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Abstract

Cost-based filtering is a novel approach that combines techniques from Operations Research and Constraint Programming to filter from decision variable domains values that do not lead to better solutions [7]. Stochastic Constraint Programming is a framework for modeling combinatorial optimization problems that involve uncertainty [9]. In this work, we show how to perform cost-based filtering for certain classes of stochastic constraint programs. Our approach is based on a set of known inequalities borrowed from Stochastic Programming — a branch of OR concerned with modeling and solving problems involving uncertainty. We discuss bound generation and cost-based domain filtering procedures for a well-known problem in the Stochastic Programming literature, the static stochastic knapsack problem. We also apply our technique to a stochastic sequencing problem. Our results clearly show the value of the proposed approach over a pure scenario-based Stochastic Constraint Programming formulation both in terms of explored nodes and run times.
S. Armagan Tarim and Brahim Hnich are supported by the Scientific and Technological Research Council of Turkey (TUBITAK) under Grant No. SOBAG-108K027. Roberto Rossi is supported by Science Foundation Ireland under Grant No. 03/CE3/I405 as part of the Centre for Telecommunications Value-Chain-Driven Research (CTVR) and Grant No. 05/IN/I886.

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