Using the Breakout Algorithm to Identify Hard and Unsolvable Subproblems

Local search algorithms have been very successful for solving constraint satisfaction problems (CSP). However, a major weakness has been that local search is unable to detect unsolvability and is thus not suitable for highly constrained or overconstrained problems. In this paper, we present a scheme where a local search algorithm, the breakout algorithm, is used to identify hard or unsolvable subproblems. This is used in two ways. The first to generate a fail-first variable order for a systematic backtrack search that proves unsolvability or solves the problem efficiently. The combination of the two methods is a complete algorithm. On randomly generated coloring problems, the method performs extremely well, in particular, for tightly and overconstrained CSPs. The second way of using the breakout algorithm is as a filter for identifying possibly unsolvable subproblems. We present an efficient algorithm that guarantees to find the smallest unsolvable subproblem by systematic search. The presented scheme is of great practical use as ideal failure analysis tool, which also supports the repair of a problem

Distributed constraint satisfaction for coordinating and integrating a large-scale, heterogeneous enterprise

Market forces are continuously driving public and private organisations towards higher productivity, shorter process and production times, and fewer labour hours. To cope with these changes, organisations are adopting new organisational models of coordination and cooperation that increase their flexibility, consistency, efficiency, productivity and profit margins. In this thesis an organisational model of coordination and cooperation is examined using a real life example; the technical integration of a distributed large-scale project of an international physics collaboration. The distributed resource constraint project scheduling problem is modelled and solved with the methods of distributed constraint satisfaction. A distributed local search method, the distributed breakout algorithm (DisBO), is used as the basis for the coordination scheme. The efficiency of the local search method is improved by extending it with an incremental problem solving scheme with variable ordering. The scheme is implemented as central algorithm, incremental breakout algorithm (IncBO), and as distributed algorithm, distributed incremental breakout algorithm (DisIncBO). In both cases, strong performance gains are observed for solving underconstrained problems. Distributed local search algorithms are incomplete and lack a termination guarantee. When problems contain hard or unsolvable subproblems and are tightly or overconstrained, local search falls into infinite cycles without explanation. A scheme is developed that identifies hard or unsolvable subproblems and orders these to size. This scheme is based on the constraint weight information generated by the breakout algorithm during search. This information, combined with the graph structure, is used to derive a fail first variable order. Empirical results show that the derived variable order is 'perfect'. When it guides simple backtracking, exceptionally hard problems do not occur, and, when problems are unsolvable, the fail depth is always the shortest. Two hybrid algorithms, BOBT and BOBT-SUSP are developed. When the problem is unsolvable, BOBT returns the minimal subproblem within the search scope and BOBT-SUSP returns the smallest unsolvable subproblem using a powerful weight sum constraint. A distributed hybrid algorithm (DisBOBT) is developed that combines DisBO with DisBT. The distributed hybrid algorithm first attempts to solve the problem with DisBO. If no solution is available after a bounded number of breakouts, DisBO is terminated, and DisBT solves the problem. DisBT is guided by a distributed variable order that is derived from the constraint weight information and the graph structure. The variable order is incrementally established, every time the partial solution needs to be extended, the next variable within the order is identified. Empirical results show strong performance gains, especially when problems are overconstrained and contain small unsolvable subproblems

Combining search strategies for distributed constraint satisfaction.

Many real-life problems such as distributed meeting scheduling, mobile frequency allocation and resource allocation can be solved using multi-agent paradigms. Distributed constraint satisfaction problems (DisCSPs) is a framework for describing such problems in terms of related subproblems, called a complex local problem (CLP), which are dispersed over a number of locations, each with its own constraints on the values their variables can take. An agent knows the variables in its CLP plus the variables (and their current value) which are directly related to one of its own variables and the constraints relating them. It knows little about the rest of the problem. Thus, each CLP is solved by an agent which cooperates with other agents to solve the overall problem. Algorithms for solving DisCSPs can be classified as either systematic or local search with the former being complete and the latter incomplete. The algorithms generally assume that each agent has only one variable as they can solve DisCSP with CLPs using virtual agents. However, in large DisCSPs where it is appropriate to trade completeness off against timeliness, systematic search algorithms can be expensive when compared to local search algorithms which generally converge quicker to a solution (if a solution is found) when compared to systematic algorithms. A major drawback of local search algorithms is getting stuck at local optima. Significant researches have focused on heuristics which can be used in an attempt to either escape or avoid local optima. This thesis makes significant contributions to local search algorithms for DisCSPs. Firstly, we present a novel combination of heuristics in DynAPP (Dynamic Agent Prioritisation with Penalties), which is a distributed synchronous local search algorithm for solving DisCSPs having one variable per agent. DynAPP combines penalties on values and dynamic agent prioritisation heuristics to escape local optima. Secondly, we develop a divide and conquer approach that handles DisCSP with CLPs by exploiting the structure of the problem. The divide and conquer approach prioritises the finding of variable instantiations which satisfy the constraints between agents which are often more expensive to satisfy when compared to constraints within an agent. The approach also exploits concurrency and combines the following search strategies: (i) both systematic and local searches; (ii) both centralised and distributed searches; and (iii) a modified compilation strategy. We also present an algorithm that implements the divide and conquer approach in Multi-DCA (Divide and Conquer Algorithm for Agents with CLPs). DynAPP and Multi-DCA were evaluated on several benchmark problems and compared to the leading algorithms for DisCSPs and DisCSPs with CLPs respectively. The results show that at the region of difficult problems, combining search heuristics and exploiting problem structure in distributed constraint satisfaction achieve significant benefits (i.e. generally used less computational time and communication costs) over existing competing methods

Asynchronous Partial Overlay: A New Algorithm for Solving Distributed Constraint Satisfaction Problems

Distributed Constraint Satisfaction (DCSP) has long been considered an important problem in multi-agent systems research. This is because many real-world problems can be represented as constraint satisfaction and these problems often present themselves in a distributed form. In this article, we present a new complete, distributed algorithm called Asynchronous Partial Overlay (APO) for solving DCSPs that is based on a cooperative mediation process. The primary ideas behind this algorithm are that agents, when acting as a mediator, centralize small, relevant portions of the DCSP, that these centralized subproblems overlap, and that agents increase the size of their subproblems along critical paths within the DCSP as the problem solving unfolds. We present empirical evidence that shows that APO outperforms other known, complete DCSP techniques

Identifying sources of global contention in constraint satisfaction search

Much work has been done on learning from failure in search to boost solving of combinatorial problems, such as clause-learning and clause-weighting in boolean satisfiability (SAT), nogood and explanation-based learning, and constraint weighting in constraint satisfaction problems (CSPs). Many of the top solvers in SAT use clause learning to good effect. A similar approach (nogood learning) has not had as large an impact in CSPs. Constraint weighting is a less fine-grained approach where the information learnt gives an approximation as to which variables may be the sources of greatest contention. In this work we present two methods for learning from search using restarts, in order to identify these critical variables prior to solving. Both methods are based on the conflict-directed heuristic (weighted-degree heuristic) introduced by Boussemart et al. and are aimed at producing a better-informed version of the heuristic by gathering information through restarting and probing of the search space prior to solving, while minimizing the overhead of these restarts. We further examine the impact of different sampling strategies and different measurements of contention, and assess different restarting strategies for the heuristic. Finally, two applications for constraint weighting are considered in detail: dynamic constraint satisfaction problems and unary resource scheduling problems

Scheduling and Online Planning in Stochastic Diffusion Networks

Diffusion processes in networks are common models for many domains, including species colonization, information/idea cascade, disease propagation and fire spreading. In diffusion networks, a diffusion event occurs when a behavior spreads from one node to the other following a probabilistic model, where the behavior could be species, an idea, a virus, fire, etc. In the real world, in addition to observing diffusion processes, people are usually able to control the influence of diffusion by conducting operations on each individual node or node groups. Then the diffusion network control problem is to decide how to perform possible controls in order to maximize or minimize the range of diffusion, especially when there is a limited resource for doing controls. Diffusion network control problems are challenging for most AI planning techniques. The complexity comes from highly stochastic exogenous events, a large action branching factor (the number of combinations of individual operations), a long time horizon, and the need to reason about numeric resource limits. In this thesis, we explore approaches that offer high-quality policies of controlling diffusion processes in large-scale networks. We first propose a non-adaptive policy in conservation planning, where the goal is to encourage species spread in a long term. Given a set of control operations of interest, this policy specifies the deadline of taking each operation, so that the resource is used with the most flexibility while keeping the loss of diffusion influence within a desired ratio. This is particularly applicable in cases where a domain expert can develop a set of control operations that captures their own objectives. Then our approach provides a way of trading off diffusion influence and resource usage. We further propose a fully adaptive approach for this conservation planning problem by computing a Hindsight Optimization (HOP) solution at every time step. Instead of computing a HOP action in the traditional way which is linear in the number of actions, we take advantage of its separable structure and develop an effective algorithm that scales for exponentially large, factored action spaces. From experiments on both synthetic and real data sets, we show that our algorithm returns near-optimal HOP solutions while scaling to large problems. Moreover, we extend our implementation of HOP policy to a general framework of online planning for diffusion network control problems. In particular, we give a general and formal representation of diffusion network problems. Our framework proposes a schema of effectively computing multiple lookahead policies, some of which have been successfully applied to various probabilistic planning problems. We evaluate our ap-proach on diffusion network control problems in conservation planning, epidemic control and firefighting. The experimental results demonstrate the behaviors of these lookahead policies and the advantage of each in different domains

Optimization of storage and picking systems in warehouses

La croissance du commerce électronique exige une hausse des performances des systèmes d'entreposage, qui sont maintenant repensés pour faire face à un volume massif de demandes à être satisfait le plus rapidement possible. Le système manuel et le système à robots mobile (SRM) sont parmi les plus utilisés pour ces activités. Le premier est un système centré sur l'humain pour réaliser des opérations complexes que les robots actuels ne peuvent pas effectuer. Cependant, les nouvelles générations de robots autonomes mènent à un remplacement progressif par le dernier pour augmenter la productivité. Quel que soit le système utilisé, plusieurs problèmes interdépendants doivent être résolus pour avoir des processus de stockage et de prélèvement efficaces. Les problèmes de stockage concernent les décisions d'où stocker les produits dans l'entrepôt. Les problèmes de prélèvement incluent le regroupement des commandes à exécuter ensemble et les itinéraires que les cueilleurs et les robots doivent suivre pour récupérer les produits demandés. Dans le système manuel, ces problèmes sont traditionnellement résolus à l'aide de politiques simples que les préparateurs peuvent facilement suivre. Malgré l'utilisation de robots, la même stratégie de solution est répliquée aux problèmes équivalents trouvés dans le SRM. Dans cette recherche, nous étudions les problèmes de stockage et de prélèvement rencontrés lors de la conception du système manuel et du SRM. Nous développons des outils d'optimisation pour aider à la prise de décision pour mettre en place leurs processus, en améliorant les mesures de performance typiques de ces systèmes. Certains problèmes traditionnels sont résolus avec des techniques améliorées, tandis que d'autres sont intégrés pour être résolus ensemble au lieu d'optimiser chaque sous-système de manière indépendante. Nous considérons d'abord un système manuel avec un ensemble connu de commandes et intégrons les décisions de stockage et de routage. Le problème intégré et certaines variantes tenant compte des politiques de routage communes sont modélisés mathématiquement. Une métaheuristique générale de recherche de voisinage variable est présentée pour traiter des instances de taille réelle. Des expériences attestent de l'efficience de la métaheuristique proposée par rapport aux modèles exacts et aux politiques de stockage communes. Lorsque les demandes futures sont incertaines, il est courant d'utiliser une stratégie de zonage qui divise la zone de stockage en zones et attribue les produits les plus demandés aux meilleures zones. Les tailles des zones sont à déterminer. Généralement, des dimensions arbitraires sont choisies, mais elles ignorent les caractéristiques de l'entrepôt et des demandes. Nous abordons le problème de dimensionnement des zones pour déterminer quels facteurs sont pertinents pour choisir de meilleures tailles de zone. Les données générées à partir de simulations exhaustives sont utilisées pour trainer quatre modèles de régression d'apprentissage automatique - moindres carrés ordinaire, arbre de régression, forêt aléatoire et perceptron multicouche - afin de prédire les dimensions optimales des zones en fonction de l'ensemble de facteurs pertinents identifiés. Nous montrons que tous les modèles entraînés suggèrent des dimensions sur mesure des zones qui performent meilleur que les dimensions arbitraires couramment utilisées. Une autre approche pour résoudre les problèmes de stockage pour le système manuel et pour le SRM considère les corrélations entre les produits. L'idée est que les produits régulièrement demandés ensemble doivent être stockés près pour réduire les coûts de routage. Cette politique de stockage peut être modélisée comme une variante du problème d'affectation quadratique (PAQ). Le PAQ est un problème combinatoire traditionnel et l'un des plus difficiles à résoudre. Nous examinons les variantes les plus connues du PAQ et développons une puissante métaheuristique itérative de recherche tabou mémétique en parallèle capable de les résoudre. La métaheuristique proposée s'avère être parmi les plus performantes pour le PAQ et surpasse considérablement l'état de l'art pour ses variantes. Les SRM permettent de repositionner facilement les pods d'inventaire pendant les opérations, ce qui peut conduire à un processus de prélèvement plus économe en énergie. Nous intégrons les décisions de repositionnement des pods à l'attribution des commandes et à la sélection des pods à l'aide d'une stratégie de prélèvement par vague. Les pods sont réorganisés en tenant compte du moment et de l'endroit où ils devraient être demandés au futur. Nous résolvons ce problème en utilisant la programmation stochastique en tenant compte de l'incertitude sur les demandes futures et suggérons une matheuristique de recherche locale pour résoudre des instances de taille réelle. Nous montrons que notre schéma d'approximation moyenne de l'échantillon est efficace pour simuler les demandes futures puisque nos méthodes améliorent les solutions trouvées lorsque les vagues sont planifiées sans tenir compte de l'avenir. Cette thèse est structurée comme suit. Après un chapitre d'introduction, nous présentons une revue de la littérature sur le système manuel et le SRM, et les décisions communes prises pour mettre en place leurs processus de stockage et de prélèvement. Les quatre chapitres suivants détaillent les études pour le problème de stockage et de routage intégré, le problème de dimensionnement des zones, le PAQ et le problème de repositionnement de pod. Nos conclusions sont résumées dans le dernier chapitre.The rising of e-commerce is demanding an increase in the performance of warehousing systems, which are being redesigned to deal with a mass volume of demands to be fulfilled as fast as possible. The manual system and the robotic mobile fulfillment system (RMFS) are among the most commonly used for these activities. The former is a human-centered system that handles complex operations that current robots cannot perform. However, newer generations of autonomous robots are leading to a gradual replacement by the latter to increase productivity. Regardless of the system used, several interdependent problems have to be solved to have efficient storage and picking processes. Storage problems concern decisions on where to store products within the warehouse. Picking problems include the batching of orders to be fulfilled together and the routes the pickers and robots should follow to retrieve the products demanded. In the manual system, these problems are traditionally solved using simple policies that pickers can easily follow. Despite using robots, the same solution strategy is being replicated to the equivalent problems found in the RMFS. In this research, we investigate storage and picking problems faced when designing manual and RMFS warehouses. We develop optimization tools to help in the decision-making process to set up their processes and improve typical performance measures considered in these systems. Some classic problems are solved with improved techniques, while others are integrated to be solved together instead of optimizing each subsystem sequentially. We first consider a manual system with a known set of orders and integrate storage and routing decisions. The integrated problem and some variants considering common routing policies are modeled mathematically. A general variable neighborhood search metaheuristic is presented to deal with real-size instances. Computational experiments attest to the effectiveness of the metaheuristic proposed compared to the exact models and common storage policies. When future demands are uncertain, it is common to use a zoning strategy to divide the storage area into zones and assign the most-demanded products to the best zones. Zone sizes are to be determined. Commonly, arbitrary sizes are chosen, which ignore the characteristics of the warehouse and the demands. We approach the zone sizing problem to determine which factors are relevant to choosing better zone sizes. Data generated from exhaustive simulations are used to train four machine learning regression models - ordinary least squares, regression tree, random forest, and multilayer perceptron - to predict the optimal zone sizes given the set of relevant factors identified. We show that all trained models suggest tailor-made zone sizes with better picking performance than the arbitrary ones commonly used. Another approach to solving storage problems, both in the manual and RMFS, considers the correlations between products. The idea is that products constantly demanded together should be stored closer to reduce routing costs. This storage policy can be modeled as a quadratic assignment problem (QAP) variant. The QAP is a traditional combinatorial problem and one of the hardest to solve. We survey the most traditional QAP variants and develop a powerful parallel memetic iterated tabu search metaheuristic capable of solving them. The proposed metaheuristic is shown to be among the best performing ones for the QAP and significantly outperforms the state-of-the-art for its variants. The RMFS allows easy repositioning of inventory pods during operations that can lead to a more energy-efficient picking process. We integrate pod repositioning decisions with order assignment and pod selection using a wave picking strategy such that pods are parked after being requested considering when and where they are expected to be requested next. We solve this integrated problem using stochastic programming considering the uncertainty about future demands and suggest a local search matheuristic to solve real-size instances. We show that our sample average approximation scheme is effective to simulate future demands since our methods improve solutions found when waves are planned without considering the future demands. This thesis is structured as follows. After an introductory chapter, we present a literature review on the manual and RMFS, and common decisions made to set up their storage and picking processes. The next four chapters detail the studies for the integrated storage and routing problem, the zone sizing problem, the QAP, and the pod repositioning problem. Our findings are summarized in the last chapter

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing