Fractional factorial analysis to the configuration of simulated annealing applied to the multi-objective optimization of master production scheduling problems

Searching for the global optimal solution in a Master Production Scheduling problem usually demands an effort most industries are not willing to pay. Therefore, the use of meta-heuristics that generates good solutions in reasonable computer time becomes an attractive alternative. However, such strategies are usually complex to implement and configuring their parameters is not a trivial task because of the number of usually conflicting objectives involved. The use of statistical methods that facilitate the set-up of the heuristic's parameters becomes therefore necessary. Knowing which parameters are more important, that is, the ones that really affect the solution quality, and those that are irrelevant, is very important for chosen technique performance. This work presents how fractional factorial analysis can be applied to the configuration of simulated annealing used for optimization of Master Production Scheduling problems. Two scheduling scenarios illustrate the use of the proposed method.

[1]  Andrea T.. Staggemeier,et al.  A survey of lot-sizing and scheduling models , 2001 .

[2]  Lee W. Schruben,et al.  Simulation modeling for analysis , 2010, TOMC.

[3]  Alan F. Murray,et al.  International Joint Conference on Neural Networks , 1993 .

[4]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[5]  Jack P. C. Kleijnen,et al.  An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis , 2005, Eur. J. Oper. Res..

[6]  Paulo Cesar Ribas,et al.  A new multi-objective optimization method for master production scheduling problems using simulated annealing , 2004 .

[7]  Ming Liang,et al.  Comparative study of simulated annealing, genetic algorithms and tabu search for solving binary and comprehensive machine-grouping problems , 2002 .

[8]  Alistair R. Clark,et al.  Approximate Combinatorial Optimization Models for Large-Scale Production Lot Sizing and Scheduling with Sequence-Dependent Setup Times , 2002 .

[9]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[10]  Jose A. Ventura,et al.  Simulated annealing for parallel machine scheduling with earliness-tardiness penalties and sequence-dependent set-up times , 2000 .

[11]  David S. Johnson,et al.  Computers and Intractability: A Guide to the Theory of NP-Completeness , 1978 .

[12]  Regina Berretta,et al.  A heuristic for lot-sizing in multi-stage systems , 1997 .

[13]  Marizete Silva Santos,et al.  Using factorial design to optimise neural networks , 1999, IJCNN'99. International Joint Conference on Neural Networks. Proceedings (Cat. No.99CH36339).

[14]  David Connolly An improved annealing scheme for the QAP , 1990 .

[15]  E. Bonomi,et al.  The N-City Travelling Salesman Problem: Statistical Mechanics and the Metropolis Algorithm , 1984 .

[16]  A. Hardy,et al.  A statistical approach to the identification of determinant factors in the preparation of phase pure (Bi,La)4Ti3O12 from an aqueous citrate gel , 2004 .

[17]  P. C. Wang,et al.  Dispersion effects in signal-response data from fractional factorial experiments , 2001 .