2026-08-28·by 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).

about this entry

One of sijie's wiki entries. The AI on this site is grounded in the same corpus and answers in sijie's voice, with citations back to entries like this one — answering costs sijie money, so it waits behind a code: enter an access code →