Optimization of a Nonlinear

Workload Balancing Problem

Stefan Emet
Department of Mathematics and Statistics
University of Turku
Finland
Euro 2012 Vilna 8-11.7
Outline of the talk
Introduction
Some notes on Mathematical Programming
MINLP methods and solvers
Solution principles
Some advantages and disadvantages


MINLP model for the PCB-problem
Objective - Maximizing profit under cyclic operation


Some example problems
Solution results


Summary
Conclusions and some comments on future research issues
Euro 2012 Vilna 8-11.7
Optimization problems are usually classified as follows;
Variables Functions
continuous:
masses,
volumes, flowes
prices, costs etc.
discrete:
binary {0, 1}
integer {-2,-1,0,1,2}
discrete values
{0.2, 0.4, 0.6}
linear non-linear
non-convex
quasi-convex
pseudo-convex
convex
Classification of optimization problems...
Euro 2012 Vilna 8-11.7
variables
continuous integer mixed
l
i
n
e
a
r

n
o
n
l
i
n
e
a
r

LP ILP MILP
NLP INLP MINLP
On the classification...
Euro 2012 Vilna 8-11.7
MINLP-methods..
Branch and Bound Methods
Dakin R. J. (1965). Computer Journal, 8, 250-255.
Gupta O. K. and Ravindran A. (1985). Management Science, 31, 1533-1546.
Leyffer S. (2001). Computational Optimization and Applications, 18, 295-309.

Cutting Plane Methods
Westerlund T. and Pettersson F. (1995). An Extended Cutting Plane Method for Solving Convex MINLP
Problems. Computers Chem. Engng. Sup., 19, 131-136.
Westerlund T., Skrifvars H., Harjunkoski I. and Porn R. (1998). An Extended Cutting Plane Method for
Solving a Class of Non-Convex MINLP Problems. Computers Chem. Engng., 22, 357-365.
Westerlund T. and Prn R. (2002). Solving Pseudo-Convex Mixed Integer Optimization Problems by
Cutting Plane Techniques. Optimization and Engineering, 3, 253-280.

Decomposition Methods
Generalized Benders Decomposition
Geoffrion A. M. (1972). Journal of Optimization Theory and Appl., 10, 237-260.
Outer Approximation
Duran M. A. and Grossmann I. E. (1986). Mathematical Programming, 36, 307-339.
Viswanathan J. and Grossmann I. E. (1990). Computers Chem. Engng, 14, 769-782.
Generalized Outer Approximation
Yuan X., Piboulenau L. and Domenech S. (1989). Chem. Eng. Process, 25, 99-116.
Linear Outer Approximation
Fletcher R. and Leyffer S. (1994). Mathematical Programming, 66, 327-349.

Euro 2012 Vilna 8-11.7
NLP-subproblems:
+ relative fast convergenge
if each node can be solved
fast.
- dependent of the NLPs
MINLP-methods (solvers)...
Branch&Bound
minlpbb, GAMS/SBB
Outer Approximation
DICOPT
ECP
Alpha-ECP
MILP
MILP
NLP
NLP NLP
NLP NLP
NLP
MILP and NLP-subproblems:
+ good approach if the NLPs
can be solved fast, and the
problem is convex.
- non-convexities implies
severe troubles
MILP-subproblems:
+ good approach if the
nonlinear functions are
complex, and e.g. if gradients
are approximated
- might converge slowly if
optimum is an interior point of
feasible domain.
Euro 2012 Vilna 8-11.7
Workload balancing problem...
Decision variables:
y
ikm
=1, if component i is in machine k feeder m.
z
ikm
= # of comp. i that is assembled from machine k and feeder m.

Feeders:
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Placement-
head
PCB
Production balancing problem...
Production lines:
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Line 1:
Line 2:
Line n:
Objective (one production line)..
where is the assembly time of the slowest
machine:
K k z t t s
M
m
I
i
ikm ik
,..., 1 , . .
1 1
= >

= =
t

=
t
K
k
k k
Y c
1
max
Euro 2012 Vilna 8-11.7
Optimize the profits during a period :
constraints...
(slot capacity)
km
M
m
ikm ik
S y s s

=1
i
K
k
M
m
ikm
d z =

= = 1 1
(component to place)
(all components set)
0 s
ikm i ikm
y d z
Euro 2012 Vilna 8-11.7
PCB example problems...

Problem characteristics:
Machines 3 3 3 3 6 6 6 6

Components 10 20 40 100 100 140 160 180
Tot. # comp. 404 808 1616 4040 4040 5656 6464 7272

Variables
Binary 90 180 360 900 1800 2520 2880 3240
Integer 90 180 360 900 1800 2520 2880 3240

Constraints
Linear 172 332 652 1612 3424 4784 5464 6144

cpu [sec] 0.11 0.03 3.33 2.72 5.47 6.44 11.47 121.7
Euro 2012 Vilna 8-11.7
Objective (multiline system)...
where is the assembly time of the slowest
machine:
)
`

)
`

=
=
I
i
il il
L l
t z
1
, , 1
max min
K
Euro 2012 Vilna 8-11.7
Decision variables:
z
il
= # of products i that are assembled on line l
t
il
= production time of product i on line
Summary...
Though the results are encouraging there are issues to be tackled and/or
improved in a future research (in order to enable the solving of larger problems
in a finite time);
- refinement of the models
- implementation of convexification strategies
Some references
Emet S. et al. (2010). Workload balancing in printed circuit board assembly line. Int. Journal of
Adv Manufacturing Technology, 50, 1175-1182.
Porn R. et al. (2008). Global Solution of Optimization Problems with Signomial Parts. Discrete
Optimization, 5, 108-120.
Emet S. (2004). A Comparative Study of Solving Some Nonconvex MINLP Problems, Ph.D. Thesis,
bo Akademi University.
Euro 2012 Vilna 8-11.7