Stochastic Packing¶
Principles learned¶
Use list decision variables
Use a lambda expression to sum over a set
Use the sort operator
Problem¶
The stochastic packing problem is defined as a set of items that need to be grouped into bins. Each bin can contain any item, but the items have random weights. Here, randomness is represented by scenarios, where one scenario defines the weights of all items. Given a distribution of items in bins, each scenario yields a bin of maximum weight.
Now, which objective is most appropriate to minimize this stochastic maximum weight?
Minimizing the average can hide risky scenarios while minimizing the worst-case might be too pessimistic. A usual compromise to build a robust scenario is to optimize on a given percentile. It is what is done, minimizing the 90 th percentile of makespans. Thanks to the sort operator, such a nonlinear criterion is straightforward to model using Hexaly Optimizer.
Download the exampleData¶
For this example, we generate instances at runtime: first a uniform distribution is picked for each item, then for each scenario, the weight of each item is independently sampled from the corresponding uniform distribution.
Program¶
We use a set decision variable to represent the set of items contained in a bin. Those sets are constrained to form a partition as each item must be present in exactly one bin.
We then compute and store in the scenarioMaxWeight
array the maximum
weight corresponding to each scenario. To do so, we first need to compute the
total weight of each bin as a sum over a set and therefore need to
define a lambda expression.
We can then sort the array of maximum weights and access our objective function: its 9 th decile.
- Execution:
- localsolver stochastic_packing.lsp [lsTimeLimit=n] [solFileName=solution.txt]
use random;
/* Generate instance data */
function input() {
nbItems = 10;
nbBins = 2;
nbScenarios = 3;
rngSeed = 42;
// Pick random parameters for each item distribution
rng = random.create(rngSeed);
itemsMin[i in 0...nbItems] = rng.next(10, 101);
itemsMax[i in 0...nbItems] = itemsMin[i] + rng.next(0, 51);
// Sample the distributions to generate the scenarios
scenarioItemWeights[i in 0...nbScenarios][j in 0...nbItems] =
rng.next(itemsMin[j], itemsMax[j] + 1);
}
/* Declare the optimization model */
function model() {
// Set decisions: bins[k] represents the items in bin k
bins[k in 0...nbBins] <- set(nbItems);
// Each item must be in one bin and one bin only
constraint partition[k in 0...nbBins](bins[k]);
// Compute max weight for each scenario
scenarioMaxWeight[m in 0...nbScenarios] <- max[k in 0...nbBins](
sum(bins[k], i => scenarioItemWeights[m][i]));
// Compute the 9th decile of scenario max weights
stochasticMaxWeight <- sort(scenarioMaxWeight)[ceil(0.9 * (nbScenarios - 1))];
minimize stochasticMaxWeight;
}
// Parametrize the solver
function param() {
if (lsTimeLimit == nil) lsTimeLimit = 2;
}
/* Write the solution */
function output() {
println();
println("Scenario item weights:");
for [i in 0...nbScenarios] {
print(i + ": [");
for [j in 0...nbItems]
print(scenarioItemWeights[i][j] + (j == nbItems - 1 ? "" : ", "));
println("]");
}
println();
println("Bins:");
for [k in 0...nbBins]
println(k + ": " + bins[k].value);
}
- Execution (Windows)
- set PYTHONPATH=%LS_HOME%\bin\pythonpython stochastic_packing.py
- Execution (Linux)
- export PYTHONPATH=/opt/localsolver_12_5/bin/pythonpython stochastic_packing.py
from __future__ import print_function
import random
import math
import localsolver
def generate_scenarios(nb_items, nb_scenarios, rng_seed):
random.seed(rng_seed)
# Pick random parameters for each item distribution
items_dist = []
for _ in range(nb_items):
item_min = random.randint(10, 100)
item_max = item_min + random.randint(0, 50)
items_dist.append((item_min, item_max))
# Sample the distributions to generate the scenarios
scenario_item_weights = [[random.randint(*dist) for dist in items_dist]
for _ in range(nb_scenarios)]
return scenario_item_weights
def main(nb_items, nb_bins, nb_scenarios, seed, time_limit):
# Generate instance data
scenario_item_weights_data = generate_scenarios(nb_items, nb_scenarios, seed)
with localsolver.LocalSolver() as ls:
#
# Declare the optimization model
#
model = ls.model
# Set decisions: bins[k] represents the items in bin k
bins = [model.set(nb_items) for _ in range(nb_bins)]
# Each item must be in one bin and one bin only
model.constraint(model.partition(bins))
scenarios_item_weights = model.array(scenario_item_weights_data)
# Compute max weight for each scenario
scenarios_max_weights = model.array(
model.max(
model.sum(bin,
model.lambda_function(
lambda i:
model.at(scenarios_item_weights, k, i)))
for bin in bins) for k in range(nb_scenarios))
# Compute the 9th decile of scenario max weights
stochastic_max_weight = \
model.sort(scenarios_max_weights)[int(math.ceil(0.9 * (nb_scenarios - 1)))]
model.minimize(stochastic_max_weight)
model.close()
# Parameterize the solver
ls.param.time_limit = time_limit
ls.solve()
#
# Write the solution
#
print()
print("Scenario item weights:")
for i, scenario in enumerate(scenario_item_weights_data):
print(i, ': ', scenario, sep='')
print()
print("Bins:")
for k, bin in enumerate(bins):
print(k, ': ', bin.value, sep='')
if __name__ == '__main__':
nb_items = 10
nb_bins = 2
nb_scenarios = 3
rng_seed = 42
time_limit = 2
main(
nb_items,
nb_bins,
nb_scenarios,
rng_seed,
time_limit
)
- Compilation / Execution (Windows)
- cl /EHsc stochastic_packing.cpp -I%LS_HOME%\include /link %LS_HOME%\bin\localsolver125.libstochastic_packing
- Compilation / Execution (Linux)
- g++ stochastic_packing.cpp -I/opt/localsolver_12_5/include -llocalsolver125 -lpthread -o stochastic_packingstochastic_packing
#include "localsolver.h"
#include <cmath>
#include <iostream>
#include <random>
#include <vector>
using namespace localsolver;
class StochasticPacking {
private:
// Number of items
int nbItems;
// Number of bins
int nbBins;
// Number of scenarios
int nbScenarios;
// For each scenario, the weight of each item
std::vector<std::vector<int>> scenarioItemWeights;
// LocalSolver
LocalSolver localsolver;
// Decision variable for the assignment of items
std::vector<LSExpression> bins;
// For each scenario, the corresponding maximum weight
std::vector<LSExpression> scenarioMaxWeight;
// Objective = minimize the 9th decile of all possible max weights
LSExpression stochasticMaxWeight;
void generateScenarios(unsigned int rngSeed) {
std::mt19937 rng(rngSeed);
std::uniform_int_distribution<int> distMin(10, 100);
std::uniform_int_distribution<int> distDelta(0, 50);
// Pick random parameters for each item distribution
std::vector<std::uniform_int_distribution<int>> itemsDists;
for (int i = 0; i < nbItems; ++i) {
int min = distMin(rng);
int max = min + distDelta(rng);
itemsDists.emplace_back(min, max);
}
// Sample the distributions to generate the scenarios
for (int i = 0; i < nbScenarios; ++i) {
for (int j = 0; j < nbItems; ++j) {
scenarioItemWeights[i][j] = itemsDists[j](rng);
}
}
}
public:
StochasticPacking(int nbItems, int nbBins, int nbScenarios, unsigned int seed)
: nbItems(nbItems), nbBins(nbBins), nbScenarios(nbScenarios),
scenarioItemWeights(nbScenarios, std::vector<int>(nbItems)), localsolver() {
generateScenarios(seed);
}
void solve(int timeLimit) {
// Declare the optimization model
LSModel model = localsolver.getModel();
bins.resize(nbBins);
scenarioMaxWeight.resize(nbScenarios);
// Set decisions: bins[k] represents the items in bin k
for (int k = 0; k < nbBins; ++k) {
bins[k] = model.setVar(nbItems);
}
// Each item must be in one bin and one bin only
model.constraint(model.partition(bins.begin(), bins.end()));
// Compute max weight for each scenario
for (int m = 0; m < nbScenarios; ++m) {
LSExpression scenario = model.array(scenarioItemWeights[m].begin(), scenarioItemWeights[m].end());
LSExpression weightLambda = model.createLambdaFunction([&](LSExpression i) { return scenario[i]; });
std::vector<LSExpression> binWeights(nbBins);
for (int k = 0; k < nbBins; ++k) {
binWeights[k] = model.sum(bins[k], weightLambda);
}
scenarioMaxWeight[m] = model.max(binWeights.begin(), binWeights.end());
}
// Compute the 9th decile of scenario max weights
LSExpression scenarioMaxWeightArray = model.array(scenarioMaxWeight.begin(), scenarioMaxWeight.end());
LSExpression sortedScenarioMaxWeight = model.sort(scenarioMaxWeightArray);
stochasticMaxWeight = sortedScenarioMaxWeight[(int)std::ceil(0.9 * (nbScenarios - 1))];
model.minimize(stochasticMaxWeight);
model.close();
// Parametrize the solver
localsolver.getParam().setTimeLimit(timeLimit);
localsolver.solve();
}
/* Write the solution */
void writeSolution(std::ostream& os) const {
os << "\nScenario item weights:\n";
for (int i = 0; i < nbScenarios; ++i) {
os << i << ": [";
for (int j = 0; j < scenarioItemWeights[i].size(); ++j) {
os << scenarioItemWeights[i][j] << (j == scenarioItemWeights[i].size() - 1 ? "" : ", ");
}
os << "]\n";
}
os << "\nBins:\n";
for (int m = 0; m < nbBins; ++m) {
os << m << ": { ";
LSCollection items = bins[m].getCollectionValue();
for (int i = 0; i < items.count(); ++i) {
os << items[i] << (i == items.count() - 1 ? " " : ", ");
}
os << "}\n";
}
}
};
int main(int argc, char** argv) {
int nbItems = 10;
int nbBins = 2;
int nbScenarios = 3;
int rngSeed = 42;
int timeLimit = 2;
try {
StochasticPacking model(nbItems, nbBins, nbScenarios, rngSeed);
model.solve(timeLimit);
model.writeSolution(std::cout);
return 0;
} catch (const std::exception& e) {
std::cerr << "An error occurred: " << e.what() << std::endl;
return 1;
}
}
- Compilation/Execution (Windows)
- copy %LS_HOME%\bin\localsolvernet.dll .csc StochasticPacking.cs /reference:localsolvernet.dllStochasticPacking
using System;
using localsolver;
public class StochasticPacking : IDisposable
{
// Number of items
int nbItems;
// Number of bins
int nbBins;
// Number of scenarios
int nbScenarios;
// For each scenario, the weight of each item
int[][] scenarioItemWeights;
// LocalSolver
LocalSolver localsolver;
// Decision variable for the assignment of items
LSExpression[] bins;
// For each scenario, the corresponding maximum weight
LSExpression[] scenarioMaxWeight;
// Objective = minimize the 9th decile of all possible max weights
LSExpression stochasticMaxWeight;
private void generateScenarios(int rngSeed)
{
Random rng = new Random(rngSeed);
// Pick random parameters for each item distribution
int[] itemsMin = new int[nbItems];
int[] itemsMax = new int[nbItems];
for (int i = 0; i < nbItems; ++i)
{
itemsMin[i] = rng.Next(10, 101);
itemsMax[i] = itemsMin[i] + rng.Next(51);
}
// Sample the distributions to generate the scenarios
scenarioItemWeights = new int[nbScenarios][];
for (int i = 0; i < nbScenarios; ++i)
{
scenarioItemWeights[i] = new int[nbItems];
for (int j = 0; j < nbItems; ++j)
scenarioItemWeights[i][j] = rng.Next(itemsMin[i], itemsMax[i] + 1);
}
}
public StochasticPacking(int nbItems, int nbBins, int nbScenarios, int rngSeed)
{
localsolver = new LocalSolver();
this.nbItems = nbItems;
this.nbBins = nbBins;
this.nbScenarios = nbScenarios;
generateScenarios(rngSeed);
}
public void Dispose()
{
if (localsolver != null)
localsolver.Dispose();
}
void Solve(int limit)
{
// Declare the optimization model
LSModel model = localsolver.GetModel();
bins = new LSExpression[nbBins];
scenarioMaxWeight = new LSExpression[nbScenarios];
// Set decisions: bins[k] represents the items in bin k
for (int k = 0; k < nbBins; ++k)
bins[k] = model.Set(nbItems);
// Each item must be in one bin and one bin only
model.Constraint(model.Partition(bins));
// Compute max weight for each scenario
for (int m = 0; m < nbScenarios; ++m)
{
LSExpression scenario = model.Array(scenarioItemWeights[m]);
LSExpression weightLambda = model.LambdaFunction(i => scenario[i]);
LSExpression[] binWeights = new LSExpression[nbBins];
for (int k = 0; k < nbBins; ++k)
binWeights[k] = model.Sum(bins[k], weightLambda);
scenarioMaxWeight[m] = model.Max(binWeights);
}
// Compute the 9th decile of scenario max weights
LSExpression scenarioMaxWeightArray = model.Array(scenarioMaxWeight);
LSExpression sortedScenarioMaxWeight = model.Sort(scenarioMaxWeightArray);
stochasticMaxWeight = sortedScenarioMaxWeight[(int)Math.Ceiling(0.9 * (nbScenarios - 1))];
model.Minimize(stochasticMaxWeight);
model.Close();
// Parametrize the solver
localsolver.GetParam().SetTimeLimit(limit);
localsolver.Solve();
}
/* Write the solution */
private void WriteSolution()
{
Console.WriteLine();
Console.WriteLine("Scenario item weights:");
for (int i = 0; i < nbScenarios; ++i)
{
Console.Write(i + ": [");
for (int j = 0; j < nbItems; ++j)
Console.Write(scenarioItemWeights[i][j] + (j == nbItems - 1 ? "" : ", "));
Console.WriteLine("]");
}
Console.WriteLine();
Console.WriteLine("Bins:");
for (int m = 0; m < nbBins; ++m)
{
Console.Write(m + ": { ");
LSCollection items = bins[m].GetCollectionValue();
for (int i = 0; i < items.Count(); ++i)
Console.Write(items.Get(i) + (i == items.Count() - 1 ? " " : ", "));
Console.WriteLine("}");
}
}
public static void Main(string[] args)
{
int nbItems = 10;
int nbBins = 2;
int nbScenarios = 3;
int rngSeed = 43;
int timeLimit = 2;
using (
StochasticPacking model = new StochasticPacking(
nbItems,
nbBins,
nbScenarios,
rngSeed
)
)
{
model.Solve(timeLimit);
model.WriteSolution();
}
}
}
- Compilation / Execution (Windows)
- javac StochasticPacking.java -cp %LS_HOME%\bin\localsolver.jarjava -cp %LS_HOME%\bin\localsolver.jar;. StochasticPacking
- Compilation/Execution (Linux)
- javac StochasticPacking.java -cp /opt/localsolver_12_5/bin/localsolver.jarjava -cp /opt/localsolver_12_5/bin/localsolver.jar:. StochasticPacking
import java.util.Random;
import localsolver.*;
public class StochasticPacking {
// Number of items
private int nbItems;
// Number of bins
private int nbBins;
// Number of scenarios
private int nbScenarios;
// For each scenario, the weight of each item
private int[][] scenarioItemWeights;
// LocalSolver
private final LocalSolver localsolver;
// Decision variable for the assignment of items
private LSExpression[] bins;
// For each scenario, the corresponding max weight
private LSExpression[] scenarioMaxWeight;
// Objective = minimize the 9th decile of all possible max weights
private LSExpression stochasticMaxWeight;
private void generateScenarios(int rngSeed) {
Random rng = new Random(rngSeed);
// Pick random parameters for each item distribution
int[] itemsMin = new int[nbItems];
int[] itemsMax = new int[nbItems];
for (int i = 0; i < nbItems; ++i) {
itemsMin[i] = 10 + rng.nextInt(91);
itemsMax[i] = itemsMin[i] + rng.nextInt(51);
}
// Sample the distributions to generate the scenarios
scenarioItemWeights = new int[nbScenarios][nbItems];
for (int i = 0; i < nbScenarios; ++i) {
for (int j = 0; j < nbItems; ++j) {
scenarioItemWeights[i][j] = itemsMin[j] + rng.nextInt(itemsMax[i] - itemsMin[i] + 1);
}
}
}
private StochasticPacking(LocalSolver localsolver, int nbItems, int nbBins, int nbScenarios, int rngSeed) {
this.localsolver = localsolver;
this.nbItems = nbItems;
this.nbBins = nbBins;
this.nbScenarios = nbScenarios;
generateScenarios(rngSeed);
}
private void solve(int limit) {
// Declare the optimization model
LSModel model = localsolver.getModel();
bins = new LSExpression[nbBins];
scenarioMaxWeight = new LSExpression[nbScenarios];
// Set decisions: bins[k] represents the items in bin k
for (int k = 0; k < nbBins; ++k) {
bins[k] = model.setVar(nbItems);
}
// Each item must be in one bin and one bin only
model.constraint(model.partition(bins));
// Compute max weight for each scenario
for (int m = 0; m < nbScenarios; ++m) {
LSExpression scenario = model.array(scenarioItemWeights[m]);
LSExpression weightLambda = model.lambdaFunction(i -> model.at(scenario, i));
LSExpression[] binWeights = new LSExpression[nbBins];
for (int k = 0; k < nbBins; ++k) {
binWeights[k] = model.sum(bins[k], weightLambda);
}
scenarioMaxWeight[m] = model.max(binWeights);
}
// Compute the 9th decile of scenario makespans
LSExpression scenarioMaxWeightArray = model.array(scenarioMaxWeight);
LSExpression sortedScenarioMaxWeight = model.sort(scenarioMaxWeightArray);
stochasticMaxWeight = model.at(sortedScenarioMaxWeight, (int) Math.ceil(0.9 * (nbScenarios - 1)));
model.minimize(stochasticMaxWeight);
model.close();
// Parametrize the solver
localsolver.getParam().setTimeLimit(limit);
localsolver.solve();
}
/* Write the solution */
private void writeSolution() {
System.out.println();
System.out.println("Scenario item weights:");
for (int i = 0; i < nbScenarios; ++i) {
System.out.print("" + i + ": [");
for (int j = 0; j < nbItems; ++j) {
System.out.print("" + scenarioItemWeights[i][j] + (j == nbItems - 1 ? "" : ", "));
}
System.out.println("]");
}
System.out.println();
System.out.println("Bins:");
for (int m = 0; m < nbBins; ++m) {
System.out.print("" + m + ": { ");
LSCollection items = bins[m].getCollectionValue();
for (int i = 0; i < items.count(); ++i) {
System.out.print("" + items.get(i) + (i == items.count() - 1 ? " " : ", "));
}
System.out.println("}");
}
}
public static void main(String[] args) {
try (LocalSolver localsolver = new LocalSolver()) {
int nbItems = 10;
int nbBins = 2;
int nbScenarios = 3;
int rngSeed = 42;
int timeLimit = 2;
StochasticPacking model = new StochasticPacking(localsolver, nbItems, nbBins, nbScenarios,
rngSeed);
model.solve(timeLimit);
model.writeSolution();
} catch (Exception ex) {
System.err.println(ex);
ex.printStackTrace();
System.exit(1);
}
}
};