21st european conference on operational research algorithms for flexible flow shop problems with...

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21st European Conference on Operational Research Algorithms for flexible flow shop problems with unrelated parallel machines, setup times and dual criteria Jitti Jungwattanakit Manop Reodecha Paveena Chaovalitwongse Chulalongkorn University, Thailand Frank Werner Otto-von-Guericke-University, Germany EURO XXI in Iceland July 2-5, 2006 EURO XXI in Iceland July 2-5, 2006

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Page 1: 21st European Conference on Operational Research Algorithms for flexible flow shop problems with unrelated parallel machines, setup times and dual criteria

21st European Conference on Operational Research Algorithms for flexible flow shop problems with unrelated parallel

machines, setup times and dual criteria

Jitti Jungwattanakit Manop Reodecha

Paveena ChaovalitwongseChulalongkorn University, Thailand

Frank Werner Otto-von-Guericke-University,

Germany

EURO XXI in Iceland July 2-5, 2006 EURO XXI in Iceland July 2-5, 2006

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221st European Conference on Operational Research

Agenda

• PROBLEM DESCRIPTION

• DETERMINATION OF INITIAL SOLUTION

- Constructive Algorithms

- Polynomial Improvement Heuristics

• METAHEURISTIC ALGORITHMS

• COMPUTATIONAL RESULTS

• CONCLUSIONS

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PROBLEM DESCRIPTION

Flexible flow shop scheduling (FFS):

• n independent jobs; j {1, 2, ..., n}

• k stages; t {1, 2, ..., k}

• mt unrelated parallel machines;

i {1, 2, ..., mt}

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STATEMENT OF THE PROBLEM

• Fixed standard processing time

• Fixed relative speed of machine

processing time

tjpstijv

tij

tjt

ij v

psp

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PROBLEM DESCRIPTION

• Setup times−Sequence-dependent setup times−Machine-dependent setup times

• No preemption

• No precedence constraints

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PROBLEM DESCRIPTION

Cmax + (1- ) T

• OBJECTIVE: Minimization of a convex combination of makespan and number of tardy jobs:

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PROBLEM DESCRIPTION

OBJECTIVES:

• Formulation of a mathematical model

• Development of constructive and iterative algorithms

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EXACT ALGORITHMS

• Formulation of a 0-1 mixed integer programming problem

• Use of the commercial software package (CPLEX 8.0.0 and AMPL)

• Problems with up to five jobs can be solved in acceptable time

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HEURISTIC ALGORITHMS

• DETERMINATION OF INITIAL SOLUTION−DISPATCHING RULES−FLOW SHOP MAKESPAN HEURISTCS−POLYNOMIAL IMPROVEMENT HEURISTICS

• METAHEURISTIC ALGORITHMS−SIMULATED ANNEALING−TABU SEARCH−GENETIC ALGORITHMS

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DETERMINATION OF INITIAL SOLUTION

Step 1: Sequence the jobs by using a particular sequencing ruleparticular sequencing rule (first-stage sequence.

Step 2: Assign the jobs to the machines at every stage using the job sequence from either the First-In-First-Out (FIFO) rule or the Permutation rule.

Step 3: Return the best solution.

HEURISTIC SCHEDULE CONSTRUCTION

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DETERMINATION OF INITIAL SOLUTION

• DISPATCHING RULES−SPT : Shortest Processing Time rule−LPT : Longest Processing Time rule−ERD : Earliest Release Date rule−EDD : Earliest Due Date rule−MST : Minimum Slack Time rule−S/P : Slack time per Processing time−HSE : Hybrid SPT and EDD rule

CONSTRUCTIVE ALGORITHMS

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DETERMINATION OF INITIAL SOLUTION

Step 1: Select the representatives of relative speeds and setup times for every job and every stage by using the combinations of the min, max and average data values.

Step 2: Use the dispatching rule to find the first-stage sequence.

Step 3: Apply the Heuristic Schedule Construction

Step 4: Return the best solution.

DISPATCHING RULES

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DETERMINATION OF INITIAL SOLUTION

• FLOW SHOP MAKESPAN HEURISTICS −PALMER (PAL)−CAMPBELL, DUDEK, SMITH (CDS)−GUPTA (GUP)−DANNENBRING (DAN)−NAWAZ, ENSCORE, HAM (NEH)

CONSTRUCTIVE ALGORITHMS

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DETERMINATION OF INITIAL SOLUTION

Step 1: Select the representatives of relative speeds and setup times for every job and every stage by using the nine combinations.

Step 2: Use a flow shop makespan heuristic (e.g. NEH) to find the first-stage sequence.

Step 3: Apply the Heuristic Schedule Construction

Step 4: Return the best solution.

FLOW SHOP HEURISTCS

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DETERMINATION OF INITIAL SOLUTION

Step 1: Sort the jobs according to non-increasing total operating times (setup + processing times)

Step 2: Insert the next job according to the above list in an existing partial job sequence and take in any step the partial sequence with the best function value for further extension.

NEH ALGORITHM

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DETERMINATION OF INITIAL SOLUTION

Step 1: Select the first tardy job in the original job sequence not yet considered.

Step 2: Interchange or shift the chosen job (considering one or more possibilities) and evaluate the objective function values.

Step 3: Update the current best job sequence.

Step 4: Go to Step 1 until all tardy jobs have been considered.

Step 5: Return the best job sequence.

POLYNOMIAL IMPROVEMENT HEURISTICS

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DETERMINATION OF INITIAL SOLUTION

−2-SHIFT MOVES :O (n)−ALL-SHIFT MOVES :O (n2)−2-PAIR INTERCHANGES :O (n)−ALL-PAIR INTERCHANGES :O (n2)

POLYNOMIAL IMPROVEMENT HEURISTICS

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DETERMINATION OF INITIAL SOLUTION

• Shift Neighborhood− (n-1)2 neighbors

NEIGHBORHOODS

1 2 3 4 5

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DETERMINATION OF INITIAL SOLUTION

• Pairwise Interchange Neighborhood− n(n-1)/2 neighbors

NEIGHBORHOODS

1 3 5

1 2 3 4 5

2 442

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METAHEURISTIC ALGORITHMS

• Parameters− INITIAL TEMPERATURE

• 10 -100, IN STEP OF 10 • 100 - 1000, IN STEP OF 100

−NEIGHBORHOOD STRUCTURES • Pairwise Interchange • Shift neighborhood

−COOLING SCHEME

• Geometric scheme : Tnew = Told

• Lundy&Mees : Tnew = Told/(1+Told)

SIMULATED ANNEALING

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METAHEURISTIC ALGORITHMS

• Parameters−NEIGHBORHOOD STRUCTURES

• Pairwise Interchange neighborhood• Shift neighborhood

−LENGTH OF TABU LIST • 5, 10, 15, 20

−NUMBER OF NEIGHBORS • 10 -50, IN STEP OF 10

TABU SEARCH

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METAHEURISTIC ALGORITHMS

• Parameters−POPULATION SIZES

• 30, 50, 70−CROSSOVER TYPE

• PMX :Partially mapped crossover• OPX :Combined order and position-based

crossover−MUTATION TYPE

• Pairwise Interchange Neighborhood• Shift Neighborhood

GENETIC ALGORITHM

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METAHEURISTIC ALGORITHMS

−CROSSOVER RATE• 0.1 - 0.9, IN STEPS OF 0.1

−MUTATION RATE• 0.1 - 0.9, IN STEPS OF 0.1

GENETIC ALGORITHM

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METAHEURISTIC ALGORITHMS

PMX CROSSOVER

1 2 3 54

2 1 4 5 3

3

1 2 3 4 5

2 1 4 5 34 5

3 44

312

5

1 2 3 4 5

2 1 4

3

2 1 4 5 3

4 5

3

1 2

5

Parent 1

Parent 2

Offspring 1

Offspring 2

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METAHEURISTIC ALGORITHMS

• OX Based

OPX CROSSOVER

1 2 3 54

2 1 4 5 3

1 2 3 54

2 1 4 35

Parent 1

Parent 2

Offspring 1

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METAHEURISTIC ALGORITHMS

• PBX based

PMX CROSSOVER

1 2 3 54

2 1 4 5 3

3 42 1 3

1 2 3 54

2 1 4 352 1 4 35

Parent 1

Parent 2

Offspring 1

Offspring 2

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COMPUTATIONAL RESULTS

• STD PROCESSING TIMES: [10, 100]

• RELATIVE SPEED: [0.7, 1.3]

• SETUP TIMES: [0, 50]

• DUE DATES: similar to Rajendran et.al.

• 10 JOBS 5 STAGES, 30 JOBS 10 STAGES,

50 JOBS 20 STAGES

= 0.00, 0.05, 0.10, 0.50, 1.00

PROBLEM GENERATION

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COMPUTATIONAL RESULTS

DISPATCHING RULES

S/P

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COMPUTATIONAL RESULTS

FLOW SHOP HEURISTICS

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COMPUTATIONAL RESULTS

POLYNOMIAL IMPROVEMENT HEURISTICS

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COMPUTATIONAL RESULTS

SA PARAMETERS

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COMPUTATIONAL RESULTS

SA PARAMETERS

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COMPUTATIONAL RESULTS

• SA PARAMETERS:

- INITIAL TEMPERATURE T=10

- GEOMETRIC COOLING SCHEME

(TNEW = 0.85 TOLD)

- PI IS BETTER THAN SM FOR =0, OTHERWISE SM.

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COMPUTATIONAL RESULTS

TS PARAMETERS

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COMPUTATIONAL RESULTS

TS PARAMETERS

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COMPUTATIONAL RESULTS

TS PARAMETERS

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COMPUTATIONAL RESULTS

• TS PARAMETERS:

- NUMBER OF NEIGHBORS 20

- LENGTH OF TABU LIST 10

- PI IS BETTER THAN SM FOR =0, OTHERWISE SM.

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COMPUTATIONAL RESULTS

GA PARAMETERS

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COMPUTATIONAL RESULTS

GA PARAMETERS

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COMPUTATIONAL RESULTS

GA PARAMETERS

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COMPUTATIONAL RESULTS

• GA PARAMETERS:

- POPULATION SIZE 30

- CROSSOVER: OPX IS BETTER THAN PMX

- CROSSOVER RATE 0.8

- MUTATION: PI IS BETTER THAN SM FOR =0, OTHERWISE SM.

- MUTATION RATE 0.5

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COMPUTATIONAL RESULTS

COMPARATIVE RESULTS

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COMPUTATIONAL RESULTS

COMPARATIVE RESULTS

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COMPUTATIONAL RESULTS

COMPARATIVE RESULTS

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CONCLUSIONS

• CONSTRUCTIVE ALGORITHMS: THE NEH RULE OUTPERFORMS THE OTHER ALGORITHMS

• DISPATCHING RULES: THE HSE RULE OUTPERFORMS THE OTHERS FOR = 0, OTHERWISE THE LPT RULE IS BEST.

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CONCLUSIONS• POLYNOMIAL IMPROVEMENT HEURISTICS:

-- O(n) ALGORITHMS:

2-PI OUTPERFORMS 2-SM FOR = 0, BUT 2-SM BECOMES BETTER THAN 2-PI FOR > 0,

THE APD IS REDUCED BY ABOUT 50 %

-- O(n2) ALGORITHMS:

A-PI OUTPERFORMS A-SM.

THE APD IS REDUCED BY ABOUT 70%

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CONCLUSIONS

• COMPARATIVE TESTS::

- RSA IS BETTER THAN RTS AND RGA

- C-SA IS BETTER THAN C-TS AND C-GA,

- MIF-GA IS BETTER THAN THE OTHERS FOR THE 50-JOB PROBLEMS.

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THANK YOU FOR YOUR ATTENTIONTHANK YOU FOR YOUR ATTENTION

------------------------------------------------------------

QUESTIONS AND SUGGESTIONSQUESTIONS AND SUGGESTIONS