Building Portfolios for Parallel Constraint Solving by Varying the Local Consistency Applied

Abstract

Portfolio based approaches to constraint solving aim at exploiting the variability in performance displayed by different solvers or different parameter settings of a single solver. Such approaches have been quite successful in both a sequential and a parallel processing mode. Given the increasingly larger number of available processors for parallel processing, an important challenge when designing portfolios is to identify solver parameters that offer diversity in the exploration of the search space and to generate different solver configurations by automatically tuning these parameters. In this paper we propose, for the first time, a way to build porfolios for parallel solving by parameter zing the local consistency property applied during search. To achieve this we exploit heuristics for adaptive propagation proposed in stergiou08. We show how this approach can result in the easy automatic generation of portfolios that display large performance variability. We make an experimental comparison against a standard sequential solver as well as portfolio based methods that use randomization of the variable ordering heuristic as the source of diversity. Results demonstrate that our method constantly outperforms the sequential solver and in most cases it is more efficient than the other portfolio approaches.