Solving the Resource Constrained Project Scheduling Problem with Generalized Precedences by Lazy Clause Generation

The technical report presents a generic exact solution approach for minimizing the project duration of the resource-constrained project scheduling problem with generalized precedences (Rcpsp/max). The approach uses lazy clause generation, i.e., a hybrid of finite domain and Boolean satisfiability solving, in order to apply nogood learning and conflict-driven search on the solution generation. Our experiments show the benefit of lazy clause generation for finding an optimal solutions and proving its optimality in comparison to other state-of-the-art exact and non-exact methods. The method is highly robust: it matched or bettered the best known results on all of the 2340 instances we examined except 3, according to the currently available data on the PSPLib. Of the 631 open instances in this set it closed 573 and improved the bounds of 51 of the remaining 58 instances.Comment: 37 pages, 3 figures, 16 table

Phase transitions in project scheduling.

The analysis of the complexity of combinatorial optimization problems has led to the distinction between problems which are solvable in a polynomially bounded amount of time (classified in P) and problems which are not (classified in NP). This implies that the problems in NP are hard to solve whereas the problems in P are not. However, this analysis is based on worst-case scenarios. The fact that a decision problem is shown to be NP-complete or the fact that an optimization problem is shown to be NP-hard implies that, in the worst case, solving it is very hard. Recent computational results obtained with a well known NP-hard problem, namely the resource-constrained project scheduling problem, indicate that many instances are actually easy to solve. These results are in line with those recently obtained by researchers in the area of artificial intelligence, which show that many NP-complete problemsexhibit so-called phase transitions, resulting in a sudden and dramatic change of computational complexity based on one or more order parameters that are characteristic of the system as a whole. In this paper we provide evidence for the existence of phase transitions in various resource-constrained project scheduling problems. We discuss the use of network complexity measures and resource parameters as potential order parameters. We show that while the network complexity measures seem to reveal continuous easy-hard or hard-easy phase-transitions, the resource parameters exhibit an easy-hard-easy transition behaviour.Networks; Problems; Scheduling; Algorithms;

On Optimization Modulo Theories, MaxSMT and Sorting Networks

Optimization Modulo Theories (OMT) is an extension of SMT which allows for finding models that optimize given objectives. (Partial weighted) MaxSMT --or equivalently OMT with Pseudo-Boolean objective functions, OMT+PB-- is a very-relevant strict subcase of OMT. We classify existing approaches for MaxSMT or OMT+PB in two groups: MaxSAT-based approaches exploit the efficiency of state-of-the-art MAXSAT solvers, but they are specific-purpose and not always applicable; OMT-based approaches are general-purpose, but they suffer from intrinsic inefficiencies on MaxSMT/OMT+PB problems. We identify a major source of such inefficiencies, and we address it by enhancing OMT by means of bidirectional sorting networks. We implemented this idea on top of the OptiMathSAT OMT solver. We run an extensive empirical evaluation on a variety of problems, comparing MaxSAT-based and OMT-based techniques, with and without sorting networks, implemented on top of OptiMathSAT and {\nu}Z. The results support the effectiveness of this idea, and provide interesting insights about the different approaches.Comment: 17 pages, submitted at Tacas 1

Optimization Modulo Theories with Linear Rational Costs

In the contexts of automated reasoning (AR) and formal verification (FV), important decision problems are effectively encoded into Satisfiability Modulo Theories (SMT). In the last decade efficient SMT solvers have been developed for several theories of practical interest (e.g., linear arithmetic, arrays, bit-vectors). Surprisingly, little work has been done to extend SMT to deal with optimization problems; in particular, we are not aware of any previous work on SMT solvers able to produce solutions which minimize cost functions over arithmetical variables. This is unfortunate, since some problems of interest require this functionality. In the work described in this paper we start filling this gap. We present and discuss two general procedures for leveraging SMT to handle the minimization of linear rational cost functions, combining SMT with standard minimization techniques. We have implemented the procedures within the MathSAT SMT solver. Due to the absence of competitors in the AR, FV and SMT domains, we have experimentally evaluated our implementation against state-of-the-art tools for the domain of linear generalized disjunctive programming (LGDP), which is closest in spirit to our domain, on sets of problems which have been previously proposed as benchmarks for the latter tools. The results show that our tool is very competitive with, and often outperforms, these tools on these problems, clearly demonstrating the potential of the approach.Comment: Submitted on january 2014 to ACM Transactions on Computational Logic, currently under revision. arXiv admin note: text overlap with arXiv:1202.140

Branching strategies for mixed-integer programs containing logical constraints and decomposable structure

Decision-making optimisation problems can include discrete selections, e.g. selecting a route, arranging non-overlapping items or designing a network of items. Branch-and-bound (B&B), a widely applied divide-and-conquer framework, often solves such problems by considering a continuous approximation, e.g. replacing discrete variable domains by a continuous superset. Such approximations weaken the logical relations, e.g. for discrete variables corresponding to Boolean variables. Branching in B&B reintroduces logical relations by dividing the search space. This thesis studies designing B&B branching strategies, i.e. how to divide the search space, for optimisation problems that contain both a logical and a continuous structure. We begin our study with a large-scale, industrially-relevant optimisation problem where the objective consists of machine-learnt gradient-boosted trees (GBTs) and convex penalty functions. GBT functions contain if-then queries which introduces a logical structure to this problem. We propose decomposition-based rigorous bounding strategies and an iterative heuristic that can be embedded into a B&B algorithm. We approach branching with two strategies: a pseudocost initialisation and strong branching that target the structure of GBT and convex penalty aspects of the optimisation objective, respectively. Computational tests show that our B&B approach outperforms state-of-the-art solvers in deriving rigorous bounds on optimality. Our second project investigates how satisfiability modulo theories (SMT) derived unsatisfiable cores may be utilised in a B&B context. Unsatisfiable cores are subsets of constraints that explain an infeasible result. We study two-dimensional bin packing (2BP) and develop a B&B algorithm that branches on SMT unsatisfiable cores. We use the unsatisfiable cores to derive cuts that break 2BP symmetries. Computational results show that our B&B algorithm solves 20% more instances when compared with commercial solvers on the tested instances. Finally, we study convex generalized disjunctive programming (GDP), a framework that supports logical variables and operators. Convex GDP includes disjunctions of mathematical constraints, which motivate branching by partitioning the disjunctions. We investigate separation by branching, i.e. eliminating solutions that prevent rigorous bound improvement, and propose a greedy algorithm for building the branches. We propose three scoring methods for selecting the next branching disjunction. We also analyse how to leverage infeasibility to expedite the B&B search. Computational results show that our scoring methods can reduce the number of explored B&B nodes by an order of magnitude when compared with scoring methods proposed in literature. Our infeasibility analysis further reduces the number of explored nodes.Open Acces

Models and Strategies for Variants of the Job Shop Scheduling Problem

Recently, a variety of constraint programming and Boolean satisfiability approaches to scheduling problems have been introduced. They have in common the use of relatively simple propagation mechanisms and an adaptive way to focus on the most constrained part of the problem. In some cases, these methods compare favorably to more classical constraint programming methods relying on propagation algorithms for global unary or cumulative resource constraints and dedicated search heuristics. In particular, we described an approach that combines restarting, with a generic adaptive heuristic and solution guided branching on a simple model based on a decomposition of disjunctive constraints. In this paper, we introduce an adaptation of this technique for an important subclass of job shop scheduling problems (JSPs), where the objective function involves minimization of earliness/tardiness costs. We further show that our technique can be improved by adding domain specific information for one variant of the JSP (involving time lag constraints). In particular we introduce a dedicated greedy heuristic, and an improved model for the case where the maximal time lag is 0 (also referred to as no-wait JSPs).Comment: Principles and Practice of Constraint Programming - CP 2011, Perugia : Italy (2011

Hybrid SAT-Based Consistency Checking Algorithms for Simple Temporal Networks with Decisions

A Simple Temporal Network (STN) consists of time points modeling temporal events and constraints modeling the minimal and maximal temporal distance between them. A Simple Temporal Network with Decisions (STND) extends an STN by adding decision time points to model temporal plans with decisions. A decision time point is a special kind of time point that once executed allows for deciding a truth value for an associated Boolean proposition. Furthermore, STNDs label time points and constraints by conjunctions of literals saying for which scenarios (i.e., complete truth value assignments to the propositions) they are relevant. Thus, an STND models a family of STNs each obtained as a projection of the initial STND onto a scenario. An STND is consistent if there exists a consistent scenario (i.e., a scenario such that the corresponding STN projection is consistent). Recently, a hybrid SAT-based consistency checking algorithm (HSCC) was proposed to check the consistency of an STND. Unfortunately, that approach lacks experimental evaluation and does not allow for the synthesis of all consistent scenarios. In this paper, we propose an incremental HSCC algorithm for STNDs that (i) is faster than the previous one and (ii) allows for the synthesis of all consistent scenarios and related early execution schedules (offline temporal planning). Then, we carry out an experimental evaluation with KAPPA, a tool that we developed for STNDs. Finally, we prove that STNDs and disjunctive temporal networks (DTNs) are equivalent