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Oct. 28, 2020
Oct. 28, 2020
ICAPS 2020 – Industry Session
ICAPS 2020 – Industry Session
© 2020 IBM Corporation
© 2020 IBM Corporation
CP Optimizer
A generic optimization engine for solving
industrial scheduling problems
Philippe Laborie, IBM
laborie@fr.ibm.com
2 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
What is CP Optimizer ?
Historically developed since 2007 by ILOG, now IBM
Our team has 20+ years of experience in designing
combinatorial optimization tools for real-life industrial
problems, and particularly scheduling problems
#1 objective of CP Optimizer : lower the barrier to entry
for efficiently solving industrial scheduling problems
In particular, no need to be an OR, AI or algorithmist
expert
3 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
What is CP Optimizer ?
Model & run approach:
User focuses on a declarative mathematical model of
the problem using the classical ingredients of
combinatorial optimization: variables, constraints,
expressions, objective function
Resolution is performed by an automated search
algorithm with the following properties: complete,
deterministic, anytime, efficient, robust, continuously
improving ...
4 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Scheduling is about time ...
Most existing framework in combinatorial optimization
(MILP, classical CP) only deal with numerical values
( x∈ , x∈ )
CP Optimizer introduces a set of other simple
mathematical concepts that naturally emerge when
dealing with time:
Intervals : a = [s,e) = { x∈ | s≤x<e }
Functions : f: →
Permutations
Optional interval : occurrence / non-occurrence of an event
ℝ
ℝ ℤ
ℤ
ℝ
5 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
What is CP Optimizer ?
What if we integrate these mathematical concepts in the
model …
And keep all the good ideas of well established
frameworks like MILP:
Model & run
Exact algorithm
Input/output file format
Language versatility (C++, Python, Java, C#, OPL)
Modeling assistance (warnings, …)
Conflict refiner for explaining infeasibility
Warm-start
…
That’s exactly what CP Optimizer is about !
6 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Examples of scheduling problems
Resource-Constrained Project Scheduling (RCPSP)
Notorious NP-Hard problem in combinatorial optimization
(>5000 references on Google Scholar)
N tasks with precedence constraints
M resources of limited capacity
Minimize project makespan
1
1
2
2
4
4
3
3
5
5
6
6
0 7
R1
R2
1
2
3
4
5
6
p1
=2
(1,2)
C1
=2
C2
=3
time
7 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
CP Optimizer model for RCPSP
8 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
CP Optimizer model for RCPSP
9 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Performance on classical scheduling benchmarks
Results published in CPAIOR-2015 (using V12.6) on
classical benchmarks:
Many instances closed or improved on : Job-shop, Job-
shop with operators , Flexible job-shop, RCPSP, RCPSP with
maximum delays, Multi-mode RCPSP, Multi-mode RCPSP
with maximum delays, ...
These classical benchmarks are small compared to real
industrial problems
New benchmark on RCPSP (from 500 to 500.000 tasks)
0E+00 5E+04 1E+05 2E+05 2E+05 3E+05 3E+05 4E+05 4E+05 5E+05 5E+05
0
500
1000
1500
2000
2500
3000
First solution time for large RCPSPs (automatic search with 4 workers)
V12.8 V12.9
Instance size (Number of tasks)
Firstsolutiontime(s)
10 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Examples of scheduling problems
In the real life, scheduling problems are more complex
Complex constraints: activities, resources
Complex objectives: resource costs, tardiness, throughput
Ill-defined problems
Over-constrained problems (can’t schedule all activities)
Heterogeneous decisions (time, resource allocation,
batching, …)
Large (e.g. 1.000.000 tasks)
Require fast solving time
11 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
CP Optimizer modeling concepts
Allows easy modeling of:
Variable activity duration, partially preemptive tasks
Optional activities, oversubscribed problems
Hierarchical problems (Work Breakdown Structures)
Alternative resources and modes (MM-RCPSP)
Resource calendars and breaks
Cumulative resources, inventories, reservoirs
Parallel batches, activity incompatibilities
Unary resources with setup times and costs
Complex objective functions
In CP Optimizer the size of the model in general grows
linearly with the size of the problem instance
12 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
CP Optimizer model for semiconductor manufacturing
Step 1 Step 2 ...Lot 1
Lot 2
...
S. Knopp et al. Modeling Maximum Time Lags
in Complex Job-Shops with Batching in
Semiconductor Manufacturing. PMS 2016.
13 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Performance evolution
Objective
landscapes
Failure-directed
search
Iterative
diving
14 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Under the hood
Artificial Intelligence Operations Research
Constraint
propagation
Learning
Temporal
constraint
networks
2-SAT
networks
No-goods
Linear
relaxations
Problem
specific
scheduling
algorithms
Tree searchRestarts
LNS Randomization
Model presolveHeuristics
15 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Some references
P. Laborie, J. Rogerie. Reasoning with Conditional Time-Intervals. In: Proc.
FLAIRS-2008, p555-560.
P. Laborie, J. Rogerie, P. Shaw, P. Vilím. Reasoning with Conditional Time-
Intervals. Part II: An Algebraical Model for Resources. In: Proc. FLAIRS-2009,
p201-206.
P. Laborie. CP Optimizer for detailed scheduling illustrated on three
problems. In: Proc. CPAIOR-2009.
P. Laborie, B. Messaoudi. New Results for the GEO-CAPE Observation
Scheduling Problem. In Proc. ICAPS-2017.
P. Laborie, D. Godard. Self-Adapting Large Neighborhood Search:
Application to Single-Mode Scheduling Problems. In: Proc. MISTA-2007.
P. Laborie, J. Rogerie. Temporal Linear Relaxation in IBM ILOG CP
Optimizer. Journal of Scheduling 19(4), 391–400 (2016).
P. Vilím. Timetable Edge Finding Filtering Algorithm for Discrete
Cumulative Resources . In: Proc. CPAIOR-2011.
P. Vilím, P. Laborie, P. Shaw. Failure-directed Search for Constraint-based
Scheduling. In: Proc. CPAIOR-2015.
P. Laborie, J. Rogerie, P. Shaw, P. Vilím. IBM ILOG CP Optimizer for
Scheduling. Constraints Journal (2018).
M
odeling
concepts
Examples
Searchalgorithm
Overview
16 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation
Conclusion
Try CP Optimizer !
Full-version of CP Optimizer is free for academics:
ibm.com/academic

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ICAPS-2020 Industry Session

  • 1. Oct. 28, 2020 Oct. 28, 2020 ICAPS 2020 – Industry Session ICAPS 2020 – Industry Session © 2020 IBM Corporation © 2020 IBM Corporation CP Optimizer A generic optimization engine for solving industrial scheduling problems Philippe Laborie, IBM laborie@fr.ibm.com
  • 2. 2 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation What is CP Optimizer ? Historically developed since 2007 by ILOG, now IBM Our team has 20+ years of experience in designing combinatorial optimization tools for real-life industrial problems, and particularly scheduling problems #1 objective of CP Optimizer : lower the barrier to entry for efficiently solving industrial scheduling problems In particular, no need to be an OR, AI or algorithmist expert
  • 3. 3 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation What is CP Optimizer ? Model & run approach: User focuses on a declarative mathematical model of the problem using the classical ingredients of combinatorial optimization: variables, constraints, expressions, objective function Resolution is performed by an automated search algorithm with the following properties: complete, deterministic, anytime, efficient, robust, continuously improving ...
  • 4. 4 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Scheduling is about time ... Most existing framework in combinatorial optimization (MILP, classical CP) only deal with numerical values ( x∈ , x∈ ) CP Optimizer introduces a set of other simple mathematical concepts that naturally emerge when dealing with time: Intervals : a = [s,e) = { x∈ | s≤x<e } Functions : f: → Permutations Optional interval : occurrence / non-occurrence of an event ℝ ℝ ℤ ℤ ℝ
  • 5. 5 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation What is CP Optimizer ? What if we integrate these mathematical concepts in the model … And keep all the good ideas of well established frameworks like MILP: Model & run Exact algorithm Input/output file format Language versatility (C++, Python, Java, C#, OPL) Modeling assistance (warnings, …) Conflict refiner for explaining infeasibility Warm-start … That’s exactly what CP Optimizer is about !
  • 6. 6 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Examples of scheduling problems Resource-Constrained Project Scheduling (RCPSP) Notorious NP-Hard problem in combinatorial optimization (>5000 references on Google Scholar) N tasks with precedence constraints M resources of limited capacity Minimize project makespan 1 1 2 2 4 4 3 3 5 5 6 6 0 7 R1 R2 1 2 3 4 5 6 p1 =2 (1,2) C1 =2 C2 =3 time
  • 7. 7 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation CP Optimizer model for RCPSP
  • 8. 8 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation CP Optimizer model for RCPSP
  • 9. 9 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Performance on classical scheduling benchmarks Results published in CPAIOR-2015 (using V12.6) on classical benchmarks: Many instances closed or improved on : Job-shop, Job- shop with operators , Flexible job-shop, RCPSP, RCPSP with maximum delays, Multi-mode RCPSP, Multi-mode RCPSP with maximum delays, ... These classical benchmarks are small compared to real industrial problems New benchmark on RCPSP (from 500 to 500.000 tasks) 0E+00 5E+04 1E+05 2E+05 2E+05 3E+05 3E+05 4E+05 4E+05 5E+05 5E+05 0 500 1000 1500 2000 2500 3000 First solution time for large RCPSPs (automatic search with 4 workers) V12.8 V12.9 Instance size (Number of tasks) Firstsolutiontime(s)
  • 10. 10 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Examples of scheduling problems In the real life, scheduling problems are more complex Complex constraints: activities, resources Complex objectives: resource costs, tardiness, throughput Ill-defined problems Over-constrained problems (can’t schedule all activities) Heterogeneous decisions (time, resource allocation, batching, …) Large (e.g. 1.000.000 tasks) Require fast solving time
  • 11. 11 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation CP Optimizer modeling concepts Allows easy modeling of: Variable activity duration, partially preemptive tasks Optional activities, oversubscribed problems Hierarchical problems (Work Breakdown Structures) Alternative resources and modes (MM-RCPSP) Resource calendars and breaks Cumulative resources, inventories, reservoirs Parallel batches, activity incompatibilities Unary resources with setup times and costs Complex objective functions In CP Optimizer the size of the model in general grows linearly with the size of the problem instance
  • 12. 12 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation CP Optimizer model for semiconductor manufacturing Step 1 Step 2 ...Lot 1 Lot 2 ... S. Knopp et al. Modeling Maximum Time Lags in Complex Job-Shops with Batching in Semiconductor Manufacturing. PMS 2016.
  • 13. 13 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Performance evolution Objective landscapes Failure-directed search Iterative diving
  • 14. 14 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Under the hood Artificial Intelligence Operations Research Constraint propagation Learning Temporal constraint networks 2-SAT networks No-goods Linear relaxations Problem specific scheduling algorithms Tree searchRestarts LNS Randomization Model presolveHeuristics
  • 15. 15 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Some references P. Laborie, J. Rogerie. Reasoning with Conditional Time-Intervals. In: Proc. FLAIRS-2008, p555-560. P. Laborie, J. Rogerie, P. Shaw, P. Vilím. Reasoning with Conditional Time- Intervals. Part II: An Algebraical Model for Resources. In: Proc. FLAIRS-2009, p201-206. P. Laborie. CP Optimizer for detailed scheduling illustrated on three problems. In: Proc. CPAIOR-2009. P. Laborie, B. Messaoudi. New Results for the GEO-CAPE Observation Scheduling Problem. In Proc. ICAPS-2017. P. Laborie, D. Godard. Self-Adapting Large Neighborhood Search: Application to Single-Mode Scheduling Problems. In: Proc. MISTA-2007. P. Laborie, J. Rogerie. Temporal Linear Relaxation in IBM ILOG CP Optimizer. Journal of Scheduling 19(4), 391–400 (2016). P. Vilím. Timetable Edge Finding Filtering Algorithm for Discrete Cumulative Resources . In: Proc. CPAIOR-2011. P. Vilím, P. Laborie, P. Shaw. Failure-directed Search for Constraint-based Scheduling. In: Proc. CPAIOR-2015. P. Laborie, J. Rogerie, P. Shaw, P. Vilím. IBM ILOG CP Optimizer for Scheduling. Constraints Journal (2018). M odeling concepts Examples Searchalgorithm Overview
  • 16. 16 / 16 ICAPS 2020 – Industry Session © 2020 IBM Corporation Conclusion Try CP Optimizer ! Full-version of CP Optimizer is free for academics: ibm.com/academic