Flexible Enterprise Optimization with Constraint Programming

Abstract

Simulation–optimization is often used in enterprise decision-making processes, both operational and tactical. This paper shows how an intuitive mapping from descriptive problem to optimization model can be realized with Constraint Programming (CP). It shows how a CP model can be constructed given a simulation model and a set of business goals. The approach is to train a neural network (NN) on simulation model inputs and outputs, and embed the NN into the CP model together with a set of soft constraints that represent business goals. We study this novel simulation–optimization approach through a set of experiments, finding that it is flexible to changing multiple objectives simultaneously, allows an intuitive mapping from business goals expressed in natural language to a formal model suitable for state-of-the-art optimization solvers, and is realizable for diverse managerial problems.