Using Clustering to Strengthen Decision Diagram Bounds for Discrete Optimization

Abstract

Offering a generic approach to obtaining both upper and lower bounds, decision diagrams (DDs) are becoming an increasingly important tool for solving discrete optimization problems. In particular, they provide a powerful and often complementary alternative to other well-known generic bounding mechanisms such as the LP relaxation. A standard approach to employ DDs for discrete optimization is to formulate the problem as a Dynamic Program and use that formulation to compile a DD top-down in a layer-by-layer fashion. To limit the size of the resulting DD and to obtain bounds, one typically imposes a maximum width for each layer which is then enforced by either merging nodes (resulting in a so-called relaxed DD that provides a dual bound) or by dropping nodes (resulting in a so-called restricted DD that provides a primal bound). The quality of the DD bounds obtained from this top-down compilation process heavily depends on the heuristics used for the selection of the nodes to merge or drop. While it is sometimes possible to engineer problem-specific heuristics for this selection problem, the most generic approach relies on sorting the layer’s nodes based on objective function information. In this paper, we propose a generic and problem-agnostic approach that relies on clustering nodes based on the state information associated with each node. In a set of computational experiments with different knapsack and scheduling problems, we show that our approach generally outperforms the classical generic approach, and often achieves drastically better bounds both with respect to the size of the DD and the time used for compiling the DD.