Capacitated lot-sizing and scheduling with sequence-dependent, period-overlapping and non-triangular setups

In production planning, sequence dependent setup times and costs are often incurred for switchovers from one product to another. When setup times and costs do not respect the triangular inequality, a situation may occur where the optimal solution includes more than one batch of the same product in a single period - in other words, at least one sub tour exists in the production sequence of that period. By allowing setup crossovers, flexibility is increased and better solutions can be found. In tight capacity conditions, or whenever setup times are significant, setup crossovers are needed to assure feasibility. We present the first linear mixed-integer programming extension for the capacitated lot-sizing and scheduling problem incorporating all the necessary features of sequence sub tours and setup crossovers. This formulation is more efficient than other well known lot-sizing and scheduling models. © Springer Science+Business Media, LLC 2010

A novel flexible model for lot sizing and scheduling with non-triangular, period overlapping and carryover setups in different machine configurations

© 2017, Springer Science+Business Media New York. This paper develops and tests an efficient mixed integer programming model for capacitated lot sizing and scheduling with non-triangular and sequence-dependent setup times and costs incorporating all necessary features of setup carryover and overlapping on different machine configurations. The model’s formulation is based on the asymmetric travelling salesman problem and allows multiple lots of a product within a period. The model conserves the setup state when no product is being processed over successive periods, allows starting a setup in a period and ending it in the next period, permits ending a setup in a period and starting production in the next period(s), and enforces a minimum lot size over multiple periods. This new comprehensive model thus relaxes all limitations of physical separation between the periods. The model is first developed for a single machine and then extended to other machine configurations, including parallel machines and flexible flow lines. Computational tests demonstrate the flexibility and comprehensiveness of the proposed models

Integrated capacitated lot sizing and scheduling problems in a flexible flow line

The lot sizing and scheduling problem in a Flexible Flow Line (FFL) has extensive real-world applications in many industries. An FFL consists of several production stages in series with parallel machines at each stage. The decisions to be taken are the determination of production quantities (lots), machine assignments and production sequences (schedules) on each machine at each stage in an FFL. Lot sizing and scheduling problems are closely interrelated. Solving them separately and then coordinating their interdependencies is often ineffective. However due to their complexity, there is a lack of mathematical modelling and solution procedures in the literature to combine and jointly solve them.Up to now most research has been focused on combining lotsizing and scheduling for the single machine configuration, and research on other configurations like FFL is sparse. This thesis presents several mathematical models with practical assumptions and appropriate algorithms, along with experimental test problems, for simultaneously lotsizing and scheduling in FFL. This problem, called the ‘General Lot sizing and Scheduling Problem in a Flexible Flow Line’ (GLSP-FFL). The objective is to satisfy varying demand over a finite planning horizon with minimal inventory, backorder and production setup costs. The problem is complex as any product can be processed on any machine, but these have different processing rates and sequence-dependent setup times & costs. As a result, even finding a feasible solution of large problems in reasonable time is impossible. Therefore the heuristic solution procedure named Adaptive Simulated Annealing (ASA), with four well-designed initial solutions, is designed to solve GLSP-FFL.A further original contribution of this study is to design linear mixed-integer programming (MILP) formulations for this problem, incorporating all necessary features of setup carryovers, setup overlapping, non-triangular setup while allowing multiple lot production per periods, lot splitting and sequencing through ATSP-adaption based on a variety of subtour elimination

Modelling extensions and hybrid metaheuristics for the capacitated lotsizing and scheduling problem

Tese de mestrado integrado. Engenharia Industrial e Gestão. Faculdade de Engenharia. Universidade do Porto. 200

Industrial insights into lot sizing and schedulingmodeling

© 2015 Brazilian Operations Research Society. Lot sizing and scheduling by mixed integer programming has been a hot research topic inthe last 20 years. Researchers have been trying to develop stronger formulations, as well as to incorporatereal-world requirements from different applications. This paper illustrates some of these requirements anddemonstrates how small- and big-bucket models have been adapted and extended. Motivation comes fromdifferent industries, especially from process and fast-moving consumer goods industries

Integrated capacitated lot sizing and scheduling problems in a flexible flow line

The lot sizing and scheduling problem in a Flexible Flow Line (FFL) has extensive real-world applications in many industries. An FFL consists of several production stages in series with parallel machines at each stage. The decisions to be taken are the determination of production quantities (lots), machine assignments and production sequences (schedules) on each machine at each stage in an FFL. Lot sizing and scheduling problems are closely interrelated. Solving them separately and then coordinating their interdependencies is often ineffective. However due to their complexity, there is a lack of mathematical modelling and solution procedures in the literature to combine and jointly solve them. Up to now most research has been focused on combining lotsizing and scheduling for the single machine configuration, and research on other configurations like FFL is sparse. This thesis presents several mathematical models with practical assumptions and appropriate algorithms, along with experimental test problems, for simultaneously lotsizing and scheduling in FFL. This problem, called the ‘General Lot sizing and Scheduling Problem in a Flexible Flow Line’ (GLSP-FFL). The objective is to satisfy varying demand over a finite planning horizon with minimal inventory, backorder and production setup costs. The problem is complex as any product can be processed on any machine, but these have different processing rates and sequence-dependent setup times & costs. As a result, even finding a feasible solution of large problems in reasonable time is impossible. Therefore the heuristic solution procedure named Adaptive Simulated Annealing (ASA), with four well-designed initial solutions, is designed to solve GLSP-FFL. A further original contribution of this study is to design linear mixed-integer programming (MILP) formulations for this problem, incorporating all necessary features of setup carryovers, setup overlapping, non-triangular setup while allowing multiple lot production per periods, lot splitting and sequencing through ATSP-adaption based on a variety of subtour elimination.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

순서의존적 작업준비가 있는 생산계획 문제에 대한 정수 최적화 및 근사 동적 계획법 기반 해법

학위논문(박사) -- 서울대학교대학원 : 공과대학 산업공학과, 2022. 8. 이경식.Lot-sizing and scheduling problem, an integration of the two important decision making problems in the production planning phase of a supply chain, determines both the production amounts and sequences of multiple items within a given planning horizon to meet the time-varying demand with minimum cost. Along with the growing importance of coordinated decision making in the supply chain, this integrated problem has attracted increasing attention from both industrial and academic communities. However, despite vibrant research over the recent decades, the problem is still hard to be solved due to its inherent theoretical complexity as well as the evolving complexity of the real-world industrial environments and the corresponding manufacturing processes. Furthermore, when the setup activity occurs in a sequence-dependent manner, it is known that the problem becomes considerably more difficult. This dissertation aims to propose integer optimization and approximate dynamic programming approaches for solving the lot-sizing and scheduling problem with sequence-dependent setups. Firstly, to enhance the knowledge of the structure of the problem which is strongly NP-hard, we consider a single-period substructure of the problem. By analyzing the polyhedron defined by the substructure, we derive new families of facet-defining inequalities which are separable in polynomial time via solving maximum flow problems. Through the computational experiments, these inequalities are demonstrated to provide much tighter lower bounds than the existing ones. Then, using these results, we provide new integer optimization models which can incorporate various extensions of the lot-sizing and scheduling problem such as setup crossover and carryover naturally. The proposed models provide tighter linear programming relaxation bounds than standard models. This leads to the development of an efficient linear programming-based heuristic algorithm which provides a primal feasible solution quickly. Finally, we devise an approximate dynamic programming algorithm. The proposed algorithm incorporates the value function approximation approach which makes use of both the tight lower bound obtained from the linear programming relaxation and the upper bound acquired from the linear programming-based heuristic algorithm. The results of computational experiments indicate that the proposed algorithm has advantages over the existing approaches.공급망의 생산 계획 단계에서의 주요한 두 가지 단기 의사결정 문제인 Lot-sizing 문제와 Scheduling 문제가 통합된 문제인 Lot-sizing and scheduling problem (LSP)은 계획대상기간 동안 주어진 복수의 제품에 대한 수요를 최소의 비용으로 만족시키기 위한 단위 기간 별 최적의 생산량 및 생산 순서를 결정한다. 공급망 내의 다양한 요소에 대한 통합적 의사 결정의 중요성이 커짐에 따라 LSP에 대한 관심 역시 산업계와 학계 모두에서 지속적으로 증가하였다. 그러나 최근 수십 년에 걸친 활발한 연구에도 불구하고, 문제 자체가 내포하는 이론적 복잡성 및 실제 산업 환경과 제조 공정의 고도화/복잡화 등으로 인해 LSP를 해결하는 것은 여전히 어려운 문제로 남아있다. 특히 순서의존적 작업준비가 있는 경우 문제가 더욱 어려워진다는 것이 잘 알려져 있다. 본 논문에서는 순서의존적 작업준비가 있는 LSP를 해결하기 위한 정수 최적화 및 근사 동적 계획법 기반의 해법을 제안한다. 먼저, 이론적으로 강성 NP-hard에 속한다는 사실이 잘 알려진 LSP의 근본 구조에 대한 이해를 높이기 위하여 단일 기간만을 고려하는 부분구조에 대해 다룬다. 단일 기간 부분구조에 의해 정의되는 다면체에 대한 이론적 분석을 통해 새로운 유효 부등식 군을 도출하고 해당 유효 부등식들이 극대면(facet)을 정의할 조건에 대해 밝힌다. 또한, 도출된 유효 부등식들이 다항시간 내에 분리 가능함을 보이고, 최대흐름문제를 활용한 다항시간 분리 알고리듬을 고안한다. 실험 결과를 통해 제안한 유효 부등식들이 모형의 선형계획 하한강도를 높이는 데 큰 영향을 줌을 확인한다. 또한 해당 부등식들이 모두 추가된 모형과 이론적으로 동일한 하한을 제공하는 확장 수리모형(extended formulation)을 도출한다. 이를 활용하여, 실제 산업에서 발생하는 LSP에서 종종 고려하는 주요한 추가 요소들을 다룰 수 있는 새로운 수리 모형을 제안하며 해당 모형이 기존의 모형에 비해 더욱 강한 선형계획 하한을 제공함을 보인다. 이 모형을 바탕으로 빠른 시간 내에 가능해를 찾을 수 있는 선형계획 기반 휴리스틱 알고리듬을 개발한다. 마지막으로 해당 문제에 대한 근사 동적 계획법 알고리듬을 제안한다. 제안하는 알고리듬은 가치함수 근사 기법을 활용하며 특정 상태의 가치를 근사하기 위해 해당 상태에서의 근사함수의 상한 및 하한을 활용한다. 이 때, 좋은 상한 및 하한값을 구하기 위해 제안된 모형의 선형계획 완화문제와 선형계획 기반 휴리스틱 알고리듬을 사용한다. 실험 결과를 통해 제안한 알고리듬이 기존의 방법들과 비교하여 우수한 성능을 보임을 확인한다.Abstract i Contents iii List of Tables vii List of Figures ix Chapter 1 Introduction 1 1.1 Backgrounds 1 1.2 Integrated Lot-sizing and Scheduling Problem 6 1.3 Literature Review 9 1.3.1 Optimization Models for LSP 9 1.3.2 Recent Works on LSP 14 1.4 Research Objectives and Contributions 16 1.5 Outline of the Dissertation 19 Chapter 2 Polyhedral Study on Single-period Substructure of Lot-sizing and Scheduling Problem with Sequence-dependent Setups 21 2.1 Introduction 22 2.2 Literature Review 27 2.3 Single-period Substructure 30 2.3.1 Assumptions 31 2.3.2 Basic Polyhedral Properties 32 2.4 New Valid Inequalities 37 2.4.1 S-STAR Inequality 37 2.4.2 Separation of S-STAR Inequality 42 2.4.3 U-STAR Inequality 47 2.4.4 Separation of U-STAR Inequality 49 2.4.5 General Representation of the Inequalities 52 2.5 Extended Formulations 55 2.5.1 Single-commodity Flow Formulations 55 2.5.2 Multi-commodity Flow Formulations 58 2.5.3 Time-ow Formulations 59 2.6 Computational Experiments 63 2.6.1 Experiment Settings 63 2.6.2 Experiment Results on Single-period Instances 65 2.6.3 Experiment Results on Multi-period Instances 69 2.7 Summary 73 Chapter 3 New Optimization Models for Lot-sizing and Scheduling Problem with Sequence-dependent Setups, Crossover, and Carryover 75 3.1 Introduction 76 3.2 Literature Review 78 3.3 Integer Optimization Models 80 3.3.1 Standard Model (ST) 82 3.3.2 Time-ow Model (TF) 84 3.3.3 Comparison of (ST) and (TF) 89 3.3.4 Facility Location Reformulation 101 3.4 LP-based Naive Fixing Heuristic Algorithm 104 3.5 Computational Experiments 108 3.5.1 Test Instances 108 3.5.2 LP Bound 109 3.5.3 Computational Performance with MIP Solver 111 3.5.4 Performance of LPNF Algorithm 113 3.6 Summary 115 Chapter 4 Approximate Dynamic Programming Algorithm for Lot-sizing and Scheduling Problem with Sequence-dependent Setups 117 4.1 Introduction 118 4.1.1 Markov Decision Process 118 4.1.2 Approximate Dynamic Programming Algorithms 121 4.2 Markov Decision Process Reformulation 124 4.3 Approximate Dynamic Programming Algorithm 127 4.4 Computational Experiments 131 4.4.1 Comparison with (TF-FL) Model 131 4.4.2 Comparison with Big Bucket Model 134 4.5 Summary 138 Chapter 5 Conclusion 139 5.1 Summary and Contributions 139 5.2 Future Research Directions 141 Bibliography 145 Appendix A Pattern-based Formulation in Chapter 2 159 Appendix B Detailed Test Results in Chapter 2 163 Appendix C Detailed Test Results in Chapter 3 169 국문초록 173박

Production lot sizing and scheduling with non-triangular sequence-dependent setup times

[NB some mathematical symbols in this abstract may not be correctly reproduced - please check the full text.] This article considers a production lot sizing and scheduling problem with sequence dependent setup times that are not triangular. Consider, for example, a product p that contaminates some other product r unless either a decontamination occurs as part of a substantial setup time stpr or there is a third product q that can absorb p’s contamination. When setup times are triangular then stpr ≤ stpq + stqr and there is always an optimal lot sequence with at most one lot (AM1L) per product per period. However, product q’s ability to absorb p’s contamination presents a shortcut opportunity and could result in shorter non-triangular setup times such that stpr > stpq +stqr. This implies that it can sometimes be optimal for a shortcut product such as q to be produced in more than one lot within the same period, breaking the AM1L assumption in much research. This article formulates and explains a new optimal model that not only permits multiple lots (ML) per product per period, but also prohibits subtours using a polynomial number of constraints rather than an exponential number. Computational tests demonstrate the effectiveness of the ML model, even in the presence of just one decontaminating shortcut product, and its fast speed of solution compared to the equivalent AM1L model

A review of discrete-time optimization models for tactical production planning

This is an Accepted Manuscript of an article published in International Journal of Production Research on 27 Mar 2014, available online: http://doi.org/10.1080/00207543.2014.899721[EN] This study presents a review of optimization models for tactical production planning. The objective of this research is to identify streams and future research directions in this field based on the different classification criteria proposed. The major findings indicate that: (1) the most popular production-planning area is master production scheduling with a big-bucket time-type period; (2) most of the considered limited resources correspond to productive resources and, to a lesser extent, to inventory capacities; (3) the consideration of backlogs, set-up times, parallel machines, overtime capacities and network-type multisite configuration stand out in terms of extensions; (4) the most widely used modelling approach is linear/integer/mixed integer linear programming solved with exact algorithms, such as branch-and-bound, in commercial MIP solvers; (5) CPLEX, C and its variants and Lindo/Lingo are the most popular development tools among solvers, programming languages and modelling languages, respectively; (6) most works perform numerical experiments with random created instances, while a small number of works were validated by real-world data from industrial firms, of which the most popular are sawmills, wood and furniture, automobile and semiconductors and electronic devices.This study has been funded by the Universitat Politècnica de València projects: ‘Material Requirement Planning Fourth Generation (MRPIV)’ (Ref. PAID-05-12) and ‘Quantitative Models for the Design of Socially Responsible Supply Chains under Uncertainty Conditions. Application of Solution Strategies based on Hybrid Metaheuristics’ (PAID-06-12).Díaz-Madroñero Boluda, FM.; Mula, J.; Peidro Payá, D. (2014). A review of discrete-time optimization models for tactical production planning. International Journal of Production Research. 52(17):5171-5205. doi:10.1080/00207543.2014.899721S51715205521