Optimization of random high-dimensional functions: Structure and algorithms

preprint2022arXivOpen access

Abstract

Replica symmetry breaking postulates that near optima of spin glass Hamiltonians have an ultrametric structure. Namely, near optima can be associated to leaves of a tree, and the Euclidean distance between them corresponds to the distance along this tree. We survey recent progress towards a rigorous proof of this picture in the context of mixed pp-spin spin glass models. We focus in particular on the following topics: (i)(i)~The structure of critical points of the Hamiltonian; (ii)(ii)~The realization of the ultrametric tree as near optima of a suitable TAP free energy; (iii)(iii)~The construction of efficient optimization algorithm that exploits this picture.

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