and demonstrate a very general version of Go-Explore with promising performance.

cs.AI↗

arXiv2026

A Fresh Look at Lamarckian Evolution and the Baldwin Effect

Baldwinian and Lamarckian evolution have existed for a long time in evolutionary algorithms (EAs) without ever dominating the academic literature or practical applications. In this work, we use modern empirical and theoretical methods to revisit Lamarckian and Baldwinian evolution and rigorously compare them with the generic Darwinian evolution. On the empirical side, we run a comprehensive suite of experiments on graphs from six different datasets from the recent GraphBench benchmark on Maximum Independent Set and Maximum Cut problems. Our results show that Baldwinian and Lamarckian evolution consistently outperform Darwinian evolution, confirming the great potential of local search augmented evolutionary algorithms. Notably, in the great majority of cases, all EAs outperform recent deep learning baselines and approach the performance of highly specialised heuristic and exact solvers. We furthermore report a high-performing set of generalist parameters for all studied evolution types that we hope will be of use to practitioners in future. On the theoretical side, we extend the existing Deceptive Leading Block benchmark to arbitrary block length and use tools from modern theoretical runtime analysis to prove upper and lower bounds on the expected runtime. For block lengths greater than two, Baldwinian evolution is asymptotically faster than Lamarckian which is asymptotically faster than Darwinian evolution. When accounting for the cost of the local search procedure in fitness evaluations, the ordering depends on the implementation with Baldwinian evolution staying fastest from small block lengths onwards, explaining its strong empirical performance.

cs.NE↗

arXiv2026

Reinforcement learning to choose optimizers

No single optimization method is uniformly best for all problems, and the most suitable optimizer choice can change during a run. Existing approaches that change optimizer during execution typically predetermine part of the strategy: the portfolio is restricted to one algorithm class, the switch occurs once at a fixed time, or the frequency of decisions is treated as a hyperparameter rather than a learned one. We introduce "Reinforcement Learning to Choose Optimizers", which formulates the optimization algorithm choice as a sequential decision-making problem. At each decision, a recurrent policy reads the current run state and decides both which optimizer should be used next and for how long. The portfolio includes both gradient-based and derivative-free optimizers, and each switch passes on the current best solution and a representative step size. A context proxy conditions a gating network over expert heads, and training employs a decoupled actor-critic whose return is expressed in the same empirical runtime distribution metric used at evaluation. Training tasks and portfolio are designed jointly so that no optimizer dominates. On unseen problems, the learned policy outperforms every portfolio optimizer at all but the smallest budgets, and it remains robust under distribution shift.

cs.NE↗