2026-08-28·por Sijie Wang#idea#optimization#math

discrete-and-global-optimization

Discrete & global optimization

Parent: optimization

When there's no gradient (discrete choices) or many local minima (rugged landscape) — you search, not descend.

Combinatorial / integer

  • Integer / mixed-integer programming (MILP): LP relaxation + branch-and-bound + cutting planes (the workhorse); exact but exponential worst-case.
  • SAT / CSP solving: DPLL + CDCL (conflict-driven clause learning) — see csp-formalization; the same collapse/backjump/no-good machinery.
  • Matroids / submodularity / greedy: some combinatorial problems have structure making greedy optimal or 1−1/e-approximate (submodular maximization).
  • Approximation algorithms / LP rounding for NP-hard problems.

Global optimization (continuous, non-convex, many minima)

  • Simulated annealing (temperature schedule = smooth→sharp landscapes; the continuation idea);
  • Evolutionary / genetic, CMA-ES (population + selection + variation);
  • Particle swarm, basin hopping.

Black-box / derivative-free

  • Nelder–Mead (simplex);
  • Bayesian optimization: fit a Gaussian-process surrogate, optimize an acquisition function (explore/exploit) — sample-efficient for expensive black boxes (hyperparameter tuning);
  • Bandits (the 1-step explore/exploit core).

The theme

No smoothness → exploration + selection replaces descent. This is where optimization becomes search over a combinatorial/rugged space — exactly the regime our agent harness lives in (infinite branching, unsound evaluation → MCTS + soft constraints, non-determinism-and-infinite-branching).

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