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Nutmeg: a MIP and CP Hybrid Solver Using Branch-and-Check

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Abstract

This paper describes the implementation of Nutmeg, a solver that hybridizes mixed integer linear programming and constraint programming using the branch-and-cut style of logic-based Benders decomposition known as branch-and-check. Given a high-level constraint programming model, Nutmeg automatically derives a mixed integer programming master problem that omits global constraints with weak linear relaxations, and a constraint programming subproblem identical to the original model. At every node in the branch-and-bound search tree, the linear relaxation computes dual bounds and proposes solutions, which are checked for feasibility of the omitted constraints in the constraint programming subproblem. In the case of infeasibility, conflict analysis generates Benders cuts, which are appended to the linear relaxation to cut off the candidate solution. Experimental results show that Nutmeg’s automatic decomposition outperforms pure constraint programming and pure mixed integer programming on problems known to have successful implementations of logic-based Benders decomposition, but performs poorly on general problems, which lack specific decomposable structure. Nonetheless, Nutmeg outperforms the standalone approaches on one problem with no known decomposable structure, providing preliminary indications that a hand-tailored decomposition for this problem could be worthwhile. On the whole, Nutmeg serves as a valuable tool for novice modelers to try hybrid solving and for expert modelers to quickly compare different logic-based Benders decompositions of their problems.

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Data Availability

All problems and instances are either contained within the source code repository of Nutmeg or available at the MiniZinc Challenge website.Footnote 2

Notes

  1. https://ed-lam.com

  2. https://www.minizinc.org

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Acknowledgments

We would like to thank the two anonymous reviewers whose comments have substantially improved this paper.

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Correspondence to Edward Lam.

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Code Availability

The source code of Nutmeg is made available at the first author’s website.Footnote 1

This article is part of the Topical Collection on Decomposition at 70​

Appendices

Appendix:

This appendix presents several models used in the experiments.

Capacity- and Distance-Constrained Plant Location Problem

The Capacity- and Distance-constrained Plant Location Problem (CDCPLP) is proposed in [3]. This problem considers a set \(\mathcal {F}\) of facilities. Every facility \(f \in \mathcal {F}\) is initially closed but can be opened at a cost \(w^{\text {open}}_{f} \in \mathbb {Z}_{+}\). Let of ∈{0, 1} be a binary variable indicating whether facility \(f \in \mathcal {F}\) is opened.

Let \(\mathcal {C}\) be the set of customers, each of which must be assigned to an opened facility. Assigning customer \(c \in \mathcal {C}\) to facility \(f \in \mathcal {F}\) incurs a cost \(w^{\text {assign}}_{c,f} \in \mathbb {Z}_{+}\). Let xc,f ∈{0, 1} be a binary variable indicating whether customer \(c \in \mathcal {C}\) is assigned to facility \(f \in \mathcal {F}\). Every customer \(c \in \mathcal {C}\) requires \(d_{c} \in \mathbb {Z}_{+}\) of demand. Each facility \(f \in \mathcal {F}\) can support up to \(D_{f} \in \mathbb {Z}_{+}\) of demand.

Customers assigned to a facility receive deliveries from trucks stationed at the facility. Allow up to \(T \in \mathbb {Z}_{+}\) trucks to be stationed at a facility, and let \(\mathcal {T} = \{ 1,\ldots ,T \}\) be the set of trucks. Let \(t_{c} \in \mathcal {T}\) be an integer variable for the number of the truck assigned to customer \(c \in \mathcal {C}\). Define \(q_{c,f} \in \mathbb {Z}_{+}\) as the distance from facility \(f \in \mathcal {F}\) to customer \(c \in \mathcal {C}\) and back. Each truck can carry the goods of only one customer at a time, and can travel up to \(Q \in \mathbb {Z}_{+}\) in total distance. Let \(n_{f} \in \mathcal {T}\) be an integer variable for the total number of trucks required at facility \(f \in \mathcal {F}\). Every truck kept at facility \(f \in \mathcal {F}\) incurs a cost \(w^{\text {truck}}_{f} \in \mathbb {Z}_{+}\).

The model is shown in Fig. 11. Objective Function (7a) minimizes the total cost of (1) opening facilities, (2) assigning customers to facilities, and (3) keeping trucks at facilities. Constraint (7b) opens a facility if it is assigned customers. This constraint also limits the number of customers assigned to a facility according to its maximum demand. Constraint (7c) assigns customers to trucks stationed at a facility while considering the total travel distance of each truck. Constraint (7d) calculates the number of trucks used at a facility.

Fig. 11
figure 11

The high-level model of the CDCPLP

Constraints (7e) and (7f) are redundant constraints, which improve the propagation. Constraint (7e) bounds the number of trucks required at a facility. Constraint (7f) limits the number of customers assigned to a facility. Constraints (7g) to (7j) give the variable domains.

Vehicle Routing Problem with Location Congestion

The Vehicle Routing Problem with Location Congestion (VRPLC) is introduced in [24]. The problem tasks a set of vehicles to deliver goods from a central depot to various locations subject to vehicle constraints and location constraints.

Let \(\mathcal {R}\) be the set of requests to be delivered. Let ⊥ denote the depot, and let \(\mathcal {N} = \mathcal {R} \cup \{ \bot \}\). Let \({\mathscr{L}}\) be the set of locations. Every request \(i \in \mathcal {R}\) must be delivered to location \(l_{i} \in {\mathscr{L}}\). Let \(\mathcal {R}_{l} = \{ i \in \mathcal {R} | l_{i} = l \}\) be the requests to be delivered to location \(l \in {\mathscr{L}}\). The key difference to standard Vehicle Routing Problems is the inclusion of location scheduling constraints. Every location l has a limited number \(C_{l} \in \mathbb {Z}_{+}\) of equipment for unloading a vehicle. Therefore, deliveries must be scheduled around the availability of the equipment.

Let \(T \in \mathbb {Z}_{+}\) be the time horizon. All deliveries must be completed and all vehicles must return to the depot before T. The problem also considers the usual vehicle capacity and time window constraints. Every request \(i \in \mathcal {N}\) has weight \(q_{i} \in \mathbb {Z}_{+}\) (q = 0) and every vehicle can carry up to \(Q \in \mathbb {Z}_{+}\) in weight. Delivery \(i \in \mathcal {N}\) must begin after \(a_{i} \in \mathbb {Z}_{+}\) (a = 0) and before \(b_{i} \in \mathbb {Z}_{+}\) (b = T). Performing delivery \(i \in \mathcal {R}\) uses one piece of equipment at li for \(s_{i} \in \mathbb {Z}_{+}\) time.

Let \(\mathcal {A} = \mathcal {N} \times \mathcal {N} \setminus \{ (i,i) | i \in \mathcal {N} \}\) denote the arcs. Define xi,j as a binary variable indicating whether a vehicle travels along arc \((i,j) \in \mathcal {A}\). Traveling along (i,j) consumes \(c_{i,j} \in \mathbb {Z}_{+}\) time. Define a variable wi for the total weight delivered after \(i \in \mathcal {N}\) along a route, and define a variable ti for the time of starting delivery \(i \in \mathcal {N}\). The model is presented in Fig. 12. Objective Function (8a) minimizes the total travel time. Constraints (8b) and (8c) require every request to be delivered. Constraint (8d) limits the total weight on-board a vehicle. Constraint (8e) enforces the travel time between two deliveries. Constraint (8f) schedules the requests at locations. Constraints (8g) to (8i) give the variable domains.

Fig. 12
figure 12

The high-level model of the VRPLC

Spot5

The Spot5 problem is proposed in [8]. The problem concerns one of the SPOT commercial imaging satellites, specifically, the fifth satellite. Given a set of images purchased by clients, the Spot5 problem decides on a subset of images to capture in the next day, subject to operational constraints, such as the availability of imaging instruments and sufficient transition time between two successive images.

The satellite has three imaging instruments labeled 1, 2, and 3 from left to right. Let I be the set of purchased images, and let xi be an integer variable storing the instruments that will capture image iI. An image i can be postponed (xi = 0) or captured using a predetermined subset of compatible instruments: left only (xi = 1), middle only (xi = 2), right only (xi = 3), or both left and right (xi = 13) for stereoscopic images. Let D = {{0, 2},{0, 13},{0, 1, 2, 3}}, and let DiD be the set of possible instruments for capturing image i, i.e., the domain of xi. Every image i not captured is penalized by a cost \(c_{i} \in \mathbb {Z}_{+}\).

The problem uses the Table global constraint. Given a vector \(\mathbf {p} \in \mathbb {Z}^{n}\) with length n and a set \(P \subset \mathbb {Z}^{n}\) of vectors with length n, the constraint Table(p,P) states that pP. Put simply, the constraint requires p to be equal to a row in a table with rows P.

The problem contains Table constraints that define compatibility between two images, called binary constraints, and constraints stating compatibility between three images, called ternary constraints. Let \(\mathcal {A}\) be the set of binary constraints, where each constraint \(a \in \mathcal {A}\) is associated with two images ua,vaI and a compatibility table TaD × D. Let \({\mathscr{B}}\) be the set of ternary constraints, where each constraint \(b \in {\mathscr{B}}\) is associated with three images ub,vb,wbI and a compatibility table TbD × D × D.

The model is now presented in Fig. 13. Objective Function (9a) penalizes postponed images. Constraints (9b) and (9c) define compatible images. Constraint (9d) gives the variable domains.

Fig. 13
figure 13

The high-level model of the Spot5 problem

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Lam, E., Gange, G., Stuckey, P.J. et al. Nutmeg: a MIP and CP Hybrid Solver Using Branch-and-Check. SN Oper. Res. Forum 1, 22 (2020). https://doi.org/10.1007/s43069-020-00023-2

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