The thesis deals with optimization problems which arise at distribution planning. These problems can often be easily formulated as integer programming problems, but rarely can be solved using mixed integer programming techniques. Therefore, it is necessary to study the efficiency of heuristic algorithms. The main focus of the thesis is on the vehicle routing problem with time windows. A tabu search algorithm for this problem was developed and implemented. It uses integer programming to solve the set partitioning problem in order to find optimal distribution of all customers into feasible routes found during the search. The results of the classical integer programming approach, basic insertion heuristic and presented tabu search algorithm are compared in a numerical study.

Les travaux présentés dans cette thèse portent sur la conception de systèmes de fabrication en contexte incertain. La conception d’un tel système peut être vue comme un problème d’optimisation qui consiste à trouver une configuration qui permet d’optimiser certains objectifs tout en respectant des contraintes technologiques et économiques connues. Les systèmes de fabrication étudiés dans ce mémoire sont des lignes d’assemblage et d’usinage. La première est une ligne qui se présente comme une chaîne de postes de travail où, dans chaque poste, les opérations d’assemblage s’exécutent de manière séquentielle. La deuxième, quant à elle, est une ligne particulière qui se compose de machines de transfert comportant plusieurs boîtiers multibroches où les opérations s’exécutent simultanément. Dans un premier temps, nous décrivons de différentes approches permettant de modéliser l’incertitude des données en optimisation. Une attention particulière est portée sur les deux approches suivantes : l’approche robuste et l’analyse de sensibilité. Puis, nous présentons trois applications : la conception d’une ligne d’assemblage et d’une ligne d’usinage soumises aux variations de temps opératoires et la conception d’une ligne d’assemblage avec les temps opératoires connus sous la forme d’intervalles des valeurs possibles. Pour chaque application, nous identifions les performances attendues ainsi que la complexité de la prise en compte de l’incertitude. Ensuite, nous proposons de nouveaux critères d’optimisation en adéquation avec la problématique introduite. Enfin des méthodes de résolution sont développées pour appréhender les différents problèmes mis en évidence par ces critères. / The presented work deals with the design of production systems in uncertain context. The design of such systems can be interpreted as an optimization problem that consists to find a configuration optimizing certain objectives and respecting technological and economical constraints. The production systems studied in this thesis are the assembly and transfer lines. The first one is the line that can be represented as a flow-oriented chain of workstations where, at each workstation, the tasks are executed in a sequential manner. The second is a particular line that is composed of transfer machines including several multi-spindle heads where the tasks are executed simultaneously. At first, we describe different approaches that permit to model the uncertainty of data in optimization. A particular attention is attracted to two following approaches: robust approach and sensitivity analysis. Then, we present three applications: the design of assembly and transfer lines under variations of task processing times and the design of an assembly line with interval task processing times. For each application, we identify the expected performances as well as the complexity of taking into account the uncertainty. Thereafter, we propose some new optimization criteria in adequacy with the introduced problematic. Finally, resolution methods are developed to solve different problems engendered by these criteria.

In this study, a discrete event model was created and used in combination with an optimization method to find the optimal production sequence at Volvo Group’s cab plant in Umeå. The optimization was performed with a heuristic approach combined with a genetic search algorithm. The result provides an optimized production sequence with an increased production performance. Potential improvements in the production flow were identified to significantly increase the throughput. Volvo Group Trucks Operations plant in Umeå is a part of Volvo Group AB and is one of the world’s largest manufacturers of heavy duty trucks. The plant in Umeå produces cab bodies and consists of Stamping and Part production, Body In White and the Paint Shop. As of today, the plant produces about XXX produced cabs per week with the goal to achieve the invested capacity of 1666 produced cabs per week. The production is structured with a daily scheduling of the cab production. Today cabs are produced in the same sequence as the orders are received. There has been an investigation regarding the production capacity in the past but further investigation was required due to insufficient data available at the time. Volvo wants to investigate the potential improvements in the BIW unit, increase the production rate and reach the level of invested capacity. Therefore, this project was introduced which led to the following problem definition: “What is the optimal production sequence in the BIW unit?” To further find potential improvements, a secondary problem definition got formulated: “How would the production sequence be affected if the current biggest bottleneck were removed?” The objective was achieved with Discrete Event Simulation, where heuristic based sequences were optimized in a genetic search algorithm. This resulted in identified sequence patterns, which were used to improve the production sequence. When analyzing the model, the floor subflow was identified as the biggest bottleneck in the production. A general suggestion would be to avoid large batches due to significant risk of limiting the throughput. Results suggest that sequences should be in cycles of 3FH-1FM with segments of batches as long as the floor buffer does not run out of parts. This resulted in a potential increased throughput of 3.2-3.7% for the Body In White. If the biggest bottleneck were to be removed, there would be a potential production increase by roughly 10% compared to the production today. / I den här studien skapades en diskret händelsestyrd modell som användes i kombination med en optimeringsmetod för att ta reda på den optimala produktionssekvensen i Volvokoncernens hyttfabrik i Umeå. Optimeringen utfördes genom heuristiker i kombination med en genetisk sökalgoritm. Detta resulterade i en optimerad produktionssekvens med en ökad takt gentemot dagsläget. Potentiella förbättringar i produktionsflödet kunde identifieras för att signifikant öka genomströmningen av hytter. Volvo Group Trucks Operations hyttfabrik i Umeå är en del av Volvo Group AB och är en världsledande tillverkare av tunga lastbilar. Fabriken i Umeå tillverkar lastbilshytter med plåtbearbetning, presshall, sammansättning och måleri. I dagsläget producerar fabriken ungefär XXX hytter i veckan med målsättningen att komma upp i den investerade kapaciteten: 1666 producerade hytter i veckan. Produktionen är upplagd med planering av hyttproduktion på daglig basis. Idag produceras hytterna inte i någon specifik sekvens utan produceras enligt samma ordning som ingående orderkö. En studie kring produktionskapaciteten har tidigare utförts, dock finns behovet av ytterligare undersökning då tillgängligheten av väsentlig data för att kunna utföra studien varit begränsad vid tidigare skeden. Av den anledningen vill Volvo utföra en undersökning för att hitta potentiella förbättringar i BIW enheten, för att således uppnå den investerade kapaciteten. Därav introducerades detta projekt med följande problemdefinition: “Vad är den optimala produktionssekvensen i BIW enheten?” För att hitta ytterligare förbättringar, så formulerades en sekundär problemdefinition: “Hur skulle produktionssekvensen påverkas om den största flaskhalsen eliminerades?” Målet nåddes med diskret händelsestyrd simulering, där optimering utfördes genom heuristiskt baserade sekvenser tillsammans med en genetisk sökalgoritm. Identifierade mönster användes sedan för att förbättra produktionssekvensen. Vid analysering av modellen identifierades floor-flödet som den största flaskhalsen i produktionen. Ett generellt förslag är att undvika stora batcher då detta innebär en signifikant risk att begränsa genomströmningen av hytter. Resultatet indikerar att sekvenser bör bestå av cykler om 3FH-1FM, med segment av batcher så länge floor-buffrarna inte är tomma. Detta resulterade i en potentiellt ökad genomströmning med 3,2-3,7% per vecka för BIW enheten. Om den största flaskhalsen i floor-flödet skulle elimineras så kan produktionen potentiellt öka med 10% jämfört mot dagens produktionstakt.

Le système étudié durant cette thèse est un véhicule électrique hybride avec deux sources d’énergies (Pile à combustible et Super-capacité). L’objectif fixé est de minimiser la consommation du carburant tout en satisfaisant la demande instantanée en puissance sous des contraintes de puissance et de capacité et de stockage. Le problème a été modélisé sous la forme d’un problème d’optimisation globale. Nous avons développé de nouvelles méthodes heuristiques pour le résoudre et proposé le calcul d’une borne inférieure de consommation, en apportant de meilleurs résultats que ceux trouvés dans la littérature. En plus, une étude de robustesse a été réalisée afin de minimiser la consommation de pire-cas suite à une perturbation ou du fait d’incertitudes sur les données d’entrée, précisément sur la puissance demandée. Le but de cette étude est de prendre en compte les perturbations dès la construction des solutions afin d’éviter l’infaisabilité des solutions non robustes en situation perturbée. Les heuristiques de résolution du problème robuste modélisé sous la forme d’un problème de Minimax ont fourni des solutions moins sensibles aux perturbations que les solutions classiques. / The system studied in this thesis is a hybrid electrical vehicle with two energy sources (fuel cell system and super-capacitor). The first goal is to minimize the fuel consumption whilst satisfying the requested power for each instant, taking into account constraints on the availability and the state of charge of the storage element. The system was modeled as a global optimization problem. The heuristics developped for obtaining the best power split between the two sources and the lower bound consumption computation proposed provide better results than those found in the literature. The second goal of the thesis is the study of the robustness of the solutions in order to minimize the worst-case consumption when perturbation happens or uncertainty is added to the input data. In this study the uncertainty concerns the power required for traction. The objective is to maintain the feasibility of solutions and limit the worst consumption that can happen due to a demand fluctuation. Dedicated heuristics are proposed for solving the identified robust variant of the problem, modeled as a Minimax problem. The solutions provided are less sensitive to the perturbations than the previous ones.

Orientador: Ruben Augusto Romero Lazaro / Resumo: Este trabalho apresenta uma proposta baseada na meta-heurística Busca Tabu, chamada de Busca Tabu Reformulada para resolver o problema de operação ótima dos sistemas de distribuição, utilizando uma estratégia integrada de reconfiguração e alocação de bancos de capacitores fixos e chaveados para obter a topologia radial que apresente o menor custo de operação. Para encontrar a topologia radial inicial foi aplicado o algoritmo de Prim, em que foi obtida uma solução reconfigurada, e essa solução encontrada foi submetida à uma heurística para alocação de capacitores fixos e chaveados. A proposta de solução inicial é submetida ao algoritmo de Busca Tabu Reformulada que utiliza uma vizinhança que considera como solução vizinha uma topologia vizinha da topologia radial corrente e com a proposta de alocação de bancos de capacitores modificada. Como proposta da metodologia Busca Tabu Reformulada o procedimento é repetido até um critério de parada definido. Todos os programas foram escritos em linguagem FORTRAN 77. Os algoritmos propostos foram testados com os sistemas de 33, 70, 84 e 136 barras. / Abstract: This paper presents a proposal based on the Tabu Search metaheuristic called Tabu Search Reformulated to solve the problem of optimal operation of the distribution systems, using an integrated strategy of reconfiguration and allocation of fixed and switched capacitor banks to obtain the radial topology which presents the lowest operating cost. To find the initial radial topology the Prim algorithm was applied, in which a reconfigured solution was obtained, and this solution was submitted to a heuristic for the allocation of fixed and switched capacitors. The initial solution proposal is submitted to the Reformulated Tabu Search algorithm that uses a neighborhood that considers as neighbor solution a neighboring topology of the current radial topology and with the proposed allocation of modified capacitor banks. As a proposal of the Tabu Search Reformulated methodology, the procedure is repeated up to a defined stop criterion. All the programs were written in FORTRAN 77 language. The proposed algorithms were tested with the 33, 70, 84 and 136-node systems. / Mestre

Esta tese realiza um estudo a respeito da confiança do investidor estrangeiro no Brasil, identificando teórica e empiricamente os aspectos jurídicos elementares à sua formação. A pesquisa tem como intuito analisar o papel do Direito tanto na geração quanto na proteção à confiança nutrida pelos investidores no País. Faz-se assim um percurso teórico que discute os pressupostos relacionados à racionalidade do homem econômico, sendo apresentadas algumas linhas críticas do paradigma de escolha racional. Dentre tais linhas, a Economia Comportamental é escolhida como opção metodológica do trabalho por fornecer uma visão alternativa para o estudo de tomada de decisão. Assim, com base no programa pesquisa Heuristics and Biases (H&B), fundado por Daniel Kahneman e Amos Tversky, avalia-se o processo de formação da confiança no Brasil. A revisão de literatura interdisciplinar busca fornecer alicerce teórico para o estudo empreendido, ao explorar a dificuldade e a abstração do conceito. A tese, no campo jurídico, (i) contrapõe as noções de confiança e boa-fé, (ii) discute como se dá a tutela da confiança pelo Direito brasileiro e (iii) destaca aspectos da regulação dos investimentos estrangeiros capazes de tutelar ou promover a confiança. A pesquisa empírica realizada ao final do trabalho aplica o H&B à análise do Direito, destacando as variáveis jurídicas consideradas essenciais à confiança do investidor no Brasil e analisando dissonâncias cognitivas a este respeito entre residentes e não residentes. / This thesis investigates foreign investors trust in Brazil, aiming at identifying theoretically and empirically its elementary aspects. It also intends to analyze the role played by Law at the creation and preservation of investors trust. From a theoretical standpoint, it discusses the rationality assumptions attributed to the economic man and reports alternative approaches for decision making other than rational choice. The work applies Behavioral Economics methodology, more specifically the Heuristics and Biases program, founded by Daniel Kahneman and Amos Tversky. The thesis also reviews interdisciplinary literature on trust, exploring the elusiveness of its concept. In addition, from a legal research perspective, it (i) compares the notions of trust and good-faith; (ii) discusses the legal grounds for trust protection under local law and (iii) points out regulatory mechanisms deemed capable of protecting or promoting trust. The empirical research presented at the end of the thesis illustrates how H&B may be applied to the analysis of Law, by assessing its role at promoting investors trust as well as assessing cognitive dissonances found among resident and non residents.

Este trabalho é dedicado ao problema de programação em Flowshop Permutacional com tempos de preparação (setup) assimétricos e separados dos tempos de processamento e dependentes da seqüência de execução das tarefas e tem o objetivo de minimização da duração total da programação (Makespan). Através da investigação das propriedades estruturais do problema, são desenvolvidos os parâmetros XR e QR de uma programação, que indicam ociosidade das máquinas (para valores positivos) e bloqueio das tarefas (para valores negativos). Os novos parâmetros são utilizados para propor uma melhoria no cálculo eficiente de Makespan proposto por Taillard (1990). Esta melhoria é então utilizada no desenvolvimento de uma nova heurística construtiva baseada no método NEHT-RB de Ríos-Mercado e Bard (1998b) denominada CNIT, que é comparada durante a experimentação computacional com os métodos SETUP e TOTAL, de Simons (1992) com pequenas melhorias; com a proposta da utilização da propriedade UBX de Moccellin e Nagano (2007); e com o método NEHT-RB. Os métodos são então submetidos a uma busca local descendente como proposta em Ruiz e Stützle (2008) e seus desempenhos como soluções iniciais para este procedimento de busca local são avaliados. Em seguida, um método melhorativo derivado do novo método construtivo e baseado na meta-heurística IG de Ruiz e Stützle (2008) é proposto e denominado CNIT-IG. O método é comparado com a heurística IG original submetida às diferentes soluções iniciais estudadas durante a avaliação da nova heurística construtiva. As comparações são realizadas utilizando-se o banco de dados de Taillard (1990) para o flowshop permutacional adaptado para o problema de flowshop com tempos de setup assimétricos e dependentes da seqüência. Os resultados da experimentação computacional são analisados em termos da porcentagem média de sucesso, do desvio relativo médio e em relação ao tempo médio computacional e mostram a superioridade dos resultados da nova heurística construtiva CNIT e seu alto custo computacional, de complexidade mn³. Os resultados mostram ainda a superioridade da meta-heurística CNIT-IG sobre o método IG. / This work addresses the Permutation Flowshop scheduling problem with separated sequence-dependent setup times with the objective of minimizing Makespan. Through the investigation of the problem structural properties, two scheduling parameters XR e QR are developed, they indicate the machine idleness (for positive values) and task blocking (for negative values). These new parameters are used to propose an improvement in the efficient makespan calculation as stated by Taillard (1990). This improvement is then used for development of a new constructive heuristic based on Ríos-Mercado and Bard (1998b) method NEHT-RB nominated CNIT, and it is compared during computational experimentation with the methods SETUP and TOTAL of Simons (1992), with slight improvements; with the proposal of property UBX from Moccellin and Nagano (2007) and with NEHT-RB method. The methods are then submitted to descent local search as proposed in Ruiz and Stützle (2008) and its performance as initial solutions for this local search procedure is evaluated. Next, an improvement method derivate from the new constructive method and based on metaheuristic IG from Ruiz and Stützle (2008) is proposed and nominated CNIT-IG. This method is compared with original IG submitted to different initial solutions studied during constructive heuristic evaluation. Comparisons are done using Taillards instances (1990) for standard flowshop and adapted to the flowshop with sequencedependent setup times problem. The results of computation experimentation are analyzed in terms of average percentage of success, average relative percentage deviation and average computational time and show superiority of new constructive heuristic CNIT-IG and its high computational cost, with complexity mn³. The results also show superiority of metaheuristic CNIT-IG over IG method.

O problema de dimensionamento de lotes com restrições de capacidade (CLSP) consiste em determinar um plano de produção que satisfaça a demanda requerida, respeitando as limitações de capacidade, com o menor custo possível, ou seja, minimizando os custos de produção, estocagem e preparação de máquina. Encontrar uma solução factível para o CLSP, considerando tempo de preparação de máquina, é NP-completo. Nesta dissertação, para a resolução do CLSP, utiliza-se a decomposição de Dantzig-Wolfe e o procedimento de geração de colunas, encontrando bons limitantes inferiores. Duas diferentes estratégias de decomposição são exploradas, decomposição por itens e períodos. Para a obtenção de uma solução inteira para o problema (limitante superior) foram exploradas heurísticas lagrangianas, onde a solução inicial para as heurísticas provém da geração de colunas. Os limitantes obtidos podem ser utilizados em métodos exatos, como por exemplo, em algoritmos do tipo branch-and-price. Experimentos computacionais, baseados em exemplares gerados aleatoriamente, foram realizados e os resultados analisados, as variações dos parâmetros das instâncias foram sugeridas na literatura / The Capacitated Lot Sizing Problem (CLSP) consists in determining a production plan such that all demands are met and the total costs of production, inventory and setup are minimized. Since the problem to find a feasible solution to the CLSP with setup times is NP-complete, large problem instances have been solved by heuristic methods. In this dissertation, we are particularly concerned in using the methodology of Dantzig-Wolfe decomposition and column generation to generate good bounds to the CLSP with setup times and costs. Here, we analyse two types of decomposition which are based on items and time periods (lower bound) and some lagrangian-based heuristics (upper bound). Numerical results based on randomly generated intances suggest that highquality lower bounds are obtained by column generation algorithms, such as well as upper bounds by heuristics. These bounds are useful in exact solution methods, such as branch-and-price algorithms

O problema de programação de operações em ambiente no-wait flow shop tem sido abordado desde a década de 60. Por se tratar de um ambiente em que as tarefas devem ser processadas continuamente e sem interrupções entre uma máquina e outra, um tempo de espera entre o início da tarefa anterior e o início da tarefa atual deve ser determinado na primeira máquina. Neste sentido, uma vez que a tarefa inicia seu processamento, as máquinas devem estar disponíveis para que atendam a restrição de no-wait. Portanto, operações de manutenção preventiva são necessárias para que a programação seja atendida sem maiores problemas. Este trabalho aborda dois problemas: no-wait flow shop e no-wait flow shop com operações de manutenção preventiva. O critério de desempenho adotado foi a duração total da programação (makespan). Por meio de uma revisão de literatura, mecanismos de construção de soluções foram identificadas e classificadas e, baseando-se em tais, novos métodos heurísticos construtivos simples e compostos foram propostos para o problema no-wait flow shop e uma heurística composta foi desenvolvida considerando as operações de manutenção preventiva. Experimentações computacionais para os dois problemas foram realizadas para fins de comparação e avaliação dos métodos propostos com os métodos heurísticos construtivos da literatura. Para o problema Fm|no - wait|Cmax resultados evidenciaram que as heurísticas propostas H4GPSLLS e MH4GPSLLS superaram as heurísticas da literatura em qualidade de solução, com diferença estatisticamente significativa no nível de 5% de significância. Para o problema Fm|no - wait, m(k)|Cmax, pode-se constatar que a heurística BIHLS e as heurísticas H4GPSLLS e MH4GPSLLS apresentaram desempenho superior com diferença estatística significativa no nível de 5% de significância em comparação as heurísticas da literatura. / The no-wait flow shop scheduling problem has been studied since 60\'s. In this environment, jobs must be processed continuously without interruption between one machine and another, and because of this, a delay between the start time of the previous job and the start time of the current job must be determined in the first machine. In this sense, since a job starts its processing, the machines must be available to respect the no-wait constraint. Therefore, preventive maintenance operations are needed. This work adresses two problems: the m machine no-wait flow shop and the m machine no-wait flow shop with preventive maintenance operations. The performance measure adopted was the makespan. By means of a literature review, mechanisms of solution construction were identified and classified. New simple and composite constructive heuristics were proposed to the no-wait flow shop problem and a new composite constructive heuristic was developed considering the preventive maintenance operations. Computational experiments and their respective analyses for both problems were carried out to compare and evaluate the performance between the proposed methods and the constructive heuristics of the literature. Regarding Fm|no - wait|Cmax problem, results show that the proposed heuristics H4GPSLLS and MH4GPSLLS outperformed the heuristics of the literature in quality of the solution and is statistically significative to 5% of significance level. To the Fm|no - wait, m(k)|Cmax problem it can be seen that the proposed heuristic BIHLS and H4GPSLLS and MH4GPSLLS outperformed the heuristics of the literature and is statistically better to 5% of significance level.

Esta pesquisa trata o Problema de Programação de Tripulantes (PPT), presente no planejamento operacional das empresas aéreas. O principal objetivo do PPT é atribuir o conjunto de tripulantes requeridos para a operação dos voos de uma malha aérea de maneira a minimizar o custo total da tripulação, levando em conta a legislação pertinente e a satisfação dos tripulantes. O PPT é normalmente dividido na literatura em dois subproblemas independentes, modelados e resolvidos sequencialmente: Problema de Determinação de Viagens (PDV) e Problema de Atribuição de Escalas (PAE). Esta decomposição não incorpora os atributos (disponibilidade, qualificação, senioridade e preferências individuais) dos tripulantes de forma global, o que não permite uma estimativa real de custo e afeta a qualidade da solução final. O estado da arte envolve a solução integrada do PPT, eliminando a necessidade de se resolver inicialmente o PDV e permitindo a obtenção de uma solução mais realista. O PPT, no entanto, é de natureza combinatória. Assim sendo, esta pesquisa propõe e explora modelos baseados em programação linear inteira e em heurísticas para a solução integrada do PPT. Essas heurísticas incorporam fundamentos da meta-heurística GRASP, da heurística de economias de Clarke e Wright e da heurística day-by-day. Os modelos foram testados com sucesso para a solução de instâncias baseadas na malha real de três empresas aéreas brasileiras. / This doctoral research treats the Crew Scheduling Problem (CSP), as part of the airlines operational planning. The CSP consists of optimally assigning the required crew members to planned flights, in such a way that it minimizes the total cost of the aircrew, taking into consideration the proper legislation and the satisfaction of the crew members. The CSP is usually divided into two independent subproblems, modeled and solved sequentially: Crew Pairing Problem (CPP) and Crew Rostering Problem (CRP). This decomposition does not incorporate all the crew members attributes (availability, qualification, seniority and individual preferences), which does not lead to a real cost estimate and affects the quality of the final solution. The state of the art involves the integrated solution of CSP, without solving the CPP at first and providing a more realistic solution. The CSP, however, has a combinatorial nature. This research proposes and explores models based on integer linear programming and on heuristics to solve the CSP in an integrated way. These heuristics incorporate GRASP metaheuristic, Clarke and Wright savings heuristic and day-by-day heuristic. The models were successfully tested to solve instances related to the networks of three Brazilian airlines.