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library(branch_and_bound)

Generic branch-and-bound optimization   [more]

Predicates

bb_cost(++Handle, -Cost)
Low-level primitive for building branch-and-bound-style search procedures
bb_finish(++Handle)
Low-level primitive for building branch-and-bound-style search procedures
bb_init(++ExtremeCost, -Handle)
Low-level primitive for building branch-and-bound-style search procedures
bb_min(+Goal, ?Cost, +Options)
Find one or all minimal solutions using the branch-and-bound method
bb_min(+Goal, ?Cost, ?Template, ?Solution, ?Optimum, ?Options)
Find a minimal solution using the branch-and-bound method
bb_min_cost(+Goal, ?Cost, -Optimum, +Options)
Find the minimal cost using the branch-and-bound method
bb_probe(++From, ++To, +Goal, ?Template, ?Cost, ++Handle, ++Module)
Low-level primitive for building branch-and-bound-style search procedures
bb_solution(++Handle, -Solution)
Low-level primitive for building branch-and-bound-style search procedures
minimize(+Goal, ?Cost)
Find a minimal solution using the branch-and-bound method

Structures

struct bb_options(strategy, from, to, delta, factor, timeout, probe_timeout, solutions, report_success, report_failure, report_timeout)
No description available

Description

This is a solver-independent library implementing branch-and-bound optimization. It can be used with any nondeterministic search routine that instantiates a cost variable when a solution is found. The cost variable can be an arbitrary numerical domain variable or even a simple domain-less Prolog variable.

The main primitive is bb_min/3. Assume we have the following collection of facts:

        % item(Food, Calories, Price)
        item(bread,  500, 1.50).
        item(eggs,   600, 1.99).
        item(milk,   400, 0.99).
        item(apples, 200, 1.39).
        item(butter, 800, 1.89).
Then we can find a minimum-calorie solution as follows:
        ?- bb_min(item(Food,Cal,Price), Cal, _).
        Found a solution with cost 500
        Found a solution with cost 400
        Found a solution with cost 200
        Found no solution with cost -1.0Inf .. 199

        Food = apples
        Cal = 200
        Price = 1.39
        Yes (0.00s cpu)
In this example, the item/3 predicate serves as a nondeterministic generator of solutions with different values for the variable Cal, which we have chosen as our cost variable. As can be seen from the progress messages, the optimization procedure registers increasingly good solutions (i.e. solutions with smaller cost), and finally delivers the minimum-cost solution with Cal=200.

Alternatively, we can minimize the item price:

        ?- bb_min(item(Food,Cal,Price), Price, bb_options{delta:0.05}).
        Found a solution with cost 1.5
        Found a solution with cost 0.99
        Found no solution with cost -1.0Inf .. 0.94

        Food = milk
        Cal = 400
        Price = 0.99
        Yes (0.00s cpu)
Because the price is non-integral, we had to adjust the step-width of the optimization procedure using the delta-option.

Optimization with Constraints

This library is designed to work together with arbitrary constraint solvers, for instance library(ic). The principle there is to wrap the solver's nondeterministic search procedure into a bb_min/3 call. This turns a program that finds all solutions into one that finds the best solution. For example:

        ?- [X,Y,Z] #:: 1..5,                   % constraints (model)
           X+Z #>= Y,

           C #= 3*X - 5*Y + 7*Z,               % objective function

           bb_min(labeling([X,Y,Z]), C, _).    % nondet search + b&b

        Found a solution with cost 5
        Found a solution with cost 0
        Found a solution with cost -2
        Found a solution with cost -4
        Found a solution with cost -6
        Found no solution with cost -15.0 .. -7.0
        X = 4
        Y = 5
        Z = 1
        C = -6
        Yes (0.00s cpu)
The code shows the general template for such an optimization solver: All constraints should be set up BEFORE the call to bb_min/3, while the nondeterministic search procedure (here labeling/1) must be invoked WITHIN bb_min/3. The branch-and-bound procedure only works if it envelops all nondeterminism.

The cost variable (here C) must be defined in such a way that it is instantiated (possibly by propagation) whenever the search procedure succeeds with a solution. Moreover, good, early bounds on the cost variable are important for efficiency, as they help the branch-and-bound procedure to prune the search. Redundant constraints on the cost variable can sometimes help.

Note on the treatment of bounded reals

The library allows the cost to be instantiated to a number of type breal. This is useful e.g. when using lib(ic) to solve problems with continuous variables. When the variable domains have been narrowed sufficiently, the problem variables (in particular the cost variable) should be instantiated to a bounded real, e.g. using the following idiom:

	    X is breal_from_bounds(get_min(X),get_max(X))
    
Bounded reals contain some uncertainty about their true value. If this uncertainty is too large, the branch-and-bound procedure may not be able to compare the quality of two solutions. In this case, a warning is issued and the search terminated prematurely. The problem can be solved by increasing the delta-parameter, or by locating the cost value more precisely.

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