Solving Stochastic Constraints by Oracle-based Gradient Descent and Interval Arithmetic

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Li, Xiakun, Wu, Hao, Xia, Bican, Yang, Tengshun, Zhan, Naijun
Natura: Preprint
Pubblicazione: 2026
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866911605539733504
author Li, Xiakun
Wu, Hao
Xia, Bican
Yang, Tengshun
Zhan, Naijun
author_facet Li, Xiakun
Wu, Hao
Xia, Bican
Yang, Tengshun
Zhan, Naijun
contents Stochastic constraints, which incorporate both deterministic parameters and random variables, extend classical deterministic constraints by explicitly accounting for uncertainty. These constraints are increasingly prevalent in data science, artificial intelligence, and bioinformatics; however, solving them requires addressing quantitative satisfaction problems that remain a significant challenge in computer science. In this paper, we propose a novel framework for deciding deterministic parameters that maximize the satisfaction probability. Our approach features a unique synergy between stochastic optimization and symbolic techniques: at the high level, it employs \emph{oracle-based stochastic gradient descent} to identify high-quality parameter candidates, while at the low level, it utilizes \emph{interval arithmetic} to compute rigorously certified lower bounds. This framework produces a sequence of sound and increasingly tight lower bounds for the true maximum satisfaction probability, supported by a high-probability convergence guarantee. We demonstrate the effectiveness and efficiency of our approach through its application to Stochastic Satisfiability Modulo Theories (SSMT) problems and a stochastic trajectory planning task.
format Preprint
id arxiv_https___arxiv_org_abs_2604_17275
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Solving Stochastic Constraints by Oracle-based Gradient Descent and Interval Arithmetic
Li, Xiakun
Wu, Hao
Xia, Bican
Yang, Tengshun
Zhan, Naijun
Logic in Computer Science
Symbolic Computation
Optimization and Control
Stochastic constraints, which incorporate both deterministic parameters and random variables, extend classical deterministic constraints by explicitly accounting for uncertainty. These constraints are increasingly prevalent in data science, artificial intelligence, and bioinformatics; however, solving them requires addressing quantitative satisfaction problems that remain a significant challenge in computer science. In this paper, we propose a novel framework for deciding deterministic parameters that maximize the satisfaction probability. Our approach features a unique synergy between stochastic optimization and symbolic techniques: at the high level, it employs \emph{oracle-based stochastic gradient descent} to identify high-quality parameter candidates, while at the low level, it utilizes \emph{interval arithmetic} to compute rigorously certified lower bounds. This framework produces a sequence of sound and increasingly tight lower bounds for the true maximum satisfaction probability, supported by a high-probability convergence guarantee. We demonstrate the effectiveness and efficiency of our approach through its application to Stochastic Satisfiability Modulo Theories (SSMT) problems and a stochastic trajectory planning task.
title Solving Stochastic Constraints by Oracle-based Gradient Descent and Interval Arithmetic
topic Logic in Computer Science
Symbolic Computation
Optimization and Control
url https://arxiv.org/abs/2604.17275