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June 27-29, 2018
June 27-29, 2018
CPAIOR 2018
CPAIOR 2018
© 2018 IBM Corporation
© 2018 IBM Corporation
An Update on the Comparison of
MIP, CP and Hybrid Approaches for
Mixed Resource Allocation and Scheduling
Philippe Laborie, IBM
laborie@fr.ibm.com
2 / 11 CPAIOR 2018 © 2018 IBM Corporation
The Problem
Described in [1] where a benchmark is provided
n jobs, for each job j:
Release date rj
, Due date dj
m facilities where the jobs can be executed
For each facility i: maximal capacity Ci
If a given job j is allocated to facility i:
Processing time of job j is pij
Job j requires cij
units of facility i
Execution cost of job j is fij
Decision variables: facility allocation & start time of jobs
Minimize total job execution cost
Job j
rj
dj
[1] J. Hooker. A Hybrid Method for Planning and Scheduling. Proc. CP 2004.
3 / 11 CPAIOR 2018 © 2018 IBM Corporation
The state-of-the-art
The problem is very difficult. Even some problems with
only 30 jobs and 2 facilities are still open !
Mixed Integer Programming (MIP)
Constraint Programming (CP)
Logic-based Benders decomposition (LBBD)
Constraint Integer Programming (CIP)
Satisfiability Modulo Theories (SMT)
[Hooker-2004]
[Hooker-2007]
[Heinz-2011]
[Heinz-2012]
[Heinz-2013]
[Ciré-2016]
[Mistry-2017]
4 / 11 CPAIOR 2018 © 2018 IBM Corporation
CP Optimizer
A component of IBM ILOG CPLEX Optimization Studio
(so if you have CPLEX, you also have CP Optimizer)
An optimization engine based on a Model & Run approach
(like CPLEX)
… with a particular focus on scheduling problems
5 / 11 CPAIOR 2018 © 2018 IBM Corporation
CP Optimizer: Model & Run
Declarative mathematical model of the problem
Introduction of adequate mathematical concepts for scheduling
problems (intervals, functions, permutations/sequences)
Modeling is easy
Modeling is fast
Models are compact and maintainable
Models generally scale well (size grows linearly with size of data)
Uses classical ingredients of combinatorial optimization:
variables, constraints, expressions, objective function
6 / 11 CPAIOR 2018 © 2018 IBM Corporation
CP Optimizer: Model & Run
Resolution is performed by an automated search
algorithm that is:
Complete
Deterministic
Anytime
Efficient
Robust
Continuously improving
7 / 11 CPAIOR 2018 © 2018 IBM Corporation
A complete CP Optimizer model for our problem
8 / 11 CPAIOR 2018 © 2018 IBM Corporation
Comparison with state-of-the-art approaches
Number of solved instances (out of 5)
Average solve time (in s.)
The 5 remaining instances were
closed by increasing the time-limit
(up to 160h for the hardest one)
}
The tiny CP Optimizer model of previous slide closes the
benchmark
9 / 11 CPAIOR 2018 © 2018 IBM Corporation
Under the Hood
Search interleaves two complementary approaches:
Large Neighborhood Search (LNS) finds good solutions C [3]
Failure-Directed Search (FDS) tries proving infeasibility of obj<C [4]
Strong constraint propagation algorithms on optional intervals:
Alternative: constructive disjunction of interval domains [1]
Cumul functions: Edge-Finding variants [2]
Restarts, no-goods learning, dynamic rating of decisions
[1] P. Laborie, J. Rogerie. Reasoning with Conditional Time-Intervals. Proc. FLAIRS-2008, p555-560.
[2] P. Vilím: Timetable Edge Finding Filtering Algorithm for Discrete Cumulative Resources. CPAIOR-2011.
[3] P. Laborie, D. Godard. Self-Adapting Large Neighborhood Search: Application to Single-Mode
Scheduling Problems. Proc. MISTA-2007.
[4] P. Vilím, P. Laborie, P. Shaw. Failure-Directed Search for Constraint-Based Scheduling. CPAIOR-2015.
Search tree
Restart
No-goods
Decisions rating
10 / 11 CPAIOR 2018 © 2018 IBM Corporation
Benchmark Extension
Given that the current benchmark is closed we generated
more challenging instances (http://ibm.biz/AllocSched)
Larger problems, finer time and capacity granularity
Current benchmark New benchmark
Size: # jobs
# facilities
[10,50]
[2,10]
[20,1000]
[2,20]
Job duration [5,30] [100,4500]
Facility capacity
Facility requirement
10
[1,10]
1000
[1,1000]
Facility requirements
depends on task
No Yes
11 / 11 CPAIOR 2018 © 2018 IBM Corporation
More about CP Optimizer
Recent overview of CP Optimizer for scheduling [1]
Don’t miss tomorrow’s plenary talk by Paul Shaw:
[1] P. Laborie, J. Rogerie, P. Shaw, P. Vilím. IBM ILOG CP Optimizer for
Scheduling. Constraints Journal. April 2018, Volume 23, Issue 2, pp
210–250.

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An Update on the Comparison of MIP, CP and Hybrid Approaches for Mixed Resource Allocation and Scheduling

  • 1. June 27-29, 2018 June 27-29, 2018 CPAIOR 2018 CPAIOR 2018 © 2018 IBM Corporation © 2018 IBM Corporation An Update on the Comparison of MIP, CP and Hybrid Approaches for Mixed Resource Allocation and Scheduling Philippe Laborie, IBM laborie@fr.ibm.com
  • 2. 2 / 11 CPAIOR 2018 © 2018 IBM Corporation The Problem Described in [1] where a benchmark is provided n jobs, for each job j: Release date rj , Due date dj m facilities where the jobs can be executed For each facility i: maximal capacity Ci If a given job j is allocated to facility i: Processing time of job j is pij Job j requires cij units of facility i Execution cost of job j is fij Decision variables: facility allocation & start time of jobs Minimize total job execution cost Job j rj dj [1] J. Hooker. A Hybrid Method for Planning and Scheduling. Proc. CP 2004.
  • 3. 3 / 11 CPAIOR 2018 © 2018 IBM Corporation The state-of-the-art The problem is very difficult. Even some problems with only 30 jobs and 2 facilities are still open ! Mixed Integer Programming (MIP) Constraint Programming (CP) Logic-based Benders decomposition (LBBD) Constraint Integer Programming (CIP) Satisfiability Modulo Theories (SMT) [Hooker-2004] [Hooker-2007] [Heinz-2011] [Heinz-2012] [Heinz-2013] [Ciré-2016] [Mistry-2017]
  • 4. 4 / 11 CPAIOR 2018 © 2018 IBM Corporation CP Optimizer A component of IBM ILOG CPLEX Optimization Studio (so if you have CPLEX, you also have CP Optimizer) An optimization engine based on a Model & Run approach (like CPLEX) … with a particular focus on scheduling problems
  • 5. 5 / 11 CPAIOR 2018 © 2018 IBM Corporation CP Optimizer: Model & Run Declarative mathematical model of the problem Introduction of adequate mathematical concepts for scheduling problems (intervals, functions, permutations/sequences) Modeling is easy Modeling is fast Models are compact and maintainable Models generally scale well (size grows linearly with size of data) Uses classical ingredients of combinatorial optimization: variables, constraints, expressions, objective function
  • 6. 6 / 11 CPAIOR 2018 © 2018 IBM Corporation CP Optimizer: Model & Run Resolution is performed by an automated search algorithm that is: Complete Deterministic Anytime Efficient Robust Continuously improving
  • 7. 7 / 11 CPAIOR 2018 © 2018 IBM Corporation A complete CP Optimizer model for our problem
  • 8. 8 / 11 CPAIOR 2018 © 2018 IBM Corporation Comparison with state-of-the-art approaches Number of solved instances (out of 5) Average solve time (in s.) The 5 remaining instances were closed by increasing the time-limit (up to 160h for the hardest one) } The tiny CP Optimizer model of previous slide closes the benchmark
  • 9. 9 / 11 CPAIOR 2018 © 2018 IBM Corporation Under the Hood Search interleaves two complementary approaches: Large Neighborhood Search (LNS) finds good solutions C [3] Failure-Directed Search (FDS) tries proving infeasibility of obj<C [4] Strong constraint propagation algorithms on optional intervals: Alternative: constructive disjunction of interval domains [1] Cumul functions: Edge-Finding variants [2] Restarts, no-goods learning, dynamic rating of decisions [1] P. Laborie, J. Rogerie. Reasoning with Conditional Time-Intervals. Proc. FLAIRS-2008, p555-560. [2] P. Vilím: Timetable Edge Finding Filtering Algorithm for Discrete Cumulative Resources. CPAIOR-2011. [3] P. Laborie, D. Godard. Self-Adapting Large Neighborhood Search: Application to Single-Mode Scheduling Problems. Proc. MISTA-2007. [4] P. Vilím, P. Laborie, P. Shaw. Failure-Directed Search for Constraint-Based Scheduling. CPAIOR-2015. Search tree Restart No-goods Decisions rating
  • 10. 10 / 11 CPAIOR 2018 © 2018 IBM Corporation Benchmark Extension Given that the current benchmark is closed we generated more challenging instances (http://ibm.biz/AllocSched) Larger problems, finer time and capacity granularity Current benchmark New benchmark Size: # jobs # facilities [10,50] [2,10] [20,1000] [2,20] Job duration [5,30] [100,4500] Facility capacity Facility requirement 10 [1,10] 1000 [1,1000] Facility requirements depends on task No Yes
  • 11. 11 / 11 CPAIOR 2018 © 2018 IBM Corporation More about CP Optimizer Recent overview of CP Optimizer for scheduling [1] Don’t miss tomorrow’s plenary talk by Paul Shaw: [1] P. Laborie, J. Rogerie, P. Shaw, P. Vilím. IBM ILOG CP Optimizer for Scheduling. Constraints Journal. April 2018, Volume 23, Issue 2, pp 210–250.