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Form & PURDUE UNIVERSITY hited) GRADUATE SCHOOL Thesis Acceptance This is to certly that the thesis prepared By Ali_E1kame Entitled SCHEDULING OF PROCESS OPERATIONS USING MATHEMATICAL PROGRAMMING TECHNIQUES: TOWARDS A PROTOTYPE DECISION SUPPORT SYSTEM Complies with University regulations and meets the standards of the Graduate Schoo! for originality and quality For the degree of Doctor of Philosophy co-chair co-chair ‘Approved by: _ qhe- 44 Os This thesis [1] is not to be regarded as confidential & hele Wajr Priesteres of SCHEDULING OF PROCESS OPERATIONS USING MATHEMATICAL, PROGRAMMING TECHNIQUES: TOWARDS A PROTOTYPE DECISION SUPPORT SYSTEM A Thesis ‘Submitted to the Faculty of Purdue University by Ali Elkamel 1n Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy August 1993To my parents and ‘To my wife Hedia and son Marwen iilan iti ‘TABLE OF CONTENTS Page LIST OF TABLES... LIST OF FIGURES.. ABSTRACT. CHAPTER 1, INTRODUCTION... LLL. Mixed Integer Linear Programming 1.2, Morphology of MILP Problems... 1°3, A General Procedure to Solve MILP Problems 1.4. Process Scheduling.. 2. LITERATURE SURVEY . Introduction .. Solution Approaches Scheduling of Batch and Semicontinuous Processe: 3. PROBLEM DEFINITION, FORMULATION, AND DIMENSIONALITY. Introduction .. Description of the General Batch and Semicontinuous Proces State Task Network Representatio Problem Definition. Assumptions. 3.6. Problem Formulation. 3.7. Problem Dimensionality. 4, ON THE CHARACTERIZATION OF PROCESS SCHEDULING PROBLEMS .. 4,1, Introduction... i ‘The RCSPec Language and a Scheduling Problem Library Characterizing Scheduling Instances 45. Summary. S288 & SRYQRBELcf iv 5. MODEL PRE-PROCESSING AND VARIABLE ELIMINATION. Variable Scaling and Substitution Relaxing Integrality of the Cleaning Variable Fixing Using Heuristic Solutions .. Summary. 6. A RULE BASED HEURISTIC ALGORITHM. Heuristic Evaluation Conclusion. 7. A DECOMPOSITION HEURISTIC ALGORITHM.. 7.1. Introduction 7.2. Philosophy and Backgroun Longitudinal Decomposition. Axial Decompositi 5. Effect of Number of Improvement Heuristics Computational Results Conclusion: 8, MATHEMATICAL PROGRAMMING BASED HEURISTICS .. Introduction Multi-Stage Heuristi Perturbation Heuristi¢..0uc.n \Variable-Elimination Heuristic ‘Truncated Branch-and-Bound... Heuristic Comparison: Summary. 9, STRUCTURED VALID INEQUALITIES AND SEPARATION ... 9.1. introduction 9.2. Valid Inequality 1. 933. Valid Inequality 2... 159 9.4. Valid Inequality 3m. 166 9.5. Further Inequaii — 169 9.6. Initial Implementation and the Necessity of a Separation Algorithm une172 9.7. Separation Algorithms. 1179 98. Summary.10.1. Introduction 10.2. Integrated S 103, Scheduling Decision Support Syste 11. CONCLUSIONS AND FURTHER RESEARCH .. LIST OF REFERENCES snow D2 APPENDICES ‘Appendix A: Derivation of Selected Constraints. 20 ‘Appendix B: RCSPec of Hard Instance wanna 223 ‘Appendix C: Computational Details. 226 ‘Appendix D: Case Studies 230 ‘Appendix B: Nomenclature 233 VA 237oN vi LIST OF TABLES Table Page 4.1, Problem statistics and origins. 4.2. Order information for example problem. 43. Effect of set-up cost on solution time... 4,4, Effect of large order quantities... 4.5. Extra demands for the basic example, 46, Effect of sharing production route: 4.7. Effect of equipment sharing 4,8. Effect of processing time: 4.9. Effect of unstable intermediates. 6.1, Task and unit information summary 62. Storage tanks information summary. 63, State information summary. 6.4, Order information summary. 6S. Test of randomness... 6.6. Computational results - 100(1 - e-?9)% confidence intervals 6.7. Kolmogorov-Smimov test. 6.8. Comparison with the relaxation solution 7.1, Plant information summary for the illustrative example.. 7.2. State information summary for the illustrative example. 7.3. Order information summary for the illustrative example~ vii Table Page 7.4, Suborders for the illustrative example resulting from decomposing each original order into its feed requirements. 7.5. Dimensions of the overall model of the illustrative example and the subproblem sizes. 7.6. Effect of number of partitions on accuracy and computational expense. 7.7. Effect of improvement heuristic 1 7.8, Effect of improvement heuristic 2. 7.9. Dimensionality of the problems treated .. 7.10, Computational reSUlt8.nnnsnnenenese 7.11. Effect of the decomposition heuristic (DH)’on the computational efficiency of the exact solution procedure . 8.1, Multi-Stage heuristic computational results. 8.2, Perturbation heuristic computational results.. 8.3, Variable-Elimination heuristic computational result. 8.4, Truncated B&B heuristic computational results. 8.5. Comparison of performance of heuristics 9.1. Dimensionality of the case studies considered... 9.2. Effect of valid inequalities on the original model 9.3. Effect of the separation algorithm. 9.4. Comparison of the different procedures used. 10.1. Unit information summary for large problem 10.2. Task information summary for large problem .. 103. State information summary for large problem .. 10.4. Order information summary for large problem. 197of of vill LIST OF FIGURES. Figure Page 3.1. Flow diagram for a given process 3.2, STN representation for the process of figure 3.1... 5.1, State task network representation of the processing plant of example 5.2 and its availability digraph 6.1. The status-sheet data structure . 6.2. Processing of an order 7.1, Blements of the decomposition scheme... 7.2. Decomposition of a schedule in space and time 7.3. Non-overlapping schedules (a), superposition of two schedules (b), and concatenation of two schedules (c) .. 7.4, A summary of the calculation procedure for longitudinal decomposition.. 7.5. Graph representation for example problem. 7.6. Partitioning and sequencing of graph representation of batch plants 7.7. Flow of information or interaction among subproblems. 7.8. Longitudinal decomposition for the illustrative example 7.9. Optimal schedule for the illustrative example .. 7.10. Axial decomposition schedule for the illustrative example... 7.11. Flow chart of improvement heuristic 2... 9.1. Graphical illustration of valid inequality 1 for example 9.1 . 9.2. Graphical illustration of valid inequality 1... 9.3. Graphical illustration of valid inequality 1 for example 9.2.