MIP-based fix-and-optimise algorithms for the parallel machine capacitated lot-sizing and scheduling problem

This paper examines the capacitated lot-sizing and scheduling problem (CLSP) with sequence-dependent setup times, time windows, machine eligibility and preference constraints. Such a problem frequently arises in the semiconductor manufacturing industry by which this paper is motivated. A mixed integer programming (MIP) model is constructed for the problem. Two MIP-based fix-and-optimise algorithms are proposed in which the binary decision variables associated with the assignment of machines are first fixed using the randomised least flexible machine (RLFM) rule and the rest of the decision variables are settled by an MIP solver. Extensive experiments show that the proposed algorithms outperform the state-of-the-art MIP-based fix-and-optimise algorithms in the literature, especially for instances with high machine flexibility and high demand variation.     

A heuristic approach for a multi-product capacitated lot-sizing problem with pricing

We address a multi-product capacitated lot-sizing problem with pricing. The objective is to maximise profit. The problem extends the multi-product capacitated lot-sizing problem (CLSP) found in the literature to include price as a decision variable, demand as a function of price, setup time, and more general holding costs. We present a heuristic procedure that can be used to solve large problem instances quickly with good solution quality. The results of computational testing are presented.     

A Markovian approach for multi-level multi-product multi-period capacitated lot-sizing problem with uncertainty in levels

This paper considers a multi-level, multi-item, multi-period capacitated lot-sizing problem with sequence-dependent family set-up times, set-up carry over and uncertainty in levels due to uncertainty in inspection, rework and scrap. In this study, we, first, determined total processing time for each product of each family. Then, expected number of times associated with visiting each level of each product as well as amount of raw materials are calculated. We developed a mixed integer linear programming model with a numerical example and sensitivity analysis.     

MIP-based heuristics for lotsizing in capacitated pure flow shop with sequence-dependent setups

Lotsizing in capacitated pure flow shop with sequence-dependent setups has been considered in this paper. An exact formulation of the problem is provided as a mixed-integer program. It is well known that the capacitated lotsizing and scheduling problem (CLSP) is NP-hard. The introduction of serially arranged machines and sequence-dependent setups makes the problem even more complicated. Five MIP-based heuristics based on iterative procedures are provided. The first three heuristics are based on the original model but to solve non-small instances of problem, the last two heuristics are based on permutation flow shop problem which ignores the majority of combinations. To test the accuracy of heuristics, two lower bounds are developed and compared against the optimal solution. The trade-offs between solution quality and computational times of heuristics are also provided.     

Capacitated lot-sizing problem with production carry-over and set-up splitting: mathematical models

This work proposes mathematical models (MMs) for the capacitated lot-sizing problem with production carry-over and set-up splitting, which can handle two scenarios, namely (1) situation/scenario where the set-up costs and holding costs are product dependent and time independent, and with no backorders or lost sales, and (2) situation where the set-up costs and holding costs are product dependent and time dependent, and with no backorders or lost sales. Previously, in an existing study the authors had developed a MM for the same problem and situation where the set-up costs and holding costs are product dependent and time independent, i.e. our Scenario 1. We compare our proposed models with the model in the existing study that appears to be incorrect.     

Multi-objective production scheduling with controllable processing times and sequence-dependent setups for deteriorating items

The production scheduling problem is to find simultaneously the lot sizes and their sequence over a finite set of planning periods. This paper studies a single-stage production scheduling problem subject to controllable process times and sequence-dependent setups for deteriorating items. The paper formulates the problem by minimising two objectives of total costs and total variations in production volumes simultaneously. The problem is modelled and analysed as a mixed integer nonlinear program. Since it is proved that the problem is NP-hard, a problem-specific heuristic is proposed to generate a set of Pareto-optimal solutions. The heuristic is investigated analytically and experimentally. Computational experiences of running the heuristic and non-dominated sorting genetic algorithm-I over a set of randomly generated test problems are reported. The heuristic possesses at least 56.5% (in the worst case) and at most 94.7% (in the best case) of total global Pareto-optimal solutions in ordinary-size instances.     

Dynamic order acceptance and scheduling problem with sequence-dependent setup time

This paper studies the order acceptance and scheduling problem under a single machine environment when the orders come stochastically during the planning horizon and a sequence-dependent setup time is required between the processing of different types of orders. The objective is to maximise the expected revenue subject to the due date constraints. The problem is formulated as a stochastic dynamic programming model. A rule based on the opportunity cost of the remaining system capacity for the current system state is proposed to make the order acceptance decisions. The remaining system capacity is estimated by a heuristic which generates a good schedule for the accepted orders. Its opportunity cost is estimated by both mathematical programme and greedy heuristic. Computational experiments show that the profit generated by the integrated dynamic programming decision model is much higher than the widely used first-come-first-accept policy in industries and the benefit increases with the length of planning horizon, the arrival rate and the length of lead time. Acceptance decision based on mathematical programming outperforms greedy heuristic by about 7% and its computational time is short. It also shows that the quality of the solutions generated by the opportunity cost based order acceptance rule is satisfactory.     

A comparison of mixed integer programming formulations of the capacitated lot-sizing problem

We propose a novel mixed integer programming formulation for the capacitated lot-sizing problem with set-up times and set-up carryover. We compare our formulation to two earlier formulations, the Classical and Modified formulations, and a more recent formulation due to Suerie and Stadtler. Extensive computational experiments show that our formulation consistently outperforms the Classical and Modified formulations in terms of CPU time and solution quality. It is competitive with the Suerie–Stadtler (S&S) formulation, but outperforms all other formulations on the most challenging instances, those with low-capacity slack and a dense jobs matrix. We show that some of the differences in the performance of these various formulations arise from their different use of binary variables to represent production or set-up states. We also show that the LP relaxation of our Novel formulation provides a tighter lower bound than that of the Modified formulation. Our experiments demonstrate that, while the S&S formulation provides a much tighter LP bound, the Novel formulation is better able to exploit the intelligence of the CPLEX solution engine.     

Equivalence of the LP relaxations of two strong formulations for the capacitated lot-sizing problem with setup times

The multi-item Capacitated Lot-Sizing Problem (CLSP) has been widely studied in the literature due to its relevance to practice, such as its application in constructing a master production schedule. The problem becomes more realistic with the incorporation of setup times since they may use up significant amounts of the available resource capacity. In this paper, we present a proof to show the linear equivalence of the Shortest Path (SP) formulation and the Transportation Problem (TP) formulation for CLSP with setup costs and times. Our proof is based on a linear transformation from TP to SP and vice versa. In our proof, we explicitly consider the case when there is no demand for an item in a period, a case that is frequently observed in the real world and in test problems in the literature. The equivalence result in this paper has an impact on the choice of model formulation and the development of solution procedures.     

Parallel machine scheduling problem with ready times,due times and sequence-dependent setup times using meta-heuristic algorithms

This article considers a parallel machine scheduling problem with ready times, due times and sequence-dependent setup times. The objective of this problem is to determine the allocation policy of jobs and the scheduling policy of machines to minimize the weighted sum of setup times, delay times and tardy times. A mathematical model for optimal solution is derived. An in-depth analysis of the model shows that it is very complicated and difficult to obtain optimal solutions as the problem size becomes large. Therefore, two meta-heuristics, genetic algorithm (GA) and a new population-based evolutionary meta-heuristic called self-evolution algorithm (SEA), are proposed. The performances of the meta-heuristic algorithms are evaluated through comparison with optimal solutions using several randomly generated examples.     

Fuzzy bi-objective formulation for a parallel machine scheduling problem with machine eligibility restrictions and sequence-dependent setup times

In this paper, a fuzzy bi-objective mixed-integer linear programming (FBOMILP) model is presented. FBOMILP encompasses the minimisation workload imbalance and total tardiness simultaneously as a bi-objective formulation for an unrelated parallel machine scheduling problem. To make the proposed model more practical, sequence-dependent setup times, machine eligibility restrictions and release dates are also considered. Moreover, the inherent uncertainty of processing times, release dates, setup times and due dates are taken into account and modelled by fuzzy numbers. In order to solve the model for small-scale problems, a two-stage fuzzy approach is proposed. Nevertheless, since the problem belongs to the class of NP-hard problems, the proposed model is solved by two meta-heuristic algorithms, namely fuzzy multi-objective particle swarm optimisation (FMOPSO) and fuzzy non-dominated sorting genetic algorithm (FNSGA-II) for solving large-scale instances. Subsequently, through setting up various numerical examples, the performances of the two mentioned algorithms are compared. When α?=?0.5 (α is a level of risk-taking and when it increases the decision-maker’s risk-taking decreases), FNSGA-II is fairly more effective than FMOPSO and has better performance especially in solving large-sized problems. However, when α rises, it can be stated that FMOPSO moderately becomes more appropriate. Finally, directions for future studies are suggested and conclusion remarks are drawn.     

Computationally efficient neuro-dynamic programming approximation method for the capacitated re-entrant line scheduling problem

This paper presents a computationally efficient neuro-dynamic programming approximation method for the capacitated re-entrant line scheduling problem by reducing the number of feature functions. The method is based on a statistical assessment of the significance of the various feature functions. This assessment can be made by combining the weighted principal components with a thresholding algorithm. The efficacy of the new feature functions selected is tested by numerical experiments. The results indicate that the feature selection method presented here can extract a small number of significant features with the potential capability of providing a compact representation of the target value function in a neuro-dynamic programming framework. Moreover, the linear parametric architecture considered holds considerable promise as a way to provide effective and computationally efficient approximations for an optimal scheduling policy that consistently outperforms the heuristics typically employed.     

Mathematical model and solution algorithms for selective disassembly sequencing with multiple target components and sequence-dependent setups

This study considers selective disassembly sequencing under the sequential disassembly environment in which one component is obtained at each disassembly operation. The problem is to determine the sequence of disassembly operations to obtain multiple target components of a used or end-of-life product for the purpose of repair, reuse, remanufacturing, disposal, etc. In particular, we consider sequence-dependent setups in which setup costs depend on the disassembly operation just completed and on the operation to be processed. The problem is represented as a disassembly precedence graph and then a new integer programming model is suggested for the objective of minimising the total disassembly cost. After it is proved that the problem is NP-hard, we suggest two types of heuristics: (1) branch and fathoming algorithm for small-to-medium-sized instances; and (2) priority-rule-based algorithm for large-sized instances. A series of computational experiments, i.e., effectiveness of the new integer programming model and performances of the two heuristic types, were done on various test instances, and the results are reported. In addition, to show the applicability of the mathematical model and the solution algorithms, a case study is reported on an end-of-life electronic calculator.     

Minimising total tardiness for the identical parallel machine scheduling problem with splitting jobs and sequence-dependent setup times

This paper focuses on an identical parallel machine scheduling problem with minimising total tardiness of jobs. There are two major issues involved in this scheduling problem; (1) jobs which can be split into multiple sub-jobs for being processed on parallel machines independently and (2) sequence-dependent setup times between the jobs with different part types. We present a novel mathematical model with meta-heuristic approaches to solve the problem. We propose two encoding schemes for meta-heuristic solutions and three decoding methods for obtaining a schedule from the meta-heuristic solutions. Six different simulated annealing algorithms and genetic algorithms, respectively, are developed with six combinations of two encoding schemes and three decoding methods. Computational experiments are performed to find the best combination from those encoding schemes and decoding methods. Our findings show that the suggested algorithm provides not only better solution quality, but also less computation time required than the commercial optimisation solvers.     

Machine scheduling in the presence of sequence-dependent setup times and a rate-modifying activity

Rate modifying activity (RM) is a type of maintenance after which the processing rate of the machine increases. RM is a very new topic in academic studies. However, it is very common in real world situations. In this paper, we study the integrated problem of assigning a common due-date to all jobs, scheduling the jobs and making decisions about the position of RM in a single machine environment in which the setup times are sequence dependent. The objective is minimising the summation of earliness costs, tardiness costs and due date related costs. This problem has never been studied in the literature with any arbitrary criterion. We construct a time-dependent travelling salesman problem (TDTSP) formulation for this problem. The position of the optimal common due date and some dominance properties for the position of RM are presented. A branch and bound (B&B) procedure is developed to solve the problem optimally. Numerical results justify the effectiveness of the B&B method for small problems. For larger problems, two robust metaheuristics are proposed.     

An improved multi-objective evolutionary algorithm based on decomposition for energy-efficient permutation flow shop scheduling problem with sequence-dependent setup time

With the increasing attention on environment issues, green scheduling in manufacturing industry has been a hot research topic. As a typical scheduling problem, permutation flow shop scheduling has gained deep research, but the practical case that considers both setup and transportation times still has rare research. This paper addresses the energy-efficient permutation flow shop scheduling problem with sequence-dependent setup time to minimise both makespan as economic objective and energy consumption as green objective. The mathematical model of the problem is formulated. To solve such a bi-objective problem effectively, an improved multi-objective evolutionary algorithm based on decomposition is proposed. With decomposition strategy, the problem is decomposed into several sub-problems. In each generation, a dynamic strategy is designed to mate the solutions corresponding to the sub-problems. After analysing the properties of the problem, two heuristics to generate new solutions with smaller total setup times are proposed for designing local intensification to improve exploitation ability. Computational tests are carried out by using the instances both from a real-world manufacturing enterprise and generated randomly with larger sizes. The comparisons show that dynamic mating strategy and local intensification are effective in improving performances and the proposed algorithm is more effective than the existing algorithms.     

Studying the impact of sequence-dependent set-up times in integrated process planning and scheduling with E-ACO heuristic

In job-shop scheduling, the importance of set-up issues is well known and has been considered in many solution approaches. However, in integrated process planning and scheduling (IPPS) involving flexible process plans, the set-up times are often ignored, or absorbed into processing times in IPPS domain, with the purpose to reduce the complexity. This is based on the assumption that set-up times are sequence-independent, or short enough to be ignored compared to processing times. However, it is not uncommon to encounter sequence-dependent set-up times (SDSTs) in practical production. This paper conducts a detailed investigation on the impact of SDSTs on the practical performance of the schedule: a comparative study is made for different cases where set-up times are (1) separately considered, (2) absorbed into processing times, or (3) totally ignored. An enhanced version of ant colony optimisation (E-ACO) algorithm is used to solve the IPPS problem, with the objective to minimise the total makespan. The following four types of set-up issues are considered: part loading/unloading, fixture preparation, tool switching and material transportation. Situations with various set-up time lengths have been studied and compared. A special case of IPPS problem involving a large number of identical jobs has been specifically studied and discussed. The results have shown that, set-up times should be carefully dealt with under different circumstances.     

Iterated greedy algorithms to minimize the total family flow time for job-shop scheduling with job families and sequence-dependent set-ups

This study addresses a variant of job-shop scheduling in which jobs are grouped into job families, but they are processed individually. The problem can be found in various industrial systems, especially in reprocessing shops of remanufacturing systems. If the reprocessing shop is a job-shop type and has the component-matching requirements, it can be regarded as a job shop with job families since the components of a product constitute a job family. In particular, sequence-dependent set-ups in which set-up time depends on the job just completed and the next job to be processed are also considered. The objective is to minimize the total family flow time, i.e. the maximum among the completion times of the jobs within a job family. A mixed-integer programming model is developed and two iterated greedy algorithms with different local search methods are proposed. Computational experiments were conducted on modified benchmark instances and the results are reported.