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Accelerating the Development of Efficient CP Optimizer Models

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The IBM Constraint Programming optimization system CP Optimizer was designed to provide automatic search and a simple modeling of discrete optimization problems, with a particular focus on scheduling applications. It is used in industry for solving operational planning and scheduling problems. We give an overview of CP Optimizer and then describe in further detail a set of features such as input/output file format, warm-start or conflict refinement that help accelerate the development of efficient models.
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July 14, 2015
© 2015 IBM Corporation
ISMP 2015
Accelerating the Development of
Efficient CP Optimizer Models
Philippe Laborie
IBM Analytics, Decision Optimization
© 2015 IBM Corporation
2ISMP 2015
Outline
Overview of CP Optimizer
Model&Run paradigm
Model
Automatic search
Tools
I/O format
Model warnings
Model presolve
Search log
Warm start
Conflict refiner
Failure explainer
© 2015 IBM Corporation
3ISMP 2015
Overview of CP Optimizer
A component of IBM ILOG CPLEX Optimization Studio
A Constraint Programming engine for combinatorial problems
(including detailed scheduling problems)
Implements a Model & Run paradigm (like CPLEX)
Model: Concise yet expressive modeling language
Run: Powerful automatic search procedure
Search algorithm is complete
Available through the following interfaces:
OPL
C++ (native interface)
Java, .NET (wrapping of the C++ engine)
Set of tools to support the delevopment of efficient models
© 2015 IBM Corporation
4ISMP 2015
Overview of CP Optimizer
User model
OPL, C++, Java, .NET
Model
Solution Automatic Solve
Model & Run paradigm
© 2015 IBM Corporation
5ISMP 2015
Model : integer variables
Variables Expressions Constraints
Variables are discrete
integer
Domains can be
specified as a range
[1..50] or as a set of
values {1, 3, 5, 7, 9}
dvar int x in 1..50
Expressions can be integer
or floating-point, for
example 0.37*y is allowed
Arithmetic (+,-,*,/) and
more complex operators
(min, max, log, pow etc.) are
supported
Relational expressions can
be treated as 0-1
expressions.
e.g. x = (y < z)
Special expressions:
x == a[y]
x == count(Y, 3)
y == cond ? y : z
Rich set of constraints
Standard relational constraints
(==, !=, <, >, <=, >=)
Logical combinators
(&&, ||, !, =>)
Specialized (global) constraints
allDifferent(X)
allowedAssignments(X, tuples)
forbiddenAssignments(X, tuples)
pack(load, container, size)
lexicographic(X, Y)
inverse(X,Y)
© 2015 IBM Corporation
6ISMP 2015
Model : interval variables
Extension of classical CSP with a new type of decision variable:
optional interval variable :
Domain(x) {} { [s,e) | s,e , s≤e }
Introduction of mathematical notions such as sequences and
functions to capture temporal dimension of scheduling problems
Absent interval Interval of integers
© 2015 IBM Corporation
7ISMP 2015
Model : interval variables
In scheduling models, interval variables usually represent an
interval of time during which some property hold (e.g. an activity
executes) and whose end-points (start/end) are decision variables
of the problem.
Examples:
A sub-project in a project, a task in a sub-project (Work Breakdown
Structure)
A batch of operations
The setup of a tool on a machine
The moving of an item by a transportation device
The utilization interval of a resource
Idea of the model (and search) is to avoid the enumeration of
start/end values (continuous time)
© 2015 IBM Corporation
8ISMP 2015
Model : interval variables
An interval variable can be optional meaning that it is a decision
to have it present or absent in a solution.
Examples:
Unperformed tasks and optional sub-projects
Alternative resources, modes or recipes for processing an order, each
mode specifying a particular combination of operational resources
Operations that can be processed in different temporal modes (e.g.
series or parallel)
Activities that can be performed in an alternative set of batches or
shifts
© 2015 IBM Corporation
9ISMP 2015
Model: example
Satellite Control Network scheduling problem [1]
n communication tasks for Earth orbiting satellites must be
scheduled on a total of 32 antennas spread across 13 ground-
based tracking stations
In the instances, n ranges from to 400 to 1300
Objective: maximize the number of scheduled tasks
[1] Kramer & al.: Understanding Performance Trade-offs in Algorithms for Solving Oversubscribed Scheduling.
© 2015 IBM Corporation
10 ISMP 2015
Model: example
Station 1 Station 2 Station 3
Taski
Oppi,1
Oppi,2 Oppi,3
Alternative assignments
to stations time windows
(opportunities)
Oppi,4
OR
© 2015 IBM Corporation
11 ISMP 2015
Model: example
© 2015 IBM Corporation
12 ISMP 2015
Automatic Search
Search algorithm is Complete
Core CP techniques used as a building block:
Tree search (Depth First)
Constraint propagation
But also:
Deterministic multicore parallelism
Model presolve
Algorithms portfolios
Machine learning
Restarting techniques
Large Neighborhood Search
No-good learning
Impact-based branching
Opportunistic probing
Dominance rules
LP-assisted heuristics
Randomization
Evolutionary algorithms
© 2015 IBM Corporation
13 ISMP 2015
Automatic Search
Search algorithm is Complete
Core CP techniques used as a building block:
Tree search (Depth First)
Constraint propagation
But also:
Deterministic multicore parallelism
Model presolve
Algorithms portfolios
Machine learning
Restarting techniques
Large Neighborhood Search
No-good learning
Impact-based branching
Opportunistic probing
Dominance rules
LP-assisted heuristics
Randomization
Evolutionary algorithms
[2] P. Vilim's talk at this ISMP: “Failure-directed Search for Constraint-based Scheduling”
© 2015 IBM Corporation
14 ISMP 2015
Tools: I/O format
Objective:
Make it easier to understand the content of a model
Communicate a model to IBM support team regardless of the API
used to build it (OPL, C++, Java, .NET)
Structure of a .cpo file
Human readable
Flat (no cycle, forall statements)
No user defined data types
Internal information such as CPO version or platform used
Includes search parameter values
Facilities
Export model before/instead of solve
Export model during solve (with current domains)
Import model instead of normal modeling
© 2015 IBM Corporation
15 ISMP 2015
Tools: I/O format
// Interval-related variables:
"task(1)" = intervalVar(optional);
"task(1A)" = intervalVar(optional);
"opp({1,1,62})" = intervalVar(optional, start=62..intervalmax, end=0..99, size=25);
"opp({1A,1,32})" = intervalVar(optional, start=32..intervalmax, end=0..69, size=33);
// Objective:
maximize(sum([presenceOf("task(1)"), presenceOf("task(1A)"), …]));
// Constraints:
alternative("task(1)", ["opp({1,1,62})"], 1);
pulse("opp({3,1,58})", 1) + pulse("opp({1,1,62})", 1) + … <= 4;
parameters {
LogVerbosity = Quiet;
}
© 2015 IBM Corporation
16 ISMP 2015
Tools: model warnings
Like a compiler, CP Optimizer can analyze the model and print
some warnings
When there is something suspicious in the model
Regardless how the model was created (C++, OPL, …)
Including guilty part of the model in the cpo file format
Including source code line numbers (if known)
3 levels of warnings, more than 50 types of warnings
satellite.cpo:2995:1: Warning: Constraint 'alternative': there is only one alternative
interval variable.
alternative("task(1)", ["opp({1,1,62})"], 1)
satellite.cpo:2996:1: Warning: Constraint 'alternative': there is only one alternative
interval variable.
alternative("task(1A)", ["opp({1A,1,32})"], 1)
© 2015 IBM Corporation
17 ISMP 2015
Tools: model presolve
Objective: automatically reformulate the model in order to
speed-up its resolution
Works on an internal representation of the model
Different types of presolve:
Aggregation of basic constraints into global constraints
Constraint strengthening
Simplifications and factorizations
© 2015 IBM Corporation
18 ISMP 2015
Warnings
Tools: model presolve
User model
Internal model
Model analysis Model presolve
OPL, C++, Java, .NET
Model
Solution
CPO file
Automatic Solve
© 2015 IBM Corporation
19 ISMP 2015
Tools: model presolve
Examples of presolve rules
Common sub-expression elimination
Aggregation of x!=y cliques as allDifferent([x,y,...])
Precedence strengthening
If a and b cannot overlap and startsBeforeStart(a,b)
Then endsBeforeStart(a,b)
Precedence recognition
If endOf(a,-) startOf(b,+)
Then endsBeforeStart(a,b)
Precedences are aggregated into a “time net” (STN) for faster and
stronger propagation
2-SAT clauses recognition
presenceOf(a) presenceOf(b)
Such clauses are aggregated into a “logical net” for stronger propagation
© 2015 IBM Corporation
20 ISMP 2015
Tools: search log
Objective: understand what happens during the automatic search
! -----------------------------------------------------------------------
! Maximization problem - 2980 variables, 853 constraints
! Workers = 2
! TimeLimit = 30
! Initial process time : 0.01s (0.00s extraction + 0.01s propagation)
! . Log search space : 4627.3 (before), 4627.3 (after)
! . Memory usage : 16.9 MB (before), 19.7 MB (after)
! Using parallel search with 2 workers.
! -----------------------------------------------------------------------
! Best Branches Non-fixed W Branch decision
* 746 3945 0.79s 1 -
746 4000 2924 1 on task("8")
746 4000 2908 2 on opp({"186",2,66})
! Time = 1.37s, Explored branches = 35832, Memory usage = 55.5 MB
! Best Branches Non-fixed W Branch decision
818 12000 2920 1 on task("184")
! -----------------------------------------------------------------------
! Search terminated by limit, 6 solutions found.
! Best objective : 826
! Number of branches : 709092
! Number of fails : 179648
! Total memory usage : 54.5 MB (52.9 MB CP Optimizer + 1.6 MB Concert)
! Time spent in solve : 30.03s (30.01s engine + 0.01s extraction)
! Search speed (br. / s) : 23625.4
! -----------------------------------------------------------------------
Problem
characteristics
© 2015 IBM Corporation
21 ISMP 2015
Tools: search log
Objective: understand what happens during the automatic search
! -----------------------------------------------------------------------
! Maximization problem - 2980 variables, 853 constraints
! Workers = 2
! TimeLimit = 30
! Initial process time : 0.01s (0.00s extraction + 0.01s propagation)
! . Log search space : 4627.3 (before), 4627.3 (after)
! . Memory usage : 16.9 MB (before), 19.7 MB (after)
! Using parallel search with 2 workers.
! -----------------------------------------------------------------------
! Best Branches Non-fixed W Branch decision
* 746 3945 0.79s 1 -
746 4000 2924 1 on task("8")
746 4000 2908 2 on opp({"186",2,66})
! Time = 1.37s, Explored branches = 35832, Memory usage = 55.5 MB
! Best Branches Non-fixed W Branch decision
818 12000 2920 1 on task("184")
! -----------------------------------------------------------------------
! Search terminated by limit, 6 solutions found.
! Best objective : 826
! Number of branches : 709092
! Number of fails : 179648
! Total memory usage : 54.5 MB (52.9 MB CP Optimizer + 1.6 MB Concert)
! Time spent in solve : 30.03s (30.01s engine + 0.01s extraction)
! Search speed (br. / s) : 23625.4
! -----------------------------------------------------------------------
Modified
parameter values
© 2015 IBM Corporation
22 ISMP 2015
Tools: search log
Objective: understand what happens during the automatic search
! -----------------------------------------------------------------------
! Maximization problem - 2980 variables, 853 constraints
! Workers = 2
! TimeLimit = 30
! Initial process time : 0.01s (0.00s extraction + 0.01s propagation)
! . Log search space : 4627.3 (before), 4627.3 (after)
! . Memory usage : 16.9 MB (before), 19.7 MB (after)
! Using parallel search with 2 workers.
! -----------------------------------------------------------------------
! Best Branches Non-fixed W Branch decision
* 746 3945 0.79s 1 -
746 4000 2924 1 on task("8")
746 4000 2908 2 on opp({"186",2,66})
! Time = 1.37s, Explored branches = 35832, Memory usage = 55.5 MB
! Best Branches Non-fixed W Branch decision
818 12000 2920 1 on task("184")
! -----------------------------------------------------------------------
! Search terminated by limit, 6 solutions found.
! Best objective : 826
! Number of branches : 709092
! Number of fails : 179648
! Total memory usage : 54.5 MB (52.9 MB CP Optimizer + 1.6 MB Concert)
! Time spent in solve : 30.03s (30.01s engine + 0.01s extraction)
! Search speed (br. / s) : 23625.4
! -----------------------------------------------------------------------
Root node
information
© 2015 IBM Corporation
23 ISMP 2015
Tools: search log
Objective: understand what happens during the automatic search
! -----------------------------------------------------------------------
! Maximization problem - 2980 variables, 853 constraints
! Workers = 2
! TimeLimit = 30
! Initial process time : 0.01s (0.00s extraction + 0.01s propagation)
! . Log search space : 4627.3 (before), 4627.3 (after)
! . Memory usage : 16.9 MB (before), 19.7 MB (after)
! Using parallel search with 2 workers.
! -----------------------------------------------------------------------
! Best Branches Non-fixed W Branch decision
* 746 3945 0.79s 1 -
746 4000 2924 1 on task("8")
746 4000 2908 2 on opp({"186",2,66})
! Time = 1.37s, Explored branches = 35832, Memory usage = 55.5 MB
! Best Branches Non-fixed W Branch decision
818 12000 2920 1 on task("184")
! -----------------------------------------------------------------------
! Search terminated by limit, 6 solutions found.
! Best objective : 826
! Number of branches : 709092
! Number of fails : 179648
! Total memory usage : 54.5 MB (52.9 MB CP Optimizer + 1.6 MB Concert)
! Time spent in solve : 30.03s (30.01s engine + 0.01s extraction)
! Search speed (br. / s) : 23625.4
! -----------------------------------------------------------------------
New incumbent
solutions (time, worker)
© 2015 IBM Corporation
24 ISMP 2015
Tools: search log
Objective: understand what happens during the automatic search
! -----------------------------------------------------------------------
! Maximization problem - 2980 variables, 853 constraints
! Workers = 2
! TimeLimit = 30
! Initial process time : 0.01s (0.00s extraction + 0.01s propagation)
! . Log search space : 4627.3 (before), 4627.3 (after)
! . Memory usage : 16.9 MB (before), 19.7 MB (after)
! Using parallel search with 2 workers.
! -----------------------------------------------------------------------
! Best Branches Non-fixed W Branch decision
* 746 3945 0.79s 1 -
746 4000 2924 1 on task("8")
746 4000 2908 2 on opp({"186",2,66})
! Time = 1.37s, Explored branches = 35832, Memory usage = 55.5 MB
! Best Branches Non-fixed W Branch decision
818 12000 2920 1 on task("184")
! -----------------------------------------------------------------------
! Search terminated by limit, 6 solutions found.
! Best objective : 826
! Number of branches : 709092
! Number of fails : 179648
! Total memory usage : 54.5 MB (52.9 MB CP Optimizer + 1.6 MB Concert)
! Time spent in solve : 30.03s (30.01s engine + 0.01s extraction)
! Search speed (br. / s) : 23625.4
! -----------------------------------------------------------------------
Periodical log
with fail information,
number of unfixed
variables, current decision
© 2015 IBM Corporation
25 ISMP 2015
Tools: search log
Objective: understand what happens during the automatic search
! -----------------------------------------------------------------------
! Maximization problem - 2980 variables, 853 constraints
! Workers = 2
! TimeLimit = 30
! Initial process time : 0.01s (0.00s extraction + 0.01s propagation)
! . Log search space : 4627.3 (before), 4627.3 (after)
! . Memory usage : 16.9 MB (before), 19.7 MB (after)
! Using parallel search with 2 workers.
! -----------------------------------------------------------------------
! Best Branches Non-fixed W Branch decision
* 746 3945 0.79s 1 -
746 4000 2924 1 on task("8")
746 4000 2908 2 on opp({"186",2,66})
! Time = 1.37s, Explored branches = 35832, Memory usage = 55.5 MB
! Best Branches Non-fixed W Branch decision
818 12000 2920 1 on task("184")
! -----------------------------------------------------------------------
! Search terminated by limit, 6 solutions found.
! Best objective : 826
! Number of branches : 709092
! Number of fails : 179648
! Total memory usage : 54.5 MB (52.9 MB CP Optimizer + 1.6 MB Concert)
! Time spent in solve : 30.03s (30.01s engine + 0.01s extraction)
! Search speed (br. / s) : 23625.4
! -----------------------------------------------------------------------
Final information
with solution status
and search statistics
© 2015 IBM Corporation
26 ISMP 2015
Tools: warm start
Objective: Start search from a known (possibly incomplete)
solution given by the user (warm start) in order to further
improve it or to help to guide the engine towards a first feasible
solution
API: IloCP::setStartingPoint(IloSolution warmstart)
Use cases:
Restart an interrupted search with the current incumbent
Start from an initial solution found by an available heuristic
Goal programming for multi-objective problems
When finding an initial solution is hard, solve an initial problem that
maximizes constraint satisfaction and start from its solution
Successively solving similar problems (e.g. dynamic scheduling)
Hierarchical problem solving (e.g. planning scheduling)
© 2015 IBM Corporation
27 ISMP 2015
Tools: warm start
Satellite Control Network scheduling problem [1]
n communication tasks for Earth orbiting satellites must be
scheduled on a total of 32 antennas spread across 13 ground-
based tracking stations
In the instances, n ranges from to 400 to 1300
Tasks have priorities: first maximize the number of scheduled
high priority tasks, then the number of scheduled low priority
tasks
[1] Kramer & al.: Understanding Performance Trade-offs in Algorithms for Solving Oversubscribed Scheduling.
© 2015 IBM Corporation
28 ISMP 2015
Tools: warm start
© 2015 IBM Corporation
29 ISMP 2015
Tools: conflict refiner
Objective: identify a reason for an inconsistency by providing a
minimal infeasible subset of constraints for an infeasible model
Use cases:
Model debugging (errors in model)
Data debugging (inconsistent data)
The model and data are correct, but the associated data represents a
real-world conflict in the system being modeled
You create an infeasible model to test properties of (or extract
information about) a similar model
© 2015 IBM Corporation
30 ISMP 2015
Tools: conflict refiner
© 2015 IBM Corporation
31 ISMP 2015
Tools: conflict refiner
!----------------------------------------------------------------------------
! Satisfiability problem - 2,980 variables, 851 constraints
! Problem found infeasible at the root node
! ----------------------------------------------------------------------------
...
! ----------------------------------------------------------------------------
! Conflict refining - 851 constraints
! ----------------------------------------------------------------------------
! Iteration Number of constraints
* 1 851
* 2 426
...
* 58 5
* 59 5
! Conflict refining terminated
! ----------------------------------------------------------------------------
! Conflict status : Terminated normally, conflict found
! Conflict size : 5 constraints
! Number of iterations : 59
! Total memory usage : 13.3 MB
! Conflict computation time : 0.51s
! ----------------------------------------------------------------------------
© 2015 IBM Corporation
32 ISMP 2015
Tools: conflict refiner
Conflict:
There is not enough antennas to accommodate all 4 tasks on their
time-window on ground station “LION” (3 antennas):
<134A,6,1232,19,1266>
<144, 6,1238,31,1272>
<146, 6,1228,22,1260>
<146A,6,1230,22,1262> 1232 1266
134A
12721238
144
1228 1260
146
1230 1262
146A
© 2015 IBM Corporation
33 ISMP 2015
Tools: failure explainer
Objective: explains why the engine backtracks at a given search
node
Uses the conflict refiner to find a minimal conflict in the
model+decisions at a backtracking node
Currently only available in DepthFirst search mode and only for
integer variables
© 2015 IBM Corporation
34 ISMP 2015
Tools: failure explainer
Example
// Build model:
// Create CP object:
IloCP cp(model);
// Use only one thread:
cp.setParameter(IloCP::Workers, 1);
// Simple tree search:
cp.setParameter(IloCP::SearchType, IloCP::DepthFirst);
// Show failure numbers:
cp.setParameter(IloCP::LogSearchTags, IloCP::On);
// Explain particular failures:
cp.explainFailure(IloIntArray(env, 4, 3, 10, 11, 12));
// Solve and explain:
cp.solve();
© 2015 IBM Corporation
35 ISMP 2015
Tools: failure explainer
- Failure #1
- Failure #2
- Failure #3
-- Possible conflict explaining failure
// Model constraints
element(store1, [location1, location2, location3, location4, location5]) == 1;
element(store2, [location1, location2, location3, location4, location5]) == 1;
element(store3, [location1, location2, location3, location4, location5]) == 1;
element(store4, [location1, location2, location3, location4, location5]) == 1;
element(store5, [location1, location2, location3, location4, location5]) == 1;
element(store6, [location1, location2, location3, location4, location5]) == 1;
element(store7, [location1, location2, location3, location4, location5]) == 1;
element(store8, [location1, location2, location3, location4, location5]) == 1;
count([store1, store2, store3, store4, store5, store6, store7, store8], 0) <= 3;
count([store1, store2, store3, store4, store5, store6, store7, store8], 3) <= 4;
// Branch constraints
location2 == 0;
location3 == 0;
location5 == 0;
© 2015 IBM Corporation
36 ISMP 2015
Warnings
Warm start
The full picture
User model
Internal model
Model analysis Model presolve
OPL, C++, Java, .NET
Conflict
Model
Solution
CPO file
Search log
Failure explainer
Automatic Solve
Conflict refiner
Fail expl.
© 2015 IBM Corporation
37 ISMP 2015
Warnings
Warm start
Questions ?
User model
Internal model
Model analysis Model presolve
OPL, C++, Java, .NET
Conflict
Model
Solution
CPO file
Search log
Failure explainer
Automatic Solve
Conflict refiner
Fail expl.
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