Développement d’un algorithme de branch-and-price-and-cut pour le problème de conception de réseau avec coûts fixes et capacités

De nombreux problèmes en transport et en logistique peuvent être formulés comme des modèles de conception de réseau. Ils requièrent généralement de transporter des produits, des passagers ou encore des données dans un réseau afin de satisfaire une certaine demande tout en minimisant les coûts. Dans ce mémoire, nous nous intéressons au problème de conception de réseau avec coûts fixes et capacités. Ce problème consiste à ouvrir un sous-ensemble des liens dans un réseau afin de satisfaire la demande, tout en respectant les contraintes de capacités sur les liens. L'objectif est de minimiser les coûts fixes associés à l'ouverture des liens et les coûts de transport des produits. Nous présentons une méthode exacte pour résoudre ce problème basée sur des techniques utilisées en programmation linéaire en nombres entiers. Notre méthode est une variante de l'algorithme de branch-and-bound, appelée branch-and-price-and-cut, dans laquelle nous exploitons à la fois la génération de colonnes et de coupes pour la résolution d'instances de grande taille, en particulier, celles ayant un grand nombre de produits. En nous comparant à CPLEX, actuellement l'un des meilleurs logiciels d'optimisation mathématique, notre méthode est compétitive sur les instances de taille moyenne et supérieure sur les instances de grande taille ayant un grand nombre de produits, et ce, même si elle n'utilise qu'un seul type d'inégalités valides.

An approach for solving the lot-sizing problem of a market-driven foundry

Foundries can be found all over Brazil and they are very important to its economy. In 2008, a mixed integer-programming model for small market-driven foundries was published, attempting to minimize delivery delays. We undertook a study of that model. Here, we present a new approach based on the decomposition of the problem into two sub-problems: production planning of alloys and production planning of items. Both sub-problems are solved using a Lagrangian heuristic based on transferences. An important aspect of the proposed heuristic is its ability to take into account a secondary practice objective solution: the furnace waste. Computational tests show that the approach proposed here is able to generate good quality solutions that outperform prior results. Journal of the Operational Research Society (2010) 61, 108-114. doi:10.1057/jors.2008.151

A Lagrangian relaxation approach to a coupled lot-sizing and cutting stock problem

Industrial production processes involving both lot-sizing and cutting stock problems are common in many industrial settings. However, they are usually treated in a separate way, which could lead to costly production plans. In this paper, a coupled mathematical model is formulated and a heuristic method based on Lagrangian relaxation is proposed. Computational results prove its effectiveness. (C) 2009 Elsevier B.V. All rights reserved.

Lot sizing and furnace scheduling in small foundries

A lot sizing and scheduling problem prevalent in small market-driven foundries is studied. There are two related decision levels: (I the furnace scheduling of metal alloy production, and (2) moulding machine planning which specifies the type and size of production lots. A mixed integer programming (MIP) formulation of the problem is proposed, but is impractical to solve in reasonable computing time for non-small instances. As a result, a faster relax-and-fix (RF) approach is developed that can also be used on a rolling horizon basis where only immediate-term schedules are implemented. As well as a MIP method to solve the basic RF approach, three variants of a local search method are also developed and tested using instances based on the literature. Finally, foundry-based tests with a real-order book resulted in a very substantial reduction of delivery delays and finished inventory, better use of capacity, and much faster schedule definition compared to the foundry`s own practice. (c) 2006 Elsevier Ltd. All rights reserved.

Um modelo de otimização inteira mista e heurísticas relax and fix para a programação da produção de fábricas de refrigerantes de pequeno porte

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

Joint rolling-horizon scheduling of materials processing and lot-sizing with sequence-dependent setups

A lot sizing and scheduling problem from a foundry is considered in which key materials are produced and then transformed into many products on a single machine. A mixed integer programming (MIP) model is developed, taking into account sequence-dependent setup costs and times, and then adapted for rolling horizon use. A relax-and-fix (RF) solution heuristic is proposed and computationally tested against a high-performance MIP solver. Three variants of local search are also developed to improve the RF method and tested. Finally the solutions are compared with those currently practiced at the foundry.

Relax and fix heuristics to solve one-stage one-machine lot-scheduling models for small-scale soft drink plants

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

Solution approaches for the soft drink integrated production lot sizing and scheduling problem

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

A Lagrangian relaxation approach to a coupled lot-sizing and cutting stock problem

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

An implementation of modified scatter search algorithm to transmission expansion planning

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

Lot sizing and furnace scheduling in small foundries

A lot sizing and scheduling problem prevalent in small market-driven foundries is studied. There are two related decision levels: (1) the furnace scheduling of metal alloy production, and (2) moulding machine planning which specifies the type and size of production lots. A mixed integer programming (MIP) formulation of the problem is proposed, but is impractical to solve in reasonable computing time for non-small instances. As a result, a faster relax-and-fix (RF) approach is developed that can also be used on a rolling horizon basis where only immediate-term schedules are implemented. As well as a MIP method to solve the basic RF approach, three variants of a local search method are also developed and tested using instances based on the literature. Finally, foundry-based tests with a real-order book resulted in a very substantial reduction of delivery delays and finished inventory, better use of capacity, and much faster schedule definition compared to the foundry's own practice. © 2006 Elsevier Ltd. All rights reserved.

Reformulação para um problema integrado de dimensionamento e sequenciamento de lotes

In this paper, some new constraints and an extended formulation are presented for a Lot Sizing and Scheduling Model proposed in the literature. In the production process considered a key material is prepared and is transformed into different final items. The sequencing decisions are related to the order in which the materials are processed and the lot sizing decisions are related to the final items production. The mathematical formulation considers sequence-dependent setup costs and times. Results of the computational tests executed using the software Cplex 10.0 showed that the performance of the branch-and-cut method can be improved by the proposed a priori reformulation.

Optimal switch allocation for automatic load transfer in distribution substations

This work proposes a methodology for optimized allocation of switches for automatic load transfer in distribution systems in order to improve the reliability indexes by restoring such systems which present voltage classes of 23 to 35 kV and radial topology. The automatic switches must be allocated on the system in order to transfer load remotely among the sources at the substations. The problem of switch allocation is formulated as nonlinear constrained mixed integer programming model subject to a set of economical and physical constraints. A dedicated Tabu Search (TS) algorithm is proposed to solve this model. The proposed methodology is tested for a large real-life distribution system. © 2011 IEEE.

Genetic algorithm, MIP and improvement heuristic applied to the MLCLP with backlogging

The present paper solves the multi-level capacitated lot sizing problem with backlogging (MLCLSPB) combining a genetic algorithm with the solution of mixed-integer programming models and the improvement heuristic fix and optimize. This approach is evaluated over sets of benchmark instances and compared to methods from literature. Computational results indicate competitive results applying the proposed method when compared with other literature approaches. © 2013 IEEE.

Reconfiguração de sistemas de distribuição de energia elétrica utilizando a metaheurística busca em vizinhança variável

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)