L'encodage High-Multiplicity est un encodage naturel des données consistant, en ordonnancement, à réunir les tâches similaires et, pour chaque type, décrire les caractéristiques d'une seule tâche et le nombre de tâches de ce type. Cet encodage est très compact et lorsqu'il est considéré, pose de nombreux problème pour analyser la complexités des problèmes considérés. L'objectif de cette thèse est de proposer des techniques permettant de traiter les problèmes high-multiplicity. Nous exposons celles-ci à travers divers exemples. Nous étudions le problème d'ordonnancement high-multiplicity avec indisponibilités des opérateurs et montrons que celui-ci est polynomial lorsque le nombre de type de tâches est supérieur au nombre d'instants d'indisponibilités. Nous étudions les problème d'ordonnancement de tâches couplées identiques et montrons sur ce problème de nombreuses difficultés majeures de l'ordonnancement high-multiplicity. Nous améliorons les meilleures bornes supérieures et inférieures sur le problème de bin stretching. Nous étudions le problème de vector packing avec des récipients hétérogènes et proposons des heuristiques pour celui-ci. Enfin, nous proposons un algorithme de réduction très général pour les problèmes de placement d'objets. Cet algorithme peut être appliqué en temps polynomial en le nombre de type d'objets et de récipients. / High-Multiplicity encoding is a natural encoding of data. In scheduling, it simply consists in stating once the characteristics of each type of tasks and the number of tasks of this type. This encoding is very compact and natural but it is generally supposed in scheduling that all tasks are specified separately. High-Multiplicity scheduling, when considered, raises many complexity issues because of the small input size. The aim of this thesis is to provide insights on how to cope with high-multiplicity scheduling problems. We also seek to contribute to scheduling and packing in general. We expose different techniques and approaches and use them to solve specific scheduling and packing problems. We study the high-multiplicity single machine scheduling problem with forbidden start and completion times and show that this problem is polynomial with large diversity instances. We present the identical coupled-task scheduling problem and display many difficulties and issues occurring in high-multiplicity scheduling on this problem. We improve the best upper and lower bounds on the bin stretching problem. We study the vector packing problems with heterogeneous bins and propose heuristics for this problem. Finally, we present a general reduction algorithm for packing problems which can be applied in polynomial time, even with high-multiplicity encoding of the input.

This dissertation is devoted to the modeling, analysis and development of solution approaches for some optimization-related problems encountered in industrial and manufacturing settings. We begin by introducing a special type of traveling salesman problem called "High Multiplicity Asymmetric Traveling Salesman Problem" (HMATSP). We propose a new formulation for this problem, which embraces a flow-based subtour elimination structure, and establish its validity for this problem. The model is, then, incorporated as a substructure in our formulation for a lot-sizing problem involving parallel machines and sequence-dependent setup costs, also known as the "Chesapeake Problem". Computational results are presented to demonstrate the efficacy of our modeling approach for both the generic HMATSP and its application within the context of the Chesapeake Problem. Next, we investigate an integrated lot-sizing and scheduling problem that is encountered in the primary manufacturing facility of pharmaceutical manufacturing. This problem entails determination of production lot sizes of multiple products and sequence in which to process the products on machines, which can process lots (batches) of a fixed size (due to limited capacity of containers) in the presence of sequence-dependent setup times/costs. We approach this problem via a two-stage optimization procedure. The lot-sizing decision is considered at stage 1 followed by the sequencing of production lots at stage 2. Our aim for the stage 1 problem is to allocate batches of products to time-periods in order to minimize the sum of the inventory and backordering costs subject to the available capacity in each period. The consideration of batches of final products, in addition to those for intermediate products, which comprise a final product, further complicates the lot-sizing problem. The objective for the stage 2 problem is to minimize sequence-dependent setup costs. We present a novel unifying model and a column generation-based optimization approach for this class of lot-sizing and sequencing problems. Computational experience is first provided by using randomly generated data sets to test the performances of several variants of our proposed approach. The efficacy of the best of these variants is further demonstrated by applying it to the real-life data collected with the collaboration of a pharmaceutical manufacturing company. Then, we address a single-lot, lot streaming problem for a two-stage assembly system. This assembly system is different from the traditional flow shop configuration. It consists of m parallel subassembly machines at stage 1, each of which is devoted to the production of a component. A single assembly machine at stage 2, then, assembles products after components (one each from the subassembly machines at the first stage) have been completed. Lot-detached setups are encountered on the machines at the first and second stages. Given a fixed number of transfer batches (or sublots) from each of the subassembly machines at stage 1 to the assembly machine at stage 2, our problem is to find sublot sizes so as to minimize the makespan. We develop optimality conditions to determine sublot sizes for the general problem, and present polynomial-time algorithms to determine optimal sublot sizes for the assembly system with two and three subassembly machines at stage 1. Finally, we extend the above single-lot, lot streaming problem for the two-stage assembly system to multiple lots, but still, for the objective of minimizing the makespan. Due to the presence of multiple lots, we need to address the issue of the sequencing of the lots along with lot-splitting, a fact which adds complexity to the problem. Some results derived for the single-lot version of this problem have successfully been generalized for this case. We develop a branch-and-bound-based methodology for this problem. It relies on effective lower bounds and dominance properties, which are also derived. Finally, we present results of computational experimentation to demonstrate the effectiveness of our branch-and-bound-based methodology. Because of the tightness of our upper and lower bounds, a vast majority of the problems can be solved to optimality at root node itself, while for others, the average gap between the upper and lower bounds computed at node zero is within 0.0001%. For a majority of these problems, our dominance properties, then, effectively truncate the branch-and-bound tree, and obtain optimal solution within 500 seconds. / Ph. D.

In this dissertation, we develop novel approaches to independently address two issues that are commonly encountered in machine scheduling problems: uncertainty of problem parameters (in particular, due to job processing times), and batching of jobs for processing on capacitated machines. Our approach to address the uncertainty issue regards the indeterminate parameters as random variables, and explicitly considers the resulting variability of a performance measure. To incorporate variability into the schedule selection process, we develop a method to evaluate both the expectation and variance of various performance measures for a given schedule. Our method is based on the use of mixture models to approximate a variety of distribution types. The Expectation-Maximization algorithm of Dempster et al. (1977) is applied to derive mixture models of processing time distributions. Our method, then, utilizes these mixture models to calculate the distributions of other random variables in order to derive the expectation and variance of various scheduling performance measures, assuming that the job sequencing decisions are known a priori. To make our method more computationally efficient, we adapt a mixture reduction method to control the number of mixture components used in the intermediate steps. We apply our method to two different scheduling problems: the job shop makespan scheduling problem and the single machine total weighted tardiness scheduling problem, and compare its performance with that of Monte-Carlo method. The results show the efficacy of our mixture approximation method. It generates fairly accurate results while requiring significantly less CPU times. The proposed method offers a good compromise between the Monte Carlo method, which requires extensive effort, and use of simple normal approximation, which produces lower-quality results. Next, we introduce and demonstrate for the first time in the literature the use of conditional-value-at-risk (CVaR) as a criterion for stochastic scheduling problems in order to obtain risk-averse solutions. This criterion has the tendency of minimizing both the expectation and variance of a performance measure simultaneously, which is an attractive feature in the scheduling area as most of the literature in this area considers the expectation and variance of a performance measure separately. Also, the CVaR has an added advantage of maintaining a linear objective function. We develop a scenario-based mixed integer programming formulation to minimize CVaR for the general scheduling problem involving various performance measures, and employ a decomposition-based approach for its solution. Furthermore, a set of valid inequalities are incorporated to strengthen the relaxed master problem of this decomposition scheme. The proposed approach is demonstrated on the single machine total weighted tardiness scheduling problem. Our computational investigation reveals the efficacy of the proposed decomposition approach and the effectiveness of using the CVaR as an optimization criterion for scheduling problems. Besides providing an exact approach to solve our stochastic scheduling problem, we also develop an efficient heuristic method to enable the use of CVaR for large-sized problems. To that end, we modify the Dynasearch method of Grosso et al. (2004) to minimize CVaR for a stochastic scheduling problem. Furthermore, we extend the application of CVaR to a parallel-machine total weighted tardiness problem. The use of CVaR appears to be quite promising for simultaneously controlling both the expected value and variability of a performance measure in a stochastic scheduling environment. Scenario-based formulations have frequently been used for stochastic scheduling problems. However, the determination of a lower bound can be a time-consuming task for this approach. Next, we develop a new method for scenario generation that is computationally competitive and that assures attainment of an exact lower bound. Our approach is based on discretization of random parameter distributions of job processing times. We use the idea of Recursive Stratified Sampling to partition the probability space, so that the conditional expectations in each region yield scenario-wise parameter values. These scenarios are, then, used to formulate a two-stage stochastic program, which yields a lower bound for the original stochastic problem. We provide theoretical basis of our bounding approach for both the expectation and CVaR objectives. Our discrete bounding method generates exact lower bounds, as against the probabilistic bounds generated by Sample Average Approximation. We also present results of our numerical experimentation to compare the performances of these two approaches in terms of the bound value obtained and the CPU time required. The problem pertaining to integrated batching and scheduling of jobs on capacitated parallel machines that we consider arises in the primary manufacturing sector of a pharmaceutical supply chain. We, first, develop a comprehensive mathematical programming model that can accommodate various realistic features of this problem. These features include batch production, sequence-dependent setup time/cost, and inter-period carryover of setup status. We further derive several valid inequalities that are based on the embedded subproblem structure. We also consider an alternative formulation (termed the Plant Location model) based on the lot-sizing perspective of the problem. Noting the resemblance of the campaign sequencing subproblem to the high multiplicity asymmetric traveling salesman problem (HMATSP), we adapt various ideas from the HMATSP to enforce the connectivity of the sequencing graph. Due to the complexity of this problem, we also explore the possibility of applying column generation technique for its solution. Various schemes of problem decomposition are considered, along with the use of dual stabilization technique to improve the convergence of the column generation procedure. We also develop heuristic methods to generate initial feasible solutions that further enhance the performance of the column generation method. A computational experimentation has been conducted on a data set that mimics real-life problem instances. It illustrates the effectiveness of using the proposed column generation method. / Ph. D.