Reply to Comment on ``Thermal Model for Adaptive Competition in a Market''

We reply to the Comment of Challet et al. [cond-mat/0004308] on our paper [Phys. Rev. Lett. 83, 4429 (1999)]. We show that the claim of the Comment that the effects of the temperature in the Thermal Minority Game ``can be eliminated by time rescaling'' and consequently the behaviour is ``independent of T'' has no general validity.Comment: 1 page, 1 figur

Survey Propagation as local equilibrium equations

It has been shown experimentally that a decimation algorithm based on Survey Propagation (SP) equations allows to solve efficiently some combinatorial problems over random graphs. We show that these equations can be derived as sum-product equations for the computation of marginals in an extended space where the variables are allowed to take an additional value -- $*$ -- when they are not forced by the combinatorial constraints. An appropriate ``local equilibrium condition'' cost/energy function is introduced and its entropy is shown to coincide with the expected logarithm of the number of clusters of solutions as computed by SP. These results may help to clarify the geometrical notion of clusters assumed by SP for the random K-SAT or random graph coloring (where it is conjectured to be exact) and helps to explain which kind of clustering operation or approximation is enforced in general/small sized models in which it is known to be inexact.Comment: 13 pages, 3 figure

Clustering of solutions in the random satisfiability problem

Using elementary rigorous methods we prove the existence of a clustered phase in the random $K$-SAT problem, for $K\geq 8$. In this phase the solutions are grouped into clusters which are far away from each other. The results are in agreement with previous predictions of the cavity method and give a rigorous confirmation to one of its main building blocks. It can be generalized to other systems of both physical and computational interest.Comment: 4 pages, 1 figur

The stochastic matching problem

The matching problem plays a basic role in combinatorial optimization and in statistical mechanics. In its stochastic variants, optimization decisions have to be taken given only some probabilistic information about the instance. While the deterministic case can be solved in polynomial time, stochastic variants are worst-case intractable. We propose an efficient method to solve stochastic matching problems which combines some features of the survey propagation equations and of the cavity method. We test it on random bipartite graphs, for which we analyze the phase diagram and compare the results with exact bounds. Our approach is shown numerically to be effective on the full range of parameters, and to outperform state-of-the-art methods. Finally we discuss how the method can be generalized to other problems of optimization under uncertainty.Comment: Published version has very minor change

Bicoloring Random Hypergraphs

We study the problem of bicoloring random hypergraphs, both numerically and analytically. We apply the zero-temperature cavity method to find analytical results for the phase transitions (dynamic and static) in the 1RSB approximation. These points appear to be in agreement with the results of the numerical algorithm. In the second part, we implement and test the Survey Propagation algorithm for specific bicoloring instances in the so called HARD-SAT phase.Comment: 14 pages, 10 figure

Learning by message-passing in networks of discrete synapses

We show that a message-passing process allows to store in binary "material" synapses a number of random patterns which almost saturates the information theoretic bounds. We apply the learning algorithm to networks characterized by a wide range of different connection topologies and of size comparable with that of biological systems (e.g. $n\simeq10^{5}-10^{6}$). The algorithm can be turned into an on-line --fault tolerant-- learning protocol of potential interest in modeling aspects of synaptic plasticity and in building neuromorphic devices.Comment: 4 pages, 3 figures; references updated and minor corrections; accepted in PR

Statistical Mechanics of Steiner trees

The Minimum Weight Steiner Tree (MST) is an important combinatorial optimization problem over networks that has applications in a wide range of fields. Here we discuss a general technique to translate the imposed global connectivity constrain into many local ones that can be analyzed with cavity equation techniques. This approach leads to a new optimization algorithm for MST and allows to analyze the statistical mechanics properties of MST on random graphs of various types

Tricritical Points in Random Combinatorics: the (2+p)-SAT case

The (2+p)-Satisfiability (SAT) problem interpolates between different classes of complexity theory and is believed to be of basic interest in understanding the onset of typical case complexity in random combinatorics. In this paper, a tricritical point in the phase diagram of the random $2+p$-SAT problem is analytically computed using the replica approach and found to lie in the range $2/5 \le p_0 \le 0.416$. These bounds on $p_0$ are in agreement with previous numerical simulations and rigorous results.Comment: 7 pages, 1 figure, RevTeX, to appear in J.Phys.

Lossy data compression with random gates

We introduce a new protocol for a lossy data compression algorithm which is based on constraint satisfaction gates. We show that the theoretical capacity of algorithms built from standard parity-check gates converges exponentially fast to the Shannon's bound when the number of variables seen by each gate increases. We then generalize this approach by introducing random gates. They have theoretical performances nearly as good as parity checks, but they offer the great advantage that the encoding can be done in linear time using the Survey Inspired Decimation algorithm, a powerful algorithm for constraint satisfaction problems derived from statistical physics