Comparison between deterministic and meta-heuristic methods applied to ancillary services dispatch

This paper proposes two meta-heuristics (Genetic Algorithm and Evolutionary Particle Swarm Optimization) for solving a 15 bid-based case of Ancillary Services Dispatch in an Electricity Market. A Linear Programming approach is also included for comparison purposes. A test case based on the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is used to demonstrate that the use of meta-heuristics is suitable for solving this kind of optimization problem. Faster execution times and lower computational resources requirements are the most relevant advantages of the used meta-heuristics when compared with the Linear Programming approach.

ILS-ESP An efficient, simple, and parameter-free algorithm for solving the permutation flow-shop problem

From a managerial point of view, the more effcient, simple, and parameter-free (ESP) an algorithm is, the more likely it will be used in practice for solving real-life problems. Following this principle, an ESP algorithm for solving the Permutation Flowshop Sequencing Problem (PFSP) is proposed in this article. Using an Iterated Local Search (ILS) framework, the so-called ILS-ESP algorithm is able to compete in performance with other well-known ILS-based approaches, which are considered among the most effcient algorithms for the PFSP. However, while other similar approaches still employ several parameters that can affect their performance if not properly chosen, our algorithm does not require any particular fine-tuning process since it uses basic "common sense" rules for the local search, perturbation, and acceptance criterion stages of the ILS metaheuristic. Our approach defines a new operator for the ILS perturbation process, a new acceptance criterion based on extremely simple and transparent rules, and a biased randomization process of the initial solution to randomly generate different alternative initial solutions of similar quality -which is attained by applying a biased randomization to a classical PFSP heuristic. This diversification of the initial solution aims at avoiding poorly designed starting points and, thus, allows the methodology to take advantage of current trends in parallel and distributed computing. A set of extensive tests, based on literature benchmarks, has been carried out in order to validate our algorithm and compare it against other approaches. These tests show that our parameter-free algorithm is able to compete with state-of-the-art metaheuristics for the PFSP. Also, the experiments show that, when using parallel computing, it is possible to improve the top ILS-based metaheuristic by just incorporating to it our biased randomization process with a high-quality pseudo-random number generator.

Optimised search heuristic combining valid inequalities and tabu search

This paper presents an Optimised Search Heuristic that combines a tabu search method with the verification of violated valid inequalities. The solution delivered by the tabu search is partially destroyed by a randomised greedy procedure, and then the valid inequalities are used to guide the reconstruction of a complete solution. An application of the new method to the Job-Shop Scheduling problem is presented.

Adaptive approach heuristics for the generalized assignment problem

The Generalized Assignment Problem consists in assigning a setof tasks to a set of agents with minimum cost. Each agent hasa limited amount of a single resource and each task must beassigned to one and only one agent, requiring a certain amountof the resource of the agent. We present new metaheuristics forthe generalized assignment problem based on hybrid approaches.One metaheuristic is a MAX-MIN Ant System (MMAS), an improvedversion of the Ant System, which was recently proposed byStutzle and Hoos to combinatorial optimization problems, and itcan be seen has an adaptive sampling algorithm that takes inconsideration the experience gathered in earlier iterations ofthe algorithm. Moreover, the latter heuristic is combined withlocal search and tabu search heuristics to improve the search.A greedy randomized adaptive search heuristic (GRASP) is alsoproposed. Several neighborhoods are studied, including one basedon ejection chains that produces good moves withoutincreasing the computational effort. We present computationalresults of the comparative performance, followed by concludingremarks and ideas on future research in generalized assignmentrelated problems.

Production Flow Analysis - cases from manufacturing and service industry

Production flow analysis (PFA) is a well-established methodology used for transforming traditional functional layout into product-oriented layout. The method uses part routings to find natural clusters of workstations forming production cells able to complete parts and components swiftly with simplified material flow. Once implemented, the scheduling system is based on period batch control aiming to establish fixed planning, production and delivery cycles for the whole production unit. PFA is traditionally applied to job-shops with functional layouts, and after reorganization within groups lead times reduce, quality improves and motivation among personnel improves. Several papers have documented this, yet no research has studied its application to service operations management. This paper aims to show that PFA can well be applied not only to job-shop and assembly operations, but also to back-office and service processes with real cases. The cases clearly show that PFA reduces non-value adding operations, introduces flow by evening out bottlenecks and diminishes process variability, all of which contribute to efficient operations management.

Tuotannonsuunnittelu- ja -ohjausprosessin kehittäminen konepajayrityksessä

Tehdyssä kirjallisuus- ja teoriakatsauksessa vuosien 2006 - 2010 välisenä aikana, Keski-Suomessa toimivan konepajateollisuuden järjestelmätoimittajayrityksen toimeksiannosta, pyrittiin muodostamaan kokonaiskuva laajasta tuotannonsuunnittelun ja -ohjauksen aihealueesta. Perustutkimuskysymykset liittyivät ns. MPC-systeemiin, jolla tarkoitetaan sitä, että tuotannonsuunnittelu- ja ohjauskysymyksissä on huomioitava aina henkilöiden, organisaation, teknologioiden ja prosessien muodostama kokonaisuus. Operatiivisen johtamisen tehtävänä on yrityksen tuotteita koskevan kysynnän ja tarjonnan tasapainottaminen niin, että resursseja käytettäisiin ja tarvittaisiin mahdollisimman vähän vastattaessa kysyntään asiakasvaatimukset huomioiden. Tuotantostrategian pohjalta on voitava rakentaa MPC-systeemi, jonka avulla ja jota kehittäen tuotanto saavuttaisi sille asetetut suorituskykytavoitteet mm. kustannusten, laadun, nopeuden, luotettavuuden sekä tuottavuuskehityksen osalta. Työssä tarkasteltiin yleisen kolmitasoisen viitekehyksen kautta ”perinteisistä MPC-systeemien perusratkaisuista” hierarkkisia, suunnittelu- ja laskentaintensiiviä, MRP-pohjaisia sekä yksinkertaistamiseen ja nopeuteen perustuvia JIT/Lean -menetelmiä. Tämä viitekehys käsittää: 1) kysynnän- ja resurssien hallinnan, 2) yksityiskohtaisemman kapasiteetin ja materiaalien hallinnan sekä 3) tarkemman tuotannon ja hankintojen ohjauksen sekä tuotannon lattiatason osa-alueet. Johtamisen ja MPC-systeemien kehittämisen ”uusina aaltoina ja näkökulmina” raportissa käsiteltiin myös johtamisen eri koulukuntia sekä em. viitekehyksen pohjalta tarvittavia tietojärjestelmiä. Olennaisimpana johtopäätöksenä todettiin, että MRP-pohjaisten ratkaisujen lisäksi, etenkin monimutkaisia tuotteita tilausohjautuvasti valmistavien kappaletavarateollisuuden yritysten, on mahdollisesti hyödynnettävä myös kehittyneempiä suunnittelu- ja ohjausjärjestelmiä. Lisäksi huomattiin, että ”perinteisten strategioiden” rinnalle yritysten on nostettava myös tieto- ja viestintäteknologiastrategiat. On tärkeää ymmärtää, että täydellistä MPC-systeemiä ei ole vielä keksitty: jokaisen yrityksen tehtäväksi ja vastuulle jää ”oman totuutensa” muodostaminen ja systeeminsä rakentaminen sen pohjalta.

Tuotannonohjausjärjestelmän kehittäminen PK-yrityksessä

Työn tarkoitus on kehittää pk-konepajayrityksen tuotannonohjausta ja toteuttaa tuotannonohjausjärjestelmän hallittu käyttöönotto. Tavoitteena on parantaa yrityksen kapasiteetin hallintaa ja toimitusaikapitävyyttä sekä kehittää tuotannon päivittäisohjausta ja koordinointia. Työssä on sovellettu prosessijohtamisen kuvausmenetelmiä ja prosessin kehittämistyökaluja tuotannonohjausprosessin kehittämiseen ja tuotannonohjausjärjestelmän käyttöönottoon. Lisäksi työssä on lähdekirjallisuuden avulla tutkittu eri tuotannonohjausperiaatteiden soveltuvuutta asiakasohjautuvaan joustavaan konepajatuotantoon. Työ on toteutettu kvalitatiivisena toimintatutkimuksena. Tuotannonohjausjärjestelmän käyttöönoton avulla on mahdollista kehittää tuotannon kapasiteetin ohjausta ja tuotannonkoordinaatiota. Tämä kuitenkin edellyttää tuotannonohjausprosessin kuvaamista sekä ohjaukseen osallistuvien henkilöiden roolien ja vastuiden selkeää määrittelyä. Erityisen kriittistä on saada koko organisaatio suhtautumaan muutokseen positiivisesti.

Solution Methods for Service Network Design with Resource Management Consideration

La gestion des ressources, équipements, équipes de travail, et autres, devrait être prise en compte lors de la conception de tout plan réalisable pour le problème de conception de réseaux de services. Cependant, les travaux de recherche portant sur la gestion des ressources et la conception de réseaux de services restent limités. La présente thèse a pour objectif de combler cette lacune en faisant l’examen de problèmes de conception de réseaux de services prenant en compte la gestion des ressources. Pour ce faire, cette thèse se décline en trois études portant sur la conception de réseaux. La première étude considère le problème de capacitated multi-commodity fixed cost network design with design-balance constraints(DBCMND). La structure multi-produits avec capacité sur les arcs du DBCMND, de même que ses contraintes design-balance, font qu’il apparaît comme sous-problème dans de nombreux problèmes reliés à la conception de réseaux de services, d’où l’intérêt d’étudier le DBCMND dans le contexte de cette thèse. Nous proposons une nouvelle approche pour résoudre ce problème combinant la recherche tabou, la recomposition de chemin, et une procédure d’intensification de la recherche dans une région particulière de l’espace de solutions. Dans un premier temps la recherche tabou identifie de bonnes solutions réalisables. Ensuite la recomposition de chemin est utilisée pour augmenter le nombre de solutions réalisables. Les solutions trouvées par ces deux méta-heuristiques permettent d’identifier un sous-ensemble d’arcs qui ont de bonnes chances d’avoir un statut ouvert ou fermé dans une solution optimale. Le statut de ces arcs est alors fixé selon la valeur qui prédomine dans les solutions trouvées préalablement. Enfin, nous utilisons la puissance d’un solveur de programmation mixte en nombres entiers pour intensifier la recherche sur le problème restreint par le statut fixé ouvert/fermé de certains arcs. Les tests montrent que cette approche est capable de trouver de bonnes solutions aux problèmes de grandes tailles dans des temps raisonnables. Cette recherche est publiée dans la revue scientifique Journal of heuristics. La deuxième étude introduit la gestion des ressources au niveau de la conception de réseaux de services en prenant en compte explicitement le nombre fini de véhicules utilisés à chaque terminal pour le transport de produits. Une approche de solution faisant appel au slope-scaling, la génération de colonnes et des heuristiques basées sur une formulation en cycles est ainsi proposée. La génération de colonnes résout une relaxation linéaire du problème de conception de réseaux, générant des colonnes qui sont ensuite utilisées par le slope-scaling. Le slope-scaling résout une approximation linéaire du problème de conception de réseaux, d’où l’utilisation d’une heuristique pour convertir les solutions obtenues par le slope-scaling en solutions réalisables pour le problème original. L’algorithme se termine avec une procédure de perturbation qui améliore les solutions réalisables. Les tests montrent que l’algorithme proposé est capable de trouver de bonnes solutions au problème de conception de réseaux de services avec un nombre fixe des ressources à chaque terminal. Les résultats de cette recherche seront publiés dans la revue scientifique Transportation Science. La troisième étude élargie nos considérations sur la gestion des ressources en prenant en compte l’achat ou la location de nouvelles ressources de même que le repositionnement de ressources existantes. Nous faisons les hypothèses suivantes: une unité de ressource est nécessaire pour faire fonctionner un service, chaque ressource doit retourner à son terminal d’origine, il existe un nombre fixe de ressources à chaque terminal, et la longueur du circuit des ressources est limitée. Nous considérons les alternatives suivantes dans la gestion des ressources: 1) repositionnement de ressources entre les terminaux pour tenir compte des changements de la demande, 2) achat et/ou location de nouvelles ressources et leur distribution à différents terminaux, 3) externalisation de certains services. Nous présentons une formulation intégrée combinant les décisions reliées à la gestion des ressources avec les décisions reliées à la conception des réseaux de services. Nous présentons également une méthode de résolution matheuristique combinant le slope-scaling et la génération de colonnes. Nous discutons des performances de cette méthode de résolution, et nous faisons une analyse de l’impact de différentes décisions de gestion des ressources dans le contexte de la conception de réseaux de services. Cette étude sera présentée au XII International Symposium On Locational Decision, en conjonction avec XXI Meeting of EURO Working Group on Locational Analysis, Naples/Capri (Italy), 2014. En résumé, trois études différentes sont considérées dans la présente thèse. La première porte sur une nouvelle méthode de solution pour le "capacitated multi-commodity fixed cost network design with design-balance constraints". Nous y proposons une matheuristique comprenant la recherche tabou, la recomposition de chemin, et l’optimisation exacte. Dans la deuxième étude, nous présentons un nouveau modèle de conception de réseaux de services prenant en compte un nombre fini de ressources à chaque terminal. Nous y proposons une matheuristique avancée basée sur la formulation en cycles comprenant le slope-scaling, la génération de colonnes, des heuristiques et l’optimisation exacte. Enfin, nous étudions l’allocation des ressources dans la conception de réseaux de services en introduisant des formulations qui modèlent le repositionnement, l’acquisition et la location de ressources, et l’externalisation de certains services. À cet égard, un cadre de solution slope-scaling développé à partir d’une formulation en cycles est proposé. Ce dernier comporte la génération de colonnes et une heuristique. Les méthodes proposées dans ces trois études ont montré leur capacité à trouver de bonnes solutions.

Simple heuristics for the assembly line worker assignment and balancing problem

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Otimização de problemas multimodais usando meta-heurísticas evolutivas

Pós-graduação em Engenharia Elétrica - FEIS

Meta-heurísticas para o problema de planejamento de expansão da rede de transmissão de energia elétrica considerando restrições de segurança

Pós-graduação em Engenharia Elétrica - FEIS

Simple heuristics for the assembly line worker assignment and balancing problem

We propose simple heuristics for the assembly line worker assignment and balancing problem. This problem typically occurs in assembly lines in sheltered work centers for the disabled. Different from the well-known simple assembly line balancing problem, the task execution times vary according to the assigned worker. We develop a constructive heuristic framework based on task and worker priority rules defining the order in which the tasks and workers should be assigned to the workstations. We present a number of such rules and compare their performance across three possible uses: as a stand-alone method, as an initial solution generator for meta-heuristics, and as a decoder for a hybrid genetic algorithm. Our results show that the heuristics are fast, they obtain good results as a stand-alone method and are efficient when used as a initial solution generator or as a solution decoder within more elaborate approaches.

Analysing the complexity of the model-based decision making processes within the industrial management context

PURPOSE The decision-making process plays a key role in organizations. Every decision-making process produces a final choice that may or may not prompt action. Recurrently, decision makers find themselves in the dichotomous question of following a traditional sequence decision-making process where the output of a decision is used as the input of the next stage of the decision, or following a joint decision-making approach where several decisions are taken simultaneously. The implication of the decision-making process will impact different players of the organization. The choice of the decision- making approach becomes difficult to find, even with the current literature and practitioners’ knowledge. The pursuit of better ways for making decisions has been a common goal for academics and practitioners. Management scientists use different techniques and approaches to improve different types of decisions. The purpose of this decision is to use the available resources as well as possible (data and techniques) to achieve the objectives of the organization. The developing and applying of models and concepts may be helpful to solve managerial problems faced every day in different companies. As a result of this research different decision models are presented to contribute to the body of knowledge of management science. The first models are focused on the manufacturing industry and the second part of the models on the health care industry. Despite these models being case specific, they serve the purpose of exemplifying that different approaches to the problems and could provide interesting results. Unfortunately, there is no universal recipe that could be applied to all the problems. Furthermore, the same model could deliver good results with certain data and bad results for other data. A framework to analyse the data before selecting the model to be used is presented and tested in the models developed to exemplify the ideas. METHODOLOGY As the first step of the research a systematic literature review on the joint decision is presented, as are the different opinions and suggestions of different scholars. For the next stage of the thesis, the decision-making process of more than 50 companies was analysed in companies from different sectors in the production planning area at the Job Shop level. The data was obtained using surveys and face-to-face interviews. The following part of the research into the decision-making process was held in two application fields that are highly relevant for our society; manufacturing and health care. The first step was to study the interactions and develop a mathematical model for the replenishment of the car assembly where the problem of “Vehicle routing problem and Inventory” were combined. The next step was to add the scheduling or car production (car sequencing) decision and use some metaheuristics such as ant colony and genetic algorithms to measure if the behaviour is kept up with different case size problems. A similar approach is presented in a production of semiconductors and aviation parts, where a hoist has to change from one station to another to deal with the work, and a jobs schedule has to be done. However, for this problem simulation was used for experimentation. In parallel, the scheduling of operating rooms was studied. Surgeries were allocated to surgeons and the scheduling of operating rooms was analysed. The first part of the research was done in a Teaching hospital, and for the second part the interaction of uncertainty was added. Once the previous problem had been analysed a general framework to characterize the instance was built. In the final chapter a general conclusion is presented. FINDINGS AND PRACTICAL IMPLICATIONS The first part of the contributions is an update of the decision-making literature review. Also an analysis of the possible savings resulting from a change in the decision process is made. Then, the results of the survey, which present a lack of consistency between what the managers believe and the reality of the integration of their decisions. In the next stage of the thesis, a contribution to the body of knowledge of the operation research, with the joint solution of the replenishment, sequencing and inventory problem in the assembly line is made, together with a parallel work with the operating rooms scheduling where different solutions approaches are presented. In addition to the contribution of the solving methods, with the use of different techniques, the main contribution is the framework that is proposed to pre-evaluate the problem before thinking of the techniques to solve it. However, there is no straightforward answer as to whether it is better to have joint or sequential solutions. Following the proposed framework with the evaluation of factors such as the flexibility of the answer, the number of actors, and the tightness of the data, give us important hints as to the most suitable direction to take to tackle the problem. RESEARCH LIMITATIONS AND AVENUES FOR FUTURE RESEARCH In the first part of the work it was really complicated to calculate the possible savings of different projects, since in many papers these quantities are not reported or the impact is based on non-quantifiable benefits. The other issue is the confidentiality of many projects where the data cannot be presented. For the car assembly line problem more computational power would allow us to solve bigger instances. For the operation research problem there was a lack of historical data to perform a parallel analysis in the teaching hospital. In order to keep testing the decision framework it is necessary to keep applying more case studies in order to generalize the results and make them more evident and less ambiguous. The health care field offers great opportunities since despite the recent awareness of the need to improve the decision-making process there are many opportunities to improve. Another big difference with the automotive industry is that the last improvements are not spread among all the actors. Therefore, in the future this research will focus more on the collaboration between academia and the health care sector.

Mathematical Optimization for the Train Timetabling Problem

AMS Subj. Classification: 90C57; 90C10;

The order selection and lot sizing problem in the make-to-order environment

This research is motivated by the need for considering lot sizing while accepting customer orders in a make-to-order (MTO) environment, in which each customer order must be delivered by its due date. Job shop is the typical operation model used in an MTO operation, where the production planner must make three concurrent decisions; they are order selection, lot size, and job schedule. These decisions are usually treated separately in the literature and are mostly led to heuristic solutions. The first phase of the study is focused on a formal definition of the problem. Mathematical programming techniques are applied to modeling this problem in terms of its objective, decision variables, and constraints. A commercial solver, CPLEX is applied to solve the resulting mixed-integer linear programming model with small instances to validate the mathematical formulation. The computational result shows it is not practical for solving problems of industrial size, using a commercial solver. The second phase of this study is focused on development of an effective solution approach to this problem of large scale. The proposed solution approach is an iterative process involving three sequential decision steps of order selection, lot sizing, and lot scheduling. A range of simple sequencing rules are identified for each of the three subproblems. Using computer simulation as the tool, an experiment is designed to evaluate their performance against a set of system parameters. For order selection, the proposed weighted most profit rule performs the best. The shifting bottleneck and the earliest operation finish time both are the best scheduling rules. For lot sizing, the proposed minimum cost increase heuristic, based on the Dixon-Silver method performs the best, when the demand-to-capacity ratio at the bottleneck machine is high. The proposed minimum cost heuristic, based on the Wagner-Whitin algorithm is the best lot-sizing heuristic for shops of a low demand-to-capacity ratio. The proposed heuristic is applied to an industrial case to further evaluate its performance. The result shows it can improve an average of total profit by 16.62%. This research contributes to the production planning research community with a complete mathematical definition of the problem and an effective solution approach to solving the problem of industry scale.