A dynamic uncapacitated lot-sizing problem with co-production

We consider an extension of the dynamic uncapacitated lot-sizing problem to account for co-production, where multiple products are produced simultaneously in a single production run. We formulate the problem as a mixed-integer linear programming problem. We then show that a variant of the well-known zero-inventory property holds for this problem, and use this property to extend a dynamic program given for the single-item lot-sizing to solve the problem with co-production. Finally, we provide an illustrative example for our approach.     

A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem

This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical (ℓ,S) inequalities for the deterministic lot-sizing polytope are also valid for the stochastic lot-sizing polytope. We then extend the (ℓ,S) inequalities to a general class of valid inequalities, called the inequalities, and we establish necessary and sufficient conditions which guarantee that the inequalities are facet-defining. A separation heuristic for inequalities is developed and incorporated into a branch-and-cut algorithm. A computational study verifies the usefulness of the inequalities as cuts. This research has been supported in part by the National Science Foundation under Award number DMII-0121495.     

A reduced variable neighborhood search algorithm for uncapacitated multilevel lot-sizing problems

Multilevel lot-sizing (MLLS) problems, which involve complicated product structures with interdependence among the items, play an important role in the material requirement planning (MRP) system of modern manufacturing/assembling lines. In this paper, we present a reduced variable neighborhood search (RVNS) algorithm and several implemental techniques for solving uncapacitated MLLS problems. Computational experiments are carried out on three classes of benchmark instances under different scales (small, medium, and large). Compared with the existing literature, RVNS shows good performance and robustness on a total of 176 tested instances. For the 96 small-sized instances, the RVNS algorithm can find 100% of the optimal solutions in less computational time; for the 40 medium-sized and the 40 large-sized instances, the RVNS algorithm is competitive against other methods, enjoying good effectiveness as well as high computational efficiency. In the calculations, RVNS updated 7 (17.5%) best known solutions for the medium-sized instances and 16 (40%) best known solutions for the large-sized instances.     

Polyhedral analysis for the two-item uncapacitated lot-sizing problem with one-way substitution

We consider a production planning problem for two items where the high quality item can substitute the demand for the low quality item. Given the number of periods, the demands, the production, inventory holding, setup and substitution costs, the problem is to find a minimum cost production and substitution plan. This problem generalizes the well-known uncapacitated lot-sizing problem. We study the projection of the feasible set onto the space of production and setup variables and derive a family of facet defining inequalities for the associated convex hull. We prove that these inequalities together with the trivial facet defining inequalities describe the convex hull of the projection if the number of periods is two. We present the results of a computational study and discuss the quality of the bounds given by the linear programming relaxation of the model strengthened with these facet defining inequalities for larger number of periods.     

A variable neighborhood search with an effective local search for uncapacitated multilevel lot-sizing problems

In this study, we improved the variable neighborhood search (VNS) algorithm for solving uncapacitated multilevel lot-sizing (MLLS) problems. The improvement is twofold. First, we developed an effective local search method known as the Ancestors Depth-first Traversal Search (ADTS), which can be embedded in the VNS to significantly improve the solution quality. Second, we proposed a common and efficient approach for the rapid calculation of the cost change for the VNS and other generate-and-test algorithms. The new VNS algorithm was tested against 176 benchmark problems of different scales (small, medium, and large). The experimental results show that the new VNS algorithm outperforms all of the existing algorithms in the literature for solving uncapacitated MLLS problems because it was able to find all optimal solutions (100%) for 96 small-sized problems and new best-known solutions for 5 of 40 medium-sized problems and for 30 of 40 large-sized problems.     

On multi-item economic lot-sizing with remanufacturing and uncapacitated production

In this study, we consider the multi-item economic lot-sizing problem with remanufacturing and uncapacitated production. By observing that the problem comprises several independent single-item problems, we show how very high quality feasible solutions and bounds can be obtained by solving each item separately using an effective recently proposed approach. Computational experiments demonstrate that our approach improves the best known feasible solutions and lower bounds for all the available instances. In addition, we show that 86 instances can be solved to optimality and the remaining open gap is below 0.5% for almost all the unsolved instances.     

Almost tight upper bounds for lower envelopes in higher dimensions

We consider the problem of bounding the combinatorial complexity of the lower envelope ofn surfaces or surface patches ind-space (d≥3), all algebraic of constant degree, and bounded by algebraic surfaces of constant degree. We show that the complexity of the lower envelope ofn such surface patches isO(n ^d−1+∈), for any ∈>0; the constant of proportionality depends on ∈, ond, ons, the maximum number of intersections among anyd-tuple of the given surfaces, and on the shape and degree of the surface patches and of their boundaries. This is the first nontrivial general upper bound for this problem, and it almost establishes a long-standing conjecture that the complexity of the envelope isO(n ^d-2λ _q (n)) for some constantq depending on the shape and degree of the surfaces (where λ _q (n) is the maximum length of (n, q) Davenport-Schinzel sequences). We also present a randomized algorithm for computing the envelope in three dimensions, with expected running timeO(n ^2+∈), and give several applications of the new bounds. Work on this paper has been supported by NSF Grant CCR-91-22103, and by grants from the U.S.-Israeli Binational Science Foundation, the G.I.F., the German-Israeli Foundation for Scientific Research and Development, and the Fund for Basic Research administered by the Israeli Academy of Sciences.     

Two-stage minimax regret robust uncapacitated lot-sizing problems with demand uncertainty

In this paper, we consider the two-stage minimax robust uncapacitated lot-sizing problem with interval uncertain demands. A mixed integer programming formulation is proposed. Even though the robust uncapacitated lot-sizing problem with discrete scenarios is an NP-hard problem, we show that it is polynomial solvable under the interval uncertain demand set.     

New upper bounds for the two-dimensional orthogonal non-guillotine cutting stock problem

The two-dimensional orthogonal non-guillotine cutting stockproblem (NGCP) appears in many industries (e.g. the wood andsteel industries) and consists of cutting a rectangular mastersurface into a number of rectangular pieces, each with a givensize and value. The pieces must be cut with their edges alwaysparallel to the edges of the master surface (orthogonal cuts).The objective is to maximize the total value of the pieces cut. New upper bounds on the optimal solution to the NGCP are described.The new bounding procedures are obtained by different relaxationsof a new mathematical formulation of the NGCP. Various proceduresfor strengthening the resulting upper bounds and reducing thesize of the original problem are discussed. The proposed newupper bounds have been experimentally evaluated on test problemsderived from the literature. Comparisons with previous boundingprocedures from the literature are given. The computationalresults indicate that these bounds are significantly betterthan the bounds proposed in the literature.     

Lower bounds for the two-stage uncapacitated facility location problem

In the two-stage uncapacitated facility location problem, a set of customers is served from a set of depots which receives the product from a set of plants. If a plant or depot serves a product, a fixed cost must be paid, and there are different transportation costs between plants and depots, and depots and customers. The objective is to locate plants and depots, given both sets of potential locations, such that each customer is served and the total cost is as minimal as possible. In this paper, we present a mixed integer formulation based on twice-indexed transportation variables, and perform an analysis of several Lagrangian relaxations which are obtained from it, trying to determine good lower bounds on its optimal value. Computational results are also presented which support the theoretical potential of one of the relaxations.     

The single item uncapacitated lot-sizing problem with time-dependent batch sizes: NP-hard and polynomial cases

This paper considers the uncapacitated lot sizing problem with batch delivery, focusing on the general case of time-dependent batch sizes. We study the complexity of the problem, depending on the other cost parameters, namely the setup cost, the fixed cost per batch, the unit procurement cost and the unit holding cost. We establish that if any one of the cost parameters is allowed to be time-dependent, the problem is NP-hard. On the contrary, if all the cost parameters are stationary, and assuming no unit holding cost, we show that the problem is polynomially solvable in time O(T³), where T denotes the number of periods of the horizon. We also show that, in the case of divisible batch sizes, the problem with time varying setup costs, a stationary fixed cost per batch and no unit procurement nor holding cost can be solved in time O(T³ logT).     

Computing tight upper bounds on the algebraic connectivity of certain graphs

A generalized Bethe tree is a rooted unweighted tree in which vertices at the same level have the same degree. Let B be a generalized Bethe tree. The algebraic connectivity of:

the generalized Bethe tree B,

a tree obtained from the union of B and a tree T isomorphic to a subtree of B such that the root vertex of T is the root vertex of B,

a tree obtained from the union of r generalized Bethe trees joined at their respective root vertices,

a graph obtained from the cycle C_r by attaching B, by its root, to each vertex of the cycle, and

a tree obtained from the path P_r by attaching B, by its root, to each vertex of the path,

is the smallest eigenvalue of a special type of symmetric tridiagonal matrices. In this paper, we first derive a procedure to compute a tight upper bound on the smallest eigenvalue of this special type of matrices. Finally, we apply the procedure to obtain a tight upper bound on the algebraic connectivity of the above mentioned graphs.

     

Almost tight upper bounds for the single cell and zone problems in three dimensions

We consider the problem of bounding the combinatorial complexity of a single cell in an arrangement ofn low-degree algebraic surface patches in 3-space. We show that this complexity isO(n ^2+ε), for any ε>0, where the constant of proportionality depends on ε and on the maximum degree of the given surfaces and of their boundaries. This extends several previous results, almost settles a 9-year-old open problem, and has applications to motion planning of general robot systems with three degrees of freedom. As a corollary of the above result, we show that the overall complexity of all the three-dimensional cells of an arrangement ofn low-degree algebraic surface patches, intersected by an additional low-degree algebraic surface patch σ (the so-calledzone of σ in the arrangement) isO(n ^2+ε), for any ε>0, where the constant of proportionality depends on ε and on the maximum degree of the given surfaces and of their boundaries. Work on this paper by the first author has been supported by a Rothschild Postdoctoral Fellowship, by a grant from the Stanford Integrated Manufacturing Association (SIMA), by NSF/ARPA Grant IRI-9306544, and by NSF Grant CCR-9215219. Work on this paper by the second author has been supported by NSF Grants CCR-91-22103 and CCR-93-111327, and by grants from the U.S.-Israeli Binational Science Foundation, the G.I.F., the German-Israeli Foundation for Scientific Research and Development, and the Israel Science Fund administered by the Israeli Academy of Sciences.     

Truly tight bounds for TSP heuristics

We present an improved performance analysis of select-and-extend heuristics for the metric traveling salesman problem. Our main contributions concern the Arbitrary Addition and Farthest Addition methods.     

Lower bounds and upper bounds for chromatic polynomials

In this paper we give lower bounds and upper bounds for chromatic polynomials of simple undirected graphs on n vertices having m edges and girth exceeding g © 1993 John Wiley & Sons, Inc.     

Integrated lot-sizing and one-dimensional cutting stock problem with usable leftovers

This paper addresses the integration of the lot-sizing problem and the one-dimensional cutting stock problem with usable leftovers (LSP-CSPUL). This integration aims to minimize the cost of cutting items from objects available in stock, allowing the bringing forward production of items that have known demands in a future planning horizon. The generation of leftovers, that will be used to cut future items, is also allowed and these leftovers are not considered waste in the current period. Inventory costs for items and leftovers are also considered. A mathematical model for the LSP-CSPUL is proposed to represent this problem and an approach, using the simplex method with column generation, is proposed to solve the linear relaxation of this model. A heuristic procedure, based on a relax-and-fix strategy, was also proposed to find integer solutions. Computational tests were performed and the results show the contributions of the proposed mathematical model, as well as, the quality of the solutions obtained using the proposed method.