On the use of biased-randomized algorithms for solving non-smooth optimization problems

Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines

A simheuristic algorithm for solving an integrated resource allocation and scheduling problem

Modern companies have to face challenging configuration issues in their manufacturing chains. One of these challenges is related to the integrated allocation and scheduling of resources such as machines, workers, energy, etc. These integrated optimization problems are difficult to solve, but they can be even more challenging when real-life uncertainty is considered. In this paper, we study an integrated allocation and scheduling optimization problem with stochastic processing times. A simheuristic algorithm is proposed in order to effectively solve this integrated and stochastic problem. Our approach relies on the hybridization of simulation with a metaheuristic to deal with the stochastic version of the allocation-scheduling problem. A series of numerical experiments contribute to illustrate the efficiency of our methodology as well as their potential applications in real-life enterprise settings

Distribution planning in a weather-dependent scenario with stochastic travel times: a simheuristics approach

In real-life logistics, distribution plans might be affected by weather conditions (rain, snow, and fog), since they might have a significant effect on traveling times and, therefore, on total distribution costs. In this paper, the distribution problem is modeled as a multi-depot vehicle routing problem with stochastic traveling times. These traveling times are not only stochastic in nature but the specific probability distribution used to model them depends on the particular weather conditions on the delivery day. In order to solve the aforementioned problem, a simheuristic approach combining simulation within a biased-randomized heuristic framework is proposed. As the computational experiments will show, our simulation-optimization algorithm is able to provide high-quality solutions to this NP-hard problem in short computing times even for large-scale instances. From a managerial perspective, such a tool can be very useful in practical applications since it helps to increase the efficiency of the logistics and transportation operations.Peer ReviewedPostprint (published version

Distribution planning in a weather-dependent scenario with stochastic travel times: a simheuristics approach

In real-life logistics, distribution plans might be affected by weather conditions (rain, snow, and fog), since they might have a significant effect on traveling times and, therefore, on total distribution costs. In this paper, the distribution problem is modeled as a multi-depot vehicle routing problem with stochastic traveling times. These traveling times are not only stochastic in nature but the specific probability distribution used to model them depends on the particular weather conditions on the delivery day. In order to solve the aforementioned problem, a simheuristic approach combining simulation within a biased-randomized heuristic framework is proposed. As the computational experiments will show, our simulation-optimization algorithm is able to provide high-quality solutions to this NP-hard problem in short computing times even for large-scale instances. From a managerial perspective, such a tool can be very useful in practical applications since it helps to increase the efficiency of the logistics and transportation operations.Peer ReviewedPostprint (published version

N-list-enhanced heuristic for distributed three-stage assembly permutation flow shop scheduling

System-wide optimization of distributed manufacturing operations enables process improvement beyond the standalone and individual optimality norms. This study addresses the production planning of a distributed manufacturing system consisting of three stages: production of parts (subcomponents), assembly of components in Original Equipment Manufacturer (OEM) factories, and final assembly of products at the product manufacturer’s factory. Distributed Three Stage Assembly Permutation Flowshop Scheduling Problems (DTrSAPFSP) models this operational situation; it is the most recent development in the literature of distributed scheduling problems, which has seen very limited development for possible industrial applications. This research introduces a highly efficient constructive heuristic to contribute to the literature on DTrSAPFSP. Numerical experiments considering a comprehensive set of operational parameters are undertaken to evaluate the performance of the benchmark algorithms. It is shown that the N-list-enhanced Constructive Heuristic algorithm performs significantly better than the current best-performing algorithm and three new metaheuristics in terms of both solution quality and computational time. It can, therefore, be considered a competitive benchmark for future studies on distributed production scheduling and computing

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

A biased-randomized discrete-event algorithm for the hybrid flow shop problem with time dependencies and priority constraints

Based on a real-world application in the semiconductor industry, this article models and discusses a hybrid flow shop problem with time dependencies and priority constraints. The analyzed problem considers a production where a large number of heterogeneous jobs are processed by a number of machines. The route that each job has to follow depends upon its type, and, in addition, some machines require that a number of jobs are combined in batches before starting their processing. The hybrid flow model is also subject to a global priority rule and a “same setup” rule. The primary goal of this study was to find a solution set (permutation of jobs) that minimizes the production makespan. While simulation models are frequently employed to model these time-dependent flow shop systems, an optimization component is needed in order to generate high-quality solution sets. In this study, a novel algorithm is proposed to deal with the complexity of the underlying system. Our algorithm combines biased-randomization techniques with a discrete-event heuristic, which allows us to model dependencies caused by batching and different paths of jobs efficiently in a near-natural way. As shown in a series of numerical experiments, the proposed simulation-optimization algorithm can find solutions that significantly outperform those provided by employing state-of-the-art simulation software.Peer ReviewedPostprint (published version

A simheuristic for routing electric vehicles with limited driving ranges and stochastic travel times

Green transportation is becoming relevant in the context of smart cities, where the use of electric vehicles represents a promising strategy to support sustainability policies. However the use of electric vehicles shows some drawbacks as well, such as their limited driving-range capacity. This paper analyses a realistic vehicle routing problem in which both driving-range constraints and stochastic travel times are considered. Thus, the main goal is to minimize the expected time-based cost required to complete the freight distribution plan. In order to design reliable Routing plans, a simheuristic algorithm is proposed. It combines Monte Carlo simulation with a multi-start metaheuristic, which also employs biased-randomization techniques. By including simulation, simheuristics extend the capabilities of metaheuristics to deal with stochastic problems. A series of computational experiments are performed to test our solving approach as well as to analyse the effect of uncertainty on the routing plans.Peer Reviewe

The Distributed and Assembly Scheduling Problem

Tesis por compendio[EN] Nowadays, manufacturing systems meet different new global challenges and the existence of a collaborative manufacturing environment is essential to face with. Distributed manufacturing and assembly systems are two manufacturing systems which allow industries to deal with some of these challenges. This thesis studies a production problem in which both distributed manufacturing and assembly systems are considered. Although distributed manufacturing systems and assembly systems are well-known problems and have been extensively studied in the literature, to the best of our knowledge, considering these two systems together as in this thesis is the first effort in the literature. Due to the importance of scheduling optimization on production performance, some different ways to optimize the scheduling of the considered problem are discussed in this thesis. The studied scheduling setting consists of two stages: A production and an assembly stage. Various production centers make the first stage. Each of these centers consists of several machines which are dedicated to manufacture jobs. A single assembly machine is considered for the second stage. The produced jobs are assembled on the assembly machine to form final products through a defined assembly program. In this thesis, two different problems regarding two different production configurations for the production centers of the first stage are considered. The first configuration is a flowshop that results in what we refer to as the Distributed Assembly Permutation Flowshop Scheduling Problem (DAPFSP). The second problem is referred to as the Distributed Parallel Machine and Assembly Scheduling Problem (DPMASP), where unrelated parallel machines configure the production centers. Makespan minimization of the product on the assembly machine located in the assembly stage is considered as the objective function for all considered problems. In this thesis some extensions are considered for the studied problems so as to bring them as close as possible to the reality of production shops. In the DAPFSP, sequence dependent setup times are added for machines in both production and assembly stages. Similarly, in the DPMASP, due to technological constraints, some defined jobs can be processed only in certain factories. Mathematical models are presented as an exact solution for some of the presented problems and two state-of-art solvers, CPLEX and GUROBI are used to solve them. Since these solvers are not able to solve large sized problems, we design and develop heuristic methods to solve the problems. In addition to heuristics, some metaheuristics are also designed and proposed to improve the solutions obtained by heuristics. Finally, for each proposed problem, the performance of the proposed solution methods is compared through extensive computational and comprehensive ANOVA statistical analysis.[ES] Los sistemas de producción se enfrentan a retos globales en los que el concepto de fabricación colaborativa es crucial para poder tener éxito en el entorno cambiante y complejo en el que nos encontramos. Una característica de los sistemas productivos que puede ayudar a lograr este objetivo consiste en disponer de una red de fabricación distribuida en la que los productos se fabriquen en localizaciones diferentes y se vayan ensamblando para obtener el producto final. En estos casos, disponer de modelos y herramientas para mejorar el rendimiento de sistemas de producción distribuidos con ensamblajes es una manera de asegurar la eficiencia de los mismos. En esta tesis doctoral se estudian los sistemas de fabricación distribuidos con operaciones de ensamblaje. Los sistemas distribuidos y los sistemas con operaciones de ensamblaje han sido estudiados por separado en la literatura. De hecho, no se han encontrado estudios de sistemas con ambas características consideradas de forma conjunta. Dada la complejidad de considerar conjuntamente ambos tipos de sistemas a la hora de realizar la programación de la producción en los mismos, se ha abordado su estudio considerando un modelo bietápico en la que en la primera etapa se consideran las operaciones de producción y en la segunda se plantean las operaciones de ensamblaje. Dependiendo de la configuración de la primera etapa se han estudiado dos variantes. En la primera variante se asume que la etapa de producción está compuesta por sendos sistemas tipo flowshop en los que se fabrican los componentes que se ensamblan en la segunda etapa (Distributed Assembly Permutation Flowshop Scheduling Problem o DAPFSP). En la segunda variante se considera un sistema de máquinas en paralelo no relacionadas (Distributed Parallel Machine and Assembly Scheduling Problem o DPMASP). En ambas variantes se optimiza la fecha de finalización del último trabajo secuenciado (Cmax) y se contempla la posibilidad que existan tiempos de cambio (setup) dependientes de la secuencia de trabajos fabricada. También, en el caso DPMASP se estudia la posibilidad de prohibir o no el uso de determinadas máquinas de la etapa de producción. Se han desarrollado modelos matemáticos para resolver algunas de las variantes anteriores. Estos modelos se han resuelto mediante los programas CPLEX y GUROBI en aquellos casos que ha sido posible. Para las instancias en los que el modelo matemático no ofrecía una solución al problema se han desarrollado heurísticas y metaheurísticas para ello. Todos los procedimientos anteriores han sido estudiados para determinar el rendimiento de los diferentes algoritmos planteados. Para ello se ha realizado un exhaustivo estudio computacional en el que se han aplicado técnicas ANOVA. Los resultados obtenidos en la tesis permiten avanzar en la comprensión del comportamiento de los sistemas productivos distribuidos con ensamblajes, definiendo algoritmos que permiten obtener buenas soluciones a este tipo de problemas tan complejos que aparecen tantas veces en la realidad industrial.[CA] Els sistemes de producció s'enfronten a reptes globals en què el concepte de fabricació col.laborativa és crucial per a poder tindre èxit en l'entorn canviant i complex en què ens trobem. Una característica dels sistemes productius que pot ajudar a aconseguir este objectiu consistix a disposar d'una xarxa de fabricació distribuïda en la que els productes es fabriquen en localitzacions diferents i es vagen acoblant per a obtindre el producte final. En estos casos, disposar de models i ferramentes per a millorar el rendiment de sistemes de producció distribuïts amb acoblaments és una manera d'assegurar l'eficiència dels mateixos. En esta tesi doctoral s'estudien els sistemes de fabricació distribuïts amb operacions d'acoblament. Els sistemes distribuïts i els sistemes amb operacions d'acoblament han sigut estudiats per separat en la literatura però, en allò que es coneix, no s'han trobat estudis de sistemes amb ambdós característiques conjuntament. Donada la complexitat de considerar conjuntament ambdós tipus de sistemes a l'hora de realitzar la programació de la producció en els mateixos, s'ha abordat el seu estudi considerant un model bietàpic en la que en la primera etapa es consideren les operacions de producció i en la segona es plantegen les operacions d'acoblament. Depenent de la configuració de la primera etapa s'han estudiat dos variants. En la primera variant s'assumix que l'etapa de producció està composta per sengles sistemes tipus flowshop en els que es fabriquen els components que s'acoblen en la segona etapa (Distributed Assembly Permutation Flowshop Scheduling Problem o DAPFSP). En la segona variant es considera un sistema de màquines en paral.lel no relacionades (Distributed Parallel Machine and Assembly Scheduling Problem o DPMASP). En ambdós variants s'optimitza la data de finalització de l'últim treball seqüenciat (Cmax) i es contempla la possibilitat que existisquen temps de canvi (setup) dependents de la seqüència de treballs fabricada. També, en el cas DPMASP s'estudia la possibilitat de prohibir o no l'ús de determinades màquines de l'etapa de producció. S'han desenvolupat models matemàtics per a resoldre algunes de les variants anteriors. Estos models s'han resolt per mitjà dels programes CPLEX i GUROBI en aquells casos que ha sigut possible. Per a les instàncies en què el model matemàtic no oferia una solució al problema s'han desenrotllat heurístiques i metaheurísticas per a això. Tots els procediments anteriors han sigut estudiats per a determinar el rendiment dels diferents algoritmes plantejats. Per a això s'ha realitzat un exhaustiu estudi computacional en què s'han aplicat tècniques ANOVA. Els resultats obtinguts en la tesi permeten avançar en la comprensió del comportament dels sistemes productius distribuïts amb acoblaments, definint algoritmes que permeten obtindre bones solucions a este tipus de problemes tan complexos que apareixen tantes vegades en la realitat industrial.Hatami, S. (2016). The Distributed and Assembly Scheduling Problem [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/64072TESISCompendi