Highly optimized tolerance

In applied mathematics, highly optimized tolerance (HOT) is a method of generating power law behavior in systems by including a global optimization principle. It was developed by Jean M. Carlson in the early 2000s.[1] For some systems that display a characteristic scale, a global optimization term could potentially be added that would then yield power law behavior. It has been used to generate and describe internet-like graphs, forest fire models and may also apply to biological systems.

Example

The following is taken from Sornette's book.

Consider a random variable, , that takes on values with probability . Furthmore, lets assume for another parameter

for some fixed . We then want to minimize

subject to the constraint

Using Lagrange multipliers, this gives

giving us a power law. The global optimization of minimizing the energy along with the power law dependence between and gives us a power law distribution in probability.

gollark: Ah, clever, that way THEY have to fix my code or it's considered a regression.
gollark: I need to get this into the rust *spec*?
gollark: You mean I need to... PR this into rustc?
gollark: So rewrite my Rust program in Rust? Interesting suggestion. I'll consider it.
gollark: Can anyone help unbug™ it? https://pastebin.com/diwDBnvA

See also

References

  1. Carlson, null; Doyle, null (2000-03-13). "Highly optimized tolerance: robustness and design in complex systems" (PDF). Physical Review Letters. 84 (11): 2529–2532. Bibcode:2000PhRvL..84.2529C. doi:10.1103/PhysRevLett.84.2529. ISSN 1079-7114. PMID 11018927.


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