Decomposition Based Search - A theoretical and experimental evaluation

In this paper we present and evaluate a search strategy called Decomposition Based Search (DBS) which is based on two steps: subproblem generation and subproblem solution. The generation of subproblems is done through value ranking and domain splitting. Subdomains are explored so as to generate, according to the heuristic chosen, promising subproblems first. We show that two well known search strategies, Limited Discrepancy Search (LDS) and Iterative Broadening (IB), can be seen as special cases of DBS. First we present a tuning of DBS that visits the same search nodes as IB, but avoids restarts. Then we compare both theoretically and computationally DBS and LDS using the same heuristic. We prove that DBS has a higher probability of being successful than LDS on a comparable number of nodes, under realistic assumptions. Experiments on a constraint satisfaction problem and an optimization problem show that DBS is indeed very effective if compared to LDS.Comment: 16 pages, 8 figures. LIA Technical Report LIA00203, University of Bologna, 200

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

Postponing Branching Decisions

Solution techniques for Constraint Satisfaction and Optimisation Problems often make use of backtrack search methods, exploiting variable and value ordering heuristics. In this paper, we propose and analyse a very simple method to apply in case the value ordering heuristic produces ties: postponing the branching decision. To this end, we group together values in a tie, branch on this sub-domain, and defer the decision among them to lower levels of the search tree. We show theoretically and experimentally that this simple modification can dramatically improve the efficiency of the search strategy. Although in practise similar methods may have been applied already, to our knowledge, no empirical or theoretical study has been proposed in the literature to identify when and to what extent this strategy should be used.Comment: 11 pages, 3 figure

Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance