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Page 1: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 1

Constraint Satisfaction for Decision Making

Professor Edward TsangUniversity of Essex

URL: http://www.bracil.net/CSP/

Page 2: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 2

Constraint Satisfaction

A non-technical introduction

Page 3: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

PR CS LS F Friday 21 April 2023Edward Tsang (Copyright) 3

Sample Constraint Applications

• Resources Allocation– Staff rostering, timetabling– British Telecom’s work

force scheduling– British Airway’s flight

scheduling

• Transportation– ILOG Dispatcher for

vehicle routing– Train and bus scheduling– Collective transportation

• Logistics– Satellite scheduling– Radio links assignment

(military & mobiles)– Telephone Network

routing– Airport / container port

• Industrial Scheduling– Just-in-time scheduling– Hardware configuration– Car sequencing

Page 4: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Car Sequencing Problem

OptionsABSCD…

30 2030 40Total:120Production:

ABS area: 3/5 CD area: 2/3

Page 5: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

PR CS LS F Friday 21 April 2023Edward Tsang (Copyright) 5

Airline Applications

Constraint satisfaction and optimization are behind

many applications in airline operations; e.g.

British Airways uses ECLiPSe (IC-Parc) for

scheduling aircraft to serve their flights and ILOG

Solver for aircraft stand allocation at airports.

Page 6: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Transportation

Constraint satisfaction is one of the core technologies in transportation optimization. For example Guided Local Search was used in ILOG Solver’s vehicle routing package, Dispatcher. Cairo/Line schedule for collective transportation.

Page 7: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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BT’s Workforce Scheduling

BT has many jobs to be done in UK every day. It has to

schedule a large number of teams to serve these jobs, subject to time, skill and

other constraints. Saving of 0.5% could mean Millions of

Pounds per year. Guided Local Search achieved the best results in one of BT’s

challenge problems.Technicians Jobs

Page 8: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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CP in Steel Industry

IBM helped Korea’s biggest steel manufacturer to apply

constraint technology to schedule its production to

meet orders. This include the allocation of existing stocks to orders, subject to various

constraints, such as size, quality and colour, in order to minimize waste and cost.

Orders Steel Slabs

Page 9: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

PR CS LS F Friday 21 April 2023Edward Tsang (Copyright) 9

What is Constraint Satisfaction?• Constraint satisfaction is a decision problem

– You are given a number of decisions to make– For each decision, you are given all the choices– Decisions constrain each other

• Your task is to make those decisions without violating any of the constraints

• Sometimes you want the “best” solution– If so, you have a (constrained) optimisation problem

Page 10: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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The Constraint Satisfaction Problem

• Constraint satisfaction is a decision problem

• Task: make decisions without violating constraints

• Sometimes you want the “best” solution

October 2003Edward Tsang (Copyright) 10

Variables(Decisions)

Domains (values available)

Constraints On assignments

x1

x2

x3

x4

X

X

X

X

Page 11: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

PR CS LS F Friday 21 April 2023Edward Tsang (Copyright) 11

Why constraint satisfaction?

• It is a very general problem (seen everywhere)– Mainly logistics, scheduling, resources allocation

• Specialized methods available

• Now multi-million Pounds/Dollars business

• Scientific challenges: – Combinatorial explosion (fundamental problem)– Modelling (engineering problem)

Page 12: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Combinatorial Explosion of the Car Sequencing Problem

• Schedule 30 cars:– Search space: 30 factorial 1032 leaf nodes

• Generously allow:– Explore one in every 1010 leaf nodes!

– Examine 1010 nodes per second!

• Problem takes over 32 thousand years to solve!!!– 1032 ÷ 1010 ÷ 1010 ÷ 60 ÷ 60 ÷ 24 ÷ 365 31,710

• How to contain combinatorial explosion?

Page 13: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Use The Force

• Constraints brought the problem here• Constraints guide us to solutions• Experts will follow the lead by constraints• See Guided Local Search later• The Incentive Method was used in financial

forecasting and bargaining• Reference to Daoism (Taoism)http://www.bracil.net/edward/library/Zhuangzi-cook

Page 14: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 15

Constraint Satisfaction

A more technical account

Page 15: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Constraint Satisfaction:What is it all about?

• Many problems involve finding combinations of values to variables, e.g.– Telecom services scheduling– Deciding where to put warehouses

• Combinatorial problems are hard in nature• How big a problem can one solve?• Constraint research aims to extend our boundaries

in these problems– It’s all about algorithms, efficiency, problem solving …

Page 16: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Combinatorial Explosion

1

2

3

4

5

6

7

8

A B C D E F G H

1 2 4 8 16 32 64 128

1019

• Put 1 penny in square 1• 2 pennies in square 2• 4 pennies in square 3, etc.• Even the world’s richest man

can’t afford it– 1019 p = £100,000,000 Billion

0

500

1000

1500

2000

2500

Squares

1 2 3 4 5 6 7 8 9 10 11

Pennies

Page 17: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 18

Problem Formulation(Modelling)

Is my problem a constraint satisfaction problem?

If so, I can apply established techniques

Page 18: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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What is constraint satisfaction?

Given:• Z: a set of variable (Decisions)• D: mapping each variable x to a domain Dx (fixed

choices)• C: constraints restricting the values that variables

can take simultaneouslyTask:• Assign one value to each variable satisfying all

the constraints

Page 19: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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1

2

3

4

5

6

7

8

A B C D E F G H

The 8-Queens Constraint Satisfaction Problem

• Task: to put 8 queens onto the board such that no queen attacks others

• No two queens appear in the same row, column and diagonal

Sample Solution

Page 20: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Constraint Techniques Overview

1. Problem Reduction– To reduce domain size

– To add or tighten constraints

– Aims:• To reduce a problem

to easier ones

• To detect dead-ends

• To achieve backtrack-free search

2. Search

• Systematic Search– Lookahead

– Learning nogoods or backtrack intelligently at dead-ends

– Ordering heuristics

Aim: to exhaustively search space

• Stochastic methods– To repair solutions heuristically

Aim: to find solutions fast, sacrificing completeness

3. (Solution Synthesis)

Constraint satisfaction

Constrained optimisation

Page 21: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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1

2

3

4

5

6

7

8

A B C D E F G H

Backtracking Search In The 8-Queens Problem

• Place one queen per row

• Place one queen at a time

• Examine each column

Backtrack at dead-ends

X

Complete search, till solution found, or “no solution” is concluded

Page 22: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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1

2

3

4

5

6

7

8

A B C D E F G H

Forward Checking Search

• Problem reduction – a major technique

• Combined with search methods

• Reduce domain of future variables

• Detect dead-ends – To backtrack early

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X X

X

X

X

X

X

X

X

X

X

XDead-end detected after Queen 4 – no legal space for row 6, backtrack…

Page 23: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Constraint Optimization

• Constraint Satisfaction & Optimization– Some solutions are better than others

• Partial Constraint Satisfaction– Accept best solution when no solution is found

• Relevant techniques:– Complete: Branch & Bound– Incomplete: HC, SA, Tabu, NN, GA, GLS

Page 24: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 25

Problem Reduction for Problem Reduction for Constraint SatisfactionConstraint Satisfaction

Motivations:

1. Reduce problem to easier problems

2. Detect unsatisfiability

Page 25: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Problem Reduction Overview

• Node-consistency (NC)

• Arc-consistency (AC)

• Path-consistency (PC)

• (strong) k-consistency

• Directional Arc-consistency (DAC)

• Other Consistency Properties (not covered)– Directional PC, Adaptive consistency, ...

Page 26: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Node-consistency

• Principle of NC:– If unary constraint Cx exists for variable x– Remove any value v from Dx if v does not

satisfy Cx

• E.g. Dx: days of the week; Cx: this job must be done in weekdays

• Simple pre-processing strategy• Cheap to compute: O(n)

Page 27: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Maintaining AC, Example

• Variables: x, y, z

• Domains: {1, 2, 3, 4}

• Constraints: x < y ; y < z

x 1 2 3 4

y 1 2 3 4

z 1 2 3 4

• x<y means <x,4> not supported by y and <y,1> not supported by x

X

• y<z means <y,4> not supported by z and <z,1> & <z,2> not supported by y

X X

X X

• Re-check x<y would delete <x,3> as now (with <y,4> gone) it has no support from y

X

Page 28: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Example: AC but Unsatisfiable

• This problem is AC

• But unsatisfiable

• Can we detect unsatisfiability?

X

Y Z

{r, g}

{r, g} {r, g}

Page 29: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Path-consistency

• Principle: – Tightening constraints– By constraint composition

• Algorithms: PC-1, …, PC-4

• Complexity manageable: O(a3n3)

• Is effort justifiable?

Page 30: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Binary Constraint Representation

• A Binary constraint may be represented by a matrix, e.g.:

• Dx = Dy = Dz = {1, 2, 3}• Cxy : X + Y must be even• Cxz : at least one of X and Z

must be equal to 2

x

y z

{1, 2, 3}

{1, 2, 3} {1, 2, 3}Ev

en(X

+Y)

Even(Y+Z)

X=2 Z=2

010

111

010

101

010

101

,,, ZXZYYXCCC

Page 31: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Constraint Composition

• Constraint Cxy & Cyz could tighten Cxz

• Cxz = Cxz Cxy * Cyz

x

y z

{1, 2, 3}

{1, 2, 3} {1, 2, 3}Ev

en(X

+Y)

Even(Y+Z)

X=2 Z=20 1 0

1 1 10 1 0

1 0 10 1 01 0 1

1 0 10 1 01 0 1

*=

1 0 10 1 01 0 1

0 0 00 1 00 0 0

==0 1 01 1 10 1 0

Page 32: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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PC Detecting Unsatisfiability• Given (<x,r><y,g>),

which satisfies Cx,y

• It has no compatible value in z

• Hence not PC

x

y z

{r, g}

{r, g} {r, g}

01

10,,, zxzyyx

CCC

01

10

01

10

01

10

00

00

10

01

01

10

yzzxyxyxCCCC

,,,,*

Page 33: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Example: PC but Unsatisfiable

• Problem is PC

• But unsatisfiable

• Can we detect unsatisfiability?

Z

{r, g, b}

{r, g, b}

X

{r, g, b}

W

Y

{r, g, b}

Page 34: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Problem Reduction, Summary

• Aim: reduce problem to one that is easier to solve, or detect dead-ends

• Concept is simple, procedures could be complex• General Concept: k-consistency

– NC1-C, AC2-C, PC3-C for binary CSPs

• NC & AC potentially reduce domains• PC potentially tightens binary constraints• k-C for k>2 potentially tightens k-1 constraints

Page 35: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 36

Complete Search Algorithms Complete Search Algorithms for Constraint Satisfactionfor Constraint Satisfaction

Lookahead

Gather-information-while-searching

Page 36: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Complete Search Strategies Overview

• Preprocessing– Problem reduction; problem transformation

• General Search– Chronological backtracking

• Lookahead– Forward Checking, DAC- & AC-Lookahead

• Gather-information-while-searching– DDBT, Learning Nogoods, Backmarking

• Hybrids, e.g. FC-BM-CBJ

Page 37: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Pre-processing – before search begins

• Problem reduction– 1-consistency is always worth achieving– How about 2-consistency? 3-consistency?

• Problem transformation– Should redundant constraints be added?

• With A < B, B < C, would adding A < C help?

– Should the problem be decomposed into sub-problems?

• Some sub-problems may be tractable • E.g. cycle-cutset

Page 38: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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1

2

3

4

5

6

7

8

A B C D E F G H

Backtracking Search In The 8-Queens Problem

• Place one queen per row

• Place one queen at a time

• Examine each column

Backtrack at dead-ends

X

Complete search, till solution found, or “no solution” is concluded

Page 39: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Lookahead Algorithms

• Lookahead so as to detect failure asap

• Reduce remaining problem

• More reduction requires more computation

• Does marginal gain justify marginal cost?

• MAC-Lookahead is effective in general– Key: to record support in maintaining AC

Page 40: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Forward Checking

• Algorithm FC:– Label one variable at a time

– After each label <x,vx> is committed to:• examine every future variable y

• remove every value vy from Dy such that <y,vy > is incompatible with <x,vx>

– Backtrack if any future domain becomes empty

• Found to be quite effective in general

Page 41: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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1

2

3

4

5

6

7

8

A B C D E F G H

Forward Checking Search

• Problem reduction – a major technique

• Combined with search methods

• Reduce domain of future variables

• Detect dead-ends – To backtrack early

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X

X X

X

X

X

X

X

X

X

X

X

XDead-end detected after Queen 4 – no legal space for row 6, backtrack…

Page 42: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

Friday 21 April 2023Edward Tsang (Copyright) 43

Stochastic SearchStochastic SearchAn element of randomness and statistics

Hill Climbing: Min-conflict, GSAT*

Metaheuristic Search: GENET, GLS*, GGA*

* Note: not in Tsang 1993

Page 43: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Why Stochastic Search?

• Schedule 30 jobs to 10 machines:– Search space: 1030 leaf nodes

• Generously allow:– Explore one in every 1010 leaf nodes!– Examine 1010 nodes per second!

• Problem takes 300 years to solve!!!

• How to contain combinatorial explosion?

Page 44: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Background: Local Search

• Ingredients:– Cost function– Neighbourhood

function– [Optional] Strategy

for visiting neighbours

• e.g. steepest ascent

• Problems:– local optimum– Plateau– When to stop?

• Ok with satisfiability • But not optimization

local max.global max.

Cost function

plateau

neighbourhood

Assume maximization problem

Page 45: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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HC Example: 2-opting for TSP

• Candidate tour: a round trip route

• Neighbour: exchange two edges, change directions accordingly

AB

C

E D

AB

C

E D

Page 46: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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List reversing 2-Opting

• List representation:– A list could represent cities in sequence

• 2-Opting can be seen as sub-list reversing– Easy to implement

1 3 654 8 2 7

Breaking points

1 3 684 5 2 7

Page 47: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Min-conflict Heuristic Repair

• Start with a random complete assignment– May initialise with min-conflict heuristic

• Repeat until all constraints are satisfied or run out of resources:– Randomly pick a variable x that is in conflict– Pick value v in domain of x such that

• <x, v> violates the least number of constraints

• break ties randomly

Page 48: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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1

2

3

4

5

6

7

8

A B C D E F G H

MC Heuristic Repair, Example• Start with random

assignments• C2 attacks G6

D8 attacks E7• Randomly pick one,

say, E7, to repair

Count number of conflicts in each square

Randomly pick a square with least attacks, say, B7 1 1 3 3 1 2 2 3

Repeat repair

X

X2 1 1 2 2 4 3 2

X

Solution found

Page 49: Thursday, 07 January 2016Edward Tsang (Copyright)1 Constraint Satisfaction for Decision Making Professor Edward Tsang University of Essex URL:

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Meta-heuristics

Hill Climbinge.g. 2-Opt in TSP

• Changing hill climbing behaviour

• mainly to escape local optima

Tabu Search GENET, GLSSimulated Annealing

(GGA)