IACTAI13 Variable Objective Large Neighborhood Search: A practical approach to solve over-constrained problems (Pierre Schaus)
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Presentation given at ICTAI 13 (http://cecs.wright.edu/atrc/ictai13) by Pierre Schaus: Variable Objective Large Neighborhood Search: A practical approach to solve over-constrained problems (Pierre Schaus)
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IACTAI13 Variable Objective Large Neighborhood Search: A practical approach to solve over-constrained problems (Pierre Schaus)
- 1. Variable Objective Large Neighborhood Search: A practical approach to solve over-constrained problems Pierre Schaus UCL, ICTEAM, Belgium
- 2. Over-Constrained Problems Mon Tue Wed Usually render the problem over-constrained Demand >2 =2 gcc1 >1 >2 gcc2 >3 >1 gcc3
- 3. Relaxation = Violation Variables in Constraints (Petit & Régin) Mon Demand >2 =2 Tue >1 >2 Wed >3 >1 o1) (...,o2) (...,o3) (..., gcc -gcc oft-gcc oft oft s s s
- 4. Aggregation of violations • • Many possibilities Most intuitive one: o1+o2+o3+...
- 5. Minimize sum of violation variables o1+o2+o3+... Desired Properties : A: o1+o2+o3+... should be small B: o1+o2+o3+... should be balanced not easy to reached with CP
- 6. Major Weakness of CP =
- 7. Weak filtering of sum (bound-consistency) large BnB search tree small fraction of it is explored with DFS bad solutions
- 8. Solution = Large Neighborhood Search LNS = LS using CP for neighborhood exploration
- 9. Decision Variables LNS (Shaw 98) .. .. .. .. .. .. .. .. .. .. .. .. Bound = 100 1 3 5 6 2 9 1 8 3 1 0 4 Find Initial Solution with CP
- 10. LNS (Shaw 98) .. .. .. .. .. Bound = 100 1 3 5 6 2 9 1 8 3 1 0 4 Relax* (randomly) this solution *aka fragment selection
- 11. LNS (Shaw 98) 7 .. 8 .. 1 4 .. .. 3 .. Bound = 96 1 3 5 6 2 9 1 8 3 1 0 4 Optimize this partial solution with CP
- 12. LNS (Shaw 98) .. .. .. .. .. Bound = 96 1 3 7 6 2 8 1 8 1 4 0 3 relax randomly
- 13. LNS (Shaw 98) .. 7 2 .. .. 8 9 .. 1 4 1 3 .. 3 .. .. .. Bound = 85 1 3 5 6 2 10 1 8 3 1 0 4 re-optimize
- 15. From a CP Model to a LNS Model CP Model + Relaxation Procedure = LNS Model Which decision Variables should be relaxed for next restart
- 16. Minimize sum of violation variables o1+o2+o3+... Desired Properties : A: o1+o2+o3+... should be small B: o1+o2+o3+... should be balanced
- 17. o1+o2+o3+o4 = 7 4 1 2 2 2 1 1 1 o1 o2 o3 o4 o1 o2 o3 o4 balanced unbalanced How to avoid this ?
- 18. Dynamically Change the Objective (at each LNS restart)
- 19. Focus on worse objective at each LNS restart ! o1 o2 o3 o4
- 20. Focus on worse objective at each LNS restart ! o1 o2 o3 o4
- 21. Focus on worse objective at each LNS restart ! o1 o2 o3 o4
- 22. Focus on worse objective at each LNS restart ! o1 o2 o3 o4
- 23. In practice … • Objective configuration changed at each LNS restarts. • Each objective can be configured differently Strong = must decrease Weak = cannot increase No = unrestricted filtering
- 24. 3 Filtering modes Weak, Strong, No - Filtering ! ! o1 o2 o3 o4 Weak Strong No Strong Strong: must decrease Weak: cannot increase No: unrestricted
- 25. Good idea: o1+o2+o3+o4 in Strong Ensures at least same filtering as original one o1 o2 o3 o4 o1+o2+o3+o4 Weak Strong No Strong Strong
- 26. objective value New solution found during BnB DFS restart i o1 Strong o2 Weak o3 No restart i+1 o1 Weak o2 No o3 Strong time
- 27. From a LNS-CP Model to a Variable-Objective LNS Model CP Model objective Relaxation configuration Procedure ++ = VO-LNS LNS Model Model set objectives into Strong/Weak/No filtering mode
- 28. Experimental Result • • Artificial over-constrained problems Over-Constraint timetabling application
- 29. Artificial Over-Constrained Problem Random Domain: 5 values on [1..15] oj every values 1..15 should appear exactly once on each row oi violation = sum of excess & shortage of each value every values 1..15 should appear exactly once on each column
- 30. LNS Relaxations R1 R2 10% of variables (randomly) = 10% of variables (randomly) + most violated line/column oi most violated line* *tabu mechanism for diversification
- 31. Objective Configurations o1 , o2 , ... , o15 , o16 , ... , o30 , otot C1 C2 o1 , o2 , ... , o30 : No otot : Strong o1 , o2 , ... , o30 : Weak Standard minimization of sum, does not try to balance violations otot : Strong, oi: Strong The most violated row/column in current solutions oi
- 32. Experiments LNS 400 Restarts, 50 Failure Limit ! • • • Setting A: R1 & C1 • random relax, standard minimization Setting B: R2 & C1 • structured relaxation, standard minimization Setting C: R2 & C2 • structured relaxation, variable objective (VO-LNS)
- 33. LNS VO-LNS Decrease faster & better sum of violations
- 34. Balancing Property Better total violation Better total balancing VO-LNS
- 35. Real Life - Timetabling Hospitality Management School Groups Weeks
- 36. Real Life - Timetabling Hospitality Management School Groups Weeks Groups of 20 students must be scheduled over semester
- 37. Real Life - Timetabling Hospitality Management School PM Weeks Groups AM Two activities/ Week to decide Morning & Afternoon
- 38. Real Life - Timetabling Hospitality Management School Weeks Groups > 2x A1 = 1x A2 … For each group: cardinality requirement on activity types
- 39. Real Life - Timetabling Hospitality Management School Weeks Groups A1 is scheduled only 4 consecutive times, … Restriction on activity patterns
- 40. Real Life - Timetabling Hospitality Management School Weeks Groups A1 scheduled between 2 and 3 times A2 scheduled between 1 and 2 times … soft-gcc Demand over activities specific for each weak
- 41. Real Life - Timetabling Hospitality Management School Violations of cardinality requirements
- 42. LNS Relaxations Weeks some random slots Groups most violated weeks some groups
- 43. Results: 1000 LNS Restarts same LNS relaxation
- 44. VO-LNS is faster Why ? number of exhausted search ! Because most of the LNS searches complete before the failure limit
- 45. Balance 10 runs x 5 instances
- 46. Open-Source Implementation OscaR SCALA IN OPERATIONAL RESEARCH https://bitbucket.org/oscarlib/oscar
- 47. Take away messages • Minimizing sum objective (in over-constrained problems) with CP is hard • • LNS is powerful to diversify search space Changing dynamically the objective can • • Fasten and improve LNS Better balance violations variable objective LNS
- 48. Future Work • • • Automatic objective configuration Population of solutions (different configurations) More problems (just in time scheduling)
- 49. Variable Objective Large Neighborhood Search: A practical approach to solve over-constrained problems Pierre Schaus UCL, ICTEAM, Belgium