Data-driven branching and selection for lot-sizing and scheduling problems with sequence-dependent setups and setup carryover

•A Dantzig-Wolfe formulation by machine decomposition is constructed.•A set-oriented data-driven branching and selection algorithm is proposed.•Numerical experiments justify the incorporation of the statistical estimation model. The capacitated lot-sizing and machine scheduling problem with sequence...

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Veröffentlicht in:Computers & operations research Jg. 132; S. 105289
Hauptverfasser: Zhang, Canrong, Zhang, Dandan, Wu, Tao
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York Elsevier Ltd 01.08.2021
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Abstract •A Dantzig-Wolfe formulation by machine decomposition is constructed.•A set-oriented data-driven branching and selection algorithm is proposed.•Numerical experiments justify the incorporation of the statistical estimation model. The capacitated lot-sizing and machine scheduling problem with sequence-dependent setup time and setup carryover is a challenging problem with a wide application in industries. For the problem, two mixed integer programming models are proposed in order to explore their relative efficiencies in obtaining optimal solutions and linear programming relaxation lower bounds. Furthermore, due to the fact that the complicating constraints involve pairs of items (the sequence-dependent setups) and pairs of consecutive periods (the setup carryovers), making it difficult to decompose the problem per item or per period, we instead present a Dantzig-Wolfe decomposition reformulation per machine to improve lower bounds. We propose a branching and selection method to solve the problem, in which a collection of variables rather than individual variables are put into a data-driven process to generate useful information which is then adopted in the branching and selection process. Extensive numerical experiments show that the proposed algorithm can obtain numerically near-optimal solutions for small-scale problems and outperforms CPLEX and other heuristics in terms of both solution quality and runtime when the scale of instances increases. More experiments have been conducted to extract some insightful features related to the model and algorithm.
AbstractList •A Dantzig-Wolfe formulation by machine decomposition is constructed.•A set-oriented data-driven branching and selection algorithm is proposed.•Numerical experiments justify the incorporation of the statistical estimation model. The capacitated lot-sizing and machine scheduling problem with sequence-dependent setup time and setup carryover is a challenging problem with a wide application in industries. For the problem, two mixed integer programming models are proposed in order to explore their relative efficiencies in obtaining optimal solutions and linear programming relaxation lower bounds. Furthermore, due to the fact that the complicating constraints involve pairs of items (the sequence-dependent setups) and pairs of consecutive periods (the setup carryovers), making it difficult to decompose the problem per item or per period, we instead present a Dantzig-Wolfe decomposition reformulation per machine to improve lower bounds. We propose a branching and selection method to solve the problem, in which a collection of variables rather than individual variables are put into a data-driven process to generate useful information which is then adopted in the branching and selection process. Extensive numerical experiments show that the proposed algorithm can obtain numerically near-optimal solutions for small-scale problems and outperforms CPLEX and other heuristics in terms of both solution quality and runtime when the scale of instances increases. More experiments have been conducted to extract some insightful features related to the model and algorithm.
The capacitated lot-sizing and machine scheduling problem with sequence-dependent setup time and setup carryover is a challenging problem with a wide application in industries. For the problem, two mixed integer programming models are proposed in order to explore their relative efficiencies in obtaining optimal solutions and linear programming relaxation lower bounds. Furthermore, due to the fact that the complicating constraints involve pairs of items (the sequence-dependent setups) and pairs of consecutive periods (the setup carryovers), making it difficult to decompose the problem per item or per period, we instead present a Dantzig-Wolfe decomposition reformulation per machine to improve lower bounds. We propose a branching and selection method to solve the problem, in which a collection of variables rather than individual variables are put into a data-driven process to generate useful information which is then adopted in the branching and selection process. Extensive numerical experiments show that the proposed algorithm can obtain numerically near-optimal solutions for small-scale problems and outperforms CPLEX and other heuristics in terms of both solution quality and runtime when the scale of instances increases. More experiments have been conducted to extract some insightful features related to the model and algorithm.
ArticleNumber 105289
Author Wu, Tao
Zhang, Dandan
Zhang, Canrong
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  surname: Zhang
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  givenname: Dandan
  surname: Zhang
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  organization: Division of Logistics and Transportation, Shenzhen International Graduate School, Tsinghua University, Shenzhen 518055, China
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  givenname: Tao
  surname: Wu
  fullname: Wu, Tao
  email: danielwu9999@gmail.com
  organization: School of Economics & Management, Tongji University, Shanghai 200092, China
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Keywords Lot-sizing
Column generation
Parallel machine scheduling
Data-driven
Branching and selection
Language English
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Snippet •A Dantzig-Wolfe formulation by machine decomposition is constructed.•A set-oriented data-driven branching and selection algorithm is proposed.•Numerical...
The capacitated lot-sizing and machine scheduling problem with sequence-dependent setup time and setup carryover is a challenging problem with a wide...
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StartPage 105289
SubjectTerms Algorithms
Branching and selection
Column generation
Dantzig-Wolfe decomposition
Data-driven
Feature extraction
Integer programming
Job shops
Linear programming
Lot sizing
Lower bounds
Mathematical models
Mixed integer
Operations research
Parallel machine scheduling
Scheduling
Title Data-driven branching and selection for lot-sizing and scheduling problems with sequence-dependent setups and setup carryover
URI https://dx.doi.org/10.1016/j.cor.2021.105289
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