研究生: |
吳光耀 Kuang-Yao Wu |
---|---|
論文名稱: |
最佳排列問題與模糊線性規劃之研究及其在主生產排程案例之應用 Optimization in Permutation Problems and Fuzzy Linear Programs with Applications to a Case of Master Production Scheduling |
指導教授: |
王小璠
Hsiao-Fan Wang |
口試委員: | |
學位類別: |
博士 Doctor |
系所名稱: |
工學院 - 工業工程與工程管理學系 Department of Industrial Engineering and Engineering Management |
論文出版年: | 2004 |
畢業學年度: | 92 |
語文別: | 英文 |
論文頁數: | 145 |
中文關鍵詞: | 最佳化方法 、排列問題 、模糊線性規劃 、基因演算法 、偏好式模式化 、一般化線性分式規劃 、主生產排程 |
外文關鍵詞: | optimization approach, permutation problem, fuzzy linear programming, genetic algorithm, preference modeling, generalized linear fractional programming, master production scheduling |
相關次數: | 點閱:2 下載:0 |
分享至: |
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
最佳化是一個決策過程,在其過程中要找出最好的方案以利達成我們所欲的目標。依據變數、關係式與評估準則的類型,最佳化問題可謂多樣化。在本論文中,我們考慮兩類源自於一個主生產排程案例的最佳化問題,它們分別稱之為排列問題最佳化(Optimization in permutation problems,簡稱PO)與模糊線性規劃最佳化(Optimization in fuzzy linear programs,簡稱FLO)。兩者皆在應用面與理論面有顯著的重要性。既是最佳化方法,本研究亦即要探討PO與FLO的模式結構與演算法。兩者的發展要點如下所述:
(1) 排列性質已被認知是一個在組合問題中常見且具挑戰的要項。本文列出一個PO的一般式以便能夠表達不同排列問題的結構性與複雜度。因為其計算之複雜,最近的研究乃轉向以基因演算法(Genetic algorithms)來解決此一問題。雖然基因演算法已有文獻證實能對整體求解空間的搜尋有助益,但此演算法卻缺乏微調的能力來獲得整體最佳解。因此,本研究整合基因演算法與鄰近搜尋法,進而發展一個混合式基因演算法以對PO問題求解。在我們分析此整合方式中,特別正視介於基因演算法與鄰近搜尋法的正反互補性。
(2) 在實際應用領域中,某些不確定性是非隨機的。針對這些固有的不確定性,模糊集合的概念於是被提出。當以主觀性隸屬函數來表達模糊的資料,模糊線性規劃即是融入個人偏好看法來擴增線性規劃的既有能力。雖然一些研究已經發展模糊線性規劃的最佳化方法,但尚未有研究處理有關如何明確地表達個人的偏好性或整體係數的寬放性並含求解程序。因此,本研究中我們發展一個以偏好方式(Preference approach)為基礎的FLO模式,此模式能融入個人的樂觀或悲觀態度,以及容許所有係數給予寬放。因為其非線性模式的複雜因素,耗時的求解亦是發展FLO的一項核心議題。無論如何,藉由研究其內隱的線性特質,我們發展一個以基底轉換的演算法來求解我們所提的FLO問題。
本研究結果已經顯示能有效率地應用在此主生產排程案例中。就此案例的實驗結果顯示我們所提的混合式基因演算法優於其他被比較的方法,尤其是處理較大維度的問題上。同時,本結果也證實了應用偏好方式到模糊最佳化的必要,以及揭示了所提基底式演算法相較於Dinkelbach式演算法與二分逼近法的優越性。
Optimization is a process of decision making which aims to finding the best alternative in order to achieve the goals as concerned. Regarding the kinds of variables, relations and the performance criterion, optimization problems are manifold. In this dissertation, we consider two kinds of optimization problems motivated from a case of Master Production Scheduling (MPS), namely optimization in permutation problems (in short, permutation optimization (PO)) and optimization in fuzzy linear programs (in short, fuzzy linear optimization (FLO)). Both optimization problems are of significance in application and in theorem. As optimization approaches, this study is meant to investigate the model structures and algorithms for PO, and for FLO. Both developments are outlined below:
(1) Permutation property has been recognized as a common but challenging feature in combinatorial problems. We express a general form of PO, which is capable of presenting the structures and complexity of various permutation problems. Because of their complexity, recent research has turned to genetic algorithms for solving such problems. Although genetic algorithms have been proven to facilitate the entire space search, they lack in fine-tuning capability for obtaining the global optimum. Therefore, in this study a hybrid genetic algorithm is developed by integrating both evolutional and neighborhood searches for PO. On the analysis of such hybridization, the pros and cons compensation between genetic algorithm and neighborhood search are particularly addressed.
(2) In real-world applications, certain kinds of uncertainty are not stochastic. For intrinsic uncertainty, the concept of fuzzy sets was suggested. With these fuzzy input data that are presented by subjective membership functions, fuzzy linear programming is to enhance the capability of linear programs by individual’s perception. Although a number of researches have focused on the development of optimization in fuzzy linear programs, how to explicitly present one’s preference has never been addressed, neither the overall tolerance, and solution procedure. In this study, we developed an FLO model based on preference approach, which is capable of incorporating one’s optimistic or pessimistic attitude as well as admitting tolerances of all coefficients. Because of its complex with a non-linear model, the time consumed in finding a compromise solution is also a core issue for the development of FLO. However, by investigating its inherited linear character, we elaborate a basis-based algorithm for solving the proposed FLO problem.
The results of this study have shown to be effectively applicable for the case of MPS. Experimental results of the MPS problem indicate that the hybrid genetic algorithm outperforms the other tested methods, in particular for larger scaled problems. Moreover, this implementation verifies the need of applying our proposed preference approach for the fuzzy optimization, and signifies the superiority of the proposed basis-based algorithm comparing to the Dinkelbach-type-2 algorithm and the bisection procedure.
Aarts, E. and Lenstra, J.K., 1997. Local Search in Combinatorial Optimization, John Wiley & Sons, Chichester.
Aickelin, U. and Dowsland, K., 2004. An indirect genetic algorithm for a nurse scheduling problem, Computers & Operations Research, 31 761-778.
Avriel, M., Diewert, W.E., Schaible, S. and Zang, I., 1988. Generalized Concavity, Plenum Press, New York.
Bäck, T., Fogel, D. and Michalewicz, M., 1997. Handbook of Evolutionary Computation, IOP Publishing and Oxford University Press, New York.
Balas, E. and Perregaard, M., 2002. Lift-and-project for mixed 0-1 programming: recent progress, Discrete Applied Mathematics 123 129-154.
Barros, A.I., Frenk, J.B.G., Schaible, S. and Zhang, S., 1996. A new algorithm for generalized fractional programs, Mathematical Programming 72 147-175.
Bean, J., 1994. Genetic algorithms and random keys for sequencing and optimization, ORSA Journal on Computing 6 154-160.
Bellman, R. and Zadeh, L.A., 1970. Decision-making in a fuzzy environment, Management Science 17 B141-164.
Berry, W.L. and Hill, T., 1992. Linking systems to strategy, International Journal of Operations and Production Management 12 3-15.
Bhatia, D. and Kumar, P., 1997. A note on fractional minmax programs containing n-set functions, Journal of Mathematical Analysis and Applications 215 283-292.
Billington, P.J., McClain, J.O. and Thomas, L.J., 1983. Mathematical programming approaches to capacity-constrained MRP systems: review, formulation and problem reduction, Management Science 29 1126-1140.
Birge, J.R. and Louveaux, F., 1997. Introduction to Stochastic Programming, Springer Series in Operations Research, Springer-Verlag, Berlin.
Blackburn, J.D., Kropp, D.H. and Millen, R.A., 1986. A comparison of strategies to dampen nervousness in MRP systems, Management Science 32 413-329.
Bodin, L.D., Golden, L., Assad, A.A. and Ball, M.O., 1983. Routing and scheduling of vehicles and crews, Computers & Operations Research 10 63-211.
Bruen, A. and Dixon, D., 1975. The n-queens problem, Discrete Mathematics 12 393-395.
Burkard, R.E., 1984. Quadratic assignment problems, European Journal of Operational Research 15 282-289.
Chanas, S., 1983. The use of parametric programming in FLP, Fuzzy Sets and Systems 11 243-251.
Chu, S.C.K., 1995. A mathematical programming approach towards optimized master production scheduling, International Journal of Production Economics 38 269-279.
Chu, P.C. and Beasley, J.E., 1997. A genetic algorithm for the generalized assignment problem, Computers & Operations Research 24 17-23.
Crouzeix, J.P., Ferland, J.A. and Schaible, S., 1985. An algorithm for generalized fractional programs, Journal of Optimization Theory and Applications 47 35-49.
Crouzeix, J.P., Ferland, J.A. and Schaible, S., 1986. A note on an algorithms for generalized fractional programs, Journal of Optimization Theory and Applications 50 183-187.
Crouzeix, J.P. and Ferland, J.A., 1991. Algorithms for generalized fractional programming, Mathematical Programming 52 191-207.
Djerid, L. and Portmann, M.-C., 2000. How to keep good schemata using cross-over operators for permutation problems, International Transactions in Operational Research 7 637-651.
Drexl, A. and Kimms, A., 1998. Beyond Manufacturing Resource Planning (MRP II): Advanced Models and Methods for Production Planning, Springer-Verlag, Berlin.
Du, D.Z. and Pardalos, P.M., 1998. Handbook of Combinatorial Optimization, Kluwer Academic, Boston.
Fang, S.-C. and Puthenpura, S., 1993. Linear Optimization and Extensions: Theory and Algorithms, Prentice-Hall, New Jersey.
Floudas, C.A. and Pardalos, P.M., 2001. Encyclopedia of Optimization, Kluwer Academic, Dordrecht.
Frenk, H. and Schaible, S., 2001. Fractional programming. In: Floudas C.A. and Pardalos P.M. (Eds.), Encyclopedia of Optimization 2, Kluwer Academic, Dordrecht, pp. 162-172.
Freund, R.W. and Jarre, F., 1995. An interior-point method for multi-fractional programs with convex constraints, Journal of Optimization Theory and Applications 85 125-161.
Garey, M.R. and Johnson, D.S., 1979. Computers and Intractability: A Guide to the Theory of NP-Completeness, Freeman, New York.
Gen, M. and Cheng, R., 1997. Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York.
Gessner, R.A., 1986. Master Production Schedule Planning, John Wiley & Sons, New York.
Glover, F., 1993. A user’s guide to tabu search, Annals of Operations Research 41 3-28.
Gue, K.R., Nemhauser, G.L. and Padron, M., 1997. Production scheduling in almost continuous time, IIE Transactions 29 391-398.
Hansen, P. and Mladenović, N., 1999. First improvement may be better than best improvement: an empirical study, Les Cahiers du GERAD G-99-40, Montréal, Canada.
Ho, Y.C., 1997. On the numerical solution of stochastic optimization problem, IEEE Transactions on Automatic Control 42 727-729.
Holland, J.H., 1975. Adaptation in Natural and Artificial Systems, University of Michigan Press. (Second edition, 1992, MIT Press, Cambridge.)
Houck, C.R., Joines, J.A. and Kay, M.G., 1996. Comparison of genetic algorithms, random restart, and two-opt switching for solving large location-allocation problems, Computers & Operations Research 23 587-596.
Hung, Y.F. and Chien, K.L., 2000. A multi-class multi-level capacitated lot sizing model, Journal of Operational Research Society 51 1309-1318.
ILOG, 1997. Using the CPLEX Callable Library, ILOG CPLEX Division, Incline Village.
Inuiguchi, M., Ichihashi, H. and Tanaka, H., 1990. Fuzzy programming: a survey of recent developments. In: Slowinski, R. and Teghem, J. (Eds.), Stochastic versus Fuzzy Approaches to Multiobjective Programming under Uncertainty, Kluwer Academic, Dordrecht, pp. 45-68.
Inuiguchi, M. and Ramík, J., 2000. Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem, Fuzzy Sets and Systems 111 3-28.
Iyer, S.K. and Saxena, B., 2004, Improved genetic algorithm for the permutation flowshop scheduling problem, Computers & Operations Research 31 593-606.
Johnson, D.S., Bentley, J.L., McGeoch, L.A. and Rothberg, E.E., 2003. Near-optimal solutions to very large traveling salesman problems, Monograph, in preparation.
Joines, J.A., Kay, M.G., King, R.E. and Culbreth, C.T., 2000. A hybrid genetic algorithm for manufacturing cell design, Journal of Chinese Institute of Industrial Engineers 17 549-564.
Kimms, A., 1998. Stability measures for rolling schedules with applications to capacity expansion planning, master production scheduling, and lot sizing, Omega 26 355-366.
Kirkpatrick, S., Gelatt, C.D. and Vecchi, M.P., 1982. Optimization by Simulated Annealing, IBM Research Report RC 9355, Yorktown Heights, NY.
Klir, G.J. and Folger, T.A., 1988. Fuzzy Sets, Uncertainty and Information, Prentice-Hall, Englewood Cliffs.
Kljajić, M., Breskvar, U. and Bernik, I., 2002. Production planning using a simulation model and genetic algorithms. In: Proceedings of IASTED, Modelling and Simulation, Marina Del Rey, California, USA, May 13-15, 2002, 54-58.
Knuth, R.M., 1973. The Art of Computer Programming Volume 3: Sorting and Searching, Addison-Wesley, Reading.
Lai, Y.J. and Hwang, C.L., 1992. Fuzzy Mathematical Programming – Methods and Applications, Spring-Verlag, Berlin.
Lawler, E.L., Lenstra, J.K., Rinnoy Kan, A.H.G. and Shmoys D.B., 1979. The Traveling Salesman Problem: A Guided Tour of Combinatorial Optimization, John Wiley & Sons, New York.
Lin, N.P. and Krajewski, L., 1992. A model for master production scheduling in uncertain environments, Decision Sciences 23 839-861.
Mangasarian, O.L., 1969. Nonlinear Programming, Academic Press, New York.
Mitchell, M., 1996. An Introduction to Genetic Algorithm, MIT Press, Cambridge.
Moore, R.E., 1979. Methods and Applications of Interval Analysis, SIAM Publ., Philadelphia.
Moscato, P. and Norman, M., 1992. A memetic approach for the traveling salesman problem: implementation of a computational ecology for combinatorial optimization on message-passing systems. In: Proceeding of the International Conference on Parallel Computing and Transputer Applications, 1992, Amsterdam.
Murata, T., Ishibuchi, H. and Tanaka, H., 1996. Genetic algorithms for flowshop scheduling problems, Computers & Industrial Engineering 30 1061-1071.
Nakamura, K., 1984. Some extensions of fuzzy linear programming, Fuzzy Sets and Systems 14 211-229.
Nemhauser, G.L. and Wolsey, L.A., 1988. Integer and Combinatorial Optimization, John Wiley & Sons, New York.
Olhager, J. and Wikner, J., 1998. A framework for integrated material and capacity based master scheduling. In: Drexl, A. and Kimms, A. (Eds.), Beyond Manufacturing Resource Planning (MRP II): Advanced Models and Methods for Production Planning, Springer-Verlag, Berlin, pp. 3-20.
Phuong, N.T.H. and Tuy, H., 2003. A unified monotonic approach to generalized linear fractional programming, Journal of Global Optimization 26 229-259.
Poon, P.W. and Carter, J.N., 1995. Genetic algorithm crossover operators for ordering applications, Computers & Operations Research 22 135-147.
Proud, J.F., 1999. Master Scheduling: A Practical Guide to Competitive Manufacturing, John Wiley & Sons, New York.
Ramachandran, B. and Pekny, J.F., 1998. Lower bounds for nonlinear assignment problems using many body interactions, European Journal of Operational Research 105 202-215.
Ramík, J. and Rommelfanger, H., 1996. Fuzzy Mathematical Programming based on some New Inequality Relations, Fuzzy Sets and Systems 81 77-87.
Rardin, R.L., 1998. Optimization in Operations Research, Prentice-Hall, New Jersey.
Reeves, C.R., 1993. Modern Heuristic Techniques for Combinatorial Problems, Oxford, Blackwell.
Renders, J.-M. and Flasse, S.P., 1996. Hybrid methods using genetic algorithms for global optimization, IEEE Transactions on Systems, Man and Cybernetics B26 243-258.
Rinnooy Kan, A.H.G., 1976. Machine Scheduling Problems: Classification, Complexity and Computation, Martinus Nijhoff, The Hague.
Rommelfanger, H., 1984. Concave membership functions and their application in fuzzy mathematical programming. In: Proceedings of the Workshop on the Membership Function, EIASM, Brussels, 88-101.
Rommelfanger, H., 1996. Fuzzy mathematical programming and application, European Journal of Operational Research 92 512-527.
Sox, C.R. and Gao, Y., 1999. The capacitated lot sizing problem with setup carry over, IIE Transactions 31 173-181.
Sridharan, S.V., Berry, W.L. and Udayabhanu, V., 1987. Freezing the master production schedule under rolling planning horizons, Management Science 33 1137-1149.
Stancu-Minasian, I.M., 1997. Fractional Programming: Theory, Methods and Applications, Kluwer Academic Publishers, Dordrecht.
Süer, G.A., Saiz, M. and Rosado-Varela, O., 1998. Knowledge-based system for master production scheduling. In: Drexl, A. and Kimms, A. (Eds.), Beyond Manufacturing Resource Planning (MRP II): Advanced Models and Methods for Production Planning, Springer-Verlag, Berlin, pp. 21-44.
Swarup, K., 1965. Linear fractional functional programming, Operations Research 13 1029-1036.
Tate, D.M. and Smith, A.E., 1995. A genetic approach to the quadratic assignment problem, Computers & Operations Research 22 73-83.
Tian, P., Ma, J. and Zhang, D.-M., 1999. Application of the simulated annealing algorithm to the combinatorial optimization problem with permutation property: An investigation of generation mechanism, European Journal of Operational Research 118 81-94.
Tigan, S., Stancu-Minasian, I. M. and Tigan, I., 2001. Specific numerical methods for solving some special max-min programming problems involving generalized convex functions. In: Hadjisavvas, N., Martinez-Legaz, J.E. and Penot, J.-P. (Eds.), Generalized Convexity and Generalized Monotonicity, Springer-Verlag, Berlin, pp. 349-361.
Tong, S., 1994. Interval number and fuzzy number linear programming, Fuzzy Sets and Systems 66 301-306.
Trzaskalik, T. and Michnik, J., 2002. Multiple Objective and Goal Programming: Recent Developments, Physica-Verlag, New York.
Vasant, P.M., 2003. Application of fuzzy linear programming in production planning, Fuzzy Optimization and Decision Making 3 229-241.
Vavasis, S., 1991. Nonlinear Optimization: Complexity Issues, Oxford University Press, New York.
Verdegay, J.L., 1982. Fuzzy mathematical programming, in approximate reasoning. In: Gupta, M.M. and Sanchez, E. (Eds.), Decision Analysis, North-Holland, Amsterdam, pp. 231-236.
Voss, S., 2001. Meta-heuristics: the state of the art. In: Nareyek, A. (Eds.), Local Search for Planning and Scheduling, Lecture Notes in Artificial Intelligence 2148, Springer, Berlin, pp. 1-23.
Wang, R.-C. and Fang, H.-H., 2000. Aggregate production planning in a fuzzy environment, International Journal of Industrial Engineering / Theory, Application and Practice 7 5-14.
Wang, R.-C. and Liang, T.-F., 2004. Application of fuzzy multi-objective linear programming to aggregate production planning, Computers & Industrial Engineering 46 17-41.
Weinstein, L. and Chung, C.H., 1999. Integrating maintenance and production decisions in a hierarchical production planning environment, Computers & Operations Research 26 1059-1074.
Whitley, D., 1997. Permutations. In: Bäck, T., Fogel, D. and Michalewicz, M. (Eds.), Handbook of Evolutionary Computation, IOP Publishing and Oxford University Press, New York, pp. C1.4:1-C1.4:8.
Whitley, D., Gordan, V. and Mathias, K., 1994. Lamarckian evolution, the Baldwin effect and function optimization. In: Davidor, Y., Schwefel, H.-P. and Männer, R. (Eds.), Parallel Problem Solving from Nature: PPSN III, Springer-Verlag, Berlin, pp. 6-15.
Whitley, D. and Yoo, N.-W., 1995. Modeling simple genetic algorithms for permutation problems. In: Whitley, D. and Vose, M. D. (Eds.), Foundations of Genetic Algorithms 3, Morgan Kaufmann, San Mateo, pp. 163–184.
Wolsey, L. A., 1998. Integer Programming, John Wiley & Sons, New York.
Wu, K.Y., Wang, H.F., Huang, C. and Chi, C., 2000. Multi-period, multi-product production scheduling – a case of LED manufacturing system. In: Proceedings of the 5th Annual International Conference on Industrial Engineering – Theories, Applications and Practice, Dec 13-15, 2000, Hsinchu, Taiwan.
Xie, J., Zhao, X. and Lee, T.S., 2003. Freezing the master production schedule under single resource constraint and demand uncertainty, International Journal of Production Economics 83 65-84.
Yagiura, M. and Ibaraki, T., 1996. The use of dynamic programming in genetic algorithms for permutation problems, European Journal of Operational Research 92 387-401.
Yamada, T. and Reeves, C.R., 1997. Permutation flowshop scheduling by genetic local search. In: Proceedings of Second International Conference on Genetic Algorithms in Engineering Systems: Innovations and Applications (GALESIA '97), Institution of Electrical Engineers, London, 232-238.
Zadeh, L.A., 1965. Fuzzy sets, Information and Control 8 338-353.
Zäpfel, G., 1998. Customer-order-driven production: an economical concept for responding to demand uncertainty?, International Journal of Production Economics 56 699-709.
Zhang, H.-C. and Huang, S.H., 1994. A fuzzy approach to process plan selection, International Journal of Production Research 32 1265-1279.
Zimmermann, H.-J., 1976. Description and optimization of fuzzy systems, International Journal of General Systems 2 209-215.
Zimmermann, H.-J., 1985. Application of fuzzy set theory to mathematical programming, Information Sciences 36 29-58.
Zimmermann, H.-J., 1996. Fuzzy Set Theory and its Application, Kluwer, Boston.