The Theory and Practice of Constraint Programming: An Overview Brahim Hnich Faculty of Computer...

Preview:

Citation preview

The Theory and Practice

of Constraint Programming:

An Overview

Brahim Hnich

Faculty of Computer Science

Izmir University of Economics

Izmir, Turkey

18/04/23 A CP Tutorial: Hnich 2

Quotation

“Constraint programming represents one of the closest approaches computer science has yet made to the Holy Grail of programming: the user states the problem, the computer solves it.”

Eugene C. Freuder, Constraints, April 1997

18/04/23 A CP Tutorial: Hnich 3

Caveat

•In this talk:

Constraint programming for combinatorial problems

“Programming” refers to its roots in computer science (programming languages)

18/04/23 A CP Tutorial: Hnich 4

Outline

•Modelling

•Constraint propagation

•Search

•Demo: Lot-sizing with stochastic non-stationary demand

18/04/23 A CP Tutorial: Hnich 5

A Puzzle

• Place the numbers 1 through 8 in the nodes such that: Each number appears exactly once No connected nodes have consecutive numbers

?

?

?

?

?

?

??

18/04/23 A CP Tutorial: Hnich 6

Modeling

• Each node a decision variable

• {1, …, 8} values in the domain of each variable

• No consecutive numbers a constraint (vi, vj) |vi – vj| > 1

• All values used a clique of not-equals constraints forall i<j. vi ≠ vj,

18/04/23 A CP Tutorial: Hnich 7

Modeling

• Each node a decision variable

• {1, …, 8} values in the domain of each variable

• No consecutive numbers a constraint (vi, vj) |vi – vj| > 1

• All values used forall i<j. vi ≠ vj,

Or more compactly, all-different[v1,…,v8]

18/04/23 A CP Tutorial: Hnich 8

Heuristic Search

?

?

?

?

?

?

?? 1 8

{1, 2, 3, 4, 5, 6, 7, 8}

18/04/23 A CP Tutorial: Hnich 9

Inference/Propagation

?

?

?

?

?

?

?? 1 8

{1, 2, 3, 4, 5, 6, 7, 8}

{1, 2, 3, 4, 5, 6, 7, 8}

18/04/23 A CP Tutorial: Hnich 10

Inference/Propagation

?

?

?

?

?

?

?? 1 8

{3, 4, 5, 6}

7 2

{3, 4, 5, 6}

{3, 4, 5, 6} {3, 4, 5, 6}

63

4 5

{3, 4, 5, 6, 7} {2, 3, 4, 5, 6}

18/04/23 A CP Tutorial: Hnich 11

An OPL Model

int N=8;struct edge{int x; int y;};{edge} Edges ={<1,2>, <1,3>,…,<7,8>};range Nodes 1..N;range Values 1..N;

var int Solution[Nodes] in Values;

solve{forall(e in Edges)

abs(Solution[e.x] - Solution[e.y]) >1;

alldifferent(Solution); };

18/04/23 A CP Tutorial: Hnich 12

The Core of Constraint Computation

Solving

HeuristicSearch

Propagation

Modelling

ANY QUESTIONS?

Modeling

18/04/23 A CP Tutorial: Hnich 15

Finite-domain Variables

•To each variable x is associated a set of values called its domain

e.g x Є {1,3,11}

•Each variable must take a value from its domain

•That domain is updated as decisions are made

•A domain may only shrink (no value is ever added)

18/04/23 A CP Tutorial: Hnich 16

Constraint Satisfaction Problems

CSP: (X, D, C)o X = {x1, x2,…, xn} variables

o D = {d1, d2,…,dn} domains (finite)

o C = {c1,c2,…,ce } constraints

c ЄC var(c) = {xi, xj,…, xk} scope

rel(c) ⊆ di x dj x .. x dk permitted

tuples

Solution: o assignment satisfying every constraint

o NP-complete task

18/04/23 A CP Tutorial: Hnich 17

CSP: Relevance

Artificial Intelligenceo temporal reasoning

Control Theoryo controllers for sensory based robots

Concurencyo process comm. and synchr.

Computer Graphicso geometric coherence

Database Systemso constraint databases

Bioinformaticso sequence alignment

Operations researcho optimization

Real-life applications

Production planningStaff schedulingResource allocationCircuit designOption tradingDNA sequencing...

Many problems can be represented as CSP:

18/04/23 A CP Tutorial: Hnich 18

Constraint Programming

CP: provides a platform for solving CSPs proven useful in many real applications

Platform: set of common structures to reuse best known algorithms for propagation & solving

Two stages: modelling solving

18/04/23 A CP Tutorial: Hnich 19

Language of Constraints

The usual relational operators (<, =, >, ≤, …)

… including ≠

Linear and nonlinear constraints

Logical connectives (→, ↔, ┐, …)

Set constraints (subset, union, intersection,…)

“Global constraints”: constraints capturing a common substructure (pattern) of combinatorial problems

18/04/23 A CP Tutorial: Hnich 20

Map Colouring

N

S F

Variables: F, N, S

Values: { }

Constraints: N ≠ S ≠ F ≠ N

A solution: F

N

S

18/04/23 A CP Tutorial: Hnich 21

Word Design Problem

This problem has its roots in Bioinformatics and Coding Theory.

Problem: find as large a set S of strings (words) of length 8 over the alphabet W = { A,C,G,T } with the following properties:

1. Each word in S has 4 symbols from { C,G };

18/04/23 A CP Tutorial: Hnich 22

Word Design Problem

Problem: find as large a set S of strings (words) of length 8 over the alphabet W = { A,C,G,T } with the following properties:

1. Each word in S has 4 symbols from { C,G };

2. Each pair of distinct words in S differ in at least 4 positions; and

18/04/23 A CP Tutorial: Hnich 23

Word Design Problem

Problem: find as large a set S of strings (words) of length 8 over

the alphabet W = { A,C,G,T } with the following properties:

1. Each word in S has 4 symbols from { C,G };

2. Each pair of distinct words in S differ in at least 4 positions; and

3. Each pair of words x and y in S (where x and y may be identical) are such that xR and yC differ in at least 4 positions. o (x1,…,x8)R = ( x8,…,x1 ) is the reverse of ( x1,…,x8 )

o (y1,…,y8)C is the Watson-Crick complement of ( y1,…,y8 ), i.e. the word where each A is replaced by a T and vice versa and each C is replaced by a G and vice versa.

18/04/23 A CP Tutorial: Hnich 24

A Solution

S= { AAGCCGTT, TACGCGAT}

Each word in S has 4 symbols from { C,G };

18/04/23 A CP Tutorial: Hnich 25

A Solution

S= { AAGCCGTT, TACGCGAT}

Each pair of distinct words in S differ

in at least 4 positions

18/04/23 A CP Tutorial: Hnich 26

A Solution

S= { AAGCCGTT, TACGCGAT}

SR= { TTGCCGAA, TAGCGCAT}

SC= { TTCGGCAA, ATGCGCTA}

Each pair of words x and y in S

(where x and y may be identical) are such that

xR and yC differ in at least 4 positions

18/04/23 A CP Tutorial: Hnich 27

A Matrix Model

M 1 2 3 4 5 6 7 8

1{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

m{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

Each row represents a word in S

M[i,j]: a decision variable with domain { A,C,G,T }

18/04/23 A CP Tutorial: Hnich 28

A Matrix Model

M 1 2 3 4 5 6 7 8

1{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

m{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

1. Expressing that each word in S has 4 symbols from { C,G }

18/04/23 A CP Tutorial: Hnich 29

A Matrix Model

M 1 2 3 4 5 6 7 8

1{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

m{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

For each row r

sum (p in 1..8) //channelling constraints

(M[r,p]=C or M[r,p]=G) = 4

18/04/23 A CP Tutorial: Hnich 30

A Matrix Model

M 1 2 3 4 5 6 7 8

1{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

m{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

1. …2. Each pair of distinct words in S differ in at least

4 positions

For each distinct rows r1 and r2

sum(p in 1..8) (M[r1,p] ≠ M[r2,p]) >= 4

18/04/23 A CP Tutorial: Hnich 31

A Matrix Model

MC 1 2 3 4 5 6 7 8

1{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

m{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

1. …2. …3. xR and yC differ in at least 4 positions.

Introduce a “compliment matrix”

Each pair //channelling constraints

<M[i,j], MC[i,j]> in {<C,G>, <G,C>, <A,T>, <T,A>}

18/04/23 A CP Tutorial: Hnich 32

A Matrix Model

MC 1 2 3 4 5 6 7 8

1{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

m{ A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T } { A,C,G,T }

1. …2. …3. xR and yC differ in at least 4 positions.

For each rows r1 and r2

sum(p in 1..8) (M[r1,9-p] ≠ MC[r2,p]) >= 4

ANY QUESTIONS?

Constraint Propagation

18/04/23 A CP Tutorial: Hnich 35

Constraint Propagation

•General principle

•Consistency

•Filtering on simple constraints

•Filtering on global constraints

•Conclusion

18/04/23 A CP Tutorial: Hnich 36

General Principle

•Each type of constraint relies on its own specific filtering algorithm to filter out (locally) inconsistent variable assignment

•The communication between the different filtering algorithms takes place through the domains of the variables

•It makes it easy to have different types of constraints work together

18/04/23 A CP Tutorial: Hnich 37

General Principle

?

?

?

?

?

?

?? 1 8

{1, 2, 3, 4, 5, 6, 7, 8}

{1, 2, 3, 4, 5, 6, 7, 8}

≠ ≠

≠≠

≠ ≠

≠≠

Constraint network

18/04/23 A CP Tutorial: Hnich 38

General Principle

•This propagation necessarily terminates

•The results is the same regardless of the order in which we consider the constraints

18/04/23 A CP Tutorial: Hnich 39

Triggering the constraints

•A constraint is woken up by one of its variables.•domain event: anytime the domain changes(i.e. some value has been removed)

•range event: only when the minimum or maximum value in the domain has changed (e.g. for x ≤ y constraint)

•value event: only when the domain is reduced to a single value (e.g. for x≠y constraint)

18/04/23 A CP Tutorial: Hnich 40

Constraint Propagation

•General principle

•Consistency

•Filtering on simple constraints

•Filtering on global constraints

•Conclusion

18/04/23 A CP Tutorial: Hnich 41

Consistency

•We reason locally about a constraint, removing

inconsistent values from domains

•We can often characterize the level of consistency achieved by a filtering algorithm

18/04/23 A CP Tutorial: Hnich 42

Generalized Arc Consistency

•Given a constraint C on the variables X A support for Xi = vj on C is a partial assignment containing Xi = vj that satisfies C.

A variable Xi is generalized arc consistent (GAC) on C iff every value in D(Xi) has support on C.

C is GAC iff each constrained variable is GAC on C.

18/04/23 A CP Tutorial: Hnich 43

Bounds Consistency

•Given a constraint C on the variables X A bound support on C is a support where the interval [min(Xi); max(Xi)] is substituted for the domain of each constrained variable Xi.

A variable Xi is bound consistent (BC) on C if min(Xi) and max(Xi) have bound support on C.

C is BC iff all constrained variables are BC on C.

18/04/23 A CP Tutorial: Hnich 44

Consistency: BC example

•Consider 4x + 3y - 2z = 10

•with Dx = Dy = Dz = {0, 1, . . . , 9}

•Maintaining BC reduces domains toDx = {0, 1, . . . , 7},Dy = Dz = {0, 1, . . . , 9}

•BC is triggered on range event

18/04/23 A CP Tutorial: Hnich 45

Consistency: GAC example

•Consider 4x + 3y - 2z = 10

•with Dx = Dy = Dz = {0, 1, . . . , 9}

•Maintaining GAC reduces domains toDx = {0, 1, . . . , 7},Dy = {0, 2, 4, 6, 8},Dz = {0, 1, . . . , 9}

•GAC is triggered on domain event

18/04/23 A CP Tutorial: Hnich 46

Constraint Propagation

•General principle

•Consistency

•Filtering on simple constraints

•Filtering on global constraints

•Conclusion

18/04/23 A CP Tutorial: Hnich 47

Disequalities: Filtering Algorithm

•Consider x≠y with Dx = Dy = {0, 1, . . . , 9}

•Only once one of the variables is fixed may we remove any value from the domain of the other:Dx = {3} → Dy = {0, . . . , 2, 4, . . . , 9}

•achieves GAC

•triggered on value event

18/04/23 A CP Tutorial: Hnich 48

Inequalities: Filtering Algorithm

•Consider x<y with Dx = Dy = {0, 1, 2, 3}

•Only once one of the variables’ bound is changed may we remove any value from the domain of the other:

Dx = {0, 1, 2} Dy = {1, 2, 3}

•achieves BC (which is equivalent to GAC because of monotonicity)

•triggered on range event

18/04/23 A CP Tutorial: Hnich 49

Constraint Propagation

•General principle

•Consistency

•Filtering on simple constraints

•Filtering on global constraints

•Conclusion

18/04/23 A CP Tutorial: Hnich 50

Example: all-different

3 binary constraints,they are GAC,

no pruning

Var: F, N, S; Val: { }; Ctrs: N ≠ S ≠ F ≠ N

F { }

S { }

N { }

≠ ≠

18/04/23 A CP Tutorial: Hnich 51

Example: all-different

•Using binary disequalities, this inconsistency goes undetected

3 binary constraints,they are GAC,

no pruning

Var: F, N, S; Val: { }; Ctrs: N ≠ S ≠ F ≠ N

F { }

S { }

N { }

≠ ≠

18/04/23 A CP Tutorial: Hnich 52

Example: all-different

We can do something simple:

1. Count the number of variables, n

2. Count the number of values in the union of their domains, m

3. If n > m then no solution can possibly be found3 binary constraints,

they are GAC,no pruning

Var: F, N, S; Val: { }; Ctrs: N ≠ S ≠ F ≠ N

F { }

S { }

N { }

≠ ≠

18/04/23 A CP Tutorial: Hnich 53

Example: all-different

We can do something simple:

1. Count the number of variables, n

2. Count the number of values in the union of their domains, m

3. If n > m then no solution can possibly be found

• ...still fooled by

Dx = Dy = Dz = {a, b}, Dw = {c, d}3 binary constraints,they are GAC,

no pruning

Var: F, N, S; Val: { }; Ctrs: N ≠ S ≠ F ≠ N

F { }

S { }

N { }

≠ ≠

18/04/23 A CP Tutorial: Hnich 54

Example: all-different

3 binary constraints,they are GAC,

no pruning

1 ternary constraint, not GAC,GAC pruning empty domain

no solution!!

logically

equivalent

Var: F, N, S; Val: { }; Ctrs: N ≠ S ≠ F ≠ N

F { }

S { }

N { }

≠ ≠

all-different

F { }

S { }

N { }

18/04/23 A CP Tutorial: Hnich 55

All-different: A Filtering Algorithm

•Build the corresponding bipartite graph

721 3 54 6

x2x1 x3 x5x4 x6

18/04/23 A CP Tutorial: Hnich 56

All-different: A Filtering Algorithm

•Build the corresponding bipartite graph

• ∃ solution iff ∃ matching covering all the variables

721 3 54 6

x2x1 x3 x5x4 x6

18/04/23 A CP Tutorial: Hnich 57

All-different: A Filtering Algorithm

•Build the corresponding bipartite graph

• ∃ solution iff ∃ matching covering all the variables

•filteringfind alternating cycles and pathsremove inconsistent values (useless edges) [X4=2]fix variables (vital edges) [X4=4]

721 3 54 6

x2x1 x3 x5x4 x6

18/04/23 A CP Tutorial: Hnich 58

All-different: A Filtering Algorithm

•Build the corresponding bipartite graph

• ∃ solution iff ∃ matching covering all the variables •starting from the current matching at each call makes the algorithm incremental•achieves GAC

721 3 54 6

x2x1 x3 x5x4 x6

18/04/23 A CP Tutorial: Hnich 59

Cardinality: A Filtering Algorithm

•distribute([c1, . . . , cm],[v1, . . . , vm],[x1, . . . ,xn]),ci [li, ui]∈

18/04/23 A CP Tutorial: Hnich 60

Cardinality: A Filtering Algorithm

•distribute([c1, . . . , cm],[v1, . . . , vm],[x1, . . . ,xn]),ci [li, ui]∈

•transformed into a network flow problem

• ∃ solution iff feasible flow∃

S T

x1

xn

xi

v2

v1

vm

vj

[1,1]

[0,1] [l1,u1]

[lm,um]

18/04/23 A CP Tutorial: Hnich 61

Cardinality: A Filtering Algorithm

•Compute a maximum flow

•Build the residual graph

•Find its strongly connected components

•Remove zero-flow arcs between components

•achieves GAC

18/04/23 A CP Tutorial: Hnich 62

Lexicographic Ordering: A Filtering Algorithm

• A new family of global constraints

• Linear time complexity

• Ensures that a pair of vectors of variables are lexicographically ordered.

0 1 4 2

2 9 8 7

lex

18/04/23 A CP Tutorial: Hnich 63

Motivation: Symmetry

Symmetry: transformation of an entity that preserves the properties of the entity

Example:

180º

18/04/23 A CP Tutorial: Hnich 64

Motivation: Symmetry

• Frequently occurs Combinatorial problems like

covering arrayso Rows and columns can be permuted

Messy real world problems like nurse rostering

o Nurses with same skills can be swapped

• Tough for IP Very active research area

within CP Some effective techniques

have been developed

18/04/23 A CP Tutorial: Hnich 65

Motivation

• An important class of symmetries in CP matrices of decision variables rows/columns represent indistinguishable

objects, hence symmetric

• Rows and columns can be permuted without affecting satisfiability

• Encountered frequently

18/04/23 A CP Tutorial: Hnich 66

• Schedule games between n teams over n-1 weeks• Each week is divided into n/2 periods• Each period has 2 slots: home and away• Find a schedule such that

every team plays exactly once a week

every team plays against every other team

every team plays at most twice in the same period over the tournament

Example: Sports Scheduling

18/04/23 A CP Tutorial: Hnich 67

Example: Sport Scheduling

Period3

Period4

Period2

Period1

0 vs 72 vs 72 vs 60 vs 41 vs 63 vs 54 vs 5

0 vs 5

1 vs 4

3 vs 7

Week 5

3 vs 4

0 vs 6

1 vs 5

Week 6

1 vs 31 vs 22 vs 54 vs 66 vs 7

5 vs 65 vs 70 vs 31 vs 72 vs 3

2 vs 4 3 vs 64 vs 70 vs 20 vs 1

Week 7Week 4Week 3Week 2Week1

• We need a table of meetings!

18/04/23 A CP Tutorial: Hnich 68

Example: Sport Scheduling

Period3

Period4

Period2

Period1

0 vs 72 vs 72 vs 60 vs 41 vs 63 vs 54 vs 5

0 vs 5

1 vs 4

3 vs 7

Week 5

3 vs 4

0 vs 6

1 vs 5

Week 6

1 vs 31 vs 22 vs 54 vs 66 vs 7

5 vs 65 vs 70 vs 31 vs 72 vs 3

2 vs 4 3 vs 64 vs 70 vs 20 vs 1

Week 7Week 4Week 3Week 2Week1

• Weeks are indistinguishable• Periods are indistinguishable

• We need a table of meetings!

18/04/23 A CP Tutorial: Hnich 69

0 vs 72 vs 72 vs 60 vs 41 vs 63 vs 54 vs 5Period 3

0 vs 5

1 vs 4

3 vs 7

Week 5

3 vs 4

0 vs 6

1 vs 5

Week 6

1 vs 31 vs 22 vs 54 vs 66 vs 7Period 4

5 vs 65 vs 70 vs 31 vs 72 vs 3Period 2

2 vs 4 3 vs 64 vs 70 vs 20 vs 1Period 1

Week 7Week 4Week 3Week 2Week 1

Example: Sport Scheduling

• Weeks are indistinguishable• Periods are indistinguishable

18/04/23 A CP Tutorial: Hnich 70

0 vs 72 vs 72 vs 6 0 vs 41 vs 6 3 vs 54 vs 5Period 3

0 vs 5

1 vs 4

3 vs 7

Week 5

3 vs 4

0 vs 6

1 vs 5

Week 6

1 vs 31 vs 22 vs 5 4 vs 66 vs 7Period 4

5 vs 65 vs 70 vs 3 1 vs 72 vs 3Period 2

2 vs 4 3 vs 64 vs 7 0 vs 20 vs 1Period 1

Week 7Week 4Week 3Week 2Week 1

Example: Sport Scheduling

• Weeks are indistinguishable• Periods are indistinguishable

18/04/23 A CP Tutorial: Hnich 71

Example: Bin Packing

• Consider 2 identical bins:

BA

18/04/23 A CP Tutorial: Hnich 72

Example

• Consider 2 identical bins:

• We must pack 6 items: 3 41 652

BA

18/04/23 A CP Tutorial: Hnich 73

Example

• Here is one solution:

1 2

3

65

4

BA

18/04/23 A CP Tutorial: Hnich 74

Example

• Here is another:

BA

1

3

5

2

6

4

18/04/23 A CP Tutorial: Hnich 75

Example

• Is there any fundamental difference?

135

2

64a)

b)

A B

BA135

2

64

18/04/23 A CP Tutorial: Hnich 76

Example

• Consider a matrix model:

1 2 3 4 5 6

A 1 0 1 0 1 0

B 0 1 0 1 0 1

1 2 3 4 5 6

A 0 1 0 1 0 1

B 1 0 1 0 1 0

135

2

64a)

b)

A B

BA135

2

64

18/04/23 A CP Tutorial: Hnich 77

Example

• Consider a matrix model:

NB: ‘1’ means place this item in this bin:

1 2 3 4 5 6

A 1 0 1 0 1 0

B 0 1 0 1 0 1

1 2 3 4 5 6

A 0 1 0 1 0 1

B 1 0 1 0 1 0

135

2

64a)

b)

A B

BA135

2

64

18/04/23 A CP Tutorial: Hnich 78

Example

• Consider a matrix model:

If we insist that row A lex row B,

we remove a) from the solution set.

1 2 3 4 5 6

A 1 0 1 0 1 0

B 0 1 0 1 0 1

1 2 3 4 5 6

A 0 1 0 1 0 1

B 1 0 1 0 1 0

b)

BA135

2

64

18/04/23 A CP Tutorial: Hnich 79

Example

• Notice that items 3 and 4 are identical.

1 2 3 4 5 6

A 0 1 0 1 0 1

B 1 0 1 0 1 0

b)

BA135

2

64

1 2 3 4 5 6

A 0 1 1 0 0 1

B 1 0 0 1 1 0

c)145

2

63

18/04/23 A CP Tutorial: Hnich 80

Example

• Notice that items 3 and 4 are identical.

1 2 3 4 5 6

A 0 1 0 1 0 1

B 1 0 1 0 1 0

b)

BA135

2

64

1 2 3 4 5 6

A 0 1 1 0 0 1

B 1 0 0 1 1 0

If we insist that col 3 lex col 4,

we remove c) from the solution set.

18/04/23 A CP Tutorial: Hnich 81

Aims

• Main Goal Eliminate row and column symmetries effectively and efficiently.

• Aims: Investigate types of ordering constraints to break row and column

symmetries.

Devise global constraints to easily pose and efficiently solve the ordering constraints.

Examine the effectiveness of the ordering constraint

we focus on lexicographic ordering constraints

18/04/23 A CP Tutorial: Hnich 82

How GACLex Works

• Consider the following example.

• We have two vectors of decision variables:

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

18/04/23 A CP Tutorial: Hnich 83

How GACLex Works

• Consider the following example.

• We have two vectors of decision variables:

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

• We want to enforce GAC on: x lex y.

18/04/23 A CP Tutorial: Hnich 84

A Tale of Two Pointers

• We use two pointers, α and β, to avoid repeatedly traversing the vectors.

18/04/23 A CP Tutorial: Hnich 85

A Tale of Two Pointers

• We use two pointers, α and β, to avoid repeatedly traversing the vectors.

• We index the vectors as follows:

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

Most Significant Index

18/04/23 A CP Tutorial: Hnich 86

A Tale of Two Pointers

• We use two pointers, α and β, to avoid repeatedly traversing the vectors.

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

• α: index such that all variables at more significant indices are ground and equal.

18/04/23 A CP Tutorial: Hnich 87

A Tale of Two Pointers

• We use two pointers, α and β, to avoid repeatedly traversing the vectors.

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 88

A Tale of Two Pointers

• We use two pointers, α and β, to avoid repeatedly traversing the vectors.

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

• α: index such that all variables at more significant indices are ground and equal.

• β: If tails never violate the constraint:

18/04/23 A CP Tutorial: Hnich 89

Pointer Initialisation

• Needs one traversal of the vectors (linear).

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 90

Pointer Initialisation

• Needs one traversal of the vectors (linear).

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 91

Failure

• Inconsistent if β α.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 92

How GACLex Works

• We maintain α and β as assignments made.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 93

How GACLex Works

• We maintain α and β as assignments made.

• When β = α + 1 we enforce bounds consistency on: xα < yα

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 94

How GACLex Works

• We maintain α and β as assignments made.

• When β = α + 1 we enforce bounds consistency on: xα < yα

The variable at the αth element of each vector.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 95

How GACLex Works

• We maintain α and β as assignments made.

• When β = α + 1 we enforce bounds consistency on: xα < yα

• When β > α + 1 we enforce bounds consistency

on: xα yα

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 96

How GACLex Works

• We maintain α and β as assignments made.

• Key: we reduce GAC on vectors to BC on binary constraints.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 97

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• 0, 1 removed from yα.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 98

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• 0, 1 removed from yα.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 99

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• Update α.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 100

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• Update α.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 101

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• 3, 4 removed from xα.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 102

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• 3, 4 removed from xα.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 103

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• Update α.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 104

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• Update α.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 105

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• 4, 5 removed from xα, 0, 1 removed from yα.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 106

How GACLex Works

0 1 2 3 4

x {2} {1,3,4} {1,2,3,4,5} {1,2} {3,4,5}

y {0,1,2} {1} {0,1,2,3,4} {0,1} {0,1,2}

α β

• 4, 5 removed from xα, 0, 1 removed from yα.

• α: index such that all variables at more significant indices are ground and equal.

• β: most significant index from which the two vectors’ tails necessarily violate the constraint.

18/04/23 A CP Tutorial: Hnich 107

Complexity

• Initialisation: O(n)

• Propagation:• We enforce bounds consistency between at most n pairs of

variables: xα < yα or xα yα.

• Cost: b.

• Overall cost: O(nb).

• Amortised cost: O(b)

18/04/23 A CP Tutorial: Hnich 108

Results: BIBD

Time(s)

1

10

100

1000

10000

1 10 100 1000 10000

GACLex

De

co

mp

os

itio

n

Decomposition takesAbout 9 times longer on each of these instances.

18/04/23 A CP Tutorial: Hnich 109

Constraint Propagation

•General principle

•Consistency

•Filtering on simple constraints

•Filtering on global constraints

•Conclusion

18/04/23 A CP Tutorial: Hnich 110

Conclusion

•Constraint propagation is the glue to combine efficient

filtering algorithms for common substructuresMatching theory, network flow theory, automata theory, computational geometry, …, encapsulated in constraints

•Characterization of level of consistency

•Aim for incrementality

•Amount/frequency of filtering vs processing time

ANY QUESTIONS?

Search

18/04/23 A CP Tutorial: Hnich 113

Search

•General principle

•Variable selection heuristics

•Value selection heuristics

•Conclusion

18/04/23 A CP Tutorial: Hnich 114

General principle

var int Solution[Nodes] in Values;

solve{forall(e in Edges)

abs(Solution[e.x] - Solution[e.y]) >1;

alldifferent(Solution); };

18/04/23 A CP Tutorial: Hnich 115

General principle

var int Solution[Nodes] in Values;

solve{… }; search {…}

18/04/23 A CP Tutorial: Hnich 116

General principle

var int Solution[Nodes] in Values;

solve{forall(e in Edges)

abs(Solution[e.x] - Solution[e.y]) >1;

alldifferent(Solution); }; search {…}

With a good search strategy

We can quickly find good solution

18/04/23 A CP Tutorial: Hnich 117

Searching for a good solution

•For any interesting problem, propagation alone is not enough

•We typically proceed by tree search

18/04/23 A CP Tutorial: Hnich 118

Solving CSP by Search

Search tree: root: empty node one variable per level sucessors of a node: every value of the next level var

F

N

S

18/04/23 A CP Tutorial: Hnich 119

Searching for a good solution

•Two main decisions to control searchchoose a variablechoose a value from its domain

18/04/23 A CP Tutorial: Hnich 120

Search

•General principle

•Variable selection heuristics

•Value selection heuristics

•Conclusion

18/04/23 A CP Tutorial: Hnich 121

Variable Selection Heuristics

•Has an impact on tree topology

•static vs dynamic ordering

•smallest-domain-firstfirst-fail principle: “To succeed, try first where you are most likely to fail.”

•regret: favour variable with greatest difference in cost between two best values in domain

18/04/23 A CP Tutorial: Hnich 122

Search

•General principle

•Variable selection heuristics

•Value selection heuristics

•Conclusion

18/04/23 A CP Tutorial: Hnich 123

Value Selection Heuristics

•Not as critical

•Very problem-dependent

•Alternative for large domains: domain splitting

18/04/23 A CP Tutorial: Hnich 124

Search

•General principle

•Variable selection heuristics

•Value selection heuristics

•Conclusion

18/04/23 A CP Tutorial: Hnich 125

Conclusion

•A lot of control over the search strategy

•Many heuristics developed, some of them generic

ANY QUESTIONS?

Lot-sizing under demand uncertainty

18/04/23 A CP Tutorial: Hnich 128

Demand Uncertainty in Supply Chain Networks

ProductionInventories

Sales

18/04/23 A CP Tutorial: Hnich 129

Demand Uncertainty in Supply Chain Networks

ProductionInventories

Sales

?

When to order?

How much to order?

18/04/23 A CP Tutorial: Hnich 130

Demand Uncertainty in Supply Chain Networks

ProductionInventories

Sales

Demand

Uncertainty

?

When to order?

How much to order?

18/04/23 A CP Tutorial: Hnich 131

Demand Uncertainty in Supply Chain Networks

ProductionInventories

Sales

Demand

Uncertainty

?

When to order?

How much to order?

work in collaboration

with Bell Labs Ireland

18/04/23 A CP Tutorial: Hnich 132

Demand Uncertainty in Supply Chain Networks

Determining the optimal inventory control policy parameters is key to profitability for any company involved in distribution and/or production of goods

We developed a CP model to find the optimal dynamic (R,S) inventory policy parameters such that

• the expected cost is minimized;

• demand is stochastic, non-stationary; and

• a minimum service level is required

18/04/23 A CP Tutorial: Hnich 133

Results

• State-of-the-art improvement for the stochastic non-stationary formulation of the lot-sizing problem

• Real-world instances can be solved in few seconds

• The strategy could be extended to deal with Capacity constraints Lead time uncertainty

18/04/23 A CP Tutorial: Hnich 134

(Demo)

18/04/23 A CP Tutorial: Hnich 135

Experimental results

Seasonal Demands

0.001

0.01

0.1

1

10

100

1000

10000

100000

24 26 28 30 32 34 36 38 40 42 44 46 48 50

periods

seco

nd

s ILOG - CP model

CPLEX - MIP model

Choco - CP model dyn red

ANY QUESTIONS?

18/04/23 A CP Tutorial: Hnich 137

Successful CP

•(Machine) Scheduling

(whole book on constraint-based scheduling)

•Sports Scheduling (e.g. NFL)

•Rostering

•Allocation (e.g. terminal gates to aircrafts)

•Transportation (e.g. VRP, airline crew rotation)

•Even pure problems like Maximum Clique

•Production planning (Lot-sizing)

18/04/23 A CP Tutorial: Hnich 138

Finding out more

•Talks: CP, CPAIOR, IJCAI, AAAI, ECAI,

INFORMS, CORS

•Papers: Lecture Notes in Computer Science (Springer), Constraints (Kluwer), AI journals, OR journals

•Software: CHIP; ECLiPSe; ECLAIR; FaCiLe;

ILOG OPL, Solver; SISCtus Prolog, Choco,. . .

18/04/23 A CP Tutorial: Hnich 139

Finding out more

Books:

•Apt, K., Principles of Constraint Programming, Cambridge University Press, 2003.•Baptiste, P., Le Pape, C., Nuijten, W.. Constraint-Based Scheduling, Kluwer Academic Publishers,2001.•Hooker, J., Logic-Based Methods for Optimization: Combining Optimization and Constraint Satisfaction, John Wiley & Sons, 2000.•Marriott, K., Stuckey, P.J., Programming with Constraints: An Introduction, MIT Press, 1998.•Constraint and Integer Programming: Toward a Unified Methodology, edited by M. Milano, Kluwer Academic Publishers, 2003.•Tsang, E., Foundations of Constraint Satisfaction, Academic Press, 1993.•Van Hentenryck, P., The OPL Optimization Programming Language, MIT Press, 1999.

18/04/23 A CP Tutorial: Hnich 140

Acknowledgements

•Some parts of this tutorial are adapted material from tutorials given by:

Gilles PesantPedro MesseguerChris Beck

•Most parts of the tutorial is work done in collaboration with:

Alan Frisch, Ian miguel, Zeynep Kiziltan, Toby Walsh, Armagan Tarim, Roberto Rossi, Steven Prestwich

Recommended