Anbang Liu

and 3 more

Anbang Liu

and 3 more

Anbang Liu

and 4 more

Job-shop scheduling is an important but difficult combinatorial optimization problem for low-volume and high-variety manufacturing, with solutions required to be obtained quickly at the beginning of each shift. In view of the increasing demand for customized products, problem sizes are growing. A promising direction is to take advantage of Machine Learning (ML). Direct learning to predict solutions for job-shop scheduling, however, suffers from major difficulties when problem scales are large. In this paper, a Deep Neural Network (DNN) is synergistically integrated within the decomposition and coordination framework of Surrogate Lagrangian Relaxation (SLR) to predict good-enough solutions for subproblems. Since a subproblem is associated with a single part, learning difficulties caused by large scales are overcome. Nevertheless, the learning still presents challenges. Because of the high-variety nature of parts, the DNN is desired to be able to generalize to solve all possible parts. To this end, our idea is to establish “surrogate” part subproblems that are easier to learn, develop a DNN based on Pointer Network to learn to predict their solutions and calculate the solutions of the original part subproblems based on these predictions. Moreover, a masking mechanism is developed such that all the predictions are feasible. Numerical results demonstrate that good-enough subproblem solutions are predicted in many iterations, and high-quality solutions of the overall problem are obtained in a computationally efficient manner. The performance of the method is further improved through continuous learning.

JIANGHUA WU

and 4 more

Unit Commitment (UC) is important for power system operations. With increasing challenges, e.g., growing intermittent renewables and intra-hour net load variability, traditional mathematical optimization could be time-consuming. Machine learning (ML) is a promising alternative. However, directly learning good solutions is difficult in view of the combinatorial nature of UC. This paper synergistically integrates ML within our recent decomposition and coordination method of Surrogate Lagrangian Relaxation to learn “good enough” subproblem solutions of deterministic UC. Compared to original UC, a subproblem is much easier to learn. Nevertheless, predicting good-enough subproblem solutions is still challenging because of the “jumps” of binary decisions and many types of constraints. To overcome these issues, subproblem dimensionality is reduced via aggregating multipliers. Multiplier distributions are novelly specified based on “jumps” for effective learning. Loss functions are innovatively designed to improve prediction qualities. Ordinal Optimization and branch-and-cut are used as backups for unfamiliar cases. Furthermore, online self-learning is seamlessly integrated with offline learning to exploit solutions from daily operations. Results on the IEEE 118-bus system and the Polish 2383-bus system demonstrate that continual learning keeps on improving the subproblem-solving process with near-optimality of the overall solutions maintained. Our method opens a new direction to solve complicated UC.

JIANGHUA WU

and 4 more

Bing Yan

and 2 more

Job shops are an important production environment for low-volume high-variety manufacturing. Its scheduling has recently been formulated as an Integer Linear Programming (ILP) problem to take advantages of popular Mixed-Integer Linear Programming (MILP) methods, e.g., branch-and-cut. When considering a large number of parts, MILP methods may experience difficulties. To address this, a critical but much overlooked issue is formulation tightening. The idea is that if problem constraints can be transformed to directly delineate the problem convex hull in the data preprocessing stage, then a solution can be obtained by using linear programming methods without much difficulty. The tightening process, however, is fundamentally challenging because of the existence of integer variables. In this paper, an innovative and systematic approach is established for the first time to tighten the formulations of individual parts, each with multiple operations, in the data preprocessing stage. It is a major advancement of our previous work on problems with binary and continuous variables to integer variables. The idea is to first link integer variables to binary variables by innovatively combining constraints so that the integer variables are uniquely determined by the binary variables. With binary and continuous variables only, it is proved that the vertices of the convex hull can be obtained based on vertices of the linear problem after relaxing binary requirements. These vertices are then converted to tight constraints for general use. This approach significantly improves our previous results on tightening individual operations. Numerical results demonstrate significant benefits on solution quality and computational efficiency. This approach also applies to other ILP problems with similar characteristics and fundamentally changes the way how such problems are formulated and solved.

Mikhail Bragin

and 2 more