New Integer Optimization Models and an Approximate Dynamic Programming Algorithm for the Lot-sizing and Scheduling Problem with Sequence-dependent Setups

Author(s):  
Younsoo Lee ◽  
Kyungsik Lee
2005 ◽  
Vol 25 (3) ◽  
pp. 479-492 ◽  
Author(s):  
Franklina Maria Bragion de Toledo ◽  
André Luís Shiguemoto

In this paper, a case study is carried out concerning the lot-sizing problem involving a single item production planning in several production centers that do not present capacity constraints. Demand can be met with backlogging or not. This problem results from simplifying practical problems, such as the material requirement planning (MRP) system and also lot-sizing problems with multiple items and limited production capacity. First we propose an efficient implementation of a forward dynamic programming algorithm for problems with one single production center. Although this does not reduce its complexity, it has shown to be rather effective, according to computational tests. Next, we studied the problem with a production environment composed of several production centers. For this problem two algorithms are implemented, the first one is an extension of the dynamic programming algorithm for one production center and the second one is an efficient implementation of the first algorithm. Their efficiency are shown by computational testing of the algorithms and proposals for future research are presented.


Mathematics ◽  
2019 ◽  
Vol 7 (3) ◽  
pp. 301 ◽  
Author(s):  
Evgeny Gafarov ◽  
Frank Werner

In this paper, we consider a two-machine job-shop scheduling problem of minimizing total completion time subject to n jobs with two operations and equal processing times on each machine. This problem occurs e.g., as a single-track railway scheduling problem with three stations and constant travel times between any two adjacent stations. We present a polynomial dynamic programming algorithm of the complexity O ( n 5 ) and a heuristic procedure of the complexity O ( n 3 ) . This settles the complexity status of the problem under consideration which was open before and extends earlier work for the two-station single-track railway scheduling problem. We also present computational results of the comparison of both algorithms. For the 30,000 instances with up to 30 jobs considered, the average relative error of the heuristic is less than 1 % . In our tests, the practical running time of the dynamic programming algorithm was even bounded by O ( n 4 ) .


2018 ◽  
Vol 189 ◽  
pp. 06002
Author(s):  
Dandan Zhang ◽  
Canrong Zhang

The capacitated lot-sizing and scheduling problem with sequence-dependent setup time and carryover setup state is a challenge problem in the semiconductor assembly and test manufacturing. For the problem, a new mixed integer programming model is proposed, followed by exploring its relative efficiency in obtaining optimal solutions and linearly relaxed optimal solutions. On account of the sequence-dependent setup time and the carryover of setup states, a per-machine Danzig Wolfe decomposition is proposed. We then build a statistical estimation model to describe correlation between the optimal solutions and two lower bounds including the linear relaxation solutions, and the pricing sub-problem solutions of Danzig Wolfe decomposition, which gives insight on the optimal values about information regarding whether or not the setup variables in the optimal solution take the value of 1, and the information is further used in the branch and select procedure. Numerical experiments are conducted to test the performance of the algorithm.


2012 ◽  
Vol 2012 ◽  
pp. 1-21 ◽  
Author(s):  
Yuli Zhang ◽  
Shiji Song ◽  
Cheng Wu ◽  
Wenjun Yin

The stochastic uncapacitated lot-sizing problems with incremental quantity discount have been studied in this paper. First, a multistage stochastic mixed integer model is established by the scenario analysis approach and an equivalent reformulation is obtained through proper relaxation under the decreasing unit order price assumption. The proposed reformulation allows us to extend the production-path property to this framework, and furthermore we provide a more accurate characterization of the optimal solution. Then, a backward dynamic programming algorithm is developed to obtain the optimal solution and considering its exponential computation complexity in term of time stages, we design a new rolling horizon heuristic based on the proposed property. Comparisons with the commercial solver CPLEX and other heuristics indicate better performance of our proposed algorithms in both quality of solution and run time.


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