Abstract
In this paper, we address a two-stage integrated lot-sizing, scheduling and cutting stock problem with sequence-dependent setup times and setup costs. In production stage one, a cutting machine is used to cut large objects into smaller pieces, in which cutting patterns are generated and used to cut the pieces, and should be sequenced in order to obtain a complete cutting plan for the problem. The cut pieces, from production stage one, are used to assemble final products in production stage two, where the final products are scheduled in order to meet the client’s demands. To solve the two-stage integrated problem, we present solution methods based on a price-and-branch approach, in which a column generation procedure is proposed to generate columns and the integer problem is solved by decomposition solution approaches. A computational study is conducted using randomly generated data and an analysis showing the impact of the solution approaches in the two-stage integrated problem is presented. In addition, the performance and benefits of the integrated approach are compared to an empirical simulation of the common practice (sequential approach).
Similar content being viewed by others
Notes
The data sets are available online at: https://github.com/gislainemelega/Instances-ILSSCS
References
Akartunali, K., & Miller, A. J. (2009). A heuristic approach for big bucket multi-level production planning problems. European Journal of Operational Research, 193(2), 396–411.
Alem, D., & Morabito, R. (2013). Risk-averse two-stage stochastic programs in furniture plants. OR Spectrum, 35(4), 773–806.
Almeder, C., Klabjan, D., Traxler, R., & Almada-Lobo, B. (2015). Lead time considerations for the multi-level capacitated lot-sizing problem. European Journal of Operational Research, 241(3), 727–738.
Arbib, C., & Marinelli, F. (2014). On cutting stock with due dates. Omega, 46, 11–20.
Arbib, C., Marinelli, F., & Pezzella, F. (2012). An lp-based Tabu search for batch scheduling in a cutting process with finite buffers. International Journal of Production Economics, 136(2), 287–296.
Arbib, C., Marinelli, F., & Ventura, P. (2016). One-dimensional cutting stock with a limited number of open stacks: Bounds and solutions from a new integer linear programming model. International Transactions in Operational Research, 23(1–2), 47–63.
Avella, P., D’Auria, B., & Salerno, S. (2006). A lp-based heuristic for a time-constrained routing problem. European Journal of Operational Research, 173(1), 120–124.
Bektaş, T., & Gouveia, L. (2014). Requiem for the Miller–Tucker–Zemlin subtour elimination constraints? European Journal of Operational Research, 236(3), 820–832.
Ben Amor, H., Desrosiers, J. M., de Carvalho, Valério, & Manuel, J. (2006). Dual-optimal inequalities for stabilized column generation. Operations Research, 54(3), 454–463.
Braga, N., Alvez, C., Macedo, R., & de Carvalho, J. M. V. (2016). Combined cutting stock and scheduling: A matheuristic approach. International Journal of Innovative Computing and Applications, 17(3), 135–146.
Clark, A. R., Morabito, R., & Toso, E. A. V. (2010). Production setup-sequencing and lot-sizing at an animal nutrition plant through atsp subtour elimination and patching. Journal of Scheduling, 13(2), 111–121.
Copil, K., Wörbelauer, M., Meyr, H., & Tempelmeier, H. (2017). Simultaneous lotsizing and scheduling problems: A classification and review of models. OR Spectrum, 39(1), 1–64.
de Araujo, S. A., Arenales, M. N., & Clark, A. R. (2007). Joint Rolling–Horizon scheduling of materials processing and lot-sizing with sequence-dependent setups. Journal of Heuristics, 13(4), 337–358.
Degraeve, Z., & Jans, R. (2007). A new Dantzig–Wolfe reformulation and branch-and-price algorithm for the capacitated lot-sizing problem with setup times. Operations Research, 55(5), 909–920.
Desrochers, M., & Laporte, G. (1991). Improvements and extensions to the Miller–Tucker–Zemlin subtour elimination constraints. Operations Research Letters, 10(1), 27–36.
Dolan, E. D., & Moré, J. J. (2002). Benchmarking optimization software with performance profiles. Mathematical Programming, 91(2), 201–213.
Drexl, A., & Kimms, A. (1997). Lot sizing and scheduling—Survey and extensions. European Journal of Operational Research, 99(2), 221–235.
Dyson, R. G., & Gregory, A. S. (1974). The cutting stock problem in the flat glass industry. Operational Research Quarterly, 25(1), 41–53.
Farley, A. A. (1990). A note on bounding a class of linear programming problems, including cutting stock problems. Operations Research, 38(5), 922–923.
Ferreira, D., Clark, A. R., Almada-Lobo, B., & Morabito, R. (2012). Single-stage formulations for synchronised two-stage lot sizing and scheduling in soft drink production. International Journal of Production Economics, 136(2), 255–265.
Foerster, H., & Wäscher, G. (1998). Simulated annealing for order spread minimization in sequencing cutting patterns. European Journal of Operational Research, 110(2), 272–281.
Gau, T., & Wäscher, G. (1995). Cutgen1: A problem generator for the standard one-dimensional cutting stock problem. European Journal of Operational Research, 84(3), 572–579.
Gramani, M. C. N., França, P. M., & Arenales, M. N. (2009). A Lagrangian relaxation approach to a coupled lot-sizing and cutting stock problem. International Journal of Production Economics, 119(2), 219–227.
Gramani, M. C. N., França, P. M., & Arenales, M. N. (2011). A linear optimization approach to the combined production planning model. Journal of the Franklin Institute, 348(7), 1523–1536.
Guimarães, L., Klabjan, D., & Almada-Lobo, B. (2014). Modeling lotsizing and scheduling problems with sequence dependent setups. European Journal of Operational Research, 239(3), 644–662.
Hans, E., & van de Velde, S. (2011). The lot sizing and scheduling of sand casting operations. International Journal of Production Research, 49(9), 2481–2499.
Helber, S., & Sahling, F. (2010). A fix-and-optimize approach for the multi-level capacitated lot sizing problem. International Journal of Production Economics, 123(2), 247–256.
Jans, R., & Degraeve, Z. (2004). Improved lower bounds for the capacitated lot sizing problem with setup times. Operations Research Letters, 32(2), 185–195.
Johnston, R. E., & Sadinlija, E. (2004). A new model for complete solutions to one-dimensional cutting stock problems. European Journal of Operational Research, 153(1), 176–183.
Madsen, O. B. G. (1988). An application of travelling-salesman routines to solve pattern-allocation problems in the glass industry. The Journal of the Operational Research Society, 39(3), 249–256.
Malik, M. M., Qiu, M., & Taplin, J. (2009). An integrated approach to the lot sizing and cutting stock problems. In International conference on industrial engineering and engineering management (IEEE) (pp. 1111–1115).
Marinelli, F., Nenni, M. E., & Sforza, A. (2007). Capacitated lot sizing and scheduling with parallel machines and shared buffers: A case study in a packaging company. Annals of Operations Research, 150(1), 177–192.
Martínez, K. P., Adulyasak, Y., Jans, R., Morabito, R., & Toso, E. A. V. (2019). An exact optimization approach for an integrated process configuration, lot-sizing, and scheduling problem. Computers & Operations Research, 103, 310–323.
Martínez, K. P., Morabito, R., & Toso, E. A. V. (2018). A coupled process configuration, lot-sizing and scheduling model for production planning in the molded pulp industry. International Journal of Production Economics, 204, 227–243.
Melega, G. M., de Araujo, S. A., & Jans, R. (2018). Classification and literature review of integrated lot-sizing and cutting stock problems. European Journal of Operational Research, 271(1), 1–19.
Meyr, H. (2000). Simultaneous lotsizing and scheduling by combining local search with dual reoptimization. European Journal of Operational Research, 120(2), 311–326.
Miller, C. E., Tucker, A. W., & Zemlin, R. A. (1960). Integer programming formulation of traveling salesman problems. Journal of the ACM, 7(4), 326–329.
Mohammadi, M., Fatemi Ghomi, S. M. T., Karimi, B., & Torabi, S. A. (2010). Rolling-horizon and fix-and-relax heuristics for the multi-product multi-level capacitated lotsizing problem with sequence-dependent setups. Journal of Intelligent Manufacturing, 21(4), 501–510.
Nonås, S. L., & Thorstenson, A. (2008). Solving a combined cutting-stock and lot-sizing problem with a column generating procedure. Computers & Operations Research, 35(10), 3371–3392.
Pattloch, M., Schmidt, G., & Kovalyov, M. Y. (2001). Heuristic algorithms for lotsize scheduling with application in the tobacco industry. Computers & Industrial Engineering, 39(3), 235–253.
Poldi, K. C., & de Araujo, S. A. (2016). Mathematical models and a heuristic method for the multiperiod one-dimensional cutting stock problem. Annals of Operations Research, 238(1), 497–520.
Poltroniere, S. C., Poldi, K. C., Toledo, F. M. B., & Arenales, M. N. (2008). A coupling cutting stock-lot sizing problem in the paper industry. Annals of Operations Research, 157(1), 91–104.
Sadykov, R., & Vanderbeck, F. (2013). Column generation for extended formulations. EURO Journal on Computational Optimization, 1(1), 81–115.
Sahling, F., Buschkühl, L., Tempelmeier, H., & Helber, S. (2009). Solving a multi-level capacitated lot sizing problem with multi-period setup carry-over via a fix-and-optimize heuristic. Computers & Operations Research, 36(9), 2546–2553.
Silva, E., Alvelos, F., & Valério de Carvalho, J. M. (2014). Integrating two-dimensional cutting stock and lot-sizing problems. Journal of the Operational Research Society, 65(1), 108–123.
Stadtler, H. (2003). Multilevel lot sizing with setup times and multiple constrained resources: Internally rolling schedules with lot-sizing windows. Operations Research, 51(3), 487–502.
Toledo, C. F. M., da Silva, Arantes M., Hossomi, M. Y. B., França, P. M., & Akartunalı, K. (2015). A relax-and-fix with fix-and-optimize heuristic applied to multi-level lot-sizing problems. Journal of Heuristics, 21(5), 687–717.
Toledo, C. F. M., França, P. M., & Kimms, Morabito A. R. (2009). Multi-population genetic algorithm to solve the synchronized and integrated two-level lot sizing and scheduling problem. International Journal of Production Research, 47(11), 3097–3119.
Toscano, A., Rangel, S., & Yanasse, H. H. (2017). A heuristic approach to minimize the number of saw cycles in small-scale furniture factories. Annals of Operations Research, 258(2), 719–746.
Toso, E. A. V., Morabito, R., & Clark, A. R. (2009). Lot sizing and sequencing optimisation at an animal-feed plant. Computers & Industrial Engineering, 57(3), 813–821.
Trigeiro, W. W., Thomas, L. J., & McClain, J. O. (1989). Capacitated lot sizing with setup times. Management Science, 35(3), 353–366.
Umetani, S., Yagiura, M., & Ibaraki, T. (2003). One-dimensional cutting stock problem to minimize the number of different patterns. European Journal of Operational Research, 146(2), 388–402.
Valério de Carvalho, J. M. (2002). Lp models for bin packing and cutting stock problems. European Journal of Operational Research, 141(2), 253–273.
Valério de Carvalho, J. M. (2005). Using extra dual cuts to accelerate column generation. INFORMS Journal on Computing, 17(2), 175–182.
Vanzela, M., Melega, G. M., Rangel, S., & de Araujo, S. A. (2017). The integrated lot sizing and cutting stock problem with saw cycle constraints applied to furniture production. Computers & Operations Research, 79, 148–160.
Vickery, S. K., & Markland, R. E. (1986). Multi-stage lot-sizing in a serial production system. International Journal of Production Research, 24(3), 517–534.
Wolsey, L. A. (1998). Integer programming. New York: Wiley.
Wu, T., Akartunali, K., Jans, R., & Liang, Z. (2017). Progressive selection method for the coupled lot-sizing and cutting-stock problem. INFORMS Journal on Computing, 29(3), 523–543.
Wuttke, D. A., & Heese, H. S. (2018). Two-dimensional cutting stock problem with sequence dependent setup times. European Journal of Operational Research, 265(1), 303–315.
Yanasse, H. H., & Lamosa, M. J. P. (2007). An integrated cutting stock and sequencing problem. European Journal of Operational Research, 183(3), 1353–1370.
Yanasse, H. H., & Limeira, M. S. (2006). A hybrid heuristic to reduce the number of different patterns in cutting stock problems. Computers & Operations Research, 33(9), 2744–2756.
Acknowledgements
This research was funded by the Conselho Nacional de Desenvolvimento Científico e Tecnológico CNPq, Coordenação de Aperfeiçoamento de Pessoal de Nível Superior and the Fundação de Amparo a Pesquisa do Estado de São Paulo—FAPESP (Process No. 2013/07375-0, 2016/01860-1 and 2018/19893-9).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Appendices
Appendix A: General overview of the computational results
Tables 14, 15 and 16 show, for each class and heuristic approach, an overview of the average values for the gap and the computational time considering all the instances and data variation in terms of the number of final products and pieces, the length of pieces and the capacity parameters, respectively.
Appendix B: Performance profile
An analysis of all the results presented in Sect. 5.3 is also performed using the performance profile technique (see Dolan and Moré 2002 for more details). This technique provides a tool which facilitates the comparison among approaches by taking into account all the instances of a computational study, even the ones that have not been solved by an approach. Figures 4 and 5 show the gap profile and the computational time profile, respectively. The starting point, on the left hand side, for each approach corresponds to the percentage of the instances in which it found the shortest values for the gap and computational time over all other approaches, and the point reached on the right hand side, by each approach, corresponds to the number of instances in which the method is able to find a feasible solution for the two-stage integrated problem. The gap profile shows that the best results are found by the P&B_S1S2 approach in around 30% of the instances, whereas P&B_F and P&B_T provided the lowest quality of the gaps in the computational study. In Fig. 5, we can see that the P&B_S1S2 and P&B_T present a good overall performance compared to the remaining solution approaches, since their performance profile dominates all the other solution methods. The P&B_S1S2 and P&B_T found the shortest computational time in around 50% and 40% of the instances, respectively. However, after some increments of the best values (\(\tau > 2\)), the P&B_S1S2 is dominated by the P&B_T heuristic. It is worth mentioning that the P&B_S1S2 heuristic dominates considerably the other stage decomposition, succeeding in more than 30% of the best results. The rest of the approaches have quite similar behavior to the performance profile, in terms of best results in less than 10% of the instances, in which the worst performance profile is generated by the MIP approach. Therefore, the P&B_S1S2 and P&B_T have shown to be the outstanding approaches in terms of gap and computational time, when dealing with the bottleneck more efficiently and solving a small version of the whole problem, respectively. The P&B_T approach has an advantage of finding a feasible solution to more than 98% of the instances, when compared to 95% of feasible instances with the P&B_S1S2 heuristic.
Rights and permissions
About this article
Cite this article
Melega, G.M., de Araujo, S.A. & Morabito, R. Mathematical model and solution approaches for integrated lot-sizing, scheduling and cutting stock problems. Ann Oper Res 295, 695–736 (2020). https://doi.org/10.1007/s10479-020-03764-9
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10479-020-03764-9