Hostname: page-component-76fb5796d-r6qrq Total loading time: 0 Render date: 2024-04-27T00:49:04.403Z Has data issue: false hasContentIssue false

Logic-based Benders decomposition for planning and scheduling: a computational analysis

Published online by Cambridge University Press:  20 December 2016

Andre A. Ciré
Affiliation:
Rotman School of Management, University of Toronto, 105 St. George St, Canada e-mail: AndreCire@rotman.utoronto.ca
Elvin Çoban
Affiliation:
Özyeğin University, Istanbul, Turkey e-mail: elvin.coban@ozyegin.edu.tr
John N. Hooker
Affiliation:
Carnegie Mellon University, 5000 Forbes Ave, Pittsburgh, PA, USA e-mail: jh38@andrew.cmu.edu

Abstract

Logic-based Benders decomposition (LBBD) has improved the state of the art for solving a variety of planning and scheduling problems, in part by combining the complementary strengths of constraint programming and mixed integer programming (MIP). We undertake a computational analysis of specific factors that contribute to the success of LBBD, to provide guidance for future implementations. We study a problem class that assign tasks to multiple resources and poses a cumulative scheduling problem on each resource. We find that LBBD is at least 1000 times faster than state-of-the-art MIP on larger instances, despite recent advances in the latter. Further, we conclude that LBBD is most effective when the planning and scheduling aspects of the problem are roughly balanced in difficulty. The most effective device for improving LBBD is the inclusion of a subproblem relaxation in the master problem. The strengthening of Benders cuts also plays an important role when the master and subproblem complexity are properly balanced. These findings suggest future research directions.

Type
Articles
Copyright
© Cambridge University Press, 2016 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Baptiste, P., Le Pape, C. & Nuijten, W. 2001. Constraint-Based Scheduling: Applying Constraint Programming to Scheduling Problems. Kluwer.CrossRefGoogle Scholar
Benders, J. F. 1962. Partitioning procedures for solving mixed-variables programming problems. Numerische Mathematik 4, 238252.Google Scholar
Benini, L., Bertozzi, D., Guerri, A. & Milano, M. 2005. Allocation and scheduling for MPSoCs via decomposition and no-good generation. In Principles and Practice of Constraint Programming (CP 2005), 107–121. Springer.Google Scholar
Cambazard, H., Hladik, P.-E., Déplanche, A.-M., Jussien, N. & Trinquet, Y. 2004. Decomposition and learning for a hard real time task allocation problem. In Principles and Practice of Constraint Programming (CP 2004), Wallace, M. (eds). Springer, 153167.CrossRefGoogle Scholar
Chu, Y. & Xia, Q. 2004. Generating Benders cuts for a class of integer programming problems. In CPAIOR 2004 Proceedings, Regin, J. C. & Rueher, M. (eds). Springer, 127141.Google Scholar
Ciré, A., Coban, E. & Hooker, J. N. 2013. Mixed integer programming vs logic-based Benders decomposition for planning and scheduling. In CPAIOR 2013 Proceedings, Gomes, C. & Sellmann, M. (eds). Springer, 325331.Google Scholar
Ciré, A. & Hooker, J. N. 2012. A heuristic logic-based Benders method for the home health care problem. In Presented at Matheuristics 2012.Google Scholar
Çoban, E. & Hooker, J. N. 2013. Single-facility scheduling by logic-based Benders decomposition. Annals of Operations Research 210, 245272.CrossRefGoogle Scholar
Corréa, A. I., Langevin, A. & Rousseau, L. M. 2004. Dispatching and conflict-free routing of automated guided vehicles: a hybrid approach combining constraint programming and mixed integer programming. In CPAIOR 2004 Proceedings, Regin, J. C. & Rueher, M. (eds). Springer, 370378.Google Scholar
Fazel-Zarandi, M. M. & Beck, J. C. 2009. Solving a location-allocation problem with logic-based Benders decomposition. In Principles and Practice of Constraint Programming (CP 2009), Gent, I. P. (ed.). Springer, 344351.Google Scholar
Geoffrion, A. M. 1972. Generalized Benders decomposition. Journal of Optimization Theory and Applications 10, 237260.Google Scholar
Harjunkoski, I. & Grossmann, I. E. 2001. A decomposition approach for the scheduling of a steel plant production. Computers and Chemical Engineering 25, 16471660.Google Scholar
Harjunkoski, I. & Grossmann, I. E. 2002. Decomposition techniques for multistage scheduling problems using mixed-integer and constraint programming methods. Computers and Chemical Engineering 26, 15331552.CrossRefGoogle Scholar
Heching, A. & Hooker, J. N. 2016. Scheduling home hospice care with logic-based Benders decomposition. In CPAIOR 2016 Proceedings, Gendron, B. (ed.). Springer, 187197.Google Scholar
Hooker, J. N. 1995. Logic-based Benders decomposition. In INFORMS National Meeting (INFORMS 1995).Google Scholar
Hooker, J. N. 1996. Inference duality as a basis for sensitivity analysis. In Principles and Practice of Constraint Programming (CP 1996), Freuder, E. C. (ed.). Springer, 224236.Google Scholar
Hooker, J. N. 2000. Logic-Based Methods for Optimization: Combining Optimization and Constraint Satisfaction. Wiley.Google Scholar
Hooker, J. N. 2004. A hybrid method for planning and scheduling. In Principles and Practice of Constraint Programming (CP 2004), Wallace, M. (ed.). Springer, 305316.Google Scholar
Hooker, J. N. 2005a. Planning and scheduling to minimize tardiness. In Principles and Practice of Constraint Programming (CP 2005), 314–327. Springer.Google Scholar
Hooker, J. N. 2005b. A hybrid method for planning and scheduling. Constraints 10, 385401.Google Scholar
Hooker, J. N. 2006. An integrated method for planning and scheduling to minimize tardiness. Constraints 11, 139157.Google Scholar
Hooker, J. N. 2007. Planning and scheduling by logic-based Benders decomposition. Operations Research 55, 588602.Google Scholar
Hooker, J. N. 2012. Integrated Methods for Optimization, 2nd edition. Springer.Google Scholar
Hooker, J. N. & Ottosson, G. 2003. Logic-based Benders decomposition. Mathematical Programming 96, 3360.Google Scholar
Jain, V. & Grossmann, I. E. 2001. Algorithms for hybrid MILP/CP models for a class of optimization problems. INFORMS Journal on Computing 13, 258276.Google Scholar
Maravelias, C. T. & Grossmann, I. E. 2004. Using MILP and CP for the scheduling of batch chemical processes. In CPAIOR 2004 Proceedings, Regin, J. C. & Rueher, M. (eds). Springer, 120.Google Scholar
Terekhov, D., Beck, J. C. & Brown, K. N. 2007. Solving a stochastic queueing design and control problem with constraint programming. In Proceedings of the 22nd National Conference on Artificial Intelligence (AAAI2007), 1, 261–266. AAAI Press.Google Scholar
Thorsteinsson, E. 2001. Branch and check: a hybrid framework integrating mixed integer programming and constraint logic programming. In Principles and Practice of Constraint Programming (CP2001), Walsh, T. (ed.). Springer, 1630.Google Scholar
Timpe, C. 2002. Solving planning and scheduling problems with combined integer and constraint programming. OR Spectrum 24, 431448.Google Scholar
Yunes, T. H., Aron, I. & Hooker, J. N. 2010. An integrated solver for optimization problems. Operations Research 58, 342356.Google Scholar