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Gislaine Mara Melega1*, Silvio Alexandre de Araujo1 and Raf Jans2 PDF

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(cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 167 — #1 (cid:2) (cid:2) PesquisaOperacional(2016)36(1):167-196 ©2016BrazilianOperationsResearchSociety PrintedversionISSN0101-7438/OnlineversionISSN1678-5142 www.scielo.br/pope doi:10.1590/0101-7438.2016.036.01.0167 COMPARISONOFMIPMODELSFORTHEINTEGRATEDLOT-SIZING ANDONE-DIMENSIONALCUTTINGSTOCKPROBLEM GislaineMara Melega1*, SilvioAlexandre deAraujo1 and RafJans2 ReceivedNovember30,2015/AcceptedApril1,2016 ABSTRACT.Productionprocessescomprisingboththelot-sizingproblemandthecuttingstockproblem arefrequentinvariousindustrialsectors.Howevertheseproblemsareusuallytreatedseparately,whichcan generatessuboptimaloverallsolutionandconsequentlycausesproductionlosses.Inthispaper,wepropose different mathematicalmodelsfortheintegratedproblemcombiningalternativemodelsforthelot-sizing andthecuttingstockproblem,inordertoevaluateandindicatetheimpactofthesechangesonthemodels’ performance. Anextensivecomputationalstudyisdoneusingrandomlygenerateddataandasasolution strategyweusedacommercialoptimizationpackageandtheapplicationofacolumngenerationtechnique. Keywords:CapacitatedLot-SizingProblems,One-DimensionalCuttingStockProblem,ColumnGenera- tion. 1 INTRODUCTION Technological advances and increasing competitioninindustrieshave become worldwidephe- nomena. Some prominent aspects of these advances are the emphasis on knowledge and the development of new technologies. Inserted on thiscontext, mathematical models thatdescribe and improve the productionprocesses have been studiedand used as toolstosupportdecision making in the business environment. Among the various decision processes, this work is part ofthe tactical/operationalplanningofproductionwiththelot-sizingproblemandcuttingstock problem. TheLot-SizingProblem(LSP)considersthetradeoffbetweenthesetupandinventory costs todetermine atminimalcostthesize ofproductionlotstomeet thedemand ofeach final product,whilethecuttingstockproblem(CSP)involvesthecuttingoflargeobjectsintosmaller items,soastominimizethetotallossofmaterial. The literature mostly deals with these two problems separately. However, in industrialsectors such as furniture, paper and aluminum, the lot-sizingand cuttingstock problems are foundin *Correspondingauthor. 1 DepartamentodeMatema´ticaAplicada,IBILCE, UNESP–UniversidadeEstadualPaulista,15054-000Sa˜oJose´do RioPreto,SP,Brasil. E-mails:[email protected]; [email protected] 2HECMontre´alandCIRRELT,CanadaH3T2A7QC,Canada.E-mail:[email protected] (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 168 — #2 (cid:2) (cid:2) 168 MIPMODELSFORTHEINTEGRATEDLOT-SIZINGANDONE-DIMENSIONALCUTTINGSTOCKPROBLEM consecutive phases. For these cases, a decoupled visionof the problems usuallyused by com- panies, can provide good local solutionsbut, at the end of planningprocesses, these solutions may conflictwiththeglobalobjectivesandfeasibilityofproduction.Thisfactwas observedin Gramani et al. (2009) in the furniture industry. In this case, solutionsgenerated from the lot- sizingproblemcan lead toinfeasiblesolutionsforthecuttingstockproblemwithregardtothe productioncapacity of the cutting machine. If, on the other hand, for a given period, the pro- ductionexceeds demand, thiscircumstance may generate cuttingpatternswithless loss, and a decrease ofsetupcosts. However, thereisanincrease ofinventorycostsandphysicalspace for allocationofitemstobestoredwillbeneeded,whichmaynotexistinpractice. Forthisreason, therelevanceoftheseissuesintheindustrialsectorsandthebenefitsindealingwithproblemsin anintegratedwaymakesthisanappropriateresearchtopictoday. Motivatedbythis,thepresent paper proposesmathematical modelsandsolutionmethodsforsolvingtheintegratedlot-sizing andcuttingstockproblem. Inthiswork,the capacitated lot-sizingproblemismodeled usingthe mathematical modelpro- posedbyTrigeiroetal. (1989),denotedherebyCL.Wealsoconsideredthevariableredefinition strategy (Eppen & Martin, 1987) which reformulates the lot-sizingproblem as a shortest path problem. This reformulationis called SP. The idea of this variable redefinition was originally proposed foruncapacitated problemsand Jans & Degraeve (2004), Jans (2009), Fiorotto& de Araujo(2014)andMelegaetal. (2013)extendedthistocaseswithcapacityconstraints,related parallelmachines, unrelatedparallelmachines andvariousplants, respectively. Moreinforma- tiononreformulationforlot-sizingproblemscanbefoundinDenizeletal. (2008),whichshows severaltheoreticalandcomputationalresultsbetweensomereformulations. To model the one-dimensional cuttingstock problem, we consider three mathematical models from the literature. The first one is the model developed by Kantorovich (1960), here denoted byKT.Thismodelisalsocalled thegeneralizedassignmentformulationforCSP(Degraeve & Peeters, 2003)and determines thebest waytocutobjects tomeet the demand, minimizingthe numberofobjectsused. Forthismodel,anupperboundonthenumberofobjectsisconsidered. The second model dealt with,and perhaps the best knownamong the academic community, is theoneproposedbyGilmore&Gomory(1961,1963)denotedherebyGG.Thismodelproduces goodlowerboundswhencomparedtotheKTmodel,howeverithasanlargenumberofvariables, whichindicatestheuseofcolumngenerationtodealwiththisdifficulty. The thirdmodelwasproposedbyVale´riode Carvalho(1999,2002),here denotedVC. Theau- thorsproposeanalternativemathematicalmodelfortheone-dimensionalcuttingstockproblem basedonanarcflowproblem.Thus,findingavalidcuttingpatternforthecuttingstockproblemis equivalenttofindingapathinadirectedacyclicgraph.Theauthorsalsoconsideradditionalcon- straintstoguaranteethatdemandissatisfied.Thismodelisefficientinthesensethatitpresents alinearrelaxationasgoodastheGilmoreandGomorymodel. Furthermore, the cutting stock models described above were originally proposed for a single object typeso theyare extended toconsider several types ofobjects instock(MOfrom multi- PesquisaOperacional, Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 169 — #3 (cid:2) (cid:2) 169 GISLAINEMARAMELEGA,SILVIOALEXANDREDEARAUJO and RAFJANS objects). In a second part ofthis study, these models are integrated intothe uncapacitated lot- sizingproblemproposedbyWagner&Whitin(1958),herecalledWW. Next, inSection2,there isa literaturereviewwiththemajorstudiesthataddress thelot-sizing andthecuttingstockprobleminanintegratedway. TheSections3,4and5describetheproposed integratedmodelswithcapacityconstraints,severalobjecttypesandareformulationforthelot- sizing,respectively. InSection6,thesolutionstrategiesaredescribed. Thecomputationalresults arepresentedinSection7. Andfinally,theconclusionsarepresentedinSection8. 2 LITERATUREREVIEW The importance of addressing the problems in an integrated way has become increasingly ev- ident in the literature and is closely related to industrial applications. Possibly Farley (1988) had been the first paper that treats these problems in an integrated way. The author addressed theprobleminanclothingindustry,wheretheprobleminvolvesirregulartwo-dimensionalcuts. Hendryetal. (1996)conductedacasestudyonacoppercomponentsfactory.Theobjectivewas toinvestigatealternativemethodsofgeneratingproductionplansforcastinginordertominimize costs andmeet demand. Nona˚s& Thorstenson(2000,2008)studiedtheproblemcoupledwith theadditionofsetupcostinaNorwegiancompanythatproducesoff-roadtrucks.Thecompany needed aproductionplanthatminimizesthetotalcostinthecuttingprocessandintheproduc- tionline. Therefore, the authorsproposed a model and different solutionmethods. Gramani & Franc¸a(2006)formulatedamathematicalmodelfortheintegratedprobleminafurnitureindustry and proposed a solutionmethodbased onan analogywiththeshortest pathproblem. Compu- tational resultscompared the proposed method to the method used in the industry.Poltroniere etal. (2008)studiedtheintegratedproblemappliedtothepaperindustry.Theauthorsanalyzed the production process and proposed a mathematical model for machines operating in paral- lel and presented twoheuristicsbased on Lagrangian relaxation consideringthe problems ina decoupledway. Ghidini & Arenales (2009) treated the coupled problem applied to the furniture industry. To solvetheproblem,whichconsidersthefinalcompositionoftheproducts,theauthorsproposed two heuristics based on the primal simplex method with column generation. A procedure for obtaininganintegersolutionhasbeenproposed. Gramanietal.(2009)proposedamathematical modelthatconsidersfinalproductsanda capacityconstraintonthesaw machineinafurniture industry. Twosolutionmethodswereproposed. Oneisadecompositionheuristicandtheother one is a Lagrangian based heuristic, in which the resulting problem is decomposed into two subproblems. Asmoothingheuristictorecoverfeasibilityisused. Gramanietal. (2011)extend theirmodelfrom2009toconsidercutitemsinventoryandthismodeldecomposedintotwo,one forthelot-sizingproblemandoneforthecuttingstockprobleminordertoportraythesolution methodthatindustriespracticed.Theintegratedproblemwassolvedusingthecolumngeneration technique. The computational results showed that the column generation technique can obtain gains of more than 12.7%, compared with the decompositionmodel used in practice. Also in the context of a furniturefactory Santos et al. (2011) presented a mixed integer programming PesquisaOperacional,Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 170 — #4 (cid:2) (cid:2) 170 MIPMODELSFORTHEINTEGRATEDLOT-SIZINGANDONE-DIMENSIONALCUTTINGSTOCKPROBLEM modelfortheintegratedprobleminthecontextofafurniturefactory.Theauthorsconsideredthe cuttingpatternsusedbyindustryandn-groupscuttingpatterntosolvetheproblemwithasetof realdataprovidedbythefactory. AnextensiontoGramanietal. (2011)modelwasproposedin Vanzelaetal. (2013)inordertosimulatethepracticeofasmallfurniturefactory. Alem & Morabito(2012)used robustoptimizationtoolstosolve theintegrated probleminthe furniture industry, where the productioncosts and demand of products are uncertain parame- ters. Computationaltestswereperformedusingrealandsimulateddata.Lea˜o&Arenales(2012) studieda simplificationofthemodelstudiedinPoltroniereet al. (2008).Twoapproaches have beenstudied:(i)forasingletypeofobjectand(ii)forvarioustypesofobjects.Threemathemat- ical modelsforeach approach have been proposedandthey usedthe columngenerationas the solutionmethod.Toobtainafeasiblesolution,thecolumnsobtainedwiththecolumngeneration methodareusedandtheresultingintegerproblemwiththislimitedsetofcolumnsissolved. Silva et al. (2014) presented two integer programming models for the integrated problem. In thesemodels,boththebringingforwardofitemsforproductionandalsothestockingofreusable leftoversforthecuttingprocessinlaterperiodswereallowed.Theauthorsproposedtwoheuris- tics and evaluated the models through a computational study, checking the quality of the so- lutionswhen compared to work described in the literature. In more recent papers, Poldi& de Araujo(2016)studiedthemulti-periodcuttingstockproblemandMolinaetal.(2016)proposed anintegratedlotsizingandpackingproblemthatisrelatedtotheproblemstudiedinthispaper. Mostofthestudiesintheliteraturethataddresstheintegratedlot-sizingandcuttingstockprob- lemstudyseveralcases oftheprobleminpractice. Inthesestudies,alternativeformulationsfor theLSPandCSParenottestedinordertochoosetheformulationthatbestfitstheproblemand thedataset. So,extendingtheideasofLonghietal.(2015)thispaper triestocover thegapby proposingalternativemathematicalformulations,consideringdifferentfeaturesofthelot-sizing and cutting stock problem such as capacity constraints and several object types. Furthermore, throughtheuseofextensivecomputationaltests,itintendstoevaluateandpointouttheimpact ofthesechangesintheperformanceofthemodels. 3 MATHEMATICALMODELSWITHCAPACITYCONSTRAINT Inthissectionthelot-sizingproblemproposedbyTrigeiroetal. (1989)(CLmodel)isintegrated withvariouscuttingstockformulationsasdescribedabove.Theintegratedlot-sizingandcutting stockmodelisatwolevelproductionmodel,withproductionoffinalproductsatthefinallevel, andthecuttingofthepiecesattheprecedinglevel.Theproposedmodelassumesthatfinalprod- ucts can be kept in inventory, but pieces cannot be kept in inventory. Furthermore, the Billof Materialindicatesthatonefinalproductrequiresexactlyonepiece,andeachtypeoffinalprod- uctrequiresadifferentpiece.Therefore,thereisaone-to-onerelationshipbetweenfinalproducts andpiecesinthemodel. This might be a relevant model in various industrial applications. A first relevant setting is present,forinstance,inthefurnitureindustry.Thereisademandforthefinalproducts(wardrobe, PesquisaOperacional, Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 171 — #5 (cid:2) (cid:2) 171 GISLAINEMARAMELEGA,SILVIOALEXANDREDEARAUJO and RAFJANS for example) which creates demand for subassemblies or components (a door, for example) (Gramani&Franc¸a,2006).Afterthecuttingprocess,thecutitemspassthroughanotherproduc- tiveprocess(e.g. drillingandpainting)beforebeingreadytobeassembledintoafinalproduct. Usually these other productive processes are considered the bottlenecks of the complete pro- duction process (Ghidiniet al., 2007; Santos et al., 2011; Alem & Morabito, 2013), and their capacity is consideredinthemodel, whereas the finalassembly is notconsidered inthemodel sinceitisnotabottleneckprocess. Ghidinietal. (2007)andAlem&Morabito(2013)considered thedrillmachinecapacity intermsofitems. Santosetal. (2011)consideredaggregatedcapac- ityconstraintsforalltheothermachines (exceptthecuttingmachine). Fortheone-dimensional case, considered in this paper, the same type of capacity constraints appear. For instance, in tubularfurnitureindustries,the bendingmachine is a bottleneckofthe productionprocess and itscapacitymustbeconsideredinthemathematicalmodel. A second potentialpractical backgroundappears in industrieswhere the cut items are directly transformed in end items, i.e., there is no need to assemble several items to compose a final product,butthereisa productionprocess betweenthecutitemsandtheenditems. Thecapac- ity constraint in terms of end items means that the capacity constraints are related to the final productionprocesstotransformthecutitemsintothefinalitems. Considerthefollowingparametersanddecisionvariables: Parameters: T:numberoftimeperiods(indext); I: numberofitems(indexi); sc :setupcostofitemi inperiodt; it hc : unitholdingcostofitemi inperiodt; it st :setuptimeofitemi inperiodt; it vt : productiontimeofitemi inperiodt; it cap :capacity(inunitoftime)inperiodt; t d : demandofitemi inperiodt; it sd :sumofdemandofitemi fromperiodt untilperiodr; itr L:objectlength; l :lengthofitemi; i co: fixedcostofanobject. DecisionVariables: X : productionquantityofitemi inperiodt; it S : inventoryforitemi attheendofperiodt;Y : binaryvariableindicatingtheproductionor it it notofitemi inperiodt. The firstcuttingmodelusedtoformulatetheintegratedproblem,istheKT model,whichgives themodelCLKTfromCL+KT.Forthis,considerthefollowingdataandvariablesspecifictothis model: PesquisaOperacional,Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 172 — #6 (cid:2) (cid:2) 172 MIPMODELSFORTHEINTEGRATEDLOT-SIZINGANDONE-DIMENSIONALCUTTINGSTOCKPROBLEM Q: numberofobjectsavailableinstock(indexq); y :binaryvariablethatindicateswhetherobjectq isusedinperiodt; qt h :variablethatindicatestheamountofitemi cutfromobjectq inperiodt. iqt ModelCLKT (cid:2)T (cid:2)I (cid:2)T (cid:2)Q min (sc Y +hc S )+ coy (1) it it it it qt t=1 i=1 t=1q=1 Subjectto: Xit +Si,t−1 =dit +Sit ∀i, ∀t (2) X ≤sd Y ∀i, ∀t (3) it itT it (cid:2)I (st Y +vt X )≤Cap ∀t (4) it it it it t i=1 (cid:2)I l h ≤ Ly ∀q, ∀t (5) i iqt qt i=1 (cid:2)Q h = X ∀i, ∀t (6) iqt it q=1 Y , y ∈{0,1} ∀i, ∀q, ∀t (7) it qt hiqt ∈Z+ ∀i, ∀q, ∀t (8) Xit, Sit ∈R+ ∀i, ∀t (9) The objectivefunction(1)minimizes the machine setup costs, inventoryholdingcosts and the costofcuttingobjects. Constraints(2)are thedemandconstraints: inventorycarriedover from thepreviousperiodandproductioninthecurrentperiodareavailabletobeusedtosatisfycurrent demandandbuildupinventory. Constraints(3)forcethesetupvariabletooneifanyproduction takesplaceinthatperiod.Next,thereisaconstraintontheavailablecapacityineachperiod(4). Constraints(5)arefromthecuttingstockproblemandensurethatifobjectq isused, thecom- binationofthelengthsofitemsthatwillbecutfromitshouldnotexceed itslength. Constraints (6) are responsiblefor the integrationof the lot-sizingand cut stock problem decision, thatis, wehavetocutasufficientamountofitemstomeettheplannedproductionamount. Finally,the setofconstraints(7),(8)and(9)definethenon-negativityandintegralityconditions.Itisknown thatthemodelKT forthecuttingstockproblemhasaweaklinearrelaxationandpresentsmany symmetricsolution(Vale´riodeCarvalho,2002). Observe that the variables X and constraints (6) could be eliminated by replacing X by (cid:3) it it Q h intherestofthemodel.Howevertocomparethismodelwithotherproposedmodels, q=1 iqt thevariable X andtheconstraints(6)arekeptexplicitlyinthemodel. Thisremarkisalsovalid it fortheothermodelspresentedbelowintheSections3and4. PesquisaOperacional, Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 173 — #7 (cid:2) (cid:2) 173 GISLAINEMARAMELEGA,SILVIOALEXANDREDEARAUJO and RAFJANS The second integrated formulationpresented below (CLVC)uses the VC model for thecutting stockproblem,whichismodeledasan arcflowproblem. Considerapathina directedacyclic graph G = (V,A), with V = {0,1,...,L} and the set of arcs of the graph defined as A = {(j,l);0 ≤ j < l < L and l− j = l forall i ≤ I}. Thelossesintheobjectgeneratedfrom i thecuttingprocessarerepresentedinthegraphbyadditionalarcsbetweenthevertices(j, j+1) to j =0,...,L −1. AsdecisionvariablesfortheintegratedmodelCLVCwehave: f : flowthroughthenetworkinperiodt; t z :numberofcuttingpatternswhichhaveanitemofsize(l− j)allocatedatadistance j from jlt thebeginningoftheobjectinperiodt. ModelCLVC (cid:2)T (cid:2)I (cid:2)T min (sc Y +hc S )+ cof (10) it it it it t t=1i=1 t=1 Subjectto: Xit +Si,t−1 =dit +Sit ∀i, ∀t (11) X ≤sd Y ∀i, ∀t (12) it itT it (cid:2)I (st Y +vt X )≤Cap ∀t (13) it it it it t i=1(cid:2) − z =−f ∀t (14) 0lt t (0,l)∈A (cid:2) (cid:2) z − z =0 l =1,...,L −1,∀t (15) glt lht (g,l)∈A (l,h)∈A (cid:2) z = f ∀t (16) lLt t (l,L)∈A (cid:2) zh,h+li,t = Xit ∀i, ∀t (17) (h,h+li)∈A Y ∈{0,1} ∀i, ∀t (18) it zlht, ft ∈Z+ ∀(l,h) ∈ A, ∀t (19) Xit, Sit ∈R+ ∀i, ∀t (20) Theobjectivefunction(10)minimizesthemachinesetupandinventorycostsoftheitems,aswell asthecostoftheflowthroughthenetwork.Theflowsetforthisproblemrepresentsthenumber of used objects (cutting patterns), since one flow unit defines a path, which in turn defines a cuttingpattern. Constraints(11),(12)and(13)refertothelot-sizingproblemandaredefinedasinCLKT.Theset ofconstraints(14),(15)and(16)correspondtoflowconservationconstraintsandarecharacteris- PesquisaOperacional,Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 174 — #8 (cid:2) (cid:2) 174 MIPMODELSFORTHEINTEGRATEDLOT-SIZINGANDONE-DIMENSIONALCUTTINGSTOCKPROBLEM ticoftheVale´riodeCarvalhomodel. Constraints(17)integratethetwoproblemsandconstraints (18),(19)and(20)arenon-negativityandintegralityconstraints. Thismodelalsopresentsmanysymmetricsolutions,oralternativesthatcorrespondtothesame cuttingpatterns. Forthisreason,Vale´riodeCarvalho(1999)presentedsomereductioncriteriato eliminatesomearcs, reducingthenumberofsymmetricsolutionswithouteliminatinganyvalid cutting patterns from set A. This study applies the criterion consistingof allocating the items in order of decreasing length in each cuttingpattern, that is, an item of length i can only be 1 placedafteranotheritemlengthi ifi ≤i ,oratthebeginningoftheobject. Anothercriterion 2 1 2 alsouseddoesnotallowstartingwithacuttingpatternwithloss. Thus,thefirstarc oflosswill be insertedinthegraphata distancefromthebeginningoftheobjectrepresentingtheshortest itemlength. The third model CLGG combines the lot-sizing model CL with the cutting stock model GG (Gilmore&Gomory,1961,1963),whichhasthefollowingparametersanddecisionvariables: J:setofcuttingpatterns(index j); a :parameterindicatingthequantityofitemi cutaccordingtothecuttingpattern j; ij x :variableindicatingthenumberofobjectscutaccordingtocuttingpattern j inperiodt. jt ModelCLGG (cid:2)T (cid:2)I (cid:2)T (cid:2) min (sc Y +hc S )+ cox (21) it it it it jt t=1 i=1 t=1 j∈J Subjectto: Xit +Si,t−1 =dit +Sit ∀i, ∀t (22) X ≤sd Y ∀i, ∀t (23) it itT it (cid:2)I (st Y +vt X )≤Cap ∀t (24) it it it it t (cid:2)i=1 a x = X ∀i, ∀t (25) ij jt it j∈J Y ∈{0,1} ∀i, ∀t (26) it xjt ∈Z+ ∀j, ∀t (27) Xit, Sit ∈R+ ∀i, ∀t (28) The objective function(21)minimizes thesum ofsetup costs, inventorycosts and cost related tothenumberofobjectsused inthecuttingprocess. Thesets ofconstraints(22),(23)and(24) refer tothelot-sizingproblemandare defined as inthemodelCLKT. Constraints(25)linkthe cuttingvariable withtheproductionvariableand finally the constraints(26), (27)and (28) are non-negativityandintegralityconstraintsonthevariables. ThemodelGGisanextendedmodel and can be obtained by applying Dantzig – Wolfe decomposition on the KT and VC models PesquisaOperacional, Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 175 — #9 (cid:2) (cid:2) 175 GISLAINEMARAMELEGA,SILVIOALEXANDREDEARAUJO and RAFJANS (Vale´riodeCarvalho,2002).Asaconsequencethismodelhasalargeamountofvariablesandis generallysolvedbycolumngeneration. 4 MATHEMATICALMODELSWITHSEVERALTYPESOFOBJECTS For the mathematical models presented in this section, we integrate the model proposed by Wagner& Whitin(1958),here denotedbyWW withthecuttingstockmodelsextendedtocon- sider several types of objects. The WW model describes the uncapacitated lot-sizingproblem. Inthiscase,considerthefollowingparametersandadditionaldecisionvariables: Parameters: K: numberofobjecttypesavailableinstock(indexk); e : plannedsupplyofobjecttypek atthebeginningofperiodt; kt L :objectlengthoftypek; k cw: costperunitofrawmaterialwaste. DecisionVariable: s : numberofobjectsoftypek stockedatendofperiodt. kt Themodeldescribedbelow(WWKTMO)modelsthecuttingstockproblembasedonmodelKT, consideringseveraltypesofobjectsMO.Intheoriginalvariablesanewindexisinserted,which referstothetypeofobjecttobecut. Parameters: (cid:4) (cid:3) (cid:5) se : sumofplannedsupplyofobjectsoftypek fromperiod1toperiodt se = t e ; kt kt a=1 ka q ∈{1,...,se },indexfortheavailableobjects. kt DecisionVariables: y :binaryvariablethatindicateswhetherobjectq oftypek isusedinperiodt; qkt h :quantityofitemi cutfromobjectq oftypek inperiodt. iqkt ModelWWKTMO ⎛ ⎞ (cid:2)T (cid:2)I (cid:2)T (cid:2)K (cid:2)sekt (cid:2)T (cid:2)K (cid:2)sekt (cid:2)I min (sc Y +hc S )+cw⎝ L y − l h ⎠ (29) it it it it k qkt i iqkt t=1 i=1 t=1k=1q=1 t=1k=1q=1i=1 Subjectto: Xit +Si,t−1 =dit +Sit ∀i, ∀t (30) X ≤sd Y ∀i, ∀t (31) it itT it (cid:2)I l h ≤ L y ∀q, ∀k, ∀t (32) i iqkt k qkt i=1 (cid:2)K (cid:2)sekt h = X ∀i, ∀t (33) iqkt it k=1q=1 PesquisaOperacional,Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) (cid:2) “main” — 2016/4/29 — 12:19 — page 176 — #10 (cid:2) (cid:2) 176 MIPMODELSFORTHEINTEGRATEDLOT-SIZINGANDONE-DIMENSIONALCUTTINGSTOCKPROBLEM (cid:2)sekt ekt +sk,t−1 = yqkt +skt ∀k, ∀t (34) q=1 Y , y ∈{0,1} ∀q, ∀i, ∀k, ∀t (35) it qkt hiqkt ∈Z+ ∀q, ∀i, ∀k, ∀t (36) Xit, Sit,skt ∈R+ ∀i, ∀t (37) The objectivefunction(29)minimizes machine setupcosts, inventoryholdingcosts and waste cost in the cutting process. Constraints (30) and (31) refer to the lot-sizing problem and are defined as in the CLKT model. The set of constraints (32) ensure that if an object q of type k is used, the combination of the items that will be cut from it should not exceed its length. Constraint(33) isresponsible forthe integrationof the decisionvariables of the lot-sizingand cuttingstockproblems. Itensuresthatasufficientamountofitemsare cuttomeet thedemand. Thesetofconstraints(34)ensurethatthenumberofobjectscutineach perioddoesnotexceed theavailabilityinstock. The integrated model presented below (WWVCMO), is based on the VC formulationto model the cuttingstock problem. Since several object types are available in stock, we need to define themaximum objectlength Lmax = max∀k{Lk}, correspondingtothenumbers ofnodesinthe network.Thefollowingdecisionvariablesarealsoneeded: f : flowthroughthenetworkintheperiodt fortheobjecttypek; kt z : numberofcuttingpatternswhichhaveaitemofsize(l − j)allocatedatadistance j from jlt thebeginningoftheobjectusedinperiodt. ModelWWVCMO ⎛ ⎞ (cid:2)T (cid:2)I (cid:2)T (cid:2)K (cid:2)T (cid:2)I (cid:2) min (scitYit +hcitSit)+cw⎝ Lkfkt − lizl,l+li,t⎠ (38) t=1 i=1 t=1k=1 t=1 i=1(l,l+li)∈A Subjectto: Xit +Si,t−1 =dit +Sit ∀i, ∀t (39) X ≤sd Y ∀i, ∀t (40) it itT it (cid:2) (cid:2)K − z =− f ∀t (41) 0lt kt (0,l)∈A k=1 (cid:2) (cid:2) (cid:10)K z − z =0 l ={1,...,L −1}\ {L }, ∀t (42) glt lht max a (g,l)∈A (l,h)∈A a=1 (cid:2) z = f ∀k, ∀t (43) gLkt kt (g,L(cid:2)k)∈A zh,h+li,t = Xit ∀i, ∀t (44) (h,h+li)∈A PesquisaOperacional, Vol. 36(1),2016 (cid:2) (cid:2) (cid:2) (cid:2)

Description:
Production processes comprising both the lot-sizing problem and the cutting stock problem Keywords: Capacitated Lot-Sizing Problems, One-Dimensional Cutting Stock Problem, Risk-averse two-stage stochastic programs in furniture plants. Journal of the Franklin Institute, 348(7): 1523–1536.
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