<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Archiving and Interchange DTD v1.0 20120330//EN" "JATS-archivearticle1.dtd">
<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta>
      <journal-title-group>
        <journal-title>J. P. Warners. A linear-time transformation of linear inequalities into con-
junctive normal form. Information Processing Letters</journal-title>
      </journal-title-group>
    </journal-meta>
    <article-meta>
      <title-group>
        <article-title>Boolean Lexicographic Optimization</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Joao Marques-Silva</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Josep Argelich</string-name>
          <email>jargelich@diei.udl.cat</email>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Ana Grac¸a</string-name>
          <xref ref-type="aff" rid="aff2">2</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Ineˆs Lynce</string-name>
          <xref ref-type="aff" rid="aff2">2</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>CSI/CASL, University College Dublin</institution>
          ,
          <country country="IE">Ireland</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>DIEI, Universitat de Lleida</institution>
          ,
          <country country="ES">Spain</country>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>INESC-ID/IST, Technical University of Lisbon</institution>
          ,
          <country country="PT">Portugal</country>
        </aff>
      </contrib-group>
      <pub-date>
        <year>1998</year>
      </pub-date>
      <volume>68</volume>
      <issue>2</issue>
      <fpage>63</fpage>
      <lpage>69</lpage>
      <abstract>
        <p>Multi-Objective Combinatorial Optimization (MOCO) problems find a wide range of practical application problems, some of which involving Boolean variables and constraints. This paper develops and evaluates algorithms for solving MOCO problems, defined on Boolean domains, and where the optimality criterion is lexicographic. The proposed algorithms build on existing algorithms for either Maximum Satisfiability (MaxSAT), Pseudo-Boolean Optimization (PBO), or Integer Linear Programming (ILP). Experimental results, obtained on problem instances from haplotyping with pedigrees, show that the proposed algorithms can provide significant performance gains over state of the art MaxSAT, PBO and ILP algorithms.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1 Introduction</title>
      <p>
        Real-world optimization problems often involve multiple objectives, that can
represent conflicting purposes. There has been a large body of work on solving
multiobjective combinatorial optimization (MOCO) problems, for example [
        <xref ref-type="bibr" rid="ref14 ref15 ref32">14, 32, 15</xref>
        ].
Nevertheless, some of these MOCO problems have natural Boolean formulations,
and so Boolean-based optimization solutions could be expected to provide effective
alternative solutions. This paper addresses MOCO problems where the variables
are Boolean, the constraints are represented by linear inequalities (or clauses), and
the optimization criterion is lexicographic. Given a sequence of cost functions, an
optimization criterion is said to be lexicographic whenever there is a preference in
the order in which cost functions are optimized. There are many examples where
optimization is expected to be lexicograhic. For example, suppose that instead of
requiring a balance between price, horsepower and fuel consumption for choosing
a new car, you have made a clear hierarchy in your mind: you have a strict limit
on how much you can afford, then you will not consider a car with less than 150
horsepower and after that the less the fuel consumption the better. Not only you
establish a priority in your preferences, but also each optimization criterion is defined
in such a way that the set of potential solutions gets subsequently reduced. Such
kind of problems are present not only in your daily life but also in many real
applications, and representative examples can be found in recent surveys [
        <xref ref-type="bibr" rid="ref14 ref15 ref32">15, 32, 14</xref>
        ].
      </p>
      <p>
        This paper develops and evaluates algorithms for Boolean lexicographic
optimization problems, and has three main contributions. First, it formalizes Boolean
Lexicographic Optimization. Second, it describes practical algorithms for
solving Boolean Lexicographic Optimization, either based on pseudo-Boolean
optimization (PBO), 0-1 Integer Linear Programming (ILP), or Maximum
Satisfiability (MaxSAT) algorithms. Third, the paper illustrates the practical usefulness of
the proposed algorithms. The experimental evaluation is focused on a concrete
application, namely haplotyping with pedigree information [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ]. Nevertheless, the
techniques proposed in this paper are general, and have been successfully used in
other contexts 1.
      </p>
      <p>The paper is organized as follows. Section 2 overviews MaxSAT, PBO, and
Lexicographic Optimization. Afterwards, Section 3 describes four alternative
approaches for solving lexicographic optimization problems. Section 4 conducts a
detailed experimental evaluation on hard problem instances from haplotyping with
pedigree information. State of the art MaxSAT, PBO and ILP solvers are then
compared against the algorithms described in this paper. Section 5 summarizes related
work and Section 6 concludes the paper.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Preliminaries</title>
      <p>
        This section overviews the Maximum Satisfiability (MaxSAT) problem and its
variants, as well as the Pseudo-Boolean Optimization (PBO) problem. The main
approaches used by state-of-the-art solvers are summarized, including recent
unsatisfiability-based MaxSAT algorithms. To conclude, this section provides a brief
overview of Multi-Objective Combinatorial Optimization (MOCO) [
        <xref ref-type="bibr" rid="ref14 ref15">14, 15</xref>
        ],
focusing on lexicographic optimization.
2.1
      </p>
      <sec id="sec-2-1">
        <title>Maximum Satisfiability</title>
        <p>
          Given a CNF formula C, the Maximum Satisfiability (MaxSAT) problem
consists in finding an assignment that maximizes the number of satisfied clauses.
Well-known variants of the MaxSAT problem include weighted MaxSAT, partial
MaxSAT and weighted partial MaxSAT. All these formulations find a wide range
of practical applications [
          <xref ref-type="bibr" rid="ref21">21</xref>
          ]. The general weighted partial MaxSAT problem
formulation assumes a CNF formula C, where each clause c 2 C is associated with
a weight w, and where clauses that must be satisfied have weight w = &gt;. The
optimization problem is to find a truth assignment such that the cost of the satisfied
clauses is maximized.
        </p>
        <p>
          The last decade has seen a large number of alternative algorithms for MaxSAT.
These can be broadly categorized as branch-and-bound with lower bounding,
decomposition-based, translation to pseudo-Boolean constraints and unsatisfiability
based. Branch-and-bound algorithms integrate lower bounding and inference
techniques, and represent the more mature solutions, i.e. which have been studied
more extensively in the past. A recent alternative are unsatisfiability-based
algorithms, that are built on the success of modern SAT solvers, and which have been
1For example, in a recent competition of solvers for solving package upgradeability problems [
          <xref ref-type="bibr" rid="ref3">3</xref>
          ].
shown to perform well on problem instances from practical applications.
Examples of branch-and-bound algorithms include: MaxSatz [
          <xref ref-type="bibr" rid="ref22">22</xref>
          ], IncMaxSatz [
          <xref ref-type="bibr" rid="ref23">23</xref>
          ],
WMaxSatz [
          <xref ref-type="bibr" rid="ref4">4</xref>
          ], and MiniMaxSAT [
          <xref ref-type="bibr" rid="ref20">20</xref>
          ]. A well-known example of translation to
PB constraints is SAT4J-MaxSAT [
          <xref ref-type="bibr" rid="ref8">8</xref>
          ]. Examples of decomposition-based solvers
include Clone [
          <xref ref-type="bibr" rid="ref30">30</xref>
          ] and sr(w) [
          <xref ref-type="bibr" rid="ref31">31</xref>
          ]. In recent years, several unsatisfiability-based
MaxSAT algorithms have been proposed. The original approach was proposed
in [
          <xref ref-type="bibr" rid="ref17">17</xref>
          ], and recent solvers include MSUnCore [
          <xref ref-type="bibr" rid="ref26 ref27 ref28">28, 27, 26</xref>
          ], WBO [
          <xref ref-type="bibr" rid="ref26">26</xref>
          ], WPM1 and
PM2 [
          <xref ref-type="bibr" rid="ref2">2</xref>
          ].
2.2
        </p>
      </sec>
      <sec id="sec-2-2">
        <title>Pseudo-Boolean Optimization</title>
        <p>
          Pseudo-Boolean Optimization (PBO) is an extension of SAT where constraints are
linear inequalities, with integer coefficients and Boolean variables. The objective in
PBO is to find an assignment to problem variables such that all problem constraints
are satisfied and the value of a linear objective function is optimized. The PBO
normal form [
          <xref ref-type="bibr" rid="ref7">7</xref>
          ] is defined as follows:
minimize
subject to
        </p>
        <p>P vj lj
j2N
P aij lj bi;
j2N
lj 2 fxj ; xj g; xj 2 f0; 1g; aij ; bi; vj 2 N+
0
(1)
Observe that any pseudo-Boolean formulation can be translated into a normal form.</p>
        <p>
          Modern PBO algorithms generalize the most effective techniques used in
modern SAT solvers. These include unit propagation, conflict-driven learning and
conflict-directed backtracking [
          <xref ref-type="bibr" rid="ref25 ref9">25, 9</xref>
          ]. Despite a number of common techniques,
there are several alternative approaches for solving PBO. The most often used
approach is to conduct a linear search on the value of the objective function. In
addition, the use of binary search has been suggested and evaluated in the recent
past [
          <xref ref-type="bibr" rid="ref10 ref12">12, 10</xref>
          ]. SAT algorithms can be generalized to deal with pseudo-Boolean
constraints natively [
          <xref ref-type="bibr" rid="ref7">7</xref>
          ] and, whenever a solution to the problem constraints is
identified, a new constraint is created such that only solutions corresponding to a lower
value of the objective function are allowed. The algorithm terminates when the
solver cannot improve the value of the cost function. Another often used solution
is based on branch and bound search, where lower bounding procedures to
estimate the value of the objective function are used, and the upper bound is iteratively
refined. Several lower bounding procedures have been proposed over the years,
e.g. [
          <xref ref-type="bibr" rid="ref11 ref25">11, 25</xref>
          ]. There are also algorithms that encode pseudo-Boolean constraints
into propositional clauses [
          <xref ref-type="bibr" rid="ref13 ref6">34, 6, 13</xref>
          ] and solve the problem by subsequently
using a SAT solver. This approach has been proved to be very effective for several
problem sets, in particular when the clause encoding is not much larger than the
original pseudo-Boolean formulation.
2.3
        </p>
      </sec>
      <sec id="sec-2-3">
        <title>MaxSAT, PBO &amp; BMO</title>
        <p>
          Although MaxSAT and PBO are different formalisms, there are well-known
mappings from MaxSAT to PBO and vice-versa [
          <xref ref-type="bibr" rid="ref1 ref19 ref20">19, 1, 20</xref>
          ]. The remainder of the paper
uses both formalisms interchangeably. A set of clauses or constraints is denoted by
C. Without loss of generality, linear constraints are assumed to represent clauses,
thus representing instances of the Binate Covering Problem [
          <xref ref-type="bibr" rid="ref11">11</xref>
          ]. For the general
case where linear constraints represent PB constraints, there are well-known
mappings from PB constraints to CNF formulas [
          <xref ref-type="bibr" rid="ref13 ref33">34, 13, 33</xref>
          ], which could be used if
necessary.
        </p>
        <p>
          Mappings from soft clauses to cost functions and vice-versa are also
wellknown [
          <xref ref-type="bibr" rid="ref20">20</xref>
          ]. For example, suppose the cost function min Pj vj xj . A set of
soft clauses can replace this cost function: for each xj create a soft clause (xj )
with cost vj . Similarly, a set of soft clauses can be represented with a cost
function. Suppose a set of soft clauses Ca, where each clause cj 2 Ca is associated
a weight wj . Replace each clause cj with c0j = cj _ sj , where sj is a relaxation
variable, and create the cost function min Pj wj sj .
        </p>
        <p>
          Boolean Multilevel Optimization [
          <xref ref-type="bibr" rid="ref5">5</xref>
          ] is a restriction of weighted (partial)
MaxSAT, with an additional condition on the clause weights. BMO is defined on a set of
sets of clauses C = C0 [C1 [: : :[ Cm, where fC0; C1; : : : ; Cmg forms a partition
of C, and a weight is associated with each set of clauses: hw0 = &gt;; w1; : : : ; wmi,
such that wi is associated with each clause c in each set Ci. C0 represents the hard
clauses, each with weight w0 = &gt;. Although C0 may be empty, it is assumed that
Ci 6= ;, i = 1; : : : ; m.
        </p>
        <p>Definition 1 (BMO). An instance of Weighted (Partial) Maximum Satisfiability is
an instance of BMO iff the following condition holds:
wi &gt;</p>
        <p>X
i+1 j m
wj jCj j
i = 1; : : : ; m
1
(2)</p>
        <p>BMO can be viewed as a technique for identifying lexicographic optimization
conditions in MaxSAT and PBO problem instances. This is further highlighted in
the following sections.
2.4</p>
      </sec>
      <sec id="sec-2-4">
        <title>Lexicographic Optimization</title>
        <p>
          Multi-Objective Combinatorial Optimization (MOCO) [
          <xref ref-type="bibr" rid="ref14 ref15 ref32">14, 32, 15</xref>
          ] is a well-known
area of research, with many practical applications, including Operations Research
and Artificial Intelligence. Lexicographic optimization represents a specialization
of MOCO, where the optimization criterion is lexicographic. Motivated by the
wide range of practical applications, Lexicographic Optimization is also often
referred to Preemptive Goal Programming or Lexicographic Goal Programming [
          <xref ref-type="bibr" rid="ref32">32</xref>
          ].
This section introduces Boolean Lexicographic Optimization (BLO), a restriction
of lexicographic optimization, where variables are Boolean, all cost functions and
constraints are linear, and the optimization criterion is lexicographic. The notation
and definitions in this section follow [
          <xref ref-type="bibr" rid="ref14">14</xref>
          ], subject to these additional constraints.
        </p>
        <p>A set X of variables is assumed, with X = fx1; : : : ; xng. The domain of the
variables is X = f0; 1gn. A point in X is represented as x 2 X or (x1; : : : ; xn) 2
X . A set of p linear functions is assumed, all of which are defined on Boolean</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Boolean Lexicographic Optimization</title>
      <p>
        This section describes three different algorithmic approaches for solving Boolean
Lexicographic Optimization problems as defined in Section 2.4. Each algorithm
uses the most suitable problem representation, i.e. either PBO or MaxSAT. As a
result, Section 3.2 assumes a PBO formulation, whereas Sections 3.3 and 3.4
assume a MaxSAT formulation. Moreover, since MaxSAT problems can be mapped
to PBO and vice-versa [
        <xref ref-type="bibr" rid="ref1 ref20 ref26">1, 20, 26</xref>
        ], the algorithms described in this section can be
applied to either class of problems.
3.1
      </p>
      <sec id="sec-3-1">
        <title>Aggregated Cost Function</title>
        <p>
          A simple solution for solving Lexicographic Optimization problems is to aggregate
the different functions into a single weighted cost function [
          <xref ref-type="bibr" rid="ref29">29</xref>
          ]. In this case, any
MaxSAT or PBO algorithm can be used for solving BLO problems. The
aggregation is organized as follows. Let uk = Pj vk;j denote the upper bound on the
value of fk. Then define wp = 1, and wi = 1 + Ppk=i+1 wk uk. The aggregated
cost function becomes:
(3)
(4)
(5)
where lj 2 fxj ; xj g, and vk;j 2 N0+. The p cost functions capturing the
optimization problem represent a multi-dimensional function: f : f0; 1gn ! Zp, with
f (x) = (f1(x); : : : ; fp(x)).
        </p>
        <p>The optimization problem is defined on these p functions, subject to satisfying
a set of constraints:
lexmin
(f1(x1; : : : ; xn); : : : ; fp(x1; : : : ; xn))
P aij lj bi;
j2N</p>
        <p>+
lj 2 fxj ; xj g; xj 2 f0; 1g; aij ; bi 2 N0
Any point x 2 f0; 1gn which satisfy the constraints is called a feasible point.</p>
        <p>For any two vectors y1; y2 2 Zp, with y1 = (y11; : : : ; yp1) and y2 = (y12; : : : ; yp2),
the lexicographic comparison (&lt;lex) is defined as follows: y1 &lt;lex y2 iff yq1 &lt; yq2,
where q = min fk : yk1 6= yk2g. For example, y1 = (1; 2; 3; 2) &lt;lex y2 =
(1; 2; 4; 1), because the coordinate with the smallest index where y1 and y2
differ is the third coordinate, with y31 = 3 &lt; y32 = 4.</p>
        <p>Definition 2 (Lexicographic Optimality). A feasible point x^ 2 f0; 1gn is
lexicographically optimal if there exists no other x such that f (x) &lt;lex f (x^).
variables, fk : f0; 1gn ! Z, 1
k</p>
        <p>p:
fk(x1; : : : ; xn) =</p>
        <p>vk;j lj</p>
        <p>X
1 j n
min</p>
        <p>p
0 n
Input : f1; f2; : : : ; fp; C</p>
        <p>Output: Lexicographic Optimum Solution
1 for k
2
3
4
5</p>
        <p>Ck
C
k
1 to p do
PBO(min fk; C)
(fk = )</p>
        <p>C [ Ck
6 return ( 1; : : : ; p)
// Cost function k must equal
// Update set of constraints</p>
        <p>// Record min cost for k</p>
        <p>Algorithm 1: PBO-based BLO algorithm
subject to the same constraints. Alternatively, the cost function can be represented
as a set of weighted soft clauses. In this case, the problem instance can be mapped
to PBO, with a unique cost function, where the weights are modified as outlined
above.</p>
        <p>The main drawback of this solution is that exponentially large weights need to
be used in the aggregated cost function. For a MaxSAT approach, this results in
large weights being associated with some of the soft clauses.
3.2</p>
      </sec>
      <sec id="sec-3-2">
        <title>Iterative Pseudo-Boolean Solving</title>
        <p>
          An alternative solution for Boolean lexicographic optimization was proposed in the
context of BMO [
          <xref ref-type="bibr" rid="ref5">5</xref>
          ]. A formalization of this approach is shown in Algorithm 1, and
essentially represents an instantiation of the standard approach for solving
lexicographic optimization problems [
          <xref ref-type="bibr" rid="ref14">14</xref>
          ]. The algorithm executes a sequence of p calls
to a PBO solver, in decreasing lexicographic order. At each iteration, the solution
of the PBO problem instance is recorded, and a new constraint is added to the set
of constraints, requiring the cost function k to be equal to the computed optimum
value. After the p iterations, the algorithm identified each of the optimum values
for each of the cost functions in the lexicographically ordered cost function. One
important remark is that any PBO or ILP solver can be used.
        </p>
        <p>The main potential drawbacks of the PB-based approach are: (1) PB constraints
resulting from the cost functions need to be handled natively, or at least encoded
to CNF; (2) each iteration of the algorithm yields only one new constraint on the
value of the cost function k. Clearly, clause reuse could be considered, but would
require tighter integration with the underlying solver.
3.3</p>
      </sec>
      <sec id="sec-3-3">
        <title>Iterative MaxSAT Solving with Weight Rescaling</title>
        <p>
          Another alternative approach is inspired on branch-and-bound MaxSAT algorithms,
and consists of iteratively rescaling the weights of the soft clauses [
          <xref ref-type="bibr" rid="ref5">5</xref>
          ]. Algorithm 2
shows this approach. At each one of the p steps, it finds the optimum value k
of the current set Ck. The function RescaleWeights computes the weights for
the clauses taking into account the previous solutions for each one of the sets. For
example, if set C0&lt;i&lt;k has i unsatisfied clauses, the weight for the set Ci 1 can be
Input : Sets of clauses hC0; C1; : : : ; Cpi with corresponding weights
h&gt;; w1; : : : ; wpi
        </p>
        <p>Output: Lexicographic Optimum Solution
1 for k
2
3</p>
        <p>Algorithm 3: Unsatisfiability-based MaxSAT BLO algorithm
wi ( i + 1), which can be lower than wi (jCij + 1). The function GetMinCost
translates the optimum solution given by the MaxSAT solver, that involves all the
sets of clauses up to Ck, to the number of unsatisfied clauses of current set Ck
associated to k. The weights returned by the algorithm may affect the original
weights, such that i wi. The same holds for the weight associated with hard
clauses as it depends on the weights given to soft clauses.</p>
        <p>Although the rescaling method is effective at reducing the weights that need
to be considered, for very large problem instances the challenge of large clause
weights can still be an issue.
3.4</p>
      </sec>
      <sec id="sec-3-4">
        <title>Iterative Unsatisfiability-Based MaxSAT Solving</title>
        <p>Our final approach for solving BLO problems is based on unsatisfiability-based
MaxSAT algorithms. A possible organization is shown in Algorithm 3.</p>
        <p>Similarly to the organization of the other algorithms, Algorithm 3 executes p
iterations, and each cost function is analyzed separately, in order. At each step a
(unsatisfiability-based) partial MaxSAT solver is called on a set of hard and soft
clauses. The result corresponds to the minimum unsatisfiability cost for the set
of clauses Ck. In contrast to previous algorithms, the CNF formula is modified in
each iteration. Clauses relaxed by the unsatisfiability-based MaxSAT algorithm are
kept and become hard clauses for the next iterations. The hardening of soft clauses
after each iteration can be justified by associating sufficiently large weights with
each cost function. When analyzing cost function k, relaxing clauses associated
with cost functions 1 to k 1 is irrelevant for computing the optimum value at
iteration k.</p>
        <p>The unsatisfiability-based lexicographic optimization approach inherits some
of the drawbacks of unsatisfiability-based MaxSAT algorithms. One example is
that, if the minimum cost unsatisfiability cost is large, then the number of iterations
may render the approach ineffective. Another drawback is that, when compared to
the previous algorithms, a tighter integration with the underlying MaxSAT solver is
necessary. Interestingly, a well-known drawback of unsatisfiability-based MaxSAT
algorithms is addressed by the lexicographic optimization approach.
Unsatisfiability-based MaxSAT algorithms iteratively refine lower bounds on the minimum
unsatisfiability cost. Hence, in case the available computational resources are
exceeded, the algorithm terminates without providing an approximate solution to the
original problem. In contrast, the lexicographic optimization approach allows
obtaining intermediate solutions, each representing an upper bound on the minimum
unsatisfiability cost.
3.5</p>
      </sec>
      <sec id="sec-3-5">
        <title>Discussion</title>
        <p>The previous sections describe four different approaches for solving Boolean
lexicographic optimization problems. Some of the main drawbacks were identified,
and will be evaluated in the results section. Although the proposed algorithms
return a vector of optimum cost function values, it is straightforward to obtain an
aggregated result cost function, e.g. using (5). Moreover, and besides serving to
solve complex lexicographic optimization problems, the proposed algorithms can
provide useful information in practical settings. For example, the iterative
algorithms provide partial solutions (satisfying some of the target criteria) during their
execution. These partial solutions can be used to provide approximate solutions
in case computing the optimum value exceeds available computation resources.
Given that all algorithms analyze the cost functions in order, the approximate
solutions will in general be much tighter than those provided by algorithms that refine
an upper bound (e.g. Minisat+).</p>
        <p>
          The proposed techniques can also be used for solving already existing problem
instances. Indeed, existing problem instances may encode lexicographic
optimization in the cost function or in the weighted soft clauses. This information can be
exploited for developing effective solutions [
          <xref ref-type="bibr" rid="ref5">5</xref>
          ]. For example, the BMO condition
essentially identifies PBO or MaxSAT problem instances where lexicographic
optimization is modelled with an aggregated cost function (represented explicitly or
with weighted soft clauses) [
          <xref ref-type="bibr" rid="ref5">5</xref>
          ]. In some settings, this is an often used modelling
solution. Hence, the BMO condition can be interpreted as an approach to convert
from an aggregated cost function to a lexicographic optimization problem.
        </p>
        <p>Finally, the algorithms proposed proposed in the previous sections accept cost
functions implicitly specified by soft constraints. This provides an added degree
of modelling flexibility when compared with the abstract definition of (Boolean)
lexicographic optimization.
4</p>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>Results</title>
      <p>
        This section evaluates existing state of the art PBO and MaxSAT solvers, as well
as the algorithms described in the previous section, on lexicographic
optimization problem instances resulting from haplotyping with pedigree information [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ].
The problem of haplotyping with pedigrees is an example of lexicographic
optimization, because there are two cost functions, and preference is given to one of
the cost functions. Albeit this section focuses on a concrete application, similar
conclusions have been independently obtained in a recent competition for solving
software package upgradeability problems [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ]. For the haplotyping with pedigree
information problem instances, there are two cost functions. For the software
upgradeability problem instances there are either two or three cost functions.
      </p>
      <p>All experimental results were obtained on 3 GHz Xeon 5160 servers, with 4
GB of RAM, and running RedHat Enterprise Linux. The CPU time limit was set
to 1000 seconds, and the memory limit was set to 3.5 GB. For the
experimentation, a well-known commercial ILP solver as well as the best performing PBO and
MaxSAT solvers of the most recent evaluations2 were considered. As a result, the
following solvers were used in the experiments: CPLEX, SCIP, Minisat+, BSOLO,
MiniMaxSat, MSUnCore, WPM1, SAT4J-PB, SAT4J-MaxSAT. Other well-known
MaxSAT solvers (among the best performing in the MaxSAT evaluations) were
also considered. However, the large size and intrinsic hardness of the problem
instances resulted in these solvers being unable to provide results for any instance.
Consequently, these solvers were discarded.</p>
      <p>
        The haplotyping with pedigrees problem instances can be generated with
different optimizations to the core model [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ]. For the results presented in this section,
500 of the most difficult problem instances were selected. These instances are the
most difficult for the best performing solver; hence any other instances would be
easier to solve by the best performing solver. The results are organized in two parts.
The first part evaluates the number of instances aborted within the CPU time and
physical memory limits. The second part compares the CPU times. In all cases, the
focus is on evaluating the effectiveness of the proposed algorithms for solving
lexicographic optimization problems. The approach considered as default corresponds
to the aggregated cost function algorithm.
      </p>
      <p>Table 1 shows the number of aborted instances, i.e. instances that a given
solver cannot prove the optimum within the allowed CPU time limit or memory
limit. The results allow drawing several conclusions. First, for some solvers,
the use of dedicated lexicographic optimization algorithms can provide
remarkable performance improvements. A concrete example is Minisat+. The default
solver aborts most problem instances, whereas Minisat+ integrated in an iterative
2http://www.maxsat.udl.cat/ and http://www.cril.univ-artois.fr/PB09/.
BLO Solution
Default Solvers
Iterated PBO</p>
      <sec id="sec-4-1">
        <title>Iterated MaxSAT with Rescaling Iterated Unsat-based MaxSAT</title>
      </sec>
      <sec id="sec-4-2">
        <title>Solver</title>
      </sec>
      <sec id="sec-4-3">
        <title>CPLEX Minisat+ BSOLO SCIP</title>
        <p>SAT4J-PB
SAT4J-MaxSAT
WPM1
MSUnCore
MiniMaxSat
MSUnCore
464
56
500
474
435
404
72
85
500
51
pseudo-Boolean BLO solver ranks among the best performing solvers, aborting
only 56 problem instances (i.e. the number of aborted instances is reduced in more
than 85%). Second, for some other solvers, the performance gains are significant.
This is the case with MSUnCore. For MSUnCore, the use of unsatisfiability-based
lexicographic optimization reduces the number of aborted faults in close to 40%.
SAT4J-PB integrated in an iterative pseudo-Boolean solver, reduces the number of
aborted instances in close to 6%. Similarly, SCIP integrated in an iterative
pseudoBoolean solver, reduces the number of aborted instances in more than 4%. Despite
the promising results of using iterative pseudo-Boolean solving, there are
examples for which this approach is not effective, e.g. BSOLO. This suggests that the
effectiveness of this solution depends strongly on the type of solver used and on
the target problem instances. The results for the MaxSAT-based weight rescaling
algorithm are less conclusive. There are several justifications for this. Given that
existing branch and bound algorithms are unable to run large problem instances,
the MaxSAT solvers considered are known to be less dependent on clause weights.</p>
        <p>Figures 1, 2, 3, 4 and 5 show scatter plots comparing the run times for
different solvers on the same problem instances. Each plot compares two different
approaches, where each point represents one problem instance, being the x-axis
value given by one approach and the y-axis value given by the other. Again,
several conclusions can be drawn. Figures 1, 2 and 3 confirm the effectiveness of
the algorithms proposed in this paper, namely iterative PB solving and iterative
unsatisfiability-based MaxSAT. Despite the remarkable improvements in the
performance of Minisat+ when integrated in a lexicographic optimization algorithm,
MSUnCore integrated in lexicographic optimization algorithm provides the best
performance in terms of aborted problem instances. Nevertheless, the use of BLO
adds overhead to the solvers, and so for most instances the best performance is
obtained with the default solver WPM1. These conclusions are further highlighted
in Figures 4 and 5. Although WPM1 is the best performing algorithm without
lexicographic optimization support, MSUnCore with lexicographic optimization
provides more robust performance, namely for the hardest problem instances.
O102
L
B
IPC101
S
100
The experimental results provide useful insights about the behavior of the solvers
considered. For example, Minisat+ performs poorly when an aggregated cost
function is used. However, it is among the best performing solvers when integrated in
the iterative pseudo-Boolean solving framework. In contrast, the improvements
to SCIP are far less notable. These performance differences are explained by the
structure of the problem instances. For Minisat+ the main challenge is the relatively
complex aggregated cost function. Hence, the use of iterated pseudo-Boolean
solving eliminates this difficulty, and so Minisat+ is able to perform very effectively on
the resulting problem instances, which exhibit hard to satisfy Boolean constraints.
In contrast, SCIP is less sensitive to the cost function, and the iterative approach
does not help with solving the (hard to solve) Boolean constraints. Hence, the use
of iterative pseudo-Boolean solving is less effective for SCIP for the problem
instances considered. The results for MSUnCore and iterative unsatisfiability-based
MaxSAT indicate that the use of BLO solvers provides added robustness, at the
cost of additional overhead for problem instances that are easy to solve.
5</p>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>Related Work</title>
      <p>
        Recent surveys on MaxSAT and PBO solvers are available in [
        <xref ref-type="bibr" rid="ref21 ref33">21, 33</xref>
        ].
Lexicographic optimization has a long history of research, with many different algorithms
and applications. Examples of recent surveys are provided in [
        <xref ref-type="bibr" rid="ref14 ref15 ref32">14, 15, 32</xref>
        ]. The
iterative pseudo-Boolean solving approach (see Section 3.2) is tightly related with
the standard organization of Lexicographic Optimization algorithms [
        <xref ref-type="bibr" rid="ref14">14</xref>
        ].
reo102
C
n
SU101
M
100
103
O
-LB102
e
r
o
nC101
U
S
      </p>
      <p>M100
100 101 102 103</p>
      <p>MSUnCore</p>
      <p>
        In the area of Boolean-based optimization procedures, there has been
preliminary work on solving pseudo-Boolean MOCO problems [
        <xref ref-type="bibr" rid="ref24">24</xref>
        ]. Nevertheless, this
work addresses exclusively Pareto optimality, and does not cover lexicographic
optimization. In the area of constraints and preferences, lexicographic optimization
has been the subject of recent work (for example, [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ]), but the focus has been on
the use of standard CSP algorithms.
6
      </p>
    </sec>
    <sec id="sec-6">
      <title>Conclusions and Future Work</title>
      <p>
        This paper formalizes the problem of Boolean lexicographic optimization (BLO),
and develops algorithms for this problem. General lexicographic optimization is
a well-known variant of multi-objective combinatorial optimization [
        <xref ref-type="bibr" rid="ref14">14</xref>
        ], with a
large number of practical applications. The restriction considered in this paper
assumes Boolean variables, linear constraints and linear cost functions.
      </p>
      <p>
        The paper outlines four different algorithmic solutions for BLO, either based
on aggregating cost functions in a single cost function, iterative pseudo-Boolean
solving, iterative MaxSAT with weight rescaling and iterative unsatisfiability-based
MaxSAT. The four algorithmic solutions were evaluated on complex lexicographic
optimization problem instances from haplotyping with pedigree information [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ].
The experimental evaluation allows drawing several conclusions. First, the use of
a single aggregated cost function can impact performance negatively. Second, the
use of iterative solutions (either based on PBO solvers or on unsatisfiability-based
MaxSAT solvers) can yield significant performance gains when compared with
the original solvers, resulting in remarkable reductions in the number of problem
instances unsolved. Despite the experimental evaluation focusing on the concrete
case of haplotyping with pedigree information, recent experimental evaluations in
the area of software upgradeability [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ] yielded similar conclusions.
      </p>
      <p>Future work will address tighter integration between default solvers and the
algorithms for lexicographic optimization. Concrete examples include clause reuse
and incremental interface with the default solvers.</p>
      <p>Acknowledgments Claude Michel provided insights on Lexicographic
Optimization. This work was partially funded by the SFI PI Grant 09/IN.1/I2618, FP7
EU grants ICT/217069 and ICT/214898, FCT Project PTDC/EIA/64164/2006 and
PhD Grant SFRH/BD/28599/2006, and Spanish CICYT Projects
TIN2007-68005C04-01/02 and TIN2009-14704-C03-01/02.</p>
    </sec>
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