A mixed integer programming model for advanced planning and scheduling (APS)

This paper presents a mixed integer programming (MIP) model which succeeds in a system integration of the production planning and shop floor scheduling problems. The proposed advanced planning and scheduling (APS) model explicitly considers capacity constraints, operation sequences, lead times and due dates in a multi-order environment. The objective of the model is to seek the minimum cost of both production idle time and tardiness or earliness penalty of an order. The output of the model is operation schedules with order starting time and finish time. Numerical result shows that the suggested APS model can favorably produce optimal schedules.     

A note on “A mixed integer programming model for advanced planning and scheduling (APS)”

In a recent paper, Chen and Ji [Chen, K., Ji, P., 2007. A mixed integer programming model for advanced planning and scheduling (APS). European Journal of Operational Research 181, 515–522] develop a mixed integer programming model for advanced planning and scheduling problem that considers capacity constraints and precedence relations between the operations. The orders require processing of several operations on eligible machines. The model presented in the above paper works for the case where each operation can be processed on only one machine. However, machine eligibility means that only a subset of machines are capable of processing a job and this subset may include more than one machine. We provide a general model for advanced planning and scheduling problems with machine eligibility. Our model can be used for problems where there are alternative machines that an operation can be assigned to.     

A single-level reformulation of mixed integer bilevel programming problems

This paper focuses on the single-level reformulation of mixed integer bilevel programming problems (MIBLPP). Due to the existence of lower-level integer variables, the popular approaches in the literature such as the first-order approach are not applicable to the MIBLPP. In this paper, we reformulate the MIBLPP as a mixed integer mathematical program with complementarity constraints (MIMPCC) by separating the lower-level continuous and integer variables. In particular, we show that global and local minimizers of the MIBLPP correspond to those of the MIMPCC respectively under suitable conditions.     

Mixed integer programming for scheduling flexible flow lines with limited intermediate buffers

This paper presents new mixed integer programming formulations for scheduling of a flexible flow line with blocking. The flexible flow line consists of several processing stages in series, separated by finite intermediate buffers, where each stage has one or more identical parallel machines. The line produces several different product types and each product must be processed by, at most, one machine in each stage. A product which has completed processing on a machine may remain there and block the machine until a downstream machine becomes available for processing. The objective is to determine a production schedule for all products so as to complete the products in a minimum time. The basic mixed integer programming formulations have been enhanced to model blocking scheduling with alternative processing routes where for each product a set of routes is available for processing. A reentrant flow line where a product visits a set of stages more than once is also considered. Numerical examples are presented to illustrate applications of the various models proposed.     

A note on aggregating constraints in integer programming

To aggregate constraints is a technique for solving the integer programming problem. In this note we modify a result of Zionts (1974); without this modification, there is a counterexample for Zionts' result. Further, we give an elegant theorem which considers the aggregation of nonlinear constraints.This work was partially supported by the Chinese National Science Council.     

Integrating local search techniques into mixed integer programming

We survey the main results of the authors PhD thesis that was supervised by Claude Le Pape (ILOG, France) and Philippe Michelon (Université dAvignon, France) and has been defended in June 2004. The dissertation is written in French and is available from the author. It introduces several strategies for integrating local search techniques into mixed integer programming, with an emphasis on generic algorithms.Received: June 2004, MSC classification: 90C11, 90C59     

Strong formulations for mixed integer programming: A survey

We attempt to motivate and survey recent research on the use of strong valid inequalities and reformulation to solve mixed integer programming problems.     

Cutting plane algorithms for the inverse mixed integer linear programming problem

We present cutting plane algorithms for the inverse mixed integer linear programming problem (InvMILP), which is to minimally perturb the objective function of a mixed integer linear program in order to make a given feasible solution optimal.     

Nonsmooth semi-infinite programming problems with mixed constraints

We consider a nonsmooth semi-infinite programming problem with a feasible set defined by inequality and equality constraints and a set constraint. First, we study some alternative theorems which involve linear and sublinear functions and a convex set and we propose several generalizations of them. Then, alternative theorems are applied to obtain, under different constraint qualifications, several necessary optimality conditions in the type of Fritz-John and Karush-Kuhn-Tucker.     

A branch-and-bound algorithm for 0–1 parametric mixed integer programming

A branch-and-bound algorithm to solve 0–1 parametric mixed integer linear programming problems has been developed. The present algorithm is an extension of the branch-and-bound algorithm for parametric analysis on pure integer programming. The characteristic of the present method is that optimal solutions for all values of the parameter can be obtained.     

Complete mixed integer linear programming formulations for modularity density based clustering

Modularity density maximization is a clustering method that improves some issues of the commonly used modularity maximization approach. Recently, some Mixed-Integer Linear Programming (MILP) reformulations have been proposed in the literature for the modularity density maximization problem, but they require as input the solution of a set of auxiliary binary Non-Linear Programs (NLPs). These can become computationally challenging when the size of the instances grows. In this paper we propose and compare some explicit MILP reformulations of these auxiliary binary NLPs, so that the modularity density maximization problem can be completely expressed as MILP. The resolution time is reduced by a factor up to two order of magnitude with respect to the one obtained with the binary NLPs.     

Hybrid flexible flowshop problems: Models and solution methods

This paper considers the problem of hybrid flowshop scheduling. First, we review the shortcoming of the available model in the literature. Then, four different mathematical models are developed in form of mixed integer linear programming models. A complete experiment is conducted to compare the models for performance based on the size and computational complexities. Besides the models, the paper proposes a novel hybrid particle swarm optimization algorithm equipped with an acceptance criterion and a local search heuristic. The features provide a fine balance of diversification and intensification capabilities for the algorithm. Using Taguchi method, the algorithm is fine tuned. Then, two numerical experiments are performed to evaluate the performance of the proposed algorithm with three particle swarm optimization algorithms available in the scheduling literature and one well-known iterated local search algorithm in the hybrid flowshop literature. All the results show the high performance of the proposed algorithm.     

A new local and global optimization method for mixed integer quadratic programming problems

In this paper, a new local optimization method for mixed integer quadratic programming problems with box constraints is presented by using its necessary global optimality conditions. Then a new global optimization method by combining its sufficient global optimality conditions and an auxiliary function is proposed. Some numerical examples are also presented to show that the proposed optimization methods for mixed integer quadratic programming problems with box constraints are very efficient and stable.     

A new mixed integer programming formulation for facility layout design using flexible bays

This paper presents a mixed-integer programming formulation to find optimal solutions for the block layout problem with unequal departmental areas arranged in flexible bays. The nonlinear department area constraints are modeled in a continuous plane without using any surrogate constraints. The formulation is extensively tested on problems from the literature.     

Resolution method for mixed integer bi-level linear problems based on decomposition technique

In this article, we propose a new algorithm for the resolution of mixed integer bi-level linear problem (MIBLP). The algorithm is based on the decomposition of the initial problem into the restricted master problem (RMP) and a series of problems named slave problems (SP). The proposed approach is based on Benders decomposition method where in each iteration a set of variables are fixed which are controlled by the upper level optimization problem. The RMP is a relaxation of the MIBLP and the SP represents a restriction of the MIBLP. The RMP interacts in each iteration with the current SP by the addition of cuts produced using Lagrangian information from the current SP. The lower and upper bound provided from the RMP and SP are updated in each iteration. The algorithm converges when the difference between the upper and lower bound is within a small difference ε. In the case of MIBLP Karush–Kuhn–Tucker (KKT) optimality conditions could not be used directly to the inner problem in order to transform the bi-level problem into a single level problem. The proposed decomposition technique, however, allows the use of KKT conditions and transforms the MIBLP into two single level problems. The algorithm, which is a new method for the resolution of MIBLP, is illustrated through a modified numerical example from the literature. Additional examples from the literature are presented to highlight the algorithm convergence properties.     

Symmetric duality for minimax multiobjective variational mixed integer programming problems with partial-invexity

A pair of symmetric dual multiobjective variational mixed integer programs for the polars of arbitrary cones are formulated, which some primal and dual variables are constrained to belong to the set of integers. Under the separability with respect to integer variables and partial-invexity assumptions on the functions involved, we prove the weak, strong, converse and self-duality theorems to related minimax efficient solution. These results include some of available results.     

A mixed integer linear programming approach to minimize the number of late jobs with and without machine availability constraints

This study investigates scheduling problems that occur when the weighted number of late jobs that are subject to deterministic machine availability constraints have to be minimized. These problems can be modeled as a more general job selection problem. Cases with resumable, non-resumable, and semi-resumable jobs as well as cases without availability constraints are investigated. The proposed efficient mixed integer linear programming approach includes possible improvements to the model, notably specialized lifted knapsack cover cuts. The method proves to be competitive compared with existing dedicated methods: numerical experiments on randomly generated instances show that all 350-job instances of the test bed are closed for the well-known problem 1|_ri|∑_wiUi$1|r_i|\sum w_i{U}_i$. For all investigated problem types, 98.4% of 500-job instances can be solved to optimality within 1 hour.     

An algorithm for mixed integer optimization

This paper introduces a new algorithm for solving mixed integer programs. The core of the method is an iterative technique for changing the representation of the original mixed integer optimization problem. Supported by grants FKZ 0037KD0099 and FKZ 2495A/0028G of the Kultusministerium of Sachsen-Anhalt.Supported by a Gerhard-Hess-Preis and grant WE 1462 of the Deutsche Forschungsgemeinschaft, and by the European DONET program TMR ERB FMRX-CT98-0202.Mathematics Subject Classification (1991):90C11     

A two-stage approach for bi-objective integer linear programming

We present a new exact approach for solving bi-objective integer linear programs. The new approach employs two of the existing exact algorithms in the literature, including the balanced box and the $?$-constraint methods, in two stages. A computationally study shows that the new approach has three desirable characteristics. (1) It solves less single-objective integer linear programs. (2) Its solution time is significantly smaller. (3) It is competitive with the two-stage algorithm proposed by Leitner et al. (2016).