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Documente Profesional
Documente Cultură
Phuoc Le Tam1 , El-Houssaine Aghezzaf1 , Abdelhakim Khatab2 and Chi Hieu Le3
1 Department of Industrial Systems Engineering and Product Design, Faculty of Engineering, Ghent University,
Technologiepark 903, B-9052 Zwijnaarde, Belgium
2 Industrial Engineering and Production Laboratory, National School of Engineering, Metz, France
3 Faculty of Engineering and Science, University of Greenwich, Kent, U.K.
Abstract: This paper investigates the integrated production and imperfect preventive maintenance planning problem. The
main objective is to determine an optimal combined production and maintenance strategy that concurrently
minimizes production as well as maintenance costs during a given finite planning horizon. To enhance the
quality of the solution and improve the computational time, we reconsider the reformulation of the problem
proposed in (Aghezzaf et al., 2016) and then solved it with an effective MILP-based Relax-and-Fix/Fix-and-
Optimize method (RFFO). The results of this Relax-and-Fix/Fix-and-Optimize technique were also compared
to those obtained by a Dantzig-Wolfe Decomposition (DWD) technique applied to this same reformulation of
the problem. The results of this analysis show that the RFFO technique provides quite good solutions to the
test problems with a noticeable improvement in computational time. DWD on the other hand exhibits a good
improvement in terms of computational times, however, the quality of the solution still requires some more
improvements.
N t t s
period s, with k ≤ s ≤ t. These parameters depend on
∑ ρ j Q jt + ∑ δkPM zttk + ∑ ∑ κkst (y)yt zkst (4)
the system’s setup vector y and are given by
j=1 k=1 s=1 k=1
≤ κmax , ∀t ∈ H " # !
Rτ k s−1
t s
δCM β r0 u + α ∑ yt 0 τ du
k k
∑∑ zkst = 1, ∀t ∈ H (5)
0 t 0 =1
s=1 k=1
if t s, k
zkst − zks,t+1 ≥ 0, ∀k, s,t ∈ H, k ≤ s ≤ t ≤ T − 1 (6)
= " s, #
≤
Rτ s−1
t−1 κkst (y) = δCM
k βk r0 u + αk ∑ yt 0 τ (10)
zttk − ∑ zk−1
s,t−1 ≤ 0, ∀t, k\{1} ∈ H, 1 < k ≤ t (7)
0 t0"=1
t−1
# !
s=k−1
T t
+ ∑ yt 0 τ du
∑ ∑ z1st = 0 ∀s,t ≥ 2 ∈ H, s ≤ t (8)
t 0 =s
t=2 s=2 if s ≤ t ≤ T.
t
∑zttk ≤ yt , ∀t ∈ H (9) "
s−1
# !
k=1 Rτ k
CCM β r0 u + α ∑ yt 0 τ du
k k
Q jt , I jt ≥ 0, x jt , yt , zkst ∈ {0, 1}
0
t 0 =1
∀ j ∈ P, s,t ∈ H, k ≤ s ≤ t
if t s, k
= " s,
≤ #
Rτ s−1
Constraints (1) are the flow conservation constraints. Cst (y) = CCM β r0 u + α ∑ yt 0 τ
k k k k (11)
They guarantee that the available inventory aug-
0 t 0"=1 # !
mented with the quantity produced in period t is suffi-
t−1
cient to satisfy the demand d jt of item j in that period.
+ ∑ t τ du
y 0
t 0 =s
The remainder is stocked for the subsequent periods.
if s ≤ t ≤ T.
Constraints (2) make sure that, when the production
of an item is scheduled in certain period, the system We adopt a hybrid failure rate model which was
is setup accordingly to produce that item in that pe- defined in (Aghezzaf et al., 2016). If after kth pre-
riod. These constraints force also disbursement of the ventive maintenance the failure rate function remains
fixed costs. Constraints (3) indicate whether the sys- below some threshold function, rkmax (t), the system
tem is operating or not in each period, in which it is can again be preventively maintained. However, if
setup to produce some products. Constraints (4) are it reaches or exceeds this threshold level, it is over-
the capacity restrictions which are defined for each hauled and will be returned to an ”as-good-as-new”
period t ∈ H. They guarantee that the quantity which state. We considers a lifetime of a whole system is
is produced in a period t does not exceed the avail- randomly distributed and for which the correspond-
able capacity of the system, given its status in terms ing initial hazard rate function is given by the function
of the expected capacity loss during that period. Con- r0 (t). If the kth preventive maintenance takes place
straints (5) determine the periods during which the Tk τ units of time after an overhaul, that is in the be-
preventive maintenance activities take place. In order ginning of period Tk having fixed length τ, the hazard
to assure the consistency, constraints (6) are estab- rate function rk (t) of the system is then defined as:
lished to guarantee that if the last preventive mainte-
nance action, before a time period t + 1, takes place in k
a period s < t and it is the kth one, then this preventive rk (t) = βk r0 (t + αk TAOT ),
maintenance action must also be the kth and the last t ∈ [0, (Tk+1 − Tk )τ], ∀k, 1 ≤ k ≤ kmax (12)
one before a period t. Again, in order to keep the con-
k
sistency, constraints (7) assure that the kth preventive where TAOT is the actual operating time of the
maintenance takes place in some period t ≥ k, only system since the beginning of the planning hori-
if the (k − 1)th preventive maintenance took place in zon until the beginning of period Tk , the period
some period before t. Constraints (8) assures that the during which the kth preventive maintenance is
system is always maintained for the first time in the taking place. The parameters αk and βk stand,
first period. Constraints (9) ensure that the kth pre- respectively, for the age reduction coefficient and
ventive maintenance takes place only once and when the hazard rate increasing coefficient (adjustment
the system is setup to production. factor) such that 0 ≤ α1 ≤ α2 ≤ . . . ≤ αkmax ≤ 1 and
As in (Aghezzaf et al., 2016), the function κts k (y) 1 ≤ β1 ≤ β2 ≤ . . . ≤ βkmax .
k
and Cts (y) are the expected production capacity loss
and expected maintenance cost during the time period
t when the kth and the last preventive maintenance ac-
tion before time period t has taken place in the time
2.2 Reformulation of the Problem where ust (p, q), with p ≤ s ≤ t and 0 ≤ q ≤ t − s + 1,
(Re IPImPMP) to be a binary variable assuming value 1 if the system
is setup to production p times during the horizon 1,...,
The natural formulation of problem (IPImPMP) is s-1 and q times during the periods s,..., t-1.
nonlinear. It can be reformulated and modeled as a
mixed-integer linear program as is shown in (Aghez- Constraints (1) - (3) and (5) - (9) are the same
zaf et al., 2016). We propose a slight variation of as before. Constraints (13) are revisited from (4).
the mathematical reformulation proposed in (Aghez- However constraints (14), (15), (16) determine the
zaf et al., 2016) by adding the variables vkst (p, q), with values of the variables u and v. The constraints (17)
p ≤ s ≤ t, k ≤ s and q ≤ t − s + 1, to be a binary relate the variables z with u and v, meaning that if
variable assuming value 1 if the system is setup to the kth and last preventive maintenance before t takes
production with p time during the horizon 1, ..., s − 1 places in period s ≤ t and if the system is setup to pro-
and q time during the period s,..,t, and the kth main- duction p times during the horizon {1, ..., s − 1} and
tenance takes place in period s and, wkst (p, q), with q times during the periods {s, ...t − 1} then vkst (p, q)
p ≤ s ≤ t, k ≤ s and q ≤ t − s + 1, to be a binary vari- =1. The constraints (18) relate the variables v with
able assuming value 1 if the system is setup for pro- y and w, meaning that if both the kth and last preven-
duction p time during the horizon 1, ..., s − 1 and q tive maintenance before t takes places in period s ≤ t
time during the period s, ..,t and the kth maintenance and if the system is setup to production p times dur-
takes place in period s and the system must be pro- ing the horizon {1, ..., s − 1} and q times during the
duced at period t. periods {s, ...t − 1} and the system must be produced
at period t then wkst (p, q) =1.
(Re IPImPMP) : Minimize Re IP
ZImPMP = Here again, as reported in (Aghezzaf et al., 2016),
T N T t we let Cstk (p, q) and κkst (p, q) be respectively the ex-
∑∑ f jt x jt + p jt Q jt + h jt I jt + ∑ ∑ CPM
k
zttk pected maintenance cost and expected loss in produc-
t=1 j=1 t=1 k=1 tion capacity of the system during period t, when the
T t s s−1 t−s last preventive maintenance action before time period
+∑ ∑ ∑ ∑ ∑ Cstk (p, q)vkst (p, q) t has taken place in the beginning of period s, s ≤ t.
t=1 s=1 k=1 p=0 q=0
These parameters are given by:
subject to :
Eq. (1) - (3) and (5) - (9) Rτ
k
CCM βk r0 (u + αk pτ)du
N t
∑ ρ j Q jt + ∑ δkPM zttk 0
i f t = s,
j=1 k=1
Cstk (p, q) = Rτ (19)
k
t s s−1 t−s
C βk r0 (u + αk pτ + qτ)du
+∑ ∑∑∑ ckst (p, q)vkst (p, q) ≤ κmax , ∀t ∈H
CM
0
s=1 k=1 p=0 q=0
i f s ≤ t ≤ T.
(13)
s−1
and
∑ ∑ p.ust (p, q) − s ∑
s−1 t−s
ys 0 , if s > 1
≤ 0, (14) Rτ
p=0 q=0
=1 0
k
δCM βk r0 (u + αk pτ)du
0, if s = 1
0
∀t, s ∈ H, 1 ≤ s ≤ t i f t = s,
t−1 κkst (p, q) = Rτ (20)
∑ ys
s−1 t−s
, if t > 1
∑ ∑ q.ust (p, q) − δk βk r0 (u + αk pτ + qτ)du
0
≤ 0, (15)
CM
s0 =s
p=0 q=0 0, if t = 1
0
i f s ≤ t ≤ T.
∀t, s ∈ H, 1 ≤ s ≤ t
s−1 t−s
∑ ∑ ust (p, q) = 1, ∀t, s ∈ H, 1 ≤ s ≤ t (16)
p=0 q=0
zkst + ust (p, q) − vkst (p, q) ≤ 1, (17) 3 RELAX-AND-FIX WITH
∀k, s,t, p, q ∈ H, p ≤ s − 1, q ≤ t − s FIX-AND-OPTIMIZE
yt + vkst (p, q) − wkst (p, q) ≤ 1, (18)
HEURISTIC (RFFO) TO SOLVE
∀k, s,t, p, q ∈ H, p ≤ s − 1, q ≤ t − s
THE Re IPImPMP MODEL
Q jt , I jt ≥ 0, x jt , yt , zkst , ust {p, q},
The Relax-and-Fix (RF) heuristic solves MIP prob-
vkst {p, q}, wkst {p, q} ∈ {0, 1}
lem by sequentially resolving sub-problems in which
∀ j ∈ P, s,t ∈ H, k ≤ s ≤ t, p ≤ s − 1, q ≤ t − s some variable are fixed and others are relaxed. To
solve production planning problems, for example, 4 SINGLE DANTZIG-WOLFE BY
the planning horizon is partitioned and the setup PRODUCT DECOMPOSITION
variables are fixed backward or forward. Fix-and-
Optimize is an improvement heuristic also based on WITH FIX AND OPTIMIZE TO
decompositions of the original problem into multi- SOLVE THE MINLP IPImPMP
ple sub-problems with smaller number of binary vari- MODEL
ables. The RFFO method is a framework designed to
combine the Relax-and-fix (RF) and fix-and-optimize Dantzig-Wolfe decomposition (DWD) method is used
(FO) heuristics. In (Toledo et al., 2015), the authors in (Pimentel et al., 2010) to solve the multi-item ca-
propose an approach in which most binary variables pacitated lot sizing problem with setup times. The
are fixed or relaxed and only few of them are forced to authors applied the standard DantzigWolfe decompo-
be integer and are optimized. They named this small sition (DWD) in three different ways. In the first the
set of integer variables a ”window” and suggested subproblems are defined by items (PIDWD), in the
three window type strategies: row-wise, in which the second they are defined by periods (PJDWD) and a
window moves along rows; column-wise, in which third decomposition in which the subproblems of both
the window moves along columns; and value-wise, in types are integrated in the same model (MDWD). The
which the window selects the variables with relaxed three approaches were tested on the IPImPMP model
values closest to 0.5. As in (Toledo et al., 2015), For defined in Section 2.1. Based on the results, the suit-
both heuristics applied to the Re IPImPMP model, we able approach seems to be the production decompo-
consider a matrix Y where each of its entries is the sition which is then selected for the comparison of
binary varaible yt . The inputs of the RF are the set the results. We consider the capacity constraints 4,
of binary variables (sol.y), the number of binary vari- linking constraints the the variables associated with
ables (windowSize) to be chosen, the selection criteria different products as the master problem for this de-
to choose variables (windowType), the overlap rate composition.
of binary variables to be re-optimized (overlap) and
the execution time limit (timeLimit). Initially, all bi- 4.1 Master Problem
nary variables in the RF solution (sol.y) are relaxed,
and a window is defined as a set that includes a fixed The master problem includes the collections of pro-
amount of (windowSize) variables. Then, those vari- duction plans of each items and the maintenance plan-
ables which are inside the window are enforced to ning. The decision variables are ϑmj , corresponding to
be integer in the set yMIP , while the others are kept the items production plans m generated by the sub-
in yLP . We solve the problem to get the results of problems for products j, and zkst are the variables cor-
MIP. Next, a new set of variables (window) is de- responding to the maintenance plan developed at the
fined by a subset of fixed integers (y f ixed ), sets of master problem level. The linear programming relax-
optimized integer (yLP ) and relaxed variables (yMIP ). ation of the master problem of the production decom-
The window moves forward by the step parameter at position is given below:
each iteration on which each step = round(|overlap ∗ MPJ
(MPJ-PPM) : Minimize ZIPImPPM =
windowSize|), overlap ∈ [0, 1]. All variables that " #
leave the window are fixed in the next iteration, and N Mj T
the same number of relaxed variables are enforced to ∑ ∑ ∑ ( f jt x̄mjt + p jt Q̄mjt + h jt I¯mjt ) ϑmj
be integer. The algorithm proceed in this way until all j=1 m=1 t=1
variables are fixed. After the RF phase is complete, T t T t s
FO tries to improve this initial solution until the time +∑ ∑ CPM
k
zttk + ∑ ∑ ∑ ckst (ȳ).ȳt zkst
limit has been reached. If the improvement achieved t=1 k=1 t=1 s=1 k=1
In this study, to evaluate the effect of windowSize set1ch instances) was increasing large CPU time by
and overlap for the RFFO heuristic method, we tested the inner loop algorithm.
all the windowSize parameters from 1 to the last pe- Table 3 summarizes the results of the computa-
riod of the planning horizon, and increasing overlap tional experiments carried out for the DWD decom-
by step from 1 to WindowSide for instances A20007 position method. The first column of the table identi-
and tr6 15 to get initial value of the problem as shown fies the instances solved. The second column presents
in table 1. the value of each instance which was obtained via
the proposed DWD decomposition algorithm; and
5.2 Analysis and Discussions about the the third column reports the CPU (solve) time. The
Experiments last column describes the GAP between the DWD
decomposition value and the Re IPImPMP value by
Table 2 summarizes the results of the experiments
(valueDW D − valueRe IPImPMP)
which were carried out to compare the Re IPImPMP GAP% = ∗ 100.
(Aghezzaf et al., 2016) and the RFFO heuristic valueRe IPImPMP
method. The first column of the table identifies the As shown in Table 3, the proposed DWD pro-
solved instances. The second column reports the op- vides solutions which are not so far from the op-
timal value of each instance which was obtained from timal Re IPImPMP value, with the less CPU time
the Re IPImPMP model and the third column reports and memory which is used to reach the optimality
the resulted CPU running time. The fourth column for the same instance. However, the GAP, which
describes the value of each instance which was ob- is defined as the ratio of the difference between the
tained by the proposed RFFO heuristic algorithm and value of the DWD algorithm and the value of the
the fifth column presents the obtained CPU running Re IPImPMP model, showing it is just suitable for
time. The last column shows the GAP between the small and medium scale instances.
RFFO heuristic value and the Re IPImPMP value.
When comparing the results of the proposed RFFO
with the results of the Re IPImPMP model, it is clear
that the proposed RFFO algorithm has the same op- 6 CONCLUSIONS
timal value with a considerable saving of the CPU
(solve) time; it is faster from 4 to 10 times for the In this paper, we investigated the optimization model
cases of the medium and/or large scale problems. of an integrated production planning and imperfect
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ACKNOWLEDGMENTS maintenance scheduling using operation index. Power
Systems, IEEE Transactions on, 7(3):1141–1148.
Martorell, S., Villanueva, J. F., Carlos, S., Nebot, Y.,
We would like to express our sincere appreciation
Snchez, A., Pitarch, J. L., and Serradell, V. (2005).
to the reviewers for their helpful comments. These Rams+c informed decision-making with application
helped improve the quality of this research work. to multi-objective optimization of technical specifica-
tions and maintenance using genetic algorithms. Reli-
ability Engineering & System Safety, 87(1):65–75.
Pimentel, C. M. O., Alvelos, F. P. e., and Valrio de Car-
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