On Global Warming (Softening Global Constraints)

We describe soft versions of the global cardinality constraint and the regular constraint, with efficient filtering algorithms maintaining domain consistency. For both constraints, the softening is achieved by augmenting the underlying graph. The softened constraints can be used to extend the meta-constraint framework for over-constrained problems proposed by Petit, Regin and Bessiere.Comment: 15 pages, 7 figures. Accepted at the 6th International Workshop on Preferences and Soft Constraint

Improving Optimization Bounds using Machine Learning: Decision Diagrams meet Deep Reinforcement Learning

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower bounds that can be significantly better than classical bounding mechanisms, such as linear relaxations. It is well known that the quality of the bounds achieved through this flexible bounding method is highly reliant on the ordering of variables chosen for building the diagram, and finding an ordering that optimizes standard metrics is an NP-hard problem. In this paper, we propose an innovative and generic approach based on deep reinforcement learning for obtaining an ordering for tightening the bounds obtained with relaxed and restricted DDs. We apply the approach to both the Maximum Independent Set Problem and the Maximum Cut Problem. Experimental results on synthetic instances show that the deep reinforcement learning approach, by achieving tighter objective function bounds, generally outperforms ordering methods commonly used in the literature when the distribution of instances is known. To the best knowledge of the authors, this is the first paper to apply machine learning to directly improve relaxation bounds obtained by general-purpose bounding mechanisms for combinatorial optimization problems.Comment: Accepted and presented at AAAI'1

Gestion de flotte avec fenêtres horaires : approches de résolution mixtes utilisant la programmation par contraintes

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal

Improved Peel-and-Bound: Methods for Generating Dual Bounds with Multivalued Decision Diagrams

Decision diagrams are an increasingly important tool in cutting-edge solvers for discrete optimization. However, the field of decision diagrams is relatively new, and is still incorporating the library of techniques that conventional solvers have had decades to build. We drew inspiration from the warm-start technique used in conventional solvers to address one of the major challenges faced by decision diagram based methods. Decision diagrams become more useful the wider they are allowed to be, but also become more costly to generate, especially with large numbers of variables. In the original version of this paper, we presented a method of peeling off a sub-graph of previously constructed diagrams and using it as the initial diagram for subsequent iterations that we call peel-and-bound. We tested the method on the sequence ordering problem, and our results indicate that our peel-and-bound scheme generates stronger bounds than a branch-and-bound scheme using the same propagators, and at significantly less computational cost. In this extended version of the paper, we also propose new methods for using relaxed decision diagrams to improve the solutions found using restricted decision diagrams, discuss the heuristic decisions involved with the parallelization of peel-and-bound, and discuss how peel-and-bound can be hyper-optimized for sequencing problems. Furthermore, we test the new methods on the sequence ordering problem and the traveling salesman problem with time-windows (TSPTW), and include an updated and generalized implementation of the algorithm capable of handling any discrete optimization problem. The new results show that peel-and-bound outperforms ddo (a decision diagram based branch-and-bound solver) on the TSPTW. We also close 15 open benchmark instances of the TSPTW.Comment: 50 pages, 31 figures, published by JAIR, supplementary materials at https://github.com/IsaacRudich/ImprovedPnB. arXiv admin note: substantial text overlap with arXiv:2205.0521

On the vehicle routing problem with stochastic demands and duration constraints: formulations and a hybrid metaheuristic

International audienceThe vehicle routing problem with stochastic demands (VRPSD) consists in designing transportation routes of minimal expected cost to satisfy a set of customers with random demands of known probability distributions. In this research we present two strategies to deal with route duration constraints in the VRPSD. To solve the resulting problem, we proposed a greedy randomized adaptive search procedure (GRASP) with a post optimization procedure. The GRASP component uses a set of randomized route-first, cluster-second heuristics to generate starting solutions and a variable neighborhood descent (VND) procedure to carry on the local search phase. The post optimizer selects the best possible routes to assemble the final solution from the set of all routes found in the local optima reached by the GRASP. We discuss extensive computational experiments analysing the cost of considering route duration constraints on the VRPSD. In addition, we report state-of-the-art solutions for a established set of benchmarks for the classical VRPSD

An adaptive large neighborhood search for a vehicle routing problem with cross-dock under dock resource constraints

International audienceIn this work, we study the impact of dock resource constraints on the cost of VRPCD solutions

Combining Reinforcement Learning and Constraint Programming for Combinatorial Optimization

Combinatorial optimization has found applications in numerous fields, from aerospace to transportation planning and economics. The goal is to find an optimal solution among a finite set of possibilities. The well-known challenge one faces with combinatorial optimization is the state-space explosion problem: the number of possibilities grows exponentially with the problem size, which makes solving intractable for large problems. In the last years, deep reinforcement learning (DRL) has shown its promise for designing good heuristics dedicated to solve NP-hard combinatorial optimization problems. However, current approaches have two shortcomings: (1) they mainly focus on the standard travelling salesman problem and they cannot be easily extended to other problems, and (2) they only provide an approximate solution with no systematic ways to improve it or to prove optimality. In another context, constraint programming (CP) is a generic tool to solve combinatorial optimization problems. Based on a complete search procedure, it will always find the optimal solution if we allow an execution time large enough. A critical design choice, that makes CP non-trivial to use in practice, is the branching decision, directing how the search space is explored. In this work, we propose a general and hybrid approach, based on DRL and CP, for solving combinatorial optimization problems. The core of our approach is based on a dynamic programming formulation, that acts as a bridge between both techniques. We experimentally show that our solver is efficient to solve two challenging problems: the traveling salesman problem with time windows, and the 4-moments portfolio optimization problem. Results obtained show that the framework introduced outperforms the stand-alone RL and CP solutions, while being competitive with industrial solvers