Modeling, Solving and Searching

Introduction

In this section we explain how constraint programming models are formulated and solved in AIMMS. We start by explaining how constraint programming formulations are fit into the paradigms of AIMMS like the free objective and units of measurement. We then explain the different mathematical programming types associated to constraint programming, and finally we discuss how a user can modify the search procedure in AIMMS.

The free objective

By design, the objective of any mathematical program in AIMMS is a free variable, even when it can be deduced that the objective function is always integer valued for a feasible solution. However, for an infeasible solution, AIMMS will assign the special value NA to the objective variable, in order to emphasize that a feasible solution is not available. Having a single variable for the objective function is convenient when communicating its value in the progress window and other places of AIMMS.

Constraint Programming and Units of Measurement

Integer coefficients only

Constraint programming solvers require the coefficients used in constraints to be integer; fractional values or special values such as -inf, zero, na, undf, or inf are not allowed. In applications where the choice of base units is free, fractional values are easily avoided by choosing the base unit of quantities, and the units of variables and constraints such that all amounts to be considered are integer multiples of those base units, as detailed in Unit-based Scaling of Mathematical Programs. As an example, consider a simple constraint stating that the integer variable y is 0.9[m] away from the integer variable x. Both variables are multiples of the derived unit dm, i.e., 0.1[m]. The variables and constraints are declared as follows:

Variable x {
    Range       :  integer;
    Unit        :  dm;
}
Variable y {
    Range       :  integer;
    Unit        :  dm;
}
Constraint y_away_from_x {
    Unit        :  dm;
    Definition  :  y = abs( x - 0.9[m] );
}

Using the unit m as a base unit, this will lead to fractional values, as can be seen in the constraint listing:

y_away_from_x .. [ 1 | 1 | before ]

    y =
    abs((x-0.9))  ****

    name            lower           level           upper           scale
    x                   0               0 21474836470.000           0.100
    y                   0               0 21474836470.000           0.100

The coefficient for distance, 0.9[m], is in meters and the variables x and y have the same units inside the row. This row is scaled back to dm afterwards. As a result of all this scaling, the computations go from the domain of integer arithmetic into the domain of floating point arithmetic. For constraint programming, we need to avoid the domain of floating point arithmetic.

Adapted base unit

We will continue the above example, by adapting the base unit such that all amounts are integral multiples of that base unit; we select dm as a base unit. This will lead to the following row communicated to the solver:

y_away_from_x .. [ 1 | 1 | before ]

    y =
    abs((x-9))  ****

    name       lower      level      upper
    x              0          0 2147483647
    y              0          0 2147483647

Observe that scaling is not needed anymore. Using the scaling based on dm instead of m will keep all computations during the solution process in the domain of integer arithmetic.

Quantity based scaling

In the example of the previous paragraph, the base unit was adapted to the needs of constraint programming; namely to stay within the domain of integer arithmetic. For multi-purpose applications, freedom of choosing the base units of quantities according to the needs of a constraint programming problem is not always available. In order to stay within the domain of integer arithmetic, we can associate a convention with the mathematical program and filling in the per quantity attribute, see also Globally Overriding Units Through Conventions. By filling in the per quantity attribute, AIMMS will generate the mathematical program where all coefficients are scaled with respect to the units specified in the per quantity attribute. Let us continue the example of the previous paragraph using m as the base unit and adding a convention to the mathematical program.

Quantity SI_Length {
    BaseUnit     :  m;
    Conversions  : {
        dm -> m : # -> # / 10,
        cm -> m : # -> # / 100
    }
    Comment      :  "Expresses the value of a distance.""}
Parameter LengthGranul {
    InitialData  :  10;
}
Convention solveConv {
    PerQuantity  :  SI_Length : LengthGranul * cm;
}
MathematicalProgram myCP {
    Direction    :  minimize;
    Constraints  :  AllConstraints;
    Variables    :  AllVariables;
    Type         :  Automatic;
    Convention   :  solveConv;
}

Again, AIMMS will generate the constraint such that only integer arithmetic is needed. The constraint listing of that constraint is similar to the constraint listing presented in the paragraph adapted base unit above and not repeated. Note also that with conventions, we can now use parameters to further control the scaling; if we want to change the model such that we can use multiples of 20[cm] instead of multiples of 10[cm], we only need to change the value of LengthGranul.

Calendar used for timeline

Scheduling applications in which the schedule domain is based on a calendar, the length of a timeslot is equal to the unit of the calendar, see Calendars. The time quantity is overridden, as if an entry in the per quantity attribute of the associated convention is given, selecting the calendar unit. Even if no convention was associated with the mathematical program. In short, for scheduling applications, AIMMS will scale time based data according to the length of a timeslot.

Solving a Constraint Program

Mathematical Programming types

AIMMS distinguishes two types of mathematical programs that are associated with constraint programming models: COP for constraint optimization problems, and CSP for constraint satisfaction problems. Both COP and CSP are exact in that COP provides a proven optimal solution while CSP provides a solution, or proves that none exist, if time permits.

Limiting solution time

Constraint programming problems are combinatorial problems and therefore may take a long time to solve, especially when trying to prove optimality. In order to avoid unexpectedly long solution times, you can limit the amount of time allocated to the solver for solving your problem as follows:

solve myCOP where time_limit := pMaxSolutionTime ;
! pMaxSolutionTime is in seconds.

Alternatively, when you are satisfied with the current objective, as presented in the progress window, and not want to wait on further improvements, you can interrupt the solution process by using the key-stroke ctrl-shift-s.

Search Heuristics

Search heuristics

During the solving process, constraint programming employs search heuristics that define the shape of the search tree, and the order in which the search tree nodes are visited. The shape of the search tree is typically defined by the order of the variables to branch on, and the corresponding value assignment. AIMMS allows the user to specify which variable and value selection heuristics are to be used. For example, to decide the next variable on which to branch, a commonly used search heuristic is to choose a non-fixed variable with the minimum domain size, and assign its minimum domain value.

Search phases

The first method offered by AIMMS to influence the search process is through using the Priority attributes of the variables. AIMMS will group together all variables that have the same priority value, and each block of variables will define a search phase. That is, the solver will first assign the variables in the block with the highest priority, then choose the next block, and so on. As discussed in The Priority, Nonvar and RelaxStatus Attributes, the highest priority is the one with the highest positive value. Defining search phases can be very useful. For example, when scheduling activities to various alternative resources, it is natural to first assign an activity to its resource before assigning its begin.

Variable and value selection

The variable and value selection heuristics offered by AIMMS are presented in this table. They can be accessed through the ‘solver options’ configuration window. As an example, we can define a ‘constructive’ scheduling heuristic that builds up the schedule from the begin of the schedule domain by using MinValue as the variable selection, and Min as the value selection. Indeed, this heuristic will attempt to greedily schedule the activities as early as possible. Note that both these variable and value heuristics apply to the entire search process. If no variable priorities are specified, the variable selection heuristic will consider all variables at a time. Otherwise, the variable selection heuristic is applied to each block individually.

Table 59 Search heuristics

Heuristic

Interpretation

Variable selection:

choose the non-fixed variable with:

Automatic

use the solver’s default heuristic

MinSize

the smallest domain size

MaxSize

the largest domain size

MinValue

the smallest domain value

MaxValue

the largest domain value

Value selection:

assign:

Automatic

use the solver’s default heuristic

Min

the smallest domain value

Max

the largest domain value

Random

a uniform-random domain value