A branch-and-bound methodology within algebraic modelling systems

Through the use of application-specific branch-and-bound directives it is possible to find solutions to combinatorial models that would otherwise be difficult or impossible to find by just using generic branch-and-bound techniques within the framework of mathematical programming. {\sc Minto} is an example of a system which offers the possibility to incorporate user-provided directives (written in {\sc C}) to guide the branch-and-bound search. Its main focus, however, remains on mathematical programming models. The aim of this paper is to present a branch-and-bound methodology for particular combinatorial structures to be embedded inside an algebraic modelling language. One advantage is the increased scope of application. Another advantage is that directives are more easily implemented at the modelling level than at the programming level

Anytime coalition structure generation on synergy graphs

We consider the coalition structure generation (CSG) problem on synergy graphs, which arises in many practical applications where communication constraints, social or trust relationships must be taken into account when forming coalitions. We propose a novel representation of this problem based on the concept of edge contraction, and an innovative branch and bound approach (CFSS), which is particularly efficient when applied to a general class of characteristic functions. This new model provides a non-redundant partition of the search space, hence allowing an effective parallelisation. We evaluate CFSS on two benchmark functions, the edge sum with coordination cost and the collective energy purchasing functions, comparing its performance with the best algorithm for CSG on synergy graphs: DyCE. The latter approach is centralised and cannot be efficiently parallelised due to the exponential memory requirements in the number of agents, which limits its scalability (while CFSS memory requirements are only polynomial). Our results show that, when the graphs are very sparse, CFSS is 4 orders of magnitude faster than DyCE. Moreover, CFSS is the first approach to provide anytime approximate solutions with quality guarantees for very large systems (i.e., with more than 2700 agents

Parallel machine scheduling with precedence constraints and setup times

This paper presents different methods for solving parallel machine scheduling problems with precedence constraints and setup times between the jobs. Limited discrepancy search methods mixed with local search principles, dominance conditions and specific lower bounds are proposed. The proposed methods are evaluated on a set of randomly generated instances and compared with previous results from the literature and those obtained with an efficient commercial solver. We conclude that our propositions are quite competitive and our results even outperform other approaches in most cases

Configurable Strategies for Work-stealing

Work-stealing systems are typically oblivious to the nature of the tasks they are scheduling. For instance, they do not know or take into account how long a task will take to execute or how many subtasks it will spawn. Moreover, the actual task execution order is typically determined by the underlying task storage data structure, and cannot be changed. There are thus possibilities for optimizing task parallel executions by providing information on specific tasks and their preferred execution order to the scheduling system. We introduce scheduling strategies to enable applications to dynamically provide hints to the task-scheduling system on the nature of specific tasks. Scheduling strategies can be used to independently control both local task execution order as well as steal order. In contrast to conventional scheduling policies that are normally global in scope, strategies allow the scheduler to apply optimizations on individual tasks. This flexibility greatly improves composability as it allows the scheduler to apply different, specific scheduling choices for different parts of applications simultaneously. We present a number of benchmarks that highlight diverse, beneficial effects that can be achieved with scheduling strategies. Some benchmarks (branch-and-bound, single-source shortest path) show that prioritization of tasks can reduce the total amount of work compared to standard work-stealing execution order. For other benchmarks (triangle strip generation) qualitatively better results can be achieved in shorter time. Other optimizations, such as dynamic merging of tasks or stealing of half the work, instead of half the tasks, are also shown to improve performance. Composability is demonstrated by examples that combine different strategies, both within the same kernel (prefix sum) as well as when scheduling multiple kernels (prefix sum and unbalanced tree search)

Tactical fixed job scheduling with spread-time constraints

We address the tactical fixed job scheduling problem with spread-time constraints. In such a problem, there are a fixed number of classes of machines and a fixed number of groups of jobs. Jobs of the same group can only be processed by machines of a given set of classes. All jobs have their fixed start and end times. Each machine is associated with a cost according to its machine class. Machines have spread-time constraints, with which each machine is only available for L consecutive time units from the start time of the earliest job assigned to it. The objective is to minimize the total cost of the machines used to process all the jobs. For this strongly NP-hard problem, we develop a branch-and-price algorithm, which solves instances with up to 300 jobs, as compared with CPLEX, which cannot solve instances of 100 jobs. We further investigate the influence of machine flexibility by computational experiments. Our results show that limited machine flexibility is sufficient in most situations

A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching

It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. In fact, the USA Energy Policy Act of 2005 (Section 1223) states that the U.S. should "encourage, as appropriate, the deployment of advanced transmission technologies" including "optimized transmission line configurations". As such, many authors have studied the problem of determining an optimal set of transmission lines to switch off to minimize the cost of meeting a given power demand under the direct current (DC) model of power flow. This problem is known in the literature as the Direct-Current Optimal Transmission Switching Problem (DC-OTS). Most research on DC-OTS has focused on heuristic algorithms for generating quality solutions or on the application of DC-OTS to crucial operational and strategic problems such as contingency correction, real-time dispatch, and transmission expansion. The mathematical theory of the DC-OTS problem is less well-developed. In this work, we formally establish that DC-OTS is NP-Hard, even if the power network is a series-parallel graph with at most one load/demand pair. Inspired by Kirchoff's Voltage Law, we give a cycle-based formulation for DC-OTS, and we use the new formulation to build a cycle-induced relaxation. We characterize the convex hull of the cycle-induced relaxation, and the characterization provides strong valid inequalities that can be used in a cutting-plane approach to solve the DC-OTS. We give details of a practical implementation, and we show promising computational results on standard benchmark instances

A Decomposition Approach to Multi-Vehicle Cooperative Control

We present methods that generate cooperative strategies for multi-vehicle control problems using a decomposition approach. By introducing a set of tasks to be completed by the team of vehicles and a task execution method for each vehicle, we decomposed the problem into a combinatorial component and a continuous component. The continuous component of the problem is captured by task execution, and the combinatorial component is captured by task assignment. In this paper, we present a solver for task assignment that generates near-optimal assignments quickly and can be used in real-time applications. To motivate our methods, we apply them to an adversarial game between two teams of vehicles. One team is governed by simple rules and the other by our algorithms. In our study of this game we found phase transitions, showing that the task assignment problem is most difficult to solve when the capabilities of the adversaries are comparable. Finally, we implement our algorithms in a multi-level architecture with a variable replanning rate at each level to provide feedback on a dynamically changing and uncertain environment.Comment: 36 pages, 19 figures, for associated web page see http://control.mae.cornell.edu/earl/decom