RZRM: Research
Optimization of Flowshop Scheduling Problems with Sequence-Dependent Setup Times
Funding: CONACyT, México (Grant for doctoral studies)
U. of Texas - Austin (E. D. Farmer Fellowship)
U. of Texas - Austin (David Bruton Fellowship)
Texas Higher Education Coordinating Board, ARP/ATP
Dates: 1994 - 1997
People: Prof. Jon Bard (U. of Texas)
Supervisor

Roger Z. Ríos (U. of Texas)
Graduate Research Assistant

Summary: My Ph.D. dissertation research addressed the flow line scheduling problem with setup times. In a flow line environment, there is a set of jobs that must be processed through a set of machines (e.g., computer assembly lines). In addition, a setup time, which is dependent on the sequence, is incurred. The objective is to find a schedule that minimizes the completion time of all the jobs in the system. This problem arises in manufacturing environments such as the pharmaceutical and paint industry. This is a very difficult problem (classified as NP-hard) in the sense that a polynomial-time algorithm to find an optimal solution is very unlikely to exist. During the first part of the research, I developed two approximation algorithms (heuristics). The first is based on a technique that combines greedy heuristics, randomization, and local search (GRASP). The second is a deterministic procedure that attempts to exploit the embedded traveling salesman problem structure. Both heuristics find schedules close to the optimum in a relatively short amount of time. These algorithms yielded substantial improvements when compared to the existing work. The GRASP methodology was awarded first place in the 1st University of Texas Student Research Conference held in November 1995.

The next stage was to formulate the problem as a mixed integer linear program and to study the polyhedral representation of the set of feasible solutions. Two different models were considered. In this part of the research I developed several valid inequalities for both of these models and established important theoretical properties about their quality. I was able to prove that several of the valid inequalities are indeed "strongest" (facet-defining). I then implemented a branch-and-cut exact optimization scheme based on these polyhedral developments. The branch-and-cut algorithm uses state-of-the-art optimization libraries MINTO and CPLEX. The initial mathematical model was generated with GAMS. Using this code I was able to solve problems that were slightly larger than any previously reported. This work was awarded first place in the 2nd University of Texas Student Research Conference held in October 1996.

Two of the most important aspects for an exact optimization technique, such as branch-and-cut or branch-and-bound, to be successful are the ability to generate valid lower bounds (by solving a relaxed subproblem) and the ability to compute upper bounds (by using an approximate algorithm to find feasible solutions). Branch-and-cut methods use linear programming as lower bounding procedures, and in this particular problem it was observed that the LP-bound was still weak. During the research on polyhedral theory I gained significant knowledge about the problem structure that allowed me to devise a better way to find lower bounds. I then implemented a branch-and-bound exact optimization scheme that uses this improved lower bounding scheme, and the approximate algorithm developed during the first stage of the research as an upper bounding procedure. The results were strikingly better, outperforming our previous branch-and-cut method. The BAB solved optimally all 10-job instances, and several 15 and 20 job instances with 2, 4, and 6 machines. When tried over 100-job instances, the BAB finds average relative optimality gaps of about 1-2% for the 2-machine problems (solving 30% of the 2-machine instances). Previous to this work, no instance larger than a 5-machine 7-job had been solved optimally. All of the procedures were written in C and C++.

Publications:
Journal Papers
[1] R. Z. Ríos-Mercado and J. F. Bard. Computational experience with a branch-and-cut algorithm for flowshop scheduling with setups. Computers & Operations Research, 25(5):351-366, 1998.
[2] R. Z. Ríos-Mercado and J. F. Bard. Heuristics for the flow line problem with setup costs. European Journal of Operational Research, 110(1):76-98, 1998.
[3] R. Z. Ríos-Mercado and J. F. Bard. An enhanced TSP-based heuristic for makespan minimization in a flow shop with setup times. Journal of Heuristics, 5(1):57-74, 1999.
[4] R. Z. Ríos-Mercado and J. F. Bard. A branch-and-bound algorithm for permutation flow shops with sequence-dependent setup times. IIE Transactions, 31(8):721-731, 1999.
[5] R. Z. Ríos-Mercado and J. F. Bard. The flow shop scheduling polyhedron with setup times. Journal of Combinatorial Optimization, 7(3):291-318, 2003.
Conference Proceedings Papers
[6] R. Z. Ríos-Mercado and J. F. Bard. New heuristics for the flow line problem with setup costs. In Proceedings of the 1st University of Texas Student Research Conference, 173-185. U. of Texas, Austin, November 1995.
[7] R. Z. Ríos-Mercado and J. F. Bard. On solving the flow line scheduling problem with setup costs. In Proceedings of the 2nd University of Texas Student Research Conference, 93-103. U. of Texas, Austin, October 1996.
Thesis
[8] R. Z. Ríos Mercado. Optimization of the Flowshop Scheduling Problem with Setup Times. Ph.D. Dissertation, Graduate Program in Operations Research & Industrial Engineering, U. of Texas, Austin, August 1997.
Technical Reports
[9] R. Z. Ríos-Mercado and J. F. Bard. New heuristics for the flow line problem with setup costs. Technical Report ORP96-01, Graduate Program in Operations Research and Industrial Engineering, U. of Texas, Austin, February 1996.
[10] R. Z. Ríos-Mercado and J. F. Bard. The flowshop scheduling polyhedron with setup times. Technical Report ORP96-07, Graduate Program in Operations Research and Industrial Engineering, U. of Texas, Austin, July 1996.
[11] R. Z. Ríos-Mercado and J. F. Bard. Computational experience with a branch-and-cut algorithm for flowshop scheduling with setups. Technical Report ORP97-01, Graduate Program in Operations Research and Industrial Engineering, U. of Texas, Austin, May 1997.
[12] R. Z. Ríos-Mercado and J. F. Bard. A branch-and-bound algorithm for flowshop scheduling with setup times. Technical Report ORP97-02, Graduate Program in Operations Research and Industrial Engineering, U. of Texas, Austin, May 1997.
[13] R. Z. Ríos-Mercado and J. F. Bard. An enhanced TSP-based heuristic for makespan minimization in a flow shop with setup times. Technical Report ORP97-08, Graduate Program in Operations Research and Industrial Engineering, U. of Texas, Austin, December 1997.