Problems, Models and Algorithms in One- and Two-Dimensional Cutting
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Problems, Models and Algorithms in One- and Two-Dimensional Cutting DISSERTATION zur Erlangung des akademischen Grades Doctor rerum naturalium (Dr. rer. nat.) vorgelegt der Fakultat¨ Mathematik und Naturwissenschaften der Technischen Universitat¨ Dresden von Diplommathematiker (Wirtschaftsmathematik) Belov, Gleb geboren am 6. Januar 1977 in St. Petersburg/Russland Gutachter: Prof. Dr. Andreas Fischer Technische Universitat¨ Dresden Prof. Dr. Robert Weismantel Otto-von-Guericke Universitat¨ Magdeburg Prof. Dr. Stefan Dempe Bergakademie Freiberg Eingereicht am: 08.09.2003 Tag der Disputation: 19.02.2004 Preface Within such disciplines as Management Science, Information and Computer Sci- ence, Engineering, Mathematics and Operations Research, problems of cutting and packing (C&P) of concrete and abstract objects appear under various spec- ifications (cutting problems, knapsack problems, container and vehicle loading problems, pallet loading, bin packing, assembly line balancing, capital budgeting, changing coins, etc.), although they all have essentially the same logical structure. In cutting problems, a large object must be divided into smaller pieces; in packing problems, small items must be combined to large objects. Most of these problems are NP-hard. Since the pioneer work of L.V. Kantorovich in 1939, which first appeared in the West in 1960, there has been a steadily growing number of contributions in this research area. In 1961, P. Gilmore and R. Gomory presented a linear programming relaxation of the one-dimensional cutting stock problem. The best-performing al- gorithms today are based on their relaxation. It was, however, more than three decades before the first ‘optimum’ algorithms appeared in the literature and they even proved to perform better than heuristics. They were of two main kinds: enu- merative algorithms working by separation of the feasible set and cutting plane algorithms which cut off infeasible solutions. For many other combinatorial prob- lems, these two approaches have been successfully combined. In this thesis we do it for one-dimensional stock cutting and two-dimensional two-stage constrained cutting. For the two-dimensional problem, the combined scheme provides mostly better solutions than other methods, especially on large-scale instances, in little time. For the one-dimensional problem, the integration of cuts into the enumera- tive scheme improves the results of the latter only in exceptional cases. While the main optimization goal is to minimize material input or trim loss (waste), in a real-life cutting process there are some further criteria, e.g., the num- ber of different cutting patterns (setups) and open stacks. Some new methods and models are proposed. Then, an approach combining both objectives will be presented, to our knowledge, for the first time. We believe this approach will be highly relevant for industry. The presented investigation is a result of a three-year study at Dresden Uni- versity, concluded in August 2003. I would like to express my gratitude to all the people who contributed to the completion of my dissertation. Dr. Guntram Scheithauer has been a very attentive and resourceful supervisor, not only in the research. He and Professor Johannes Terno, who died in 2000 after a long illness, supervised my diploma on a cutting plane algorithm for one-dimensional cutting with multiple stock lengths. Professor Elita Mukhacheva (Russia) introduced me to the field of cutting and packing in 1995. In her research group I studied the powerful sequential value correction heuristic for one-dimensional stock cutting. The last two years of the study were supported by the GOTTLIEB DAIMLER- and CARL BENZ-Foundation. The conferences on different topics and student meetings organized by the foundation were very useful for interdisciplinary com- munication; they provided opportunities to learn, for example, how to present one’s own research in an understandable way. My frequent visits to Ufa, my home city in the southern Urals, were warmly welcomed and nutritionally supported by my family. Many thanks to my dance partner Kati Haenchen for two years of intensive ballroom dancing and for under- standing when I had to give up the serious sport because of time restrictions. My thanks go to Joachim Kupke, Marc Peeters, and (quite recently) Claudio´ Alves with J.M. Valerio´ de Carvalho for testing their branch-and-price implemen- tations on the hard28 set; to Jon Schoenfield for providing this set, for many dis- cussions, and for thorough proofreading of large parts of the thesis; to Vadim Kartak for some brilliant ideas about cutting planes; to Eugene Zak and Helmut Schreck, TietoEnator MAS GmbH, for their informative advice about real-life cutting; to Franc¸ois Vanderbeck for providing his test instances; and to the anony- mous referees of Chapter 2 (which was submitted to EJOR) for the remarks on presentation. Dresden, September 2003 Gleb Belov Contents Introduction 1 1 State-of-the-Art Models and Algorithms 5 1.1 One-Dimensional Stock Cutting and Bin-Packing . 5 1.1.1 The Model of Kantorovich . 5 1.1.2 The Column Generation Model of Gilmore and Gomory . 6 1.1.3 Other Models from the Literature . 7 1.1.4 A Class of New Subpattern Models . 8 1.1.5 Problem Extension: Multiple Stock Sizes . 11 1.2 Two-Dimensional Two-Stage Constrained Cutting . 12 1.3 Related Problems . 14 1.4 Solution Approaches . 14 1.4.1 Overview . 14 1.4.2 Combinatorial Heuristics . 15 1.4.3 Gilmore-Gomory’s Column Generation with Rounding . 16 1.4.3.1 LP Management . 16 1.4.3.2 Column Generation for 1D-CSP . 16 1.4.3.3 Rounding of an LP Solution . 17 1.4.3.4 Accelerating Column Generation . 18 1.4.4 Branch-and-Bound . 19 1.4.4.1 A General Scheme . 19 1.4.4.2 Bounds . 20 1.4.4.3 Non-LP-Based Branch-and-Bound . 21 1.4.4.4 LP-Based Branch-and-Bound and Branch-and- Price . 21 2 Branch-and-Cut-and-Price for 1D-CSP and 2D-2CP 23 2.1 Introduction . 24 2.2 Overview of the Procedure . 25 2.3 Features . 26 2.3.1 LP Management . 27 i ii CONTENTS 2.3.2 Rounding of an LP Solution . 27 2.3.3 Sequential Value Correction Heuristic for 2D-2CP . 28 2.3.4 Reduced Cost Bounding . 28 2.3.5 Enumeration Strategy . 29 2.3.5.1 Alternative Branching Schemes . 29 2.3.5.2 Branching Variable Selection . 30 2.3.5.3 Node Selection . 31 2.3.6 Node Preprocessing . 32 2.4 Cutting Planes . 33 2.4.1 Overview . 33 2.4.2 GOMORY Fractional and Mixed-Integer Cuts . 33 2.4.3 Local Cuts . 36 2.4.4 Selecting Strong Cuts . 37 2.4.5 Comparison to the Previous Scheme . 37 2.5 Column Generation . 38 2.5.1 Forbidden Columns . 39 2.5.2 Column Generation for 1D-CSP . 39 2.5.2.1 Enumeration Strategy . 40 2.5.2.2 A Bound . 40 2.5.2.3 Practical Issues . 42 2.5.3 The Two-Dimensional Case . 42 2.6 Computational Results . 43 2.6.1 The One-Dimensional Cutting Stock Problem . 43 2.6.1.1 Benchmark Results . 44 2.6.1.2 The hard28 Set . 45 2.6.1.3 Triplet Problems . 49 2.6.1.4 Other Algorithm Parameters for 1D-CSP . 49 2.6.2 Two-Dimensional Two-Stage Constrained Cutting . 50 2.6.2.1 Pseudo-Costs . 50 2.6.2.2 Comparison with Other Methods . 50 2.6.2.3 Algorithm Parameters for 2D-2CP . 55 2.7 Implementation . 55 2.8 Conclusions . 57 3 Minimization of Setups and Open Stacks 59 3.1 Minimizing the Number of Different Patterns . 59 3.1.1 Introduction . 60 3.1.2 Some Known Approaches . 60 3.1.3 Column Generation Models of Vanderbeck . 61 3.1.4 Modeling . 63 3.1.5 Lower Bound . 64 CONTENTS iii 3.1.6 Column Generation . 65 3.1.7 Branching . 66 3.1.8 Feasible Solutions . 68 3.1.9 Implementation . 68 3.1.10 Computational Results . 69 3.1.10.1 Benchmark Results . 69 3.1.10.2 Tradeoff with Material Input . 71 3.1.10.3 Comparison with KOMBI234 . 71 3.1.10.4 Comparison with the Exact Approach of Van- derbeck . 72 3.1.11 Summary and Conclusions . 74 3.2 Restricting the Number of Open Stacks . 74 3.2.1 Introduction . 75 3.2.2 Some Known Approaches . 77 3.2.3 A Sequential Heuristic Approach . 77 3.2.4 Computational Results Concerning Material Input . 79 3.2.4.1 Benchmarking the New Heuristic . 79 3.2.4.2 Further Parameters of SVC . 81 3.2.4.3 Problems with Small Order Demands . 81 3.2.5 PARETO Criterion for the Multiple Objectives . 82 3.2.6 Updating Prices Considering Open Stacks . 82 3.2.7 Restricting the Number of Open Stacks . 83 3.2.8 Summary . 84 3.3 Combined Minimization of Setups and Open Stacks . 84 3.4 Problem Splitting . 88 3.4.1 Splitting Methods . 88 3.4.2 Computational Results . 89 3.5 IP Models for Open Stacks Minimization . 91 3.6 Summary and Outlook . 93 4 ILP Models for 2D-2CP 95 4.1 Models with Fixed Strip Widths from the Literature . 95 4.1.1 Model 1 . 95 4.1.2 Model 2 . 96 4.1.3 Anti-Symmetry Constraints . 97 4.1.4 Tightening the LP Relaxation of M2 . 97 4.2 Variable Width Models . 98 4.3 Lexicographical Branching . 100 4.4 Lexicographically Ordered Solutions . 101 4.5 Computational Results . 102 iv CONTENTS Summary 105 Bibliography 107 List of Tables 113 Appendix 115 A.1 Example of an Idea Leading to Branch-and-Price . 115 A.2 Example of a Solution with 4 Open Stacks .