Conflict-driven cutting plane learning

An OR perspective

Jo Devriendt

ORBEL36

 

 

nonfictionsoftware.com

 

KU Leuven (starting in October)

MIAO group headed by Jakob Nordström

Lund University, Sweden

University of Copenhagen, Denmark

Discussions with Daniel Dadush, Jan Elffers, Stephan Gocht, Janne Kokkala

Acknowledgment

Setting:
Pseudo-Boolean solving

  • Input: 0-1 ILP
    •  
    •  
  • Output: either
    • (optimal) solution
    • proof that no solution exists
  • PB generalizes Boolean satisfiability (SAT) solving
  • Alternative to classic MIP solving for 0-1 ILP
\overline{x}=1-x
2x+y+\overline{z}\geq 2

Constraint propagation

Basic depth-first-search loop

Constraint propagation

Conflict?

Basic depth-first-search loop

Constraint propagation

Conflict?

Decide unassigned variable

no

Basic depth-first-search loop

Constraint propagation

Conflict?

Decide unassigned variable

no

Basic depth-first-search loop

Constraint propagation

Conflict?

Decide unassigned variable

no

Basic depth-first-search loop

Constraint propagation

Conflict?

Learn cutting plane

Decide unassigned variable

yes

no

Basic depth-first-search loop

Constraint propagation

Conflict?

Learn cutting plane

Backjump

Decide unassigned variable

yes

no

Basic depth-first-search loop

Constraint propagation

Conflict?

Learn cutting plane

Backjump

Decide unassigned variable

yes

no

Basic depth-first-search loop

Constraint propagation

Conflict?

Learn cutting plane

Backjump

Decide unassigned variable

yes

no

  • Learning constraints pushes search forward
  • Thousands of conflicts per second
  • Many variations possible
  • [Divide and conquer: Towards faster pseudo-boolean solving]

here be dragons

Conflict-driven cutting plane learning

Conflict-driven cutting plane learning

x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
u= 1

Constraint propagation

Conflict?

Learn cutting plane

Backjump

Decide unassigned variable

yes

no

Constraint propagation

Conflict?

Learn cutting plane

Backjump

Decide unassigned variable

yes

no

Conflict-driven cutting plane learning

u= 1
x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Constraint propagation

Conflict?

Learn cutting plane

Backjump

Decide unassigned variable

yes

no

Conflict-driven cutting plane learning

u= 1
x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
  • Conflict: u=1 has no 0-1 solutions
  • But rational solution:
  • Farkas' lemma: no linear combination that cuts away u=1
z=u=v=1,x=y=0.5

Conflict-driven cutting plane learning

How to learn a cutting plane?

  1. "Massage" propagating constraints so that decisions + conflict constraint + propagating constraints are rationally infeasible
  2. Create linear combination per Farkas' lemma
  3. Add this constraint to database
u= 1
x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Conflict-driven cutting plane learning

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!
1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{y}=z=1
\rightarrow v=1

Ok!

\rightarrow \overline{x}=1

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Not ok!

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Not ok!

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1


Ok!

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Not ok!

\rightarrow v=1

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+}2v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Not ok!

\rightarrow v=1

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1

Not ok!

\rightarrow v=1

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

1 \geq x \geq 0
u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1


Ok!

\rightarrow v=1

1. "Massage" propagating constraints:

  • Divide by propagating literal's coefficient
    • Does not affect propagation, except for non-divisible non-falsified literals
    • First weaken those by adding  variable axioms
  • Due to rounding up the RHS, propagation on literal with coef 1 is also rationally implied!

Conflict-driven cutting plane learning

u= 1
x+y+\overline{z} \geq 1\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

+1x

Conflict-driven cutting plane learning

u= 1
1+3y+\overline{z}+u \geq 3\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+1x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
3y+\overline{z}+u \geq 2\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+1x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
3y+\overline{z}+u \geq 2\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+1x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
2+2y+u+\overline{v} \geq 4\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+1x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
2y+u+\overline{v} \geq 2\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+1x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
2y+u+\overline{v} \geq 2\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+2x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
2+u+2z+3\overline{v} \geq 6\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+2x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
u+2z+3\overline{v} \geq 4\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+2x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
u+2z+3\overline{v} \geq 4\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+3x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
4+2\overline{u}+2z \geq 7\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+3x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

u= 1
2\overline{u}+2z \geq 3\\ \textcolor{white}2\overline{y}+\textcolor{white}2z+\overline{v} \geq 2\\ \textcolor{white}{\overline{z}+2}v+\overline{u} \geq 1\\ \overline{x}+2y+u \geq 2\\
\rightarrow \overline{x}=1
\rightarrow \overline{y}=z=1
\rightarrow v=1
\rightarrow v=1

+3x

2. Create linear combination:

  • Start from the conflict constraint
  • Add up propagating constraints s.t. propagated variable is eliminated
    • backwards chronological (LIFO)
    • each addition maintains inconsistency of conflict
  • In the end, conflict will be falsified by decisions only
    • guaranteed to push search forward

Conflict-driven cutting plane learning

2\overline{u}+2z \geq 3

Excellent constraint to learn:
Fixes u=0, z=1 after backjump

x+y+\overline{z} \geq 1\\ 2\overline{y}+2z+\overline{v} \geq 3\\ \overline{z}+2v+\overline{u} \geq 2\\ \overline{x}+2y+u \geq 2\\

How to learn a cutting plane?

  1. "Massage" propagating constraints so that decisions + conflict constraint + propagating constraints are rationally infeasible
  2. Create linear combination per Farkas' lemma
  3. Add this constraint to database

Implementations

  • RoundingSat (original)
    gitlab.com/MIAOresearch/roundingsat
  • Exact (fork)
    gitlab.com/JoD/Exact

Exact features

  • Arbitrary precision calculations - 'exact'
  • Proof certificates
  • Optimization
  • Integer variables
  • Python interface
  • MPS/LP format support
    (but watch out with floating point coefficients)
  • LP solver integration (still 'exact')
  • Objective lower bounding
  • RoundingSat (original)
    gitlab.com/MIAOresearch/roundingsat
  • Exact (fork)
    gitlab.com/JoD/Exact

SWOT

  • Theoretical strength lies in dual reasoning
    • proofs of optimality / unsatisfiability
    • implied variable assignments, irreducible inconsistent subsets
    • [Verifying Properties of Bit-vector Multiplication Using Cutting Planes Reasoning]
    • proof complexity argument
  • In practice also when linear relaxation is weak
    • but not on CNF input
    • [Theoretical and Experimental Results for Planning with Learned Binarized Neural Network Transition Models]
  • Weakness is finding good solutions quickly
    • however: miplib.zib.de/instance_details_neos-4360552-sangro.html

Conclusion

  • Conflict-driven cutting-planes learning as complement to branch, bound, cut, price, ...
  • Depth-first search that learns a cut from each conflict
  • Strong in dual reasoning
  • Fully precise alternative for classic MIP solving

Thanks for your attention!

Always looking for interesting applications :)

[MS96] GRASP - a new search algorithm for satisfiability - Marques-Silva, Sakallah

[BS97] Using CSP lookback techniques to solve real-world SAT instances - Bayardo, Schrag

[WW00] Combining Linear Programming and Satisability Solving for Resource Planning - Wolfman, Weld

[MMZZM01] Chaff: Engineering an efficient SAT solver - Moskewicz, Madigan, Zhao, Zhang, Malik

[P04] Where are the hard knapsack problems? - Pisinger

[CK05] A fast pseudo-Boolean constraint solver - Chai, Kuehlmann

[SS06] Pueblo: A hybrid pseudo-Boolean SAT solver - Sheini, Sakallah

[Dd06] A Fast Linear-Arithmetic Solver for DPLL(T) - Dutertre, de Moura

[FM06] On Solving the Partial MAX-SAT Problem - Fu, Malik

[ABKW08] Constraint Integer Programming: A New Approach to Integrate CP and MIP - Achterberg, Berthold, Koch, Wolter

[LP10] The Sat4j library, release 2.2 - Le Berre, Parrain

[D16] Scheduling and rostering with learning constraint solvers - Downing

[EN18] Divide and conquer: Towards faster pseudo-boolean solving - Elffers, Nordström

[EGNV18] Using Combinatorial Benchmarks to Probe the Reasoning Power of pseudo-Boolean Solvers - Elffers, Giráldez-Cru, Nordström, Vinyals

[ZIB] SoPlex - soplex.zib.de

[PBCOMP] Latest PB competition - www.cril.univ-artois.fr/PB16/

[MIPLIB] The Mixed Integer Programming Library - miplib.zib.de

References

RoundingSat (Exact) performance

By Romain Wallon (CRIL, Univ Artois & CNRS)

RoundingSat (Exact) performance

RoundingSat (Exact) performance

Copy of Constraint Reasoning, Pseudo-Boolean style

By Jo Devriendt

Copy of Constraint Reasoning, Pseudo-Boolean style

  • 188