Optimal methods for resource allocation and scheduling: a cross-disciplinary survey

Classical scheduling formulations typically assume static resource requirements and focus on deciding when to start the problem activities, so as to optimize some performance metric. In many practical cases, however, the decision maker has the ability to choose the resource assignment as well as the starting times: this is a far-from-trivial task, with deep implications on the quality of the final schedule. Joint resource assignment and scheduling problems are incredibly challenging from a computational perspective. They have been subject of active research in Constraint Programming (CP) and in Operations Research (OR) for a few decades, with quite difference techniques. Both the approaches report individual successes, but they overall perform equally well or (from a different perspective) equally poorly. In particular, despite the well known effectiveness of global constraints for scheduling, comparable results for joint filtering of assignment and scheduling variables have not yet been achieved. Recently, hybrid approaches have been applied to this class of problems: most of them work by splitting the overall problem into an assignment and a scheduling subparts; those are solved in an iterative and interactive fashion with a mix of CP and OR techniques, often reporting impressive speed-ups compared to pure CP and OR methods. Motivated by the success of hybrid algorithms on resource assignment and scheduling, we provide a cross-disciplinary survey on such problems, including CP, OR and hybrid approaches. The main effort is to identify key modeling and solution techniques: they may then be applied in the construction of new hybrid algorithms, or they may provide ideas for novel filtering methods (possibly based on decomposition, or on alternative representations of the domain store). In detail, we take a constraint-based perspective and, according to the equation CP = model + propagation + search, we give an overview of state-of-art models, propagation/bounding techniques and search strategies.     

Topology optimization of trusses with stress and local constraints on nodal stability and member intersection

A truss topology optimization problem under stress constraints is formulated as a Mixed Integer Programming (MIP) problem with variables indicating the existence of nodes and members. The local constraints on nodal stability and intersection of members are considered, and a moderately large lower bound is given for the cross-sectional area of an existing member. A lower-bound objective value is found by neglecting the compatibility conditions, where linear programming problems are successively solved based on a branch-and-bound method. An upper-bound solution is obtained as a solution of a Nonlinear Programming (NLP) problem for the topology satisfying the local constraints. It is shown in the examples that upper- and lower-bound solutions with a small gap in the objective value can be found by the branch-and-bound method, and the computational cost can be reduced by using the local constraints.     

Online over time processing of combinatorial problems

In an online environment, jobs arrive over time and there is no information in advance about how many jobs are going to be processed and what their processing times are going to be. In this paper, we study the online scheduling of Boolean Satisfiability (SAT) and Mixed Integer Programming (MIP) instances that are well-known NP-complete problems. Typical online machine scheduling approaches assume that jobs are completed at some point in order to minimize functions related to completion time (e.g., makespan, minimum lateness, total weighted tardiness, etc). In this work, we formalize and present an online over time problem where arriving instances are subject to waiting time constraints. We propose computational approaches that combine the use of machine learning, MIP, and instance interruption heuristics. Unlike other approaches, we attempt to maximize the number of solved instances using single and multiple machine configurations. Our empirical evaluation with well-known SAT and MIP instances, suggest that our interruption heuristics can improve generic ordering policies to solve up to 21.6x and 12.2x more SAT and MIP instances. Additionally, our hybrid approach observed up to 90% of solved instances with respect to a semi clairvoyant policy (SCP).     

Embedding Relaxations in Global Constraints for Solving TSP and TSPTW

Constraint Programming (CP) has been successfully applied to several combinatorial optimization problems. One of its advantages is the availability of complex global constraints performing efficient propagation and interacting with each other through shared variables. However, CP techniques have shown their limitations in dealing with optimization problems since the link between the objective function and problem decision variables is often quite loose and does not produce an effective propagation. We propose to integrate optimization components in global constraints, aimed at optimally solving a relaxation corresponding to the constraint itself. The optimal solution of the relaxation provides pieces of information which can be exploited in order to perform pruning on the basis of cost-based reasoning. In fact, we exploit reduction rules based on lower bound and reduced costs calculation to remove those branches which cannot improve the best solution found so far. The interest of integrating efficient well-known Operations Research (OR) algorithms into CP is mainly due to the smooth interaction between CP domain reduction and information provided by the relaxation acting on variable domains which can be seen as a communication channel among different techniques. We have applied this technique to symmetric and asymmetric Traveling Salesman Problem (TSP) instances both because the TSP is an interesting problem arising in many real-life applications, and because pure CP techniques lead to disappointing results for this problem. We have tested the proposed optimization constraints using ILOG solver. Computational results on benchmarks available from literature, and comparison with related approaches are described in the paper. The proposed method on pure TSPs improves the performances of CP solvers, but is still far from the OR state of the art techniques for solving the problem. However, due to the flexibility of the CP framework, we could easily use the same technique on TSP with Time Windows, a time constrained variant of the TSP. For this type of problem, we achieve results that are comparable with state of the art OR results.     

Solving two-machine assembly scheduling problems with inventory constraints

This paper considers a scheduling problem with component availability constraints in a supply chain consisting of two manufacturing facilities and a merge-in-transit facility. Three mixed-integer programming (MIP) models and a constraint programming (CP) model are compared in an extensive numerical study. Results show that when there are no components shared among the two manufacturers, the MIP model based on time-index variables is the best for proving optimality for problems with short processing times whereas the CP model tends to perform better than the others for problems with a large range of processing times. When shared components are added, the performance of all models deteriorates, with the time-indexed MIP providing the best results. By explicitly modelling the dependence of scheduling decisions on the availability of component parts, we contribute to the literature on the integration of inventory and scheduling decisions, which is necessary for solving realistic supply chain problems.     

Detecting infeasibility and generating cuts for mixed integer programming using constraint programming

We study a hybrid MIP/CP solution approach in which CP is used for detecting infeasibilities and generating cuts within a branch-and-cut algorithm for MIP. Our framework applies to MIP problems augmented by monotone constraints that can be handled by CP. We illustrate our approach on a generic multiple machine scheduling problem, and present a number of computational experiments.     

约束规划方法在原油混输调度中的应用

应用约束规划方法建立炼厂原油混输模型,并通过搜索求解获得可操作的调度方案。约束规划允许以逻辑约束表达混输过程中的操作规则,使模型简洁直观,而对整型变量及非线性约束不敏感,则降低了模型的求解难度。选取了一个时间跨度为300小时实际调度问题作为案例,模型中包含约8000个变量和14000条约束,在普通PC机上计算求解,能够在30秒内获得调度方案,方案具有可操作性且优于人工方案,表明以约束规划方法解决原油混输调度问题是可行的。     

Mixed-integer programming in motion planning

This paper presents a review of past and present results and approaches in the area of motion planning using MIP (Mixed-integer Programming). Although in the early 2000s MIP was still seen with reluctance as method for solving motion planning-related problems, nowadays, due to increases in computational power and theoretical advances, its extensive modeling capabilities and versatility are coming to the fore and enjoy increased application and appreciation. This class of control problems involves, essentially, either a selection from a limited number of alternatives or a constrained optimization problem over a non-convex domain. In both situations, MIP has proven to be an efficient modeling technique as it will be shown in the present review paper. Furthermore, an emphasis is laid on the existing alternatives for implementation and on various experimental validations documented in the literature.     

Balancing bike sharing systems with constraint programming

Bike sharing systems need to be properly rebalanced to meet the demand of users and to operate successfully. However, the problem of Balancing Bike Sharing Systems (BBSS) is a demanding task: it requires the design of optimal tours and operating instructions for relocating bikes among stations to maximally comply with the expected future bike demands. In this paper, we tackle the BBSS problem by means of Constraint Programming (CP). First, we introduce two different CP models for the BBSS problem including two custom branching strategies that focus on the most promising routes. Second, we incorporate both models in a Large Neighborhood Search (LNS) approach that is adapted to the respective CP model. Third, we perform an experimental evaluation of our approaches on three different benchmark sets of instances derived from real-world bike sharing systems. We show that our CP models can be easily adapted to the different benchmark problem setups, demonstrating the benefit of using Constraint Programming to address the BBSS problem. Furthermore, in our experimental evaluation, we see that the pure CP (branch & bound) approach outperforms the state-of-the-art MILP on large instances and that the LNS approach is competitive with other existing approaches.     

Logic-based solution methods for optimal control of hybrid systems

Combinatorial optimization over continuous and integer variables is a useful tool for solving complex optimal control problems of hybrid dynamical systems formulated in discrete-time. Current approaches are based on mixed-integer linear (or quadratic) programming (MIP), which provides the solution after solving a sequence of relaxed linear (or quadratic) programs. MIP formulations require the translation of the discrete/logic part of the hybrid problem into mixed-integer inequalities. Although this operation can be done automatically, most of the original symbolic structure of the problem (e.g., transition functions of finite state machines, logic constraints, symbolic variables, etc.) is lost during the conversion, with a consequent loss of computational performance. In this paper, we attempt to overcome such a difficulty by combining numerical techniques for solving convex programming problems with symbolic techniques for solving constraint satisfaction problems (CSP). The resulting "hybrid" solver proposed here takes advantage of CSP solvers for dealing with satisfiability of logic constraints very efficiently. We propose a suitable model of the hybrid dynamics and a class of optimal control problems that embrace both symbolic and continuous variables/functions, and that are tailored to the use of the new hybrid solver. The superiority in terms of computational performance with respect to commercial MIP solvers is shown on a centralized supply chain management problem with uncertain forecast demand.     

A hybrid integer and constraint programming approach to solve nurse rostering problems

The Nurse Rostering Problem can be defined as assigning a series of shift sequences (schedules) to several nurses over a planning horizon according to some limitations and preferences. The inherent benefits of generating higher-quality schedules are a reduction in outsourcing costs and an increase in job satisfaction of employees. In this paper, we present a hybrid algorithm, which combines Integer Programming and Constraint Programming to efficiently solve the highly-constrained Nurse Rostering Problem. We exploit the strength of IP in obtaining lower-bounds and finding an optimal solution with the capability of CP in finding feasible solutions in a co-operative manner. To improve the performance of the algorithm, and therefore, to obtain high-quality solutions as well as strong lower-bounds for a relatively short time, we apply some innovative ways to extract useful information such as the computational difficulty of instances and constraints to adaptively set the search parameters. We test our algorithm using two different datasets consisting of various problem instances, and report competitive results benchmarked with the state-of-the-art algorithms from the recent literature as well as standard IP and CP solvers, showing that the proposed algorithm is able to solve a wide variety of instances effectively.     

Mixed Global Constraints and Inference in Hybrid CLP–IP Solvers

The complementing strengths of Constraint (Logic) Programming (CLP) and Mixed Integer Programming (IP) have recently received significant attention. Although various optimization and constraint programming packages at a first glance seem to support mixed models, the modeling and solution techniques encapsulated are still rudimentary. Apart from exchanging bounds for variables and objective, little is known of what constitutes a good hybrid model and how a hybrid solver can utilize the complementary strengths of inference and relaxations. This paper adds to the field by identifying constraints as the essential link between CLP and IP and introduces an algorithm for bidirectional inference through these constraints. Together with new search strategies for hybrid solvers and cut-generating mixed global constraints, solution speed is improved over both traditional IP codes and newer mixed solvers.     

The concrete delivery problem

From an operational point of view, Ready-Mixed Concrete Suppliers are faced with challenging operational problems such as the acquisition of raw materials, scheduling of production facilities, and the transportation of concrete. This paper is centered around the logistical and distributional part of the operation: the scheduling and routing of concrete, commonly known as the Concrete Delivery Problem (CDP). The problem aims at finding efficient routes for a fleet of (heterogeneous) vehicles, alternating between concrete production centers and construction sites, and adhering to strict scheduling and routing constraints. Thus far, a variety of CDPs and solution approaches have appeared in academic research. However, variations in problem definitions and the lack of publicly available benchmark data inhibit a mutual comparison of these approaches. Therefore, this work presents a more fundamental version of CDP, while preserving the main characteristics of the existing problem variations. Both exact and heuristic algorithms for CDP are proposed. The exact solution approaches include a Mixed Integer Programming (MIP) model and a Constraint Programming model. Similarly, two heuristics are studied: the first heuristic relies on an efficient best-fit scheduling procedure, whereas the second heuristic utilizes the MIP model to improve delivery schedules locally. Computational experiments are conducted on new, publicly accessible, data sets; results are compared against lower bounds on the optimal solutions.     

A Cost-Regular Based Hybrid Column Generation Approach

Constraint Programming (CP) offers a rich modeling language of constraints embedding efficient algorithms to handle complex and heterogeneous combinatorial problems. To solve hard combinatorial optimization problems using CP alone or hybrid CP-ILP decomposition methods, costs also have to be taken into account within the propagation process. Optimization constraints, with their cost-based filtering algorithms, aim to apply inference based on optimality rather than feasibility. This paper introduces a new optimization constraint, cost-regular. Its filtering algorithm is based on the computation of shortest and longest paths in a layered directed graph. The support information is also used to guide the search for solutions. We believe this constraint to be particularly useful in modeling and solving Column Generation subproblems and evaluate its behaviour on complex Employee Timetabling Problems through a flexible CP-based column generation approach. Computational results on generated benchmark sets and on a complex real-world instance are given.A preliminary version of this paper appeared as [7]. This research was supported by the Mathematics of Information Technology and Complex Systems (MITACS) Internship program in association with Omega Optimisation Inc. (CA).     

Activity-Based Costing and Management applied in a hybrid Decision Support System for order management

This article introduces a new Cost Management and Decision Support System (DSS) applicable to Order Management. This model is better fit and compatible with today's competitive, and constantly changing, business environment. The presented Profitable-To-Promise (PTP) approach is a novel modeling approach which integrates System Dynamics (SD) simulation with Mixed-Integer Programming (MIP). This Order Management model incorporates Activity-Based Costing and Management (ABC/M) as a link to merge the two models, MIP and SD. This combination is introduced as a hybrid Decision Support System. Such a system can evaluate the profitability of each Order Fulfillment policy and generate valuable cost information. Unlike existing optimization-based DSS models, the presented hybrid modeling approach can perform on-time cost analysis. This will lead to better business decisions based on the updated information.     

Temporal,spatial, and constraint handling in the Conceptual Programming environment,CP

Abstract

The Conceptual Programming environment, CP, being developed at New Mexico State University (NMSU), is a complete knowledge representation programming environment for use with both dynamic, open-world, problem solving (weak) applications and static, closed-world, scientific analysis (strong) applications. CP is based upon a graphical methodology of visualization derived from John Sowa's conceptual graph theory. In this paper, we describe the formal basis for the internal CP representation and explain the mechanisms for the operators relating to the processing of time, space and constraints within the CP environment. The CP environment is a ‘working’ representation system, and makes a good foundation for suitable applications     

Prefix-projection global constraint and top-<Emphasis Type="Italic">k</Emphasis> approach for sequential pattern mining

Sequential pattern mining (SPM) is an important data mining problem with broad applications. SPM is a hard problem due to the huge number of intermediate subsequences to be considered. State of the art approaches for SPM (e.g., PrefixSpan Pei et al. 2001) are largely based on the pattern-growth approach, where for each frequent prefix subsequence, only its related suffix subsequences need to be considered, and the database is recursively projected into smaller ones. Many authors have promoted the use of constraints to focus on the most promising patterns according to the interests of the end user. The top-k SPM problem is also used to cope with the difficulty of thresholding and to control the number of solutions. State of the art methods developed for SPM and top-k SPM, though efficient, are locked into a rather rigid search strategy, and suffer from the lack of declarativity and flexibility. Indeed, adding new constraints usually amounts to changing the data-structures used in the core of the algorithm, and combining these new constraints often require new developments. Recent works (e.g. Kemmar et al. 2014; Négrevergne and Guns 2015) have investigated the use of Constraint Programming (CP) for SPM. However, despite their nice declarative aspects, all these modelings have scaling problems, due to the huge size of their constraint networks. To address this issue, we propose the Prefix-Projection global constraint, which encapsulates both the subsequence relation as well as the frequency constraint. Its filtering algorithm relies on the principle of projected databases which allows to keep in the variables domain, only values leading to a frequent pattern in the database. Prefix-Projection filtering algorithm enforces domain consistency on the variable succeeding the current frequent prefix in polynomial time. This global constraint also allows for a straightforward implementation of additional constraints such as size, item membership, regular expressions and any combination of them. Experimental results show that our approach clearly outperforms existing CP approaches and competes well with the state-of-the-art methods on large datasets for mining frequent sequential patterns, sequential patterns under various constraints, and top-k sequential patterns. Unlike existing CP methods, our approach achieves a better scalability.     

Temporal linear relaxation in IBM ILOG CP Optimizer

IBM ILOG CP Optimizer is a constraint solver that implements a model-and-run paradigm. For scheduling problems, CP Optimizer provides a relatively simple but very expressive modeling language based on the notion of interval variables. This paper presents the temporal linear relaxation (TLR) used to guide the automatic search when solving scheduling problems that involve temporal and resource allocation costs. We give the rationale of the TLR, describe its integration in the automatic search of CP Optimizer, and present the relaxation of most of the constraints and expressions of the model. An experimental study on a set of classical scheduling benchmarks shows that using the TLR is essential for problems with irregular temporal costs and generally helps for problems with resource allocation costs.     

Models for the two-dimensional two-stage cutting stock problem with multiple stock size

We consider a Two-Dimensional Cutting Stock Problem (2DCSP) where stock of different sizes is available, and a set of rectangular items has to be obtained through two-stage guillotine cuts. We propose and computationally compare three Mixed-Integer Programming models for the 2DCSP developing formulations from the literature. The first two models have a polynomial and pseudo-polynomial number of variables, respectively, and can be solved with a general-purpose MIP solver. The third model, having an exponential number of variables, is solved via branch-and-price techniques. We conclude the paper describing the results of extensive computational experiments on a set of benchmark instances from the literature.