Reformulações para o problema integrado de dimensionamento e sequenciamento da produção

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Integrated pulp and paper mill planning and scheduling

This article describes a real-world production planning and scheduling problem occurring at an integrated pulp and paper mill (P&P) which manufactures paper for cardboard out of produced pulp. During the cooking of wood chips in the digester, two by-products are produced: the pulp itself (virgin fibers) and the waste stream known as black liquor. The former is then mixed with recycled fibers and processed in a paper machine. Here, due to significant sequence-dependent setups in paper type changeovers, sizing and sequencing of lots have to be made simultaneously in order to efficiently use capacity. The latter is converted into electrical energy using a set of evaporators, recovery boilers and counter-pressure turbines. The planning challenge is then to synchronize the material flow as it moves through the pulp and paper mills, and energy plant, maximizing customer demand (as backlogging is allowed), and minimizing operation costs. Due to the intensive capital feature of P&P, the output of the digester must be maximized. As the production bottleneck is not fixed, to tackle this problem we propose a new model that integrates the critical production units associated to the pulp and paper mills, and energy plant for the first time. Simple stochastic mixed integer programming based local search heuristics are developed to obtain good feasible solutions for the problem. The benefits of integrating the three stages are discussed. The proposed approaches are tested on real-world data. Our work may help P&P companies to increase their competitiveness and reactiveness in dealing with demand pattern oscillations. (C) 2012 Elsevier Ltd. All rights reserved.

Asynchronous teams for joint lot-sizing and scheduling problem in flow shops

The integrated production scheduling and lot-sizing problem in a flow shop environment consists of establishing production lot sizes and allocating machines to process them within a planning horizon in a production line with machines arranged in series. The problem considers that demands must be met without backlogging, the capacity of the machines must be respected, and machine setups are sequence-dependent and preserved between periods of the planning horizon. The objective is to determine a production schedule to minimise the setup, production and inventory costs. A mathematical model from the literature is presented, as well as procedures for obtaining feasible solutions. However, some of the procedures have difficulty in obtaining feasible solutions for large-sized problem instances. In addition, we address the problem using different versions of the Asynchronous Team (A-Team) approach. The procedures were compared with literature heuristics based on Mixed Integer Programming. The proposed A-Team procedures outperformed the literature heuristics, especially for large instances. The developed methodologies and the results obtained are presented.

Accelerating benders decomposition with heuristicmaster problem solutions

In this paper, a general scheme for generating extra cuts during the execution of a Benders decomposition algorithm is presented. These cuts are based on feasible and infeasible master problem solutions generated by means of a heuristic. This article includes general guidelines and a case study with a fixed charge network design problem. Computational tests with instances of this problem show the efficiency of the strategy. The most important aspect of the proposed ideas is their generality, which allows them to be used in virtually any Benders decomposition implementation.

Bootstrap confidence intervals for industrial recurrent event data

Industrial recurrent event data where an event of interest can be observed more than once in a single sample unit are presented in several areas, such as engineering, manufacturing and industrial reliability. Such type of data provide information about the number of events, time to their occurrence and also their costs. Nelson (1995) presents a methodology to obtain asymptotic confidence intervals for the cost and the number of cumulative recurrent events. Although this is a standard procedure, it can not perform well in some situations, in particular when the sample size available is small. In this context, computer-intensive methods such as bootstrap can be used to construct confidence intervals. In this paper, we propose a technique based on the bootstrap method to have interval estimates for the cost and the number of cumulative events. One of the advantages of the proposed methodology is the possibility for its application in several areas and its easy computational implementation. In addition, it can be a better alternative than asymptotic-based methods to calculate confidence intervals, according to some Monte Carlo simulations. An example from the engineering area illustrates the methodology.

An analysis of Taguchi's on-line quality monitoring procedure for variables based on the results of a sequence of inspections

In this paper, a procedure for the on-line process control of variables is proposed. This procedure consists of inspecting the m-th item from every m produced items and deciding, at each inspection, whether the process is out-of-control. Two sets of limits, warning (µ0 ± W) and control (µ0 ± C), are used. If the value of the monitored statistic falls beyond the control limits or if a sequence of h observations falls between the warning limits and the control limits, the production is stopped for adjustment; otherwise, production goes on. The properties of an ergodic Markov chain are used to obtain an expression for the average cost per item. The parameters (the sampling interval m, the widths of the warning, the control limits W and C(W < C), and the sequence length (h) are optimized by minimizing the cost function. A numerical example illustrates the proposed procedure.

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

A new method for decision making in multi-objective optimization problems

Many engineering sectors are challenged by multi-objective optimization problems. Even if the idea behind these problems is simple and well established, the implementation of any procedure to solve them is not a trivial task. The use of evolutionary algorithms to find candidate solutions is widespread. Usually they supply a discrete picture of the non-dominated solutions, a Pareto set. Although it is very interesting to know the non-dominated solutions, an additional criterion is needed to select one solution to be deployed. To better support the design process, this paper presents a new method of solving non-linear multi-objective optimization problems by adding a control function that will guide the optimization process over the Pareto set that does not need to be found explicitly. The proposed methodology differs from the classical methods that combine the objective functions in a single scale, and is based on a unique run of non-linear single-objective optimizers.

Heuristics for minimizing the maximum within-clusters distance

The clustering problem consists in finding patterns in a data set in order to divide it into clusters with high within-cluster similarity. This paper presents the study of a problem, here called MMD problem, which aims at finding a clustering with a predefined number of clusters that minimizes the largest within-cluster distance (diameter) among all clusters. There are two main objectives in this paper: to propose heuristics for the MMD and to evaluate the suitability of the best proposed heuristic results according to the real classification of some data sets. Regarding the first objective, the results obtained in the experiments indicate a good performance of the best proposed heuristic that outperformed the Complete Linkage algorithm (the most used method from the literature for this problem). Nevertheless, regarding the suitability of the results according to the real classification of the data sets, the proposed heuristic achieved better quality results than C-Means algorithm, but worse than Complete Linkage.

Multiobjective engineering design optimization problems: a sensitivity analysis approach

This paper proposes two new approaches for the sensitivity analysis of multiobjective design optimization problems whose performance functions are highly susceptible to small variations in the design variables and/or design environment parameters. In both methods, the less sensitive design alternatives are preferred over others during the multiobjective optimization process. While taking the first approach, the designer chooses the design variable and/or parameter that causes uncertainties. The designer then associates a robustness index with each design alternative and adds each index as an objective function in the optimization problem. For the second approach, the designer must know, a priori, the interval of variation in the design variables or in the design environment parameters, because the designer will be accepting the interval of variation in the objective functions. The second method does not require any law of probability distribution of uncontrollable variations. Finally, the authors give two illustrative examples to highlight the contributions of the paper.

Coordenação da entrega de ajuda a vítimas de desastre: uma abordagem multicritério com pensamento focado em valor.

Este trabalho trata da logística envolvida em operações de resposta a desastres, com foco na entrega final de suprimentos destinados a ajudar vítimas. Seu propósito é investigar os objetivos pertinentes ao planejamento do transporte da carga e encontrar uma metodologia para definir estratégia que sirva à tomada de decisão em campo. Para tanto, primeiramente identifica-se os objetivos adotados em modelos de Pesquisa Operacional para a tarefa em questão, através da análise de conteúdo das publicações pertinentes. Então, a abordagem do Pensamento Focado em Valores é utilizada para estruturar o problema. Finalmente, o método Simple Multi-Attribute Rating Technique Exploiting Ranks (SMARTER) é empregado na construção de um modelo de Análise da Decisão Multicritério (ADM), com consulta a um profissional experiente da área humanitária e aproveitando a análise da literatura previamente realizada. Neste processo, são elaboradas e avaliadas seis alternativas para a tomada de decisão condizentes com os valores da comunidade humanitária. Os resultados obtidos mostram que existe incompatibilidade entre os critérios de desempenho identificados nas publicações existentes e os objetivos perseguidos pelo Tomador da Decisão (TD) real. De acordo com o modelo construído, o atendimento de prioridades e a manutenção da sustentabilidade da operação são os objetivos que devem ser levados em conta para planejar a entrega de carga em pós-desastre, sendo que o custo e a equidade da distribuição não devem ser considerados. Conclui-se que o método adotado é útil à definição destes critérios e também ao desenvolvimento de estratégias que resultem em distribuições de ajuda melhores, aos olhos do próprio TD. Desta forma, ressalta-se que este trabalho contribui à área da Logística Humanitária com a investigação dos objetivos, assim como ao campo da ADM pela formalização dos processos de elaboração de alternativas, além da adição de mais uma aplicação possível ao repertório do método SMARTER.

Modelo de decisão multicritério para seleções interciclo das universidades novas: estudo na Universidade Federal do Rio Grande do Norte

The discussions wherein develop proposals for university reform in Brazil include, among other things, the conception of the university titled "New University", whose structural origin comes from the bill of higher education reform and unification of the foundations of education European upper (Bologna process). At its core, the Bologna process has imposed a series of transformations, among which, the promotion of mobility, as a stimulus to interinstitutional cooperation to enable an better and bigger qualification of the students. Nevertheless, what we see is that this point is one of the main points made flawed by Brazilian institutions that have adopted this model of higher education. An example is the Bachelor of Science and Technology - BC&T, Federal University of Rio Grande do Norte - UFRN, where there are problems of the internal order, represented by the problem of the reusing of the disciplines, such also of external order, in cases of transfers interinstitutional. Because of this, and knowing that this is a typical problem in which multiple criteria are involved, the aim of this study is to propose a multicriteria model for selection of interciclo of the BC&T of the UFRN which addresses the issue of mobility. For this, this study was of exploratory and study case nature, use as tools of data collection, the bibliographic and documentary research, as well as semi-structured interviews. For the elaboration of the model, were used the five phases most commonly used in the modeling of problems in operational research in a sample of 91 students of BC&T. As a result, we obtained a model that addresses the issue of internal and external mobility of the school and that, moreover, was also more robust and fair than the current model of BC&T and also what is used in other courses of the UFRN, taking into consideration the expected results by the decision makers

Modelo de decisão multicritério para seleções interciclo das universidades novas: estudo na Universidade Federal do Rio Grande do Norte

The discussions wherein develop proposals for university reform in Brazil include, among other things, the conception of the university titled "New University", whose structural origin comes from the bill of higher education reform and unification of the foundations of education European upper (Bologna process). At its core, the Bologna process has imposed a series of transformations, among which, the promotion of mobility, as a stimulus to interinstitutional cooperation to enable an better and bigger qualification of the students. Nevertheless, what we see is that this point is one of the main points made flawed by Brazilian institutions that have adopted this model of higher education. An example is the Bachelor of Science and Technology - BC&T, Federal University of Rio Grande do Norte - UFRN, where there are problems of the internal order, represented by the problem of the reusing of the disciplines, such also of external order, in cases of transfers interinstitutional. Because of this, and knowing that this is a typical problem in which multiple criteria are involved, the aim of this study is to propose a multicriteria model for selection of interciclo of the BC&T of the UFRN which addresses the issue of mobility. For this, this study was of exploratory and study case nature, use as tools of data collection, the bibliographic and documentary research, as well as semi-structured interviews. For the elaboration of the model, were used the five phases most commonly used in the modeling of problems in operational research in a sample of 91 students of BC&T. As a result, we obtained a model that addresses the issue of internal and external mobility of the school and that, moreover, was also more robust and fair than the current model of BC&T and also what is used in other courses of the UFRN, taking into consideration the expected results by the decision makers

Estudo de eventos amparado em métricas contábeis: detectando performance operacional anormal em firmas brasileiras

O estudo de eventos amparado em métricas contábeis pode ser considerado como aquele que investiga se os retornos anormais no mercado acionário possuem uma contrapartida no lado real, ou seja, se a performance operacional da firma sofreu modificação decorrente de um determinado evento econômico. O presente estudo tem como foco as escolhas que um pesquisador deve fazer na hora da modelagem de um estudo de evento amparado em métricas contábeis, tais como: que medida de performance utilizar, que modelo de expectativa de performance operacional servirá como benchmark, e que teste estatístico poderia detectar com mais eficiência as anormalidades. Um exemplo de estudo que testa empiricamente, nos EUA, o efeito das escolhas acima nas especificações e poder dos testes estatísticos é o de Barber e Lyon (1996). O presente trabalho pretende testar empiricamente os modelos, analisados por esses autores, nas empresas brasileiras. Para tal, foram extraídas da base de dados da Economática todas as empresas listadas na Bolsa de Valores de São Paulo BOVESPA, com dados contábeis disponíveis para os anos de 2004 a 2010, sendo que foram objeto de análise os anos de 2005 a 2010. Obtiveram-se dados para 605 empresas, e uma média de 1606 observações por métrica contábil. Foram testadas 6 medidas contábeis de performance operacional e 13 modelos de expectativa de desempenho. Para atingir o objetivo, a pesquisa foi dividida em três fases. Fase I Elaboração dos Modelos de Expectativa e formação dos Grupos de Controle; Fase II Teste do Poder explicativo dos Modelos de Expectativa; Fase III Testes para Detectar Performance Operacional Anormal. Para o caso brasileiro, pode-se dizer que a melhor medida para detectar performances operacionais anormais é o ROA2 (Ebitda/Ativo Total), já que foi a que apresentou mais modelos que atenderam a todos os testes estabelecidos, em todas as fases da pesquisa. Quanto ao benchmark, o melhor apontado pelos resultados foi o filtro indústria, classificação Economática. O modelo de desempenho defasado da firma, também apresentou resultados satisfatórios. Por fim, o teste estatístico mais apropriado para detectar performances operacionais anormais é o de Wilcoxon.