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A branch-and-price algorithm to solve the molten iron allocation problem in iron and steel industry.pdf

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A branch-and-price algorithm to solve the molten iron allocation problem in iron and steel industry

Computers Operations Research 34 (2007) 3001–3015 /locate/cor A branch-and-price algorithm to solve the molten iron allocation problem in iron and steel industry Lixin Tanga,?, Gongshu Wanga, Jiyin Liub aThe Logistics Institute, Northeastern University, Shenyang, China bBusiness School, Loughborough University, Loughborough, Leicestershire LE11 3TU, UK Available online 20 December 2005 Abstract The molten iron allocation problem (MIAP) is to allocate molten iron from blast furnaces to steel-making furnaces. The allocation needs to observe the release times of the molten iron defined by the draining plan of the blast furnaces and the transport time between the iron-making and steel-making stages. Time window constraints for processing the molten iron must be satisfied to avoid freezing. The objective is to find a schedule with minimum total weighted completion time. This objective reflects the practical consideration of improving steel-making efficiency and reducing operation cost caused by the need for reheating. Such a problem can be viewed as a parallel machine scheduling problem with time windows which is known to be NP-hard. In this paper, we first formulate the molten iron allocation problem as an integer programming model and then reformulate it as a set partitioning model by applying the Dantzig–Wolfe decomposition. We solve the problem using a column generation-based branch-and-price algorithm. Since the subproblem of column generation is still NP-hard, we propose a state-space relaxation-based dynamic programming algorithm for the subproblem. Computational experiments demonstrate that the proposed algorithm is capable of solving problems with up to 100 jobs to optimality within a reasonable computation time. 2005 Elsevier Ltd. All rights reserved. Keywords: Molten iron allocation; Integer programming; Column generation; Branch-and-price; State-space relaxation; Dynamic programming 1. Introduction In iron and steel production the iron- and steel-making st