Optimization with gradient-boosted trees and risk control

Decision trees effectively represent the sparse, high dimensional and noisy nature of chemical data from experiments. Having learned a function from this data, we may want to thereafter optimize the function, e.g., picking the best chemical process catalyst. In this way, we may repurpose legacy predictive models. This work studies a large-scale, industrially-relevant mixed-integer quadratic optimization problem involving: (i) gradient-boosted pre-trained regression trees modeling catalyst behavior, (ii) penalty functions mitigating risk, and (iii) penalties enforcing composition constraints. We develop heuristic methods and an exact, branch-and-bound algorithm leveraging structural properties of gradient-boosted trees and penalty functions. We numerically test our methods on an industrial instance

Exact lexicographic scheduling and approximate rescheduling

In industrial scheduling, an initial planning phase may solve the nominal problem and a subsequent recovery phase may intervene to repair inefficiencies and infeasibilities, e.g. due to machine failures and job processing time variations. This work investigates the minimum makespan scheduling problem with job and machine perturbations and shows that the recovery problem is strongly NP-hard, at least as hard as solving the problem with full input knowledge. We explore recovery strategies with respect to the (i) planning decisions and (ii) permitted deviations from the original schedule. The resulting performance guarantees are parameterized by the degree of uncertainty. The analysis derives from the optimal substructure imposed by lexicographic optimality, so lexicographic optimization enables more efficient reoptimization. We revisit state-of-the-art exact lexicographic optimization methods and propose a novel lexicographic optimization approach based on branch-and-bound. Numerical analysis using standard commercial solvers substantiates the method

Speed scaling on parallel processors with migration

We study the problem of scheduling a set of jobs with release dates, deadlines and processing requirements (or works) on parallel speed scalable processors so as to minimize the total energy consumption. We consider that both preemptions and migrations of jobs are allowed. For this problem, there exists an optimal polynomial-time algorithm which uses as a black box an algorithm for linear programming. Here, we formulate the problem as a convex program and we propose a combinatorial polynomial-time algorithm which is based on finding maximum flows. Our algorithm runs in O(nf(n)logU) time, where n is the number of jobs, U is the range of all possible values of processors’ speeds divided by the desired accuracy and f(n) is the time needed for computing a maximum flow in a layered graph with O(n) vertices

Argumentation for explainable scheduling

Mathematical optimization offers highly-effective tools for finding solutions for problems with well-defined goals, notably scheduling. However, optimization solvers are often unexplainable black boxes whose solutions are inaccessible to users and which users cannot interact with. We define a novel paradigm using argumentation to empower the interaction between optimization solvers and users, supported by tractable explanations which certify or refute solutions. A solution can be from a solver or of interest to a user (in the context of 'what-if' scenarios). Specifically, we define argumentative and natural language explanations for why a schedule is (not) feasible, (not) efficient or (not) satisfying fixed user decisions, based on models of the fundamental makespan scheduling problem in terms of abstract argumentation frameworks (AFs). We define three types of AFs, whose stable extensions are in one-to-one correspondence with schedules that are feasible, efficient and satisfying fixed decisions, respectively. We extract the argumentative explanations from these AFs and the natural language explanations from the argumentative ones

From preemptive to non-preemptive speed-scaling scheduling

We are given a set of jobs, each one specified by its release date, its deadline and its processing volume (work), and a single (or a set of) speed-scalable processor(s). We adopt the standard model in speed-scaling in which if a processor runs at speed s then the energy consumption is s α units of energy per time unit, where α > 1. Our goal is to find a schedule respecting the release dates and the deadlines of the jobs so that the total energy consumption is minimized. While most previous works have studied the preemptive case of the problem, where a job may be interrupted and resumed later, we focus on the non-preemptive case where once a job starts its execution, it has to continue until its completion without any interruption. As the preemptive case is known to be polynomially solvable for both the single-processor and the multiprocessor case, we explore the idea of transforming an optimal preemptive schedule to a non-preemptive one. We prove that the preemptive optimal solution does not preserve enough of the structure of the non-preemptive optimal solution, and more precisely that the ratio between the energy consumption of an optimal non-preemptive schedule and the energy consumption of an optimal preemptive schedule can be very large even for the single-processor case. Then, we focus on some interesting families of instances: (i) equal-work jobs on a single-processor, and (ii) agreeable instances in the multiprocessor case. In both cases, we propose constant factor approximation algorithms. In the latter case, our algorithm improves the best known algorithm of the literature. Finally, we propose a (non-constant factor) approximation algorithm for general instances in the multiprocessor case. © 2013 Springer-Verlag Berlin Heidelberg

From preemptive to non-preemptive speed-scaling scheduling

We are given a set of jobs, each one specified by its release date, its deadline and its processing volume (work), and a single (or a set of) speed-scalable processor(s). We adopt the standard model in speed-scaling in which if a processor runs at speed s then the energy consumption is sα units of energy per time unit, where α>1 is a small constant. Our goal is to find a schedule respecting the release dates and the deadlines of the jobs so that the total energy consumption to be minimized. While most previous works have studied the preemptive case of the problem, where a job may be interrupted and resumed later, we focus on the non-preemptive case where once a job starts its execution, it has to continue until its completion without any interruption. As the preemptive case is known to be polynomially solvable for both the single-processor and the multiprocessor case, we explore the idea of transforming an optimal preemptive schedule to a non-preemptive one. We prove that the preemptive optimal solution does not preserve enough of the structure of the non-preemptive optimal solution, and more precisely that the ratio between the energy consumption of an optimal non-preemptive schedule and the energy consumption of an optimal preemptive schedule can be very large even for the single-processor case. Then, we focus on some interesting families of instances: (i) equal-work jobs on a single-processor, and (ii) agreeable instances in the multiprocessor case. In both cases, we propose constant factor approximation algorithms. In the latter case, our algorithm improves the best known algorithm of the literature. Finally, we propose a (non-constant factor) approximation algorithm for general instances in the multiprocessor case. © 2014 Elsevier B.V. All rights reserved

Approximate and robust bounded job start scheduling for Royal Mail delivery offices

Motivated by mail delivery scheduling problems arising in Royal Mail, we study a generalization of the fundamental makespan scheduling P||Cmax problem which we call the bounded job start scheduling problem. Given a set of jobs, each specified by an integer processing time pj, that have to be executed non-preemptively by a set of m parallel identical machines, the objective is to compute a minimum makespan schedule subject to an upper bound g≤m on the number of jobs that may simultaneously begin per unit of time. With perfect input knowledge, we show that Longest Processing Time First (LPT) algorithm is tightly 2-approximate. After proving that the problem is strongly NP-hard even when g=1, we elaborate on improving the 2-approximation ratio for this case. We distinguish the classes of long and short instances satisfying pj≥m and pj<m, respectively, for each job j. We show that LPT is 5/3-approximate for the former and optimal for the latter. Then, we explore the idea of scheduling long jobs in parallel with short jobs to obtain tightly satisfied packing and bounded job start constraints. For a broad family of instances excluding degenerate instances with many very long jobs, we derive a 1.985-approximation ratio. For general instances, we require machine augmentation to obtain better than 2-approximate schedules. In the presence of uncertain job processing times, we exploit machine augmentation and lexicographic optimization, which is useful for P||Cmax under uncertainty, to propose a two-stage robust optimization approach for bounded job start scheduling under uncertainty aiming in a low number of used machines. Given a collection of schedules of makespan ≤D, this approach allows distinguishing which are the more robust. We substantiate both the heuristics and our recovery approach numerically using Royal Mail data. We show that for the Royal Mail application, machine augmentation, i.e., short-term van rental, is especially relevant