Finite domain constraint programming systems

Tutorial at CP'2002, Principles and Practice of Constraint Programming. Powerpoint slides.</p

The Ciao clp(FD) library. A modular CLP extension for Prolog

We present a new free library for Constraint Logic Programming over Finite Domains, included with the Ciao Prolog system. The library is entirely written in Prolog, leveraging on Ciao's module system and code transformation capabilities in order to achieve a highly modular design without compromising performance. We describe the interface, implementation, and design rationale of each modular component. The library meets several design goals: a high level of modularity, allowing the individual components to be replaced by different versions; highefficiency, being competitive with other TT> implementations; a glass-box approach, so the user can specify new constraints at different levels; and a Prolog implementation, in order to ease the integration with Ciao's code analysis components. The core is built upon two small libraries which implement integer ranges and closures. On top of that, a finite domain variable datatype is defined, taking care of constraint reexecution depending on range changes. These three libraries form what we call the TT> kernel of the library. This TT> kernel is used in turn to implement several higher-level finite domain constraints, specified using indexicals. Together with a labeling module this layer forms what we name the TT> solver. A final level integrates the CLP (J7©) paradigm with our TT> solver. This is achieved using attributed variables and a compiler from the CLP (J7©) language to the set of constraints provided by the solver. It should be noted that the user of the library is encouraged to work in any of those levels as seen convenient: from writing a new range module to enriching the set of TT> constraints by writing new indexicals

Tractable Combinations of Global Constraints

We study the complexity of constraint satisfaction problems involving global constraints, i.e., special-purpose constraints provided by a solver and represented implicitly by a parametrised algorithm. Such constraints are widely used; indeed, they are one of the key reasons for the success of constraint programming in solving real-world problems. Previous work has focused on the development of efficient propagators for individual constraints. In this paper, we identify a new tractable class of constraint problems involving global constraints of unbounded arity. To do so, we combine structural restrictions with the observation that some important types of global constraint do not distinguish between large classes of equivalent solutions.Comment: To appear in proceedings of CP'13, LNCS 8124. arXiv admin note: text overlap with arXiv:1307.179

Inference with Constrained Hidden Markov Models in PRISM

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. Defining HMMs with side-constraints in Constraint Logic Programming have advantages in terms of more compact expression and pruning opportunities during inference. We present a PRISM-based framework for extending HMMs with side-constraints and show how well-known constraints such as cardinality and all different are integrated. We experimentally validate our approach on the biologically motivated problem of global pairwise alignment

Combining Relational Algebra, SQL, Constraint Modelling, and Local Search

The goal of this paper is to provide a strong integration between constraint modelling and relational DBMSs. To this end we propose extensions of standard query languages such as relational algebra and SQL, by adding constraint modelling capabilities to them. In particular, we propose non-deterministic extensions of both languages, which are specially suited for combinatorial problems. Non-determinism is introduced by means of a guessing operator, which declares a set of relations to have an arbitrary extension. This new operator results in languages with higher expressive power, able to express all problems in the complexity class NP. Some syntactical restrictions which make data complexity polynomial are shown. The effectiveness of both extensions is demonstrated by means of several examples. The current implementation, written in Java using local search techniques, is described. To appear in Theory and Practice of Logic Programming (TPLP)Comment: 30 pages, 5 figure

Processing second-order stochastic dominance models using cutting-plane representations

This is the post-print version of the Article. The official published version can be accessed from the links below. Copyright @ 2011 Springer-VerlagSecond-order stochastic dominance (SSD) is widely recognised as an important decision criterion in portfolio selection. Unfortunately, stochastic dominance models are known to be very demanding from a computational point of view. In this paper we consider two classes of models which use SSD as a choice criterion. The first, proposed by Dentcheva and Ruszczyński (J Bank Finance 30:433–451, 2006), uses a SSD constraint, which can be expressed as integrated chance constraints (ICCs). The second, proposed by Roman et al. (Math Program, Ser B 108:541–569, 2006) uses SSD through a multi-objective formulation with CVaR objectives. Cutting plane representations and algorithms were proposed by Klein Haneveld and Van der Vlerk (Comput Manage Sci 3:245–269, 2006) for ICCs, and by Künzi-Bay and Mayer (Comput Manage Sci 3:3–27, 2006) for CVaR minimization. These concepts are taken into consideration to propose representations and solution methods for the above class of SSD based models. We describe a cutting plane based solution algorithm and outline implementation details. A computational study is presented, which demonstrates the effectiveness and the scale-up properties of the solution algorithm, as applied to the SSD model of Roman et al. (Math Program, Ser B 108:541–569, 2006).This study was funded by OTKA, Hungarian National Fund for Scientific Research, project 47340; by Mobile Innovation Centre, Budapest University of Technology, project 2.2; Optirisk Systems, Uxbridge, UK and by BRIEF (Brunel University Research Innovation and Enterprise Fund)