On the solution of mathematical programming problems with equilibrium constraints

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.

Um modelo de projeto de layout para ambientes job shop com alta variedade de peças baseado nos conceitos da produção enxuta

Segundo Canem e Williamson (1998), o planejamento do layout é importante, pois normalmente representa os maiores e mais caros recursos da organização. Além disso, a localização e disposição física dos equipamentos no chão de fábrica têm impacto em diversos fatores como nível de estoque em processo, tamanho dos lotes de transferência, dificuldade no gerenciamento das atividades, movimentação de pessoas e produtos, entre outros. Portanto, o estudo de conceitos de arranjo físico e o desenvolvimento de modelos de projeto do layout, que visem a otimização dos recursos de produção, são de vital importância na busca pela melhoria dos sistemas produtivos. Neste contexto, este artigo apresenta um novo modelo de projeto de layout, para ambientes job shop com ampla variedade de peças. O modelo foi desenvolvido durante uma pesquisa de doutorado e foi aplicado em algumas empresas do setor metal mecânico. Os resultados obtidos comprovaram a eficiência do modelo projetado. O objetivo do modelo consiste em conduzir a equipe de projeto de layout a desenvolver alternativas de arranjo físico que estejam em consonância com conceitos e princípios da filosofia de produção enxuta. Vale ressaltar novamente que o modelo foi desenvolvido para ambientes com alta variedade de peças, ambientes esses em que, devido à dificuldade em se projetar o arranjo físico, as empresas terminam por adotar o layout funcional, conceito esse de arranjo físico que apresenta sérios problemas como excesso de transporte, altos níveis de estoques em processo, etc.

Mathematical programming model for heat exchanger design through optimization of partial objectives

Mathematical programming can be used for the optimal design of shell-and-tube heat exchangers (STHEs). This paper proposes a mixed integer non-linear programming (MINLP) model for the design of STHEs, following rigorously the standards of the Tubular Exchanger Manufacturers Association (TEMA). Bell–Delaware Method is used for the shell-side calculations. This approach produces a large and non-convex model that cannot be solved to global optimality with the current state of the art solvers. Notwithstanding, it is proposed to perform a sequential optimization approach of partial objective targets through the division of the problem into sets of related equations that are easier to solve. For each one of these problems a heuristic objective function is selected based on the physical behavior of the problem. The global optimal solution of the original problem cannot be ensured even in the case in which each of the sub-problems is solved to global optimality, but at least a very good solution is always guaranteed. Three cases extracted from the literature were studied. The results showed that in all cases the values obtained using the proposed MINLP model containing multiple objective functions improved the values presented in the literature.

Computers and mathematical programming : proceedings of the Bicentennial Conference on Mathematical Programming held at the National Bureau of Standards, Gaithersburg, Maryland, November 29-December 1, 1976 /

Includes bibliographies.

Design of a genetic algorithm for bi-objective flow shop scheduling problems with re-entrant jobs

This paper presents a simulated genetic algorithm (GA) model of scheduling the flow shop problem with re-entrant jobs. The objective of this research is to minimize the weighted tardiness and makespan. The proposed model considers that the jobs with non-identical due dates are processed on the machines in the same order. Furthermore, the re-entrant jobs are stochastic as only some jobs are required to reenter to the flow shop. The tardiness weight is adjusted once the jobs reenter to the shop. The performance of the proposed GA model is verified by a number of numerical experiments where the data come from the case company. The results show the proposed method has a higher order satisfaction rate than the current industrial practices.

Design and implementation of a web based shop floor control system to maintain schedule feasibility in a dynamic job shop environment

The effective control of production activities in dynamic job shop with predetermined resource allocation for all the jobs entering the system is a unique manufacturing environment, which exists in the manufacturing industry. In this thesis a framework for an Internet based real time shop floor control system for such a dynamic job shop environment is introduced. The system aims to maintain the schedule feasibility of all the jobs entering the manufacturing system under any circumstance. The system is capable of deciding how often the manufacturing activities should be monitored to check for control decisions that need to be taken on the shop floor. The system will provide the decision maker real time notification to enable him to generate feasible alternate solutions in case a disturbance occurs on the shop floor. The control system is also capable of providing the customer with real time access to the status of the jobs on the shop floor. The communication between the controller, the user and the customer is through web based user friendly GUI. The proposed control system architecture and the interface for the communication system have been designed, developed and implemented.

A heuristic algorithm for the two-machine re-entrant shop scheduling

Abstract not available

Two-stage open shop scheduling with a bottleneck machine

Abstract not available

Two-machine open shop scheduling with special transportation times

Abstract not available

Flow shop scheduling problems under machine-dependent precedence constraints

Abstract not available

'Investigating Artificial Immune Systems For Job Shop Rescheduling In Changing Environments'

ABSTRACT Artificial immune system can be used to generate schedules in changing environments and it has been proven to be more robust than schedules developed using a genetic algorithm. Good schedules can be produced especially when the number of the antigens is increased. However, an increase in the range of the antigens had somehow affected the fitness of the immune system. In this research, we are trying to improve the result of the system by rescheduling the same problem using the same method while at the same time maintaining the robustness of the schedules.

Investigating a Hybrid Metaheuristic For Job Shop Rescheduling

Previous research has shown that artificial immune systems can be used to produce robust schedules in a manufacturing environment. The main goal is to develop building blocks (antibodies) of partial schedules that can be used to construct backup solutions (antigens) when disturbances occur during production. The building blocks are created based upon underpinning ideas from artificial immune systems and evolved using a genetic algorithm (Phase I). Each partial schedule (antibody) is assigned a fitness value and the best partial schedules are selected to be converted into complete schedules (antigens). We further investigate whether simulated annealing and the great deluge algorithm can improve the results when hybridised with our artificial immune system (Phase II). We use ten fixed solutions as our target and measure how well we cover these specific scenarios.

'Investigating Artificial Immune Systems For Job Shop Rescheduling In Changing Environments'

ABSTRACT Artificial immune system can be used to generate schedules in changing environments and it has been proven to be more robust than schedules developed using a genetic algorithm. Good schedules can be produced especially when the number of the antigens is increased. However, an increase in the range of the antigens had somehow affected the fitness of the immune system. In this research, we are trying to improve the result of the system by rescheduling the same problem using the same method while at the same time maintaining the robustness of the schedules.