Resource Allocation and Scheduling

Transcription

1 Lesson 3: Resource Allocation and Scheduling DEIS, University of Bologna

2 Outline Main Objective: joint resource allocation and scheduling problems In particular, an overview of: Part 1: Introduction and straightforward CP model Part 2: Optional activities Part 3: Logic based Benders Decomposition

3 Lesson 3, Part 1: Resource Allocation and Scheduling Introduction to Joint Allocation and Scheduling DEIS, University of Bologna

4 Joint Resource Allocation and Scheduling Remember what we started from? Scheduling: allocating scarce resources to activities over time Scheduling: ordering resource-requiring activities over time Sometimes this is too restrictive And we want the original definition!

5 Joint Resource Allocation and Scheduling Example #1: Aircraft landing Problem = deciding the landing order of a set of planes But many airports have more than one runway! Which one should we use for each plane?

6 Joint Resource Allocation and Scheduling Example #2: Painting Robot Problem = deciding painting sequence of wooden boards But the robot has two painting nozzles! Which one should we use for each board?

7 Joint Resource Allocation and Scheduling Example #3: Task scheduling on a modern CPU Problem = deciding the processing sequence for a set of tasks But the CPU has 4 cores and a GPU! Which core for each task? Shall we use the GPU instead?

8 Joint Resource Allocation and Scheduling Remember what we started from? Scheduling: allocating scarce resources to activities over time Scheduling: ordering resource-requiring activities over time Resource allocation decisions are often important

9 An Example The usual example, just modified A1 2/2 A2 1/1 Two unary resources r0 and r1 Resources are not pre-assigned Activity durations depend on the resource assignment: di,0 for r0 and di,1 for r1 A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7

10 An Example A1, A2, A3, A4, A5,, A7 / -- balance: 11/0, makespan: 11 A1 A3 2/2 A2 1/1 1/1 1/3 A4 A5 1/1 3/6 2/1 A t A1 A2 A3 A4 A5 A7 t

11 An Example A1, A2, A3, A4, A5,, A7 / -- balance: 11/0, makespan: / A1, A2, A3, A4, A5,, A7 balance: 0/15, makespan: 15 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A A1 A2 A3 A4 A5 A7 t t

12 An Example A1, A2, A3, A4, A5,, A7 / -- balance: 11/0, makespan: / A1, A2, A3, A4, A5,, A7 balance: 0/15, makespan: 15 A3, A4, / A1, A2, A5, A7 balance: 5/5, makespan: 7 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 Each task to the resource where the duration is smaller A A1 A2 A5 A7 t A3 A4 t

13 An Example A1, A2, A3, A4, A5,, A7 / -- balance: 11/0, makespan: / A1, A2, A3, A4, A5,, A7 balance: 0/15, makespan: 15 A3, A4, / A1, A2, A5, A7 balance: 5/5, makespan: 7 A3, / A1, A2, A4, A5, A7 balance: 6/6, makespan: 6 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A7 This is the actual optimum (a bit counterintuitive) A2 A4 A5 A7 t A1 A3 t

14 An example The usual example, just modified A1 2/2 A2 1/1 Two unary resources r0 and r1 Resources are not pre-assigned Activity durations depend on the resource assignment: di,0 for r0 and di,1 for r1 A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7 Resource allocation decisions are often important may have far reaching consequences on the schedule quality and may be definitely not trivial to take.

15 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = ( 1ifai runs on r k 0 otherwise...and add the constraints: X r k 2R A5 A3 m i,k =1 8r k 1/1 1/3 A4 1/1 3/6 2/1 A7

16 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = ( 1ifai runs on r k 0 otherwise A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7 Replace: With: cumulative([s i ], [d i ], [rq i,k ],c k ) 8r k 2 R cumulative([s i ], [d i,k ], [m i,k rq i,k ],c k ) 8r k 2 R

17 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = ( 1ifai runs on r k 0 otherwise A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7 Replace: With: cumulative([s i ], [d i ], [rq i,k ],c k ) 8r k 2 R cumulative([s i ], [d i,k ], [m i,k rq i,k ],c k ) 8r k 2 R Search: assign all mi,k first, then run schedule-or-postpone

18 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = Replace: With: ( 1ifai runs on r k 0 otherwise Does not work well cumulative([s i ], [d i ], [rq i,k ],c k ) 8r k 2 R cumulative([s i ], [d i,k ], [m i,k rq i,k ],c k ) 8r k 2 R A5 A3 1/1 1/3 A4 1/1 3/6 2/1 Search: assign all mi,k first, then run schedule-or-postpone A7

19 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = ( 1ifai runs on r k 0 otherwise A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7 Replace: With: cumulative([s i ], [d i ], [rq i,k ],c k ) cumulative([s i ], [d i,k ], [m i,k rq i,k ],c k ) 8r k 2 R Reason #1: poor propagation on those, during the first phase of search 8r k 2 R Search: assign all mi,k first, then run schedule-or-postpone

20 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = cumulative([s i ], [d i,k ], [m i,k rq i,k ],c k ) A5 A3 1/1 1/3 A4 1/1 3/6 2/1 Reason #2: the minimum value of this expression is 0 as long as Replace: the assignment is undecided => poor propagation With: ( 1ifai runs on r k 0 otherwise cumulative([s i ], [d i ], [rq i,k ],c k ) 8r k 2 R A7 8r k 2 R Search: assign all mi,k first, then run schedule-or-postpone

21 A Straightforward Solution Approach How to solve this stuff? A1 2/2 A2 1/1 The straightforward approach: Add assignment variables: m i,k = ( 1ifai runs on r k 0 otherwise A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7 Replace: With: cumulative([s i ], [d i ], [rq i,k ],c k ) cumulative([s i ], [d i,k ], [m i,k rq i,k ],c k ) 8r k 2 R Reason #3: more variables + poor propagation = huge search space 8r k 2 R Search: assign all mi,k first, then run schedule-or-postpone

22 Lesson 3, Part 2: Resource Allocation and Scheduling Optional Activities DEIS, University of Bologna

23 Optional Activities An elegant solution: optional activities Promote activities to first-class entities (kind of activity variables ) Augment the concept of activity by associating an implicit execution variable ( 1ifai executes x i = 0 otherwise x i =1 x i =0 x i 2 {0, 1} Ai Ai Ai si, ei, xi are now subparts of a more abstract activity object

24 Optional Activities Filtering Rule if si becomes empty due to propagation, then xi is set to 0 A4 Not enough room for A4 c k B C A D t

25 Optional Activities Filtering Rule if si becomes empty due to propagation, then xi is set to 0 A4 Instead of failing, we deduce that A4 should not execute c k B C A D t

26 Modeling Alternative Resource Assignment How do we model this? A1 2/2 A2 1/1 Alternative constraint A3 1/1 1/3 A4 alternative(a i, [a j ]) If xi = 1 iff a single activity in the vector [aj] must have xj = 1 If xi = 1, then si and ei are those of the only activity with xj = 1 A5 1/1 3/6 2/1 A7

27 Modeling Alternative Resource Assignment How do we model this? A1 2/2 A2 1/1 alternative constraint A3 1/1 1/3 A4 cover activity A5 1/1 3/6 2/1 A7 ai [ai] _1 Sub atc. 1: uses r0 _0 Sub atc. 2: uses r1

28 Modeling Alternative Resource Assignment How do we model this? Additional Propagation A1 2/2 A2 1/1 if xi =1 and aj is the only activity in [ai] with xj {0,1}, then xj =1 A3 A4 alternative constraint 1/1 1/3 cover activity A5 1/1 3/6 2/1 A7 ai [ai] _1 Sub atc. 1: uses r0 _0 Sub atc. 2: uses r1

29 Modeling Alternative Resource Assignment How do we model this? Additional Propagation A1 2/2 A2 1/1 if xi =1 and aj is the only activity in [ai] with xj {0,1}, then xj =1 A3 A4 alternative constraint 1/1 1/3 cover activity A5 1/1 3/6 2/1 A7 ai [aj] _1 Sub atc. 1: uses r0 _0 Sub atc. 2: uses r1

30 Search Search Search is performed via specialized strategies Early examples in [18] SA-LNS has been modified to deal with optional activities The algorithm is undisclosed (used in CP Optimizer) Tested on a bit unusual problems in [19] Flow shop: 1.7% better than the state of the art Satellite scheduling: 5.3% better than the state of the art Personal Task Scheduling: 12.5% better than the standard

31 Lesson 3, Part 3: Resource Allocation and Scheduling Logic Based Benders Decomposition DEIS, University of Bologna

32 A Starting Remark We mentioned that CP methods have issues with resource allocation and scheduling problems Let s make an experiment! Take our multi-resource example Remove precedence constraints Hence, let s focus on the assignment part A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A7

33 A Starting Remark We mentioned that CP methods have issues with resource allocation and scheduling problems The resulting model ( 1ifai runs on r k A1 2/2 A2 1/1 m i,k = X r k 2R 0 otherwise m i,k =1 8r k A5 A3 1/1 1/3 A4 1/1 3/6 2/1 A7 Obj: min z z X d i,k m i,k 8r k 2 R a i 2A

34 A Starting Remark We mentioned that CP methods have issues with resource allocation and scheduling Let s problems make the instance a bit bigger 4 resources, 20 activities, random durations The resulting model A1 2/2 A2 1/1 ( 1ifai runs on r k m i,k = X r k 2R m i,k =1 0 otherwise 8r k Time with CP: sec A3 1/1 1/3 Time with Mixed Integer Linear Programming: A5 1/1 3/ A7sec 2/1 A4 Obj: min z z X d i,k m i,k 8r k 2 R a i 2A

35 Hybrid Approaches So what? Shall we better use MILP? Not at all! CP may be bad at resource allocation but MILP is definitely bad at pure scheduling Hybrid Approaches Are method that integrate heterogeneous techniques They try to combine the strength of different methods and compensate for their weaknesses We will focus on one specific hybrid method

36 Logic based Benders Decomposition Logic based Benders' Decomposition LBD is a decomposition based method. A problem is split into two distinct, dependent, subproblems, solved in an interactive fashion. We distinguish a master- and a sub-problem They interact by exchanging partial solutions and cuts

37 Logic based Benders Decomposition Main steps: Solve the master problem Feed the master solution to the subproblem Solve the subproblem to complete the master problem solution to a full one

38 Logic based Benders Decomposition Main steps: Generate a cut to prevent the master problem from finding again the same solution The process stops when the master problem becomes infeasible

39 Logic based Benders Decomposition The main idea is to learn a cut when we make a mistake The stopping condition has several (equivalent) formulations Based on Benders Decomposition, which requires the subproblem to be LP By generalizing the cut generation process, Logic based Benders allows the use of arbitrary sub-problems

40 Logic based Benders Decomposition Typically: MASTER = resource assignment, solved with MILP SUBPROBLEM = scheduling, solved with CP Main advantages: The decomposed problems are smaller and easier to solve Wa always use the best suited technique LBD HowTo: 1. Define the MASTER 2. Define the SUBPROBLEM 3. Define the Benders' cuts

41 Back to Our Example... A5 A1 A3 A0 2/2 A2 1/1 0/0 1/1 1/3 A4 1/1 3/6 2/1 A7 Problem Data: R = {r 0,r 1 } All capacities are 1 All requirements are 1 Duration of on is a i r 0 Duration of on is a i r 1 Cost function: makespan blue orange d i,0 d i,1 A8 0/0

42 Step 1: Define the Master Problem We model the allocation as a MIP Decision variables m i,k 2 {0, 1} 8a i 2 A, r k 2 R We do not take scheduling decisions here Assignment Constraints: X m i,k =1 8r k 2 R r k 2R Approximation: since we do not take into account start times, we ignore the precedence constraints

43 Step 1: Define the Master Problem We model the allocation as a MIP Decision variables m i,k 2 {0, 1} 8a i 2 A, r k 2 R We do not take scheduling decisions here Objective function (load balancing) min z z X d i,k m i,k 8r k 2 R a i 2A

44 Step 1: Define the Master Problem Overall: min z X z d i,k m i,k 8r k 2 R X r k 2R a i 2A m i,k =1 8r k 2 R m i,k 2 {0, 1} 8a i 2 A, r k 2 R Features: The model scales well: number of variables O(n m) It is easy for a MIP solver Note the objective is a lower bound on the final schedule

45 Step 2: Define the Subproblem We model the allocation with CP Let r i be the resource assigned to in the current master problem solution Decision variables s i 2 [0..eoh] 8a i 2 A We do not take assignment decisions here

46 Step 2: Define the Subproblem Decision variables s i 2 [0..eoh] 8a i 2 A We do not take assignment decisions here Precedence Constraints: s i + d i,ri apple s j 8(a i,a j ) 2 E Resource Constraints: cumulative([s i ri =k], [d i,k ri =k], 1,c k ) 8r k 2 R Cost Function: max (s i + d ) i,ri a i 2A

47 Step 2: Define the Subproblem Overall: min z = max a i 2A (s i + d i,ri ) s i + d i,ri apple s j 8(a i,a j ) 2 E cumulative([s i ri =k], [d i,k ri =k], 1,c k ) 8r k 2 R s i 2 [0..eoh] 8a i 2 A This is a classical CP scheduling model, for which we have: powerful filtering algorithms effective search strategies

48 Step 3: Defining the Benders Cuts The cut must: forbid at least the last master problem solution forbid no improving feasible solution A master problem solution is a resource assignment Hence, we can cut it by forcing at least an activity to me moved In formulas: X MP Solution: a i 2A m i,ri apple A 1 A3, A4, / A1, A2, A5, A7 cut: m 3,0 + m 4,0 + m 6,0 + m 1,1 + m 2,1 + m 5,1 + m 7,1 apple 6 If the subproblem was infeasible, this is all we have to do

49 Step 3: Defining the Benders Cuts The cut must: forbid at least the last master problem solution forbid no improving feasible solution If the subproblem was feasible Let makespan be the current solution cost value. Then we permanently post to the subproblem: z apple makespan 1 And Since the master objective is a LB on the makespan, we can also post the same on the master: z apple makespan 1

50 Step 3: Defining the Benders Cuts Obtaining a valid cut: the classical method HP: the master objective is a relaxation of Identify the optimal cost value problem solution, given the current master Define a function (X) of the master variables such that: ( z if X = z F ([m i ], [s i ]) X (X) = a LB on F (X, ([m i ], S) [sotherwise i ]) otherwise Add to the master problem Add z<z and z<z z (X) to all subproblems from now on

51 LBD: An Example Master Problem Solution #1: A3, A4, / A1, A2, A5, A7 A1 A3 2/2 A2 1/1 1/1 1/3 A4 r 0 : r 1 : A1 A3 A4 A2 A5 A7 z =5 A5 1/1 3/6 2/1 A7

52 LBD: An Example Master Problem Solution #1: A3, A4, / A1, A2, A5, A7 Subproblem Solution #1: makespan = 7 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A A1 A2 A5 A7 t A3 A4 t

53 LBD: An Example Master Problem Solution #1: A3, A4, / A1, A2, A5, A7 Subproblem Solution #1: makespan = 7 Benders cut #1: m 3,0 + m 4,0 + m 6,0 + m 1,1 + m 2,1 + m 5,1 + m 7,1 apple 6 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A7 plus: z apple makespan 1=6

54 LBD: An Example Master Problem Solution #2: A2, A3, A4, / A1, A5, A7 Subproblem Solution #2: makespan = 6 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A A1 A7 A5 t A2 A4 A3 t

55 LBD: An Example Master Problem Solution #2: A2, A3, A4, / A1, A5, A7 Subproblem Solution #2: makespan = 6 Benders cut #2: m 2,0 + m 3,0 + m 4,0 + m 6,0 + m 1,1 + m 5,1 + m 7,1 apple 6 plus: z apple 5 A5 A1 A3 2/2 A2 1/1 1/1 1/3 A4 1/1 3/6 2/1 A7 The cut makes the master problem infeasible the best solution found so far is the optimal one

56 LBD: Some Result Figures Time for opt. solution MILP CP LBD 0 Instance size Results from [14] (Allocation and Scheduling with Setup Times and no precedence constraints)

57 LBD: Some Result Figures Instance size Time for opt. solution CP LBD Results from [15] (Complex allocation decisions and makespan objective)

58 Some Thoughts... Essentially, we broke a big problem into two smaller ones: PRO: reducing the problem size makes it exponentially easier to solve PRO: each subproblem is tackled with the best technique Notable cases: If the cost function is resource based (i.e. cost = subproblem becomes a CSP (no objective function) Sometimes the subproblem can be split into multiple, independent sub-subproblems improved efficiency Es. sequence dependent setup times + no prec. csts. F ([m i ]) ), the

59 Some Thoughts... In LBD, we try to squeeze the highest advantage by efficiently solving the subproblems However, decomposition makes the connection between allocation and scheduling variables very weak (in fact, even weaker than in CP!) Solving a problem may require a large number of LBD iterations, possibly countering every advantage It is important to make the interaction between the master and the subproblem as strong as possible

60 Improving LBD: Method #1 The first master problem solution was not that smart...

61 Improving LBD: Method #1 The first master solution was not that smart The MILP solver has no idea of the effect of precedence constraints (they are only part of the subproblem) Statement: it is often very beneficial to include in the master problem some "relaxation" of the subproblem The presence of a subproblem relaxation in the master has dramatic effects on the performance (see [16])

62 Improving LBD: Method #1 E.g., we could add a constraint for each path X X z d i,k m i,k in the graph a i 2 r k 2R The double summation denotes to the length of the path The first predicted makespan becomes 6 (instead of 5) This formulation is not viable since a graph contains an exponential number of paths We can get an equivalent polynomial size formulation by introducing a start variable for each node

63 Improving LBD: Method #2 Assume that changing the resource assignment for an activity leads to no makespan improvement. Then: The corresponding variables can be removed from the cut The cut gets stronger! In general: it is possible to refine a cut by identifying decisions in the current master problem solution leading to no improvement in case they are changed

64 An Example of Cut Refinement Master Problem Solution #1: A3, A4, / A1, A2, A5, A7 A1 A3 2/2 A2 1/1 1/1 1/3 A4 A5 1/1 3/6 2/1 A A1 A2 A5 A7 t A3 A4 t

65 An Example of Cut Refinement Master If a 5,aProblem 7 used no Solution resource, #1: the A3, A4, / A1, A2, A5, A7 makespan would be the same A1 A3 2/2 A2 1/1 1/1 1/3 A4 A7 A5 1/1 3/6 2/1 A7 A A1 A2 t A3 A4 t

66 An Example of Cut Refinement Reducing the size of a cut makes it exponentially stronger A1 A3 2/2 A2 1/1 1/1 1/3 A4 A5 1/1 3/6 2/1 A7 m 3,0 + m 4,0 + m 6,0 + m 1,1 + m 2,1 + m 5,1 + m 7,1 apple 6 m 3,0 + m 4,0 + m 6,0 + m 1,1 + m 2,1 apple A1 A2 t A3 A4 t

67 Improving LBD: Method #2 Cut refinement can be performed via: Efficient ad-hoc algorithms (see [15]) Explanation minimization (general approach, see [17]) Repeated solution of relaxed NP-hard subproblems (see [16]) Some comments: Finding the minimum cut is NP-hard Adding multiple, easier to generate, cuts may be better A cut is useful only if it spares some master problem iterations Rule of thumb: over all iterations, T cut = T master + T sub

68 Improving LBD: Method #3 LBD may be quite slow in finding high quality solutions LBD is effective in improving high quality solutions Hence, one final (simple!) improvement method consist in starting the LBD process with a solution found by some quick approach (e.g. a heuristic).

69 Lesson 3: Resource Allocation and Scheduling References DEIS, University of Bologna

70 References [18] Beck, J. C., & Fox, M. S. (2000). Constraint-directed techniques for scheduling alternative activities. Artificial Intelligence, 121(1-2), [19] Laborie, P. (2009). IBM ILOG CP Optimizer for detailed scheduling illustrated on three problems. Proc. of CPAIOR (pp ). I have made a general survey on the topic! [20] Michele Lombardi, Michela Milano: Optimal methods for resource allocation and scheduling: a cross-disciplinary survey. Constraints 17(1): (2012)

71 That s it! Many thanks for the patience... I hope this was useful DEIS, University of Bologna