A hierarchical approach to multi-project planning under uncertainty

We survey several viewpoints on the management of the planning complexity of multi-project organisations under uncertainty. A positioning framework is proposed to distinguish between different types of project-driven organisations, which is meant to aid project management in the choice between the various existing planning approaches. We discuss the current state of the art of hierarchical planning approaches both for traditional manufacturing and for project environments. We introduce a generic hierarchical project planning and control framework that serves to position planning methods for multi-project planning under uncertainty. We discuss multiple techniques for dealing with the uncertainty inherent to the different hierarchical stages in a multi-project organisation. In the last part of this paper we discuss two cases from practice and we relate these practical cases to the positioning framework that is put forward in the paper

A rolling horizon optimization framework for the simultaneous energy supply and demand planning in microgrids

This work focuses on the development of optimization-based scheduling strategies for the coordination of microgrids. The main novelty of this work is the simultaneous management of energy production and energy demand within a reactive scheduling approach to deal with the presence of uncertainty associated to production and consumption. Delays in the nominal energy demands are allowed under associated penalty costs to tackle flexible and fluctuating demand profiles. In this study, the basic microgrid structure consists of renewable energy systems (photovoltaic panels, wind turbines) and energy storage units. Consequently, a Mixed Integer Linear Programming (MILP) formulation is presented and used within a rolling horizon scheme that periodically updates input data information

Affine arithmetic-based methodology for energy hub operation-scheduling in the presence of data uncertainty

In this study, the role of self-validated computing for solving the energy hub-scheduling problem in the presence of multiple and heterogeneous sources of data uncertainties is explored and a new solution paradigm based on affine arithmetic is conceptualised. The benefits deriving from the application of this methodology are analysed in details, and several numerical results are presented and discussed

Collector Managed Inventory, A Proactive Planning Approach to the Collection of Liquids coming from End-of-life Vehicles

In this article we introduce Collector Managed Inventory (CMI) as the reverse logistics counter part of Vendor Managed Inventory (VMI).The collection company takes responsibility for the inventories of cores or materials to be recycled.Experience in forward supply chain management has shown the potential of VMI by bringing the coordination of transportation and inventory decisions to the same supply chain entity.Using information technology called telemetry, we are able to monitor inventory levels at distance.We introduce a proactive planning methodology based on two types of collection orders: must- and can-orders.Every collection period all must-orders have to be collected, while canorders are only collected if they can be combined beneficially with the must-orders.The routing problem is solved by a combination of route generation and set partitioning.The system is illustrated in a real-life case study for Auto Recycling Nederland on the collection of liquids coming from end-oflife vehicles, such as coolant and oil.In several scenarios the old reactive approach is compared to the proactive approach resulting in cost savings up to about 19%.supply;logistics;vehicle routine;distribution;information technology;inventory

Proactive management of uncertainty to improve scheduling robustness in proces industries

Dinamisme, capacitat de resposta i flexibilitat són característiques essencials en el desenvolupament de la societat actual. Les noves tendències de globalització i els avenços en tecnologies de la informació i comunicació fan que s'evolucioni en un entorn altament dinàmic i incert. La incertesa present en tot procés esdevé un factor crític a l'hora de prendre decisions, així com un repte altament reconegut en l'àrea d'Enginyeria de Sistemes de Procés (PSE). En el context de programació de les operacions, els models de suport a la decisió proposats fins ara, així com també software comercial de planificació i programació d'operacions avançada, es basen generalment en dades estimades, assumint implícitament que el programa d'operacions s'executarà sense desviacions. La reacció davant els efectes de la incertesa en temps d'execució és una pràctica habitual, però no sempre resulta efectiva o factible. L'alternativa és considerar la incertesa de forma proactiva, és a dir, en el moment de prendre decisions, explotant el coneixement disponible en el propi sistema de modelització.Davant aquesta situació es plantegen les següents preguntes: què s'entén per incertesa? Com es pot considerar la incertesa en el problema de programació d'operacions? Què s'entén per robustesa i flexibilitat d'un programa d'operacions? Com es pot millorar aquesta robustesa? Quins beneficis comporta? Aquesta tesi respon a aquestes preguntes en el marc d'anàlisis operacionals en l'àrea de PSE. La incertesa es considera no de la forma reactiva tradicional, sinó amb el desenvolupament de sistemes proactius de suport a la decisió amb l'objectiu d'identificar programes d'operació robustos que serveixin com a referència pel nivell inferior de control de planta, així com també per altres centres en un entorn de cadenes de subministrament. Aquest treball de recerca estableix les bases per formalitzar el concepte de robustesa d'un programa d'operacions de forma sistemàtica. Segons aquest formalisme, els temps d'operació i les ruptures d'equip són considerats inicialment com a principals fonts d'incertesa presents a nivell de programació de la producció. El problema es modelitza mitjançant programació estocàstica, desenvolupant-se finalment un entorn d'optimització basat en simulació que captura les múltiples fonts d'incertesa, així com també estratègies de programació d'operacions reactiva, de forma proactiva. La metodologia desenvolupada en el context de programació de la producció s'estén posteriorment per incloure les operacions de transport en sistemes de múltiples entitats i incertesa en els temps de distribució. Amb aquesta perspectiva més àmplia del nivell d'operació s'estudia la coordinació de les activitats de producció i transport, fins ara centrada en nivells estratègic o tàctic. L'estudi final considera l'efecte de la incertesa en la demanda en les decisions de programació de la producció a curt termini. El problema s'analitza des del punt de vista de gestió del risc, i s'avaluen diferents mesures per controlar l'eficiència del sistema en un entorn incert.En general, la tesi posa de manifest els avantatges en reconèixer i modelitzar la incertesa, amb la identificació de programes d'operació robustos capaços d'adaptar-se a un ampli rang de situacions possibles, enlloc de programes d'operació òptims per un escenari hipotètic. La metodologia proposada a nivell d'operació es pot considerar com un pas inicial per estendre's a nivells de decisió estratègics i tàctics. Alhora, la visió proactiva del problema permet reduir el buit existent entre la teoria i la pràctica industrial, i resulta en un major coneixement del procés, visibilitat per planificar activitats futures, així com també millora l'efectivitat de les tècniques reactives i de tot el sistema en general, característiques altament desitjables per mantenir-se actiu davant la globalitat, competitivitat i dinàmica que envolten un procés.Dynamism, responsiveness, and flexibility are essential features in the development of the current society. Globalization trends and fast advances in communication and information technologies make all evolve in a highly dynamic and uncertain environment. The uncertainty involved in a process system becomes a critical problem in decision making, as well as a recognized challenge in the area of Process Systems Engineering (PSE). In the context of scheduling, decision-support models developed up to this point, as well as commercial advanced planning and scheduling systems, rely generally on estimated input information, implicitly assuming that a schedule will be executed without deviations. The reaction to the effects of the uncertainty at execution time becomes a common practice, but it is not always effective or even possible. The alternative is to address the uncertainty proactively, i.e., at the time of reasoning, exploiting the available knowledge in the modeling procedure itself. In view of this situation, the following questions arise: what do we understand for uncertainty? How can uncertainty be considered within scheduling modeling systems? What is understood for schedule robustness and flexibility? How can schedule robustness be improved? What are the benefits? This thesis answers these questions in the context of operational analysis in PSE. Uncertainty is managed not from the traditional reactive viewpoint, but with the development of proactive decision-support systems aimed at identifying robust schedules that serve as a useful guidance for the lower control level, as well as for dependent entities in a supply chain environment. A basis to formalize the concept of schedule robustness is established. Based on this formalism, variable operation times and equipment breakdowns are first considered as the main uncertainties in short-term production scheduling. The problem is initially modeled using stochastic programming, and a simulation-based stochastic optimization framework is finally developed, which captures the multiple sources of uncertainty, as well as rescheduling strategies, proactively. The procedure-oriented system developed in the context of production scheduling is next extended to involve transport scheduling in multi-site systems with uncertain travel times. With this broader operational perspective, the coordination of production and transport activities, considered so far mainly in strategic and tactical analysis, is assessed. The final research point focuses on the effect of demands uncertainty in short-term scheduling decisions. The problem is analyzed from a risk management viewpoint, and alternative measures are assessed and compared to control the performance of the system in the uncertain environment.Overall, this research work reveals the advantages of recognizing and modeling uncertainty, with the identification of more robust schedules able to adapt to a wide range of possible situations, rather than optimal schedules for a hypothetical scenario. The management of uncertainty proposed from an operational perspective can be considered as a first step towards its extension to tactical and strategic levels of decision. The proactive perspective of the problem results in a more realistic view of the process system, and it is a promising way to reduce the gap between theory and industrial practices. Besides, it provides valuable insight on the process, visibility for future activities, as well as it improves the efficiency of reactive techniques and of the overall system, all highly desirable features to remain alive in the global, competitive, and dynamic process environment

Optimal management of bio-based energy supply chains under parametric uncertainty through a data-driven decision-support framework

This paper addresses the optimal management of a multi-objective bio-based energy supply chain network subjected to multiple sources of uncertainty. The complexity to obtain an optimal solution using traditional uncertainty management methods dramatically increases with the number of uncertain factors considered. Such a complexity produces that, if tractable, the problem is solved after a large computational effort. Therefore, in this work a data-driven decision-making framework is proposed to address this issue. Such a framework exploits machine learning techniques to efficiently approximate the optimal management decisions considering a set of uncertain parameters that continuously influence the process behavior as an input. A design of computer experiments technique is used in order to combine these parameters and produce a matrix of representative information. These data are used to optimize the deterministic multi-objective bio-based energy network problem through conventional optimization methods, leading to a detailed (but elementary) map of the optimal management decisions based on the uncertain parameters. Afterwards, the detailed data-driven relations are described/identified using an Ordinary Kriging meta-model. The result exhibits a very high accuracy of the parametric meta-models for predicting the optimal decision variables in comparison with the traditional stochastic approach. Besides, and more importantly, a dramatic reduction of the computational effort required to obtain these optimal values in response to the change of the uncertain parameters is achieved. Thus the use of the proposed data-driven decision tool promotes a time-effective optimal decision making, which represents a step forward to use data-driven strategy in large-scale/complex industrial problems.Peer ReviewedPostprint (published version

A greedy heuristic approach for the project scheduling with labour allocation problem

Responding to the growing need of generating a robust project scheduling, in this article we present a greedy algorithm to generate the project baseline schedule. The robustness achieved by integrating two dimensions of the human resources flexibilities. The first is the operators’ polyvalence, i.e. each operator has one or more secondary skill(s) beside his principal one, his mastering level being characterized by a factor we call “efficiency”. The second refers to the working time modulation, i.e. the workers have a flexible time-table that may vary on a daily or weekly basis respecting annualized working strategy. Moreover, the activity processing time is a non-increasing function of the number of workforce allocated to create it, also of their heterogynous working efficiencies. This modelling approach has led to a nonlinear optimization model with mixed variables. We present: the problem under study, the greedy algorithm used to solve it, and then results in comparison with those of the genetic algorithms

A general framework integrating techniques for scheduling under uncertainty

Ces dernières années, de nombreux travaux de recherche ont porté sur la planification de tâches et l'ordonnancement sous incertitudes. Ce domaine de recherche comprend un large choix de modèles, techniques de résolution et systèmes, et il est difficile de les comparer car les terminologies existantes sont incomplètes. Nous avons cependant identifié des familles d'approches générales qui peuvent être utilisées pour structurer la littérature suivant trois axes perpendiculaires. Cette nouvelle structuration de l'état de l'art est basée sur la façon dont les décisions sont prises. De plus, nous proposons un modèle de génération et d'exécution pour ordonnancer sous incertitudes qui met en oeuvre ces trois familles d'approches. Ce modèle est un automate qui se développe lorsque l'ordonnancement courant n'est plus exécutable ou lorsque des conditions particulières sont vérifiées. Le troisième volet de cette thèse concerne l'étude expérimentale que nous avons menée. Au-dessus de ILOG Solver et Scheduler nous avons implémenté un prototype logiciel en C++, directement instancié de notre modèle de génération et d'exécution. Nous présentons de nouveaux problèmes d'ordonnancement probabilistes et une approche par satisfaction de contraintes combinée avec de la simulation pour les résoudre. ABSTRACT : For last years, a number of research investigations on task planning and scheduling under uncertainty have been conducted. This research domain comprises a large number of models, resolution techniques, and systems, and it is difficult to compare them since the existing terminologies are incomplete. However, we identified general families of approaches that can be used to structure the literature given three perpendicular axes. This new classification of the state of the art is based on the way decisions are taken. In addition, we propose a generation and execution model for scheduling under uncertainty that combines these three families of approaches. This model is an automaton that develops when the current schedule is no longer executable or when some particular conditions are met. The third part of this thesis concerns our experimental study. On top of ILOG Solver and Scheduler, we implemented a software prototype in C++ directly instantiated from our generation and execution model. We present new probabilistic scheduling problems and a constraintbased approach combined with simulation to solve some instances thereof

An Improved Robust Optimization Approach for Scheduling Under Uncertainty

In practice, the uncertainty in processing time data frequently affects the feasibility of optimal solution of the nominal production scheduling problem. Using the unit-specific event-based continuous time model for scheduling, we develop a novel multi-stage robust approach with corrective action to ensure robust feasibility of the worst case solution while reducing the conservatism arising from traditional robust optimization approaches. We quantify the probability of constraint satisfaction by using a priori and a posteriori probabilistic bounds for known and unknown uncertainty distributions, consequently, improving the objective value for a given risk scenario. Computational experiments on several examples were carried out to measure the effectiveness of the proposed method. For a given constraint satisfaction probability, the proposed method improves the objective value compared to the traditional robust optimization approaches