a framework for combining solution methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · machine...

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A Framework for Combining Solution Methods John Hooker Carnegie Mellon University International Conference on Operations Research Havana, September 2003

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Page 1: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

A F

ram

ew

ork

for

Com

bini

ng S

olut

ion

Me

thod

s

John

Hoo

ker

Ca

rne

gie

Me

llon

Un

ive

rsity

Inte

rnat

iona

l Con

fere

nce

on O

pera

tions

Res

earc

hH

ava

na

, Se

pte

mb

er

20

03

Page 2: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

A S

imp

le K

nap

sack

Exa

mp

leIn

teg

ratin

g C

P a

nd

MP

, an

d L

oca

l Sea

rch

Bra

nch

In

fer

and

Rel

axD

eco

mp

osi

tion

Rec

ent

Su

cces

s S

tori

es

Page 3: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

A S

impl

e K

naps

ack

Exa

mpl

e

Sol

utio

n by

Con

stra

int P

rogr

amm

ing

Sol

utio

n by

Int

eger

Pro

gram

min

gS

olut

ion

by a

Hyb

rid M

etho

d

Page 4: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Th

e P

rob

lem }

4,,1{

},

,{

diff

eren

t-

all

30

25

3su

bje

ct t

o

48

5m

in

32

1

32

1

32

1

…∈

≥+

++

+

jx

xx

xxx

x

xx

x

We

will

illu

stra

te h

ow s

earc

h, in

fere

nce

and

rela

xatio

n m

ay b

e co

mbi

ned

to s

olve

this

pro

blem

by:

•co

nstr

aint

pro

gram

min

g

•in

tege

r pr

ogra

mm

ing

•a

hybr

id a

ppro

ach

Page 5: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

So

lve

as a

co

nst

rain

t pro

gra

mm

ing

pro

ble

m

}4,

,1{}

,,

{di

ffere

nt-

all

302

53

48

5

32

1

32

1

32

1

…∈

≥+

+≤

++

jx

xx

xxx

xz

xx

x

Sta

rt w

ith z

= ∞

.W

ill d

ecre

ase

as fe

asib

le

solu

tions

are

fou

nd.

Sea

rch:

Dom

ain

split

ting

Infe

ren

ce:

Dom

ain

redu

ctio

n R

ela

xatio

n:C

onst

rain

t sto

re (

set o

f cu

rren

t var

iabl

e do

mai

ns)

Co

nst

rain

t sto

re ca

n be

vie

wed

as

cons

istin

g of

in-d

omai

n co

nstr

aint

s xj∈

Dj,

whi

ch f

orm

a r

elax

atio

n of

the

prob

lem

.

Glo

bal c

onst

rain

t

Page 6: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Dom

ain

redu

ctio

n fo

r in

equa

litie

s

•B

ound

s pr

opag

atio

n on

302

53

48

5

32

1

32

1

≥+

+≤

++

xx

xz

xx

x

impl

ies

For

exa

mpl

e,30

25

33

21

≥+

+x

xx

25

812

305

23

303

12

=−

−≥

−−

≥x

xx

So

the

dom

ain

of x 2

is r

educ

ed t

o {2

,3,4

}.

Page 7: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Dom

ain

redu

ctio

n fo

r al

l-diff

eren

t (e.g

., R

ég

in)

•M

aint

ain

hype

rarc

con

sist

ency

on

},

,{

diffe

rent

-al

l3

21

xx

x

Sup

pose

for

exam

ple:

Dom

ain

of x 1

Dom

ain

of x 2

Dom

ain

of x 3

12

12

1234

The

n on

e ca

n re

duce

th

e do

mai

ns:

12

12

34

•In

gen

eral

, so

lve

a m

axim

um c

ardi

nalit

y m

atch

ing

prob

lem

and

app

ly a

theo

rem

of

Ber

ge

Page 8: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

z =

∞1234

234

1234

34

23

234

234

12

infe

asib

lex

= (

3,4

,1)

valu

e =

51

z =

∞z

= 5

2

Domain of x1

Domain of x2

Domain of x3

D2=

{2,3

}D

2={4

}

Dom

ain

of x 2

D2=

{2}

D2=

{3}

D1=

{3}

D1=

{2}

infe

asib

lex

= (

4,3

,2)

valu

e =

52

Page 9: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

So

lve

as a

n in

teg

er p

rog

ram

min

g p

rob

lem

Sea

rch:

Bra

nch

on v

aria

bles

with

frac

tiona

l val

ues

in s

olut

ion

of

cont

inuo

us r

elax

atio

n.In

fere

nce

: G

ener

ate

cutt

ing

plan

es (

cove

ring

ineq

ualit

ies)

.R

ela

xatio

n:C

ontin

uous

(LP

) re

laxa

tion.

Page 10: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Rew

rite

prob

lem

usi

ng in

tege

r pr

ogra

mm

ing

mod

el:

Let y

ijbe

1 if

x i=

j, 0

oth

erw

ise.

ji

y

jy

iy

ijy

x

xx

x

xx

x ij

iij

jijj

iji

, al

l},1,0{

4,,1

,1

3,2,1,1

3,2,1,

302

53

subj

ect t

o

48

5m

in

3 14

1

5

1

32

1

32

1 ∈

=≤

==

==

≥+

++

+

∑∑

==

=

Page 11: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Co

ntin

uou

s re

laxa

tion

ji

yx

xx

xx

xx

xx

jy

iy

ijy

x

xx

x

xx

x

ij

iij

jijj

iji

, a

ll1

,0

8

445

4,,1

,1

3,2,1,1

3,2,1,

17

42

4su

bje

ct to

53

4m

in

32

1

32

31

213 14 1

4 1

32

1

32

1

≤≤

≥+

+≥

+≥

+≥

+

=≤

==

==

≥+

++

+

∑∑

==

=

Rel

ax in

tegr

ality

Cov

erin

g in

equa

litie

s

Page 12: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Bra

nch

an

d b

ou

nd

(B

ran

ch a

nd

rel

ax)

The

incu

mb

en

t so

lutio

nis th

e be

st fe

asib

le s

olut

ion

foun

d so

far.

At e

ach

node

of t

he b

ranc

hing

tre

e:

•If

The

re is

no

need

to

bran

ch f

urth

er.

•N

o fe

asib

le s

olut

ion

in th

at s

ubtr

ee c

an b

e be

tter

th

an th

e in

cum

bent

sol

utio

n.

•U

se S

OS

-1 b

ranc

hing

.

Opt

imal

va

lue

of

rela

xatio

n ≥

Valu

e of

in

cum

bent

so

lutio

n

Page 13: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

5.4

90

00

1

2/12/1

00

2/12/1

00

=

=

z

y

y 12 =

1y 1

3 =

1y 1

4 =

1

2.5

00

01

0

8.00

02.0

01

00

=

=

z

y

50

00

2/1

2/1

01

00

10

00

=

=

z

y

y 11 =

1

Infe

as.

Infe

as.

Infe

as.

z =

54

z=

51

Infe

as.

z =

52

50

02/1

02/1

10

00

00

10

=

=

z

y

Infe

as.

4.50

00

10

09.0

01.0

10

00

=

=

z

y

8.50

01

00

15/13

00

15/2

00

10

=

=

z

y

Infe

as.

Infe

as.

Infe

as.

Infe

as.

Page 14: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

So

lve

usi

ng

a h

ybri

d a

pp

roac

h

Sea

rch

:

•B

ranc

h on

frac

tiona

l var

iabl

es in

sol

utio

n of

re

laxa

tion.

•D

rop

co

nstr

aint

s w

ith y ij’s

. T

his

mak

es r

elax

atio

n to

o

larg

e w

itho

ut m

uch

imp

rove

men

t in

qua

lity.

•If

vari

able

s ar

e al

l int

egra

l, b

ranc

h b

y sp

littin

g d

om

ain.

•U

se b

ranc

h an

d bo

und.

Infe

ren

ce:

•U

se b

ound

s pr

opag

atio

n fo

r al

l ine

qual

ities

.•

Mai

ntai

n hy

pera

rc c

onsi

sten

cy f

or a

ll-di

ffere

nt

cons

trai

nts.

Page 15: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Rela

xatio

n:

•P

ut k

naps

ack

cons

trai

nt in

LP

.

•P

ut c

over

ing

ineq

ualit

ies

base

d on

kn

apsa

ck/a

ll-di

ffere

nt in

to L

P.

Page 16: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

}4,

,1{

8

445

},

,{

diffe

rent

-a

ll

302

53

s.t.

48

5m

in

32

1

32

31

21

32

1

32

1

32

1

…∈

≥+

+≥

+≥

+≥

+

≥+

+≤

++

jx

xx

x

xx

xx

xx

xx

xxx

x

zx

xx

Mo

del

for

hyb

rid

ap

pro

ach

Cov

erin

g in

equa

litie

s

Gen

erat

e an

d

pro

pag

ate

cove

ring

in

equa

litie

s at

ea

ch n

od

e o

f se

arch

tree

Page 17: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

z =

∞1 2 3 4

2 3 4

1 2 3 4

3 4

2 3

2 23 4

x=

(3

,4,1

)va

lue

= 5

1

z =

52

x=

(2

,4,3

)va

lue

= 5

4

x=

(3

.7,3

,2)

valu

e =

50

.3

x=

(3

.5,3

.5,1

)va

lue

= 4

9.5

x 2 =

3x 2

=4

2 3

4 4

1 2 3

x 1=

2x 1

=3

x=

(2

,4,2

)va

lue

= 5

0

x=

(4

,3,2

)va

lue

= 5

2in

feas

ible

x 1=

3x 1

=4

Page 18: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Inte

gra

ting

CP,

MP,

and

L

oca

l Se

arc

h

Mot

ivat

ion

Inte

grat

ion

Sch

emes

Page 19: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Mo

tivat

ion

to In

teg

rate

CP

an

d M

P

•C

P’s

infe

renc

e te

chni

ques

tend

to b

e ef

fect

ive

whe

n co

nstr

aint

s co

ntai

n fe

w v

aria

bles

.

•M

isle

adin

g to

say

CP

is e

ffect

ive

on “

high

ly c

onst

rain

ed”

prob

lem

s.

•M

P’s

rel

axat

ion

tech

niqu

es te

nd to

be

effe

ctiv

e w

hen

cons

trai

nts

or o

bjec

tive

func

tion

cont

ain

man

y va

riabl

es.

•F

or e

xam

ple,

cos

t and

pro

fit.

Page 20: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Inte

gra

tion

Sch

emes

Rec

ent w

ork

can

be b

road

ly s

een

as u

sing

two

inte

grat

ive

idea

s: •B

ran

ch-in

fer-

an

d-r

ela

x: Vie

w C

P a

nd M

P m

etho

ds a

s sp

ecia

l cas

es o

f a b

ranc

h-in

fer-

and-

rela

x m

etho

d.

•D

eco

mp

osi

tion

: Dec

ompo

se p

robl

ems

into

a C

P p

art

and

an M

P p

art,

perh

aps

usin

g a

Ben

ders

sch

eme.

•G

en

era

l sch

em

e: The

se a

re s

peci

al c

ases

of a

gen

eral

sc

hem

e fo

r in

tegr

atin

g C

P, M

P a

nd lo

cal s

earc

h.

Page 21: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Bra

nch

-infe

r-an

d-r

elax

•B

ran

chin

g –

enum

erat

e so

lutio

ns b

y br

anch

ing

on

varia

bles

or

viol

ated

con

stra

ints

.

•In

fere

nce

–de

duce

new

con

stra

ints

•C

P: d

omai

n re

duct

ion

•M

P: c

uttin

g pl

anes

.

•R

ela

xatio

n –

rem

ove

som

e co

nstr

aint

s be

fore

sol

ving

•C

P: t

he c

onst

rain

t sto

re (

varia

ble

dom

ains

)

•M

P: c

ontin

uous

rel

axat

ion

Page 22: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Dec

om

po

sitio

n

•S

ome

prob

lem

s ca

n be

dec

ompo

sed

into

a m

aste

r pr

oble

m a

nd s

ubpr

oble

m.

•M

aste

r pr

oble

m s

earc

hes

over

som

e of

the

varia

bles

.

•F

or e

ach

sett

ing

of th

ese

varia

bles

, sub

prob

lem

so

lves

the

prob

lem

ove

r th

e re

mai

ning

var

iabl

es.

•O

ne s

chem

e is

a g

ener

aliz

ed B

ende

rs

deco

mpo

sitio

n.

•C

P is

nat

ural

for

subp

robl

em, w

hich

can

be

seen

as

an in

fere

nce

(dua

l) pr

oble

m.

Page 23: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Gen

eral

Sch

eme

•D

ecom

posi

tion,

Bra

nch-

infe

r-an

d-re

lax,

and

loca

l se

arch

are

spe

cial

cas

es o

f a g

ener

al s

chem

e:

•E

num

erat

e pr

oble

m r

estr

ictio

ns.

•Le

af n

odes

of t

ree.

•B

ende

rs s

ubpr

oble

ms

•Lo

cal s

earc

h ne

ighb

orho

ods.

•S

olve

rel

axat

ion

of e

ach

rest

rictio

n.

•LP

rel

axat

ion.

•B

ende

rs m

aste

r pr

oble

m.

•R

elax

atio

n of

nei

ghbo

rhoo

d se

arch

Page 24: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Gen

eral

Sch

eme

•S

olut

ion

of r

elax

atio

n gu

ides

sea

rch.

•F

ract

ions

in L

P s

olut

ion

help

det

erm

ine

bran

chin

g.

•S

olut

ion

of B

ende

rs m

aste

r pr

oble

m d

eter

min

es

next

sub

prob

lem

.

•S

olut

ion

of n

eigh

borh

ood

sear

ch is

cen

ter

of

next

nei

ghbo

rhoo

d.

Page 25: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Bra

nch

Infe

r a

nd R

ela

x

The

kna

psac

k ex

ampl

e ill

ustr

ated

this

.

Page 26: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

De

com

posi

tion

Idea

Beh

ind

Ben

ders

Dec

ompo

sitio

nM

achi

ne S

ched

ulin

g

Page 27: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Idea

Beh

ind

Ben

der

s D

eco

mp

osi

tion

“Lea

rn f

rom

on

e’s

mis

take

s.”

•D

istin

guis

h pr

imar

y va

riabl

es fr

om s

econ

dary

var

iabl

es.

•S

earc

h ov

er p

rimar

y va

riabl

es (

ma

ster

pro

ble

m).

•F

or e

ach

tria

l val

ue o

f pr

imar

y va

riabl

es, s

olve

pro

blem

ov

er s

econ

dary

var

iabl

es (

sub

pro

ble

m).

•C

an b

e vi

ewed

as

solv

ing

a su

bpro

blem

to g

ener

ate

Ben

ders

cu

tsor

“nog

oods

.”

•Add

the

Ben

ders

cut

to th

e m

aste

r pr

oble

m to

req

uire

nex

t so

lutio

n to

be

bett

er th

an la

st, a

nd r

e-so

lve.

Page 28: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Mac

hin

e sc

hed

ulin

g

Ass

ign

each

job

to o

ne m

achi

ne s

o as

to p

roce

ss a

ll jo

bs a

t m

inim

um c

ost.

Mac

hine

s ru

n at

diff

eren

t sp

eeds

and

incu

r di

ffere

nt c

osts

per

job.

Eac

h jo

b ha

s a

rele

ase

date

and

a d

ue

date

.

•In

thi

s pr

oble

m, t

he m

aste

r pr

oble

m a

ssig

ns jo

bs to

mac

hine

s.

The

sub

prob

lem

sch

edul

es jo

bs a

ssig

ned

to e

ach

mac

hine

.

•C

lass

ical

mix

ed in

tege

r pr

ogra

mm

ing

solv

es th

e m

aste

r pr

oble

m.

•C

onst

rain

t pro

gram

min

g so

lves

the

subp

robl

em, a

1-m

achi

ne

sche

dulin

g pr

oble

m w

ith ti

me

win

dow

s.

•T

his

prov

ides

a g

ener

al f

ram

ewor

k fo

r co

mbi

ning

mix

ed

inte

ger

prog

ram

min

g an

d co

nstr

aint

pro

gram

min

g.

Page 29: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Mo

del

ing

reso

urc

e-co

nstr

aine

d sc

hed

ulin

g w

ith

cum

ula

tive

Jobs

1,2

,3 c

onsu

me

3 un

its o

f res

ourc

es.

Jobs

4,5

con

sum

e 2

units

.M

axim

um L

= 7

units

of

reso

urce

s av

aila

ble.

Min

mak

espa

n =

8

L

1 23

4 5re

sour

ces

02

1=

=t

t0

54

3=

==

tt

t ()7

),2,2,3,3,3(),5,5,3,3,3(

),,..

.,(

cum

ula

tive

51

tt

Sta

rt ti

mes

Dur

atio

nsR

esou

rce

cons

umpt

ion

L

Page 30: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

()

iL

ix

Ri

xD

ix

t

jS

Dt

jR

t

C

ij

ijj

ijj

j

jj

xj

jjj

jx

j

j

a

ll,

),|

(),

|(

),|

(cu

mul

ativ

e

a

ll,

all

,s.

t.

min

==

=≤

+≥

A m

odel

for

the

mac

hine

sch

edul

ing

prob

lem

:

Rel

ease

dat

e fo

r jo

b j

Cos

t of

assi

gnin

g m

achi

ne

x jto

job

j

Mac

hine

ass

igne

d to

job j

Sta

rt ti

mes

of j

obs

assi

gned

to

mac

hine

i

Sta

rt ti

me

for

job j

Job

dura

tion

Dea

dlin

e

Res

ourc

e co

nsum

ptio

n fo

r ea

ch jo

b

Page 31: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

For

a g

iven

set

of a

ssig

nmen

ts

t

he s

ubpr

oble

m is

the

set o

f 1-

mac

hine

pro

blem

s,x

()

iL

ix

Ri

xD

ix

ti

jij

jij

jj

al

l,

),|

(),

|(

),|

(cu

mu

lativ

e=

==

Fea

sibi

lity

of e

ach

prob

lem

is c

heck

ed b

y co

nstr

aint

pr

ogra

mm

ing.

Page 32: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Sup

pose

ther

e is

no

feas

ible

sch

edul

e fo

r m

achi

ne

. T

hen

jobs

ca

nnot

all

be a

ssig

ned

to m

achi

ne

.

Sup

pose

in fa

ct th

at s

ome

subs

et

of th

ese

jobs

ca

nnot

be

assi

gned

to

mac

hine

.

The

n w

e ha

ve a

Ben

ders

cu

t

}|

{i

xj

j=

)(

so

me

for

x

Jj

ix

ij

∈≠

)(x

J i

i i

i

Page 33: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Kk

ix

Jj

ix

jS

Dt

jR

t

C

ki

j

jj

xj

jjj

jx

j

j

,,1

, al

l ),

(

som

efo

r

al

l,

al

l,

s.t.

min

…=

∈≠

≤+≥

Thi

s yi

elds

the

mas

ter

prob

lem

,

Thi

s pr

oble

m c

an b

e w

ritte

n as

a m

ixed

0-1

pro

blem

:

Page 34: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

}1,0{

al

l

},{

min

}{

max

,,1

, al

l ,1

)1(

al

l ,1

al

l,

al

l,

s.t.

min

−≤

=≥

−≥

≤+≥

∑∑∑

= ij

jj

jj

ijj

ij

ix

jij

iij

ji

ijij

j

jjij

ijij

y

iR

Sy

D

Kk

iy

jy

jS

yD

t

jR

t

yC

k j

Valid

co

nstr

aint

ad

ded

to

impr

ove

perf

orm

ance

Page 35: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Com

puta

tiona

l Res

ults

(J

ain

& G

ross

ma

nn

)

Sub

pro

ble

ms

are

sim

ple

1-m

achi

ne s

ched

ulin

g p

rob

lem

s

Co

mp

uta

tio

nal R

esu

lts

0.0

1

0.11

10

100

1000

10000

100000

12

34

5

Pro

ble

m s

ize

Seconds

MIL

P

CP

OP

L

Benders

Pro

blem

siz

es

(jobs

, mac

hine

s)1

-(3

,2)

2 -

(7,3

)3

-(1

2,3)

4 -

(15,

5)5

-(2

0,5)

Eac

h da

ta p

oint

re

pres

ents

an

aver

age

of 2

inst

ance

s

MIL

P a

nd C

P ra

n ou

t of

mem

ory

on 1

of t

he

larg

est i

nsta

nces

Page 36: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Min C

ost, 2

Mac

hines

Loga

rithmi

c sca

le

0.010.1110100

1000

1000

0

510

1520

25

Jobs

Sec

CP MILP

Hybr

id

= c

om

pu

tatio

n te

rmin

ated

Com

puta

tiona

l Res

ults

(J

NH

)S

ubp

rob

lem

s ar

e fu

ll re

sour

ce-c

ons

trai

ned

sch

edul

ing

pro

ble

ms

Page 37: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Min

Cost

, 3 M

achi

nes

Loga

rithm

ic sc

ale

0.010.1110100

1000

1000

0

57

911

1315

17

Jobs

Sec

CP MILP

Hybr

id

Page 38: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Min C

ost, 4

Mac

hines

Loga

rithmi

c sca

le

0.010.1110100

1000

1000

0

57

911

1315

17

Jobs

Sec

CP MILP

Hybri

d

Page 39: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Min M

akes

pan,

2 Mac

hines

Loga

rithmi

c sca

le

0.010.1110100

1000

57

911

1315

17

Jobs

Sec

CP Hybri

d

Page 40: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Min M

akes

pan,

3 M

achin

esLo

garit

hmic

scale

0.010.1110100

1000

1000

0

510

1520

Jobs

Sec

CP Hybr

id

Page 41: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Min

Mak

espa

n, 4

Mac

hine

sLo

garith

mic

scale

0.010.1110100

1000

1000

0

510

1520

2530

Jobs

Sec

CP Hybr

id

Page 42: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

An

En

han

cem

ent:

Bra

nch

an

d C

hec

k(J

NH

, T

ho

rste

inss

on

)

•S

olve

the

mas

ter

prob

lem

onl

y on

ce b

ut c

ontin

ually

upd

ate

it w

ith B

ende

rs c

uts

whe

n fe

asib

le s

olut

ions

are

fou

nd.

•T

his

was

app

lied

to th

e m

achi

ne s

ched

ulin

g pr

oble

m

desc

ribed

ear

lier.

Page 43: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Enh

ance

men

t Usi

ng “

Bra

nch

and

Che

ck”

(Th

ors

tein

sso

n)

Com

puta

tion

times

in s

econ

ds.

Pro

blem

s ha

ve 3

0 jo

bs, 7

mac

hine

s.

020406080100

120

140

12

34

5

Pro

ble

m

Seconds

Hyb

rid

Bra

nch

& c

heck

Page 44: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Re

cent

Suc

cess

Sto

ries

Pro

cess

Sch

edul

ing

at B

AS

FP

aint

Pro

duct

ion

at B

arbo

tP

rodu

ctio

n Li

ne S

eque

ncin

g at

Peu

geot

/Citr

oën

Line

Bal

anci

ng a

t Peu

geot

/Citr

oën

Page 45: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

an

d

Lot S

izin

g a

t B

AS

F

Man

ufac

ture

of

poly

prop

ylen

es in

3 s

tage

s

poly

mer

izat

ion

inte

rmed

iate

st

orag

e

extr

usio

n

Page 46: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

and

Lo

t Siz

ing

at B

AS

F

•M

anua

l pla

nnin

g (o

ld m

etho

d)

•R

equi

red

3 da

ys

•Li

mite

d fle

xibi

lity

and

qual

ity c

ontr

ol

•24

/7 c

ontin

uous

pro

duct

ion

•Va

riabl

e ba

tch

size

.

•S

eque

nce-

depe

nden

t ch

ange

over

tim

es.

Page 47: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

and

Lo

t Siz

ing

at B

AS

F

•In

term

edia

te s

tora

ge

•Li

mite

d ca

paci

ty

•O

ne p

rodu

ct p

er s

ilo

•E

xtru

sion

•P

rodu

ctio

n ra

te d

epen

ds o

n pr

oduc

t and

m

achi

ne

Page 48: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

and

Lo

t Siz

ing

at B

AS

F

•T

hree

pro

blem

s in

one

•Lo

t si

zing

–ba

sed

on c

usto

mer

dem

and

fore

cast

s

•Ass

ignm

ent

–pu

t eac

h ba

tch

on a

par

ticul

ar

mac

hine

•S

eque

ncin

g –

deci

de t

he o

rder

in w

hich

eac

h m

achi

ne p

roce

sses

bat

ches

ass

igne

d to

it

Page 49: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

and

Lo

t Siz

ing

at B

AS

F

•T

he p

robl

ems

are

inte

rdep

ende

nt

•Lo

t si

zing

dep

ends

on

assi

gnm

ent,

sinc

e m

achi

nes

run

at d

iffer

ent

spee

ds

•Ass

ignm

ent

depe

nds

on s

eque

ncin

g, d

ue to

re

stric

tions

on

chan

geov

ers

•S

eque

ncin

g de

pend

s on

lot s

izin

g, d

ue to

lim

ited

inte

rmed

iate

sto

rage

Page 50: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

and

Lo

t Siz

ing

at B

AS

F

•S

olve

the

prob

lem

s si

mul

tane

ousl

y

•L

ot s

izin

g:s

olve

with

MIP

(us

ing

XP

RE

SS

-MP

)

•A

ssig

nm

en

t:sol

ve w

ith M

IP

•S

eq

uen

cin

g:so

lve

with

CP

(us

ing

CH

IP)

•T

he M

IP a

nd C

P a

re li

nked

mat

hem

atic

ally

.

•U

se lo

gic-

base

d B

ende

rs d

ecom

posi

tion,

de

velo

ped

only

in th

e la

st fe

w y

ears

.

Page 51: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Sam

ple

sche

dule

, ill

ustr

ated

with

Vis

ual S

ched

uler

(A

viS

/3)

Sou

rce

: B

AS

F

Page 52: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

cess

Sch

edu

ling

and

Lo

t Siz

ing

at B

AS

F

•B

enef

its

•O

ptim

al s

olut

ion

obta

ined

in 1

0 m

ins.

•E

ntire

pla

nnin

g pr

oces

s (d

ata

gath

erin

g, e

tc.)

re

quire

s a

few

hou

rs.

•M

ore

flexi

bilit

y

•F

aste

r re

spon

se t

o cu

stom

ers

•B

ette

r qu

ality

con

trol

Page 53: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pai

nt P

rod

uct

ion

at B

arb

ot

•Tw

o pr

oble

ms

to s

olve

sim

ulta

neou

sly

•Lo

t si

zing

•M

achi

ne s

ched

ulin

g

•F

ocus

on

solv

ent-

base

d pa

ints

, for

w

hich

ther

e ar

e fe

wer

sta

ges.

•B

arbo

t is

a P

ortu

gues

e pa

int

man

ufac

ture

r.

Sev

eral

mac

hine

s o

f ea

ch ty

pe

Page 54: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pai

nt P

rod

uct

ion

at B

arb

ot

•S

olut

ion

met

hod

sim

ilar

to B

AS

F c

ase

(MIP

+ C

P).

•B

enef

its

•O

ptim

al s

olut

ion

obta

ined

in a

few

min

utes

for

20 m

achi

nes

and

80 p

rodu

cts.

•P

rodu

ct s

hort

ages

elim

inat

ed.

•10

% in

crea

se in

out

put.

•F

ewer

cle

anup

mat

eria

ls.

•C

usto

mer

lead

tim

e re

duce

d.

Page 55: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

du

ctio

n L

ine

Seq

uen

cin

g

at P

eug

eot/C

itro

ën

•T

he P

euge

ot 2

06 c

an b

e m

anuf

actu

red

with

12,

000

optio

n co

mbi

natio

ns.

•P

lann

ing

horiz

on is

5 d

ays

Page 56: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

du

ctio

n Li

ne

Seq

uen

cing

at P

eug

eot/C

itroë

n

•E

ach

car

pass

es t

hrou

gh 3

sho

ps.

•O

bjec

tives

•G

roup

sim

ilar

cars

(e.

g. in

pai

nt s

hop)

.

•R

educ

e se

tups

.

•B

alan

ce w

ork

stat

ion

load

s.

Page 57: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

du

ctio

n Li

ne

Seq

uen

cing

at P

eug

eot/C

itroë

n

•S

peci

al c

onst

rain

ts

•C

ars

with

a s

un r

oof

shou

ld b

e gr

oupe

d to

geth

er in

ass

embl

y.

•Air-

cond

ition

ed c

ars

shou

ld n

ot b

e as

sem

bled

con

secu

tivel

y.

•E

tc.

Page 58: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

du

ctio

n Li

ne

Seq

uen

cing

at P

eug

eot/C

itroë

n

•P

robl

em h

as t

wo

part

s

•D

eter

min

e nu

mbe

r of

car

s of

eac

h ty

pe

assi

gned

to

each

line

on

each

day

.

•D

eter

min

e se

quen

cing

for

eac

h lin

e on

ea

ch d

ay.

•P

robl

ems

are

solv

ed s

imul

tane

ousl

y.

•Aga

in b

y M

IP +

CP

.

Page 59: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Sam

ple

sche

dule

Sou

rce

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Page 60: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Pro

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Page 61: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Lin

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Page 62: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Lin

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)

Page 63: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Lin

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Page 64: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Sou

rce

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Page 65: A Framework for Combining Solution Methodspublic.tepper.cmu.edu/jnh/havana2003.pdf · Machine scheduling Assign each job to one machine so as to process all jobs at minimum cost

Lin

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