EUROPEAN JOURNAL OF OPERATIONAL RESEARCH ELSEVIER European Journal of Operational Research 89 (1996) 556-563

Theory and Methodology

A neural network approach to facility layout problems

K a z u h i r o T s u c h i y a a,b,c,,, S u n i l B h a r i t k a r c, Y o s h i y a s u T a k e f u j i b,c
a Software and System Lab., Fuji Electric Co. Research and Development, Ltd., I, Fuji-machi, Hino, Tokyo I91, Japan b Faculty of Environmental Information, Keio University, 5322 Endoh, Fujisawa 252, Japan c Department of Electrical Engineering and Applied Physics, Case Western Reserve University, Cleveland, OH 44106, USA

Received 17 January 1994; revised 1 February 1995

Abstract

A near-optimum parallel algorithm for solving facility layout problems is presented in this paper where the problem is NP-complete. The facility layout problem is one of the most fundamental quadratic assignment problems in Operations Research. The goal of the problem is to locate N facilities on an N-square (location) array so as to minimize the total cost. The proposed system is composed of N N neurons based on an artificial two-dimensional maximum neural network for an N-facility layout problem. Our algorithm has given improved solutions for several benchmark problems over the best existing algorithms.
Keywords: Facility layout; Quadratic assignment problem; Neural networks; Two-dimensional maximum neuron

model; Parallel algorithms

1. Introduction

The facility layout problem is one of the traditional quadratic assignment problems originally presented by Koopmans and Beckmann in 1957 [13]. The problem has been widely studied by many researchers in Operations Research and management science, and known to be NP-complete (NP, nondeterministic polynomial) [18]. Good reviews have been summarized in [14,7] and several benchmark problems have been given for comparing the algorithms [16,20]. Gilmore [6] and Lawler [15] independently developed branch and bound algorithms to find an optimum solution. Several other branch and bound algorithms

* Corresponding author. Fax: +81-425-86-8016.

SSDI 0377-2217(95 )00051-8

have been proposed by Pierce and Crowston [17], Burkard [4], and Bazaraa [2]. Another optimum algorithm called cutting plane algorithm was presented by Bazaraa and Sherali [3] and Burkard and Bonninger [5]. The optimum solutions have been confirmed only up to the 15-facility benchmark problem. Because of the prohibitively long computational time required by the optimum algorithms, the near-optimum algorithms have been studied in order to generate a "good" solution in a short time. Some of the earlier near-optim algorithms are H63 [9], HC63-66 [10], CRAFT [11], FLAC [19], F R A T [12], and Biased Sampling (BS) [16]. Relatively new near-optimum algorithms are based on simulated annealing [24,8] or tabu search (TABU) [20]. One of the best simulated annealing methods for the facility layout problem is HSA proposed by Heragu et al. [8],

0377-2217/96/$15.00 1996 Elsevier Science B.V. All rights reserved

K. Tsuchiyaet al. / European Journal of OperationalResearch89 (1996) 556-563 which outperformed all the existing schemes in terms of solution quality. HSA must prepare a "good" initial solution and use the simulated annealing to obtain a better solution where several parameters are to be tuned. The goal of the problem is to locate N facilities on an N-square (location) array so as to minimize the total cost. The mathematical expression of the N-facility layout problem is given

557

a facility #1 in location
#1 facility #2

in location
#2

facility #3 in location
#3

facility #4 facility #5

in

in

location #4

location #5

by:
Minimize the total cost:
N N N N (1)
5 --

P 3 4 5 dpq ~=d~n~

1
2

2
1

3
2

1
2 J

E E E E ci,jdp,qVp,qVi,pl/5,q i=l j - i + l p-I q=l subject to

N E V/,p = 1, i=1 N

3 0 2 2 J

-0 0 3

1
-5 4

2
1 -5

3 1"~
4 5

for p = 1 ..... N,

(2)
5

4 1 1

Y'~ Vi,p = l ,
p-I

f o r i = l ..... N,

(3)
cij (=cji)

V~,p =

10 if facility # i is assigned to location # p , otherwise,

(4)

Fig. 1. An example of the 5-facility layout problem, (a) A solution of the 5-facility layout problem. (b) The cost (lower left triangle)/distance (upper right triangle) table.

where ci, j is the cost between facility # i and facility #j, dp,q is the manhattan grid distance between location # p and location #q, ci, j = c j, i, and dp,q = dq,p. Note that the cost means the flow or the weight between two facilities. Fig. l(a) and Fig. l(b) show a solution of the 5-facility layout problem and the cost/distance table respectively where 5 facilities are allocated on a 5-square array. The total cost is 33 ( = Cl,2dl, 2 qCl,3dl, 3 + c "( 1,4dl,4 + Cl,5dl, 5 --I-c2,3d2,3 + c2,4d2, 4 --lc2, 5 <( d2, 5 -+- c3,4d3, 4 q- c < 3,5d3,5 -+- 4,5d4,5 = 5 -+- 2

man problem. Takefuji et al. have proposed a hysteresis McCulloch-Pitts neural network and a one-dimensional maximum (winner-take-all) neural network for NP-complete problems [21-23].

+8+3+6+0+4+0+0+5). Usually each problem has different optimum solutions with the same minimum total cost. Fig. 2 shows one of the optimum solutions for the same problem in Fig. 1 where the total cost is 25. Hopfield and Tank proposed the first neural network for optimization problems [11]. They used a sigmoid neural network for the traveling sales-

facility #4

facility #5

facility
#1

facility #2

facility #3

Fig, 2. An optimum solution for the 5-facility layout problem.

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K. Tsuchiya et al. / European Journal of Operational Research 89 (1996) 556-563

In this paper, a two-dimensional maximum neural network is newly introduced for solving the facility layout problem, and the quadratic assignment problem in general. In the next section, we review the basic mechanism of the artificial neural network for optimization and combinatorics, and explain our neural network representation for the facility layout problem. In Section 3, we describe the neural network parallel algorithm, and then discuss the experimental results in Section 4 where several benchmark problems are used to show the effectiveness of our algorithm. We summarize this paper in Section 5.

location # b if Ua,b is the largest among all U~d's, and then facility # c should be assigned to location # d if Uc,d is the largest among all U~,/s except for i = a or j = b. Note that if two or more than two neurons have the same largest input, one neuron should be selected arbitrarely from among them. The system is composed of N N neurons. N neurons always generate nonzero outputs and the other ( N 2 - N ) neurons generate zero. This two-dimensional maximum neuron model satisfies the constraints of Eqs. (2)-(4). The motion equation of the i,j-th neuron is generally given by: dU/d c':qE( Vl, 1 . . . . ,Vi,j . . . . . VN,N) dt = OV/d ,

(6)

2. The neural network representation The mathematical model of the artificial neural network consists of two components; neurons and weighted synaptic links. An output signal transmitted from a neuron propagates to other neurons as an input signal through the synaptic links. Every artificial neuron has the input U and the output V. The input of the i,j-th neuron U~d is updated by a motion equation which represents the weighted synaptic links between the i,j-th neuron and other neurons. The output of the i,j-th neuron is given by Vid =f(U/d) where f is called the neuron's i n p u t / o u t p u t function. Note that V/d is also used in Eq. 1. The output of the i,j-th neuron V/d = 1 means that facility # i is assigned to location #j. The i n p u t / o u t p u t function of the two-dimensional maximum neuron is given by:
1. 2. 3. Va,b = 1 Vc,d = 1 Ve,f = 1 if Ua,b = max{ U/,i} ;

ifUc,d=max{Ui,/li#a,j~b}; ifUe,f=max{Ui,i[i~a,c,j~b,d};
if Ug,h = max{ U/d l i ~ a,c,c . . . . . j ~ b,d,f .... }; otherwise, where i 4~ a , c , e , . . . , g , j 4: b , d , f , . . . ,h.

N.

Vg,h = 1 V/,j = 0

where E is the computational energy function following an N N-variable function: E(V1,1 . . . . . Vi,/ . . . . . VN, N). The artificial neural network provides a gradient descent method so as to minimize the fabricated energy function E. Usually the right term in Eq. (6) can be constructed by considering the necessary and sufficient constraints a n d / o r the cost function from the given problem because they give information on interconnections of the artificial neural network. The combination of those constraints and the cost function, however, complicates the motion equation and makes it especially difficult to compute the cost function. The proposed two-dimensional maximum neural network needs only the cost function since all the necessary and sufficient constraints, namely Eqs. (2)-(4), are included in the neuron model. It provides a faster convergence speed and higher convergence rate than those of conventional McCulloch-Pitts neuron or sigmoidal neuron models which require both those constraints and the cost function in the motion equation. The motion equation of the i,j-th neuron for the facility layout problem is given by: dU/d dt = Q -R, (7)

(5)
For example, facility # a should be assigned to

where Q and R are the objective cost and the real total cost respectively. Q can be set by a user as an expected total cost or even set to be zero.

K. Tsuchiyaet al. / European Journal of Operational Research 89 (1996) 556-563

O u r simulation is t e r m i n a t e d w h e n R reaches Q. It m e a n s that dU~,Jdt is always negative or zero. R is given by Eq. (1) where it is assumed that facility # i is allocated to location # j . F o r example, to calculate dU2,1/dt at time t in Fig. l(a), facility # 2 in location # 2 is allocated to location # 1 temporarily as shown in Fig. 3 while facility # 1 in location # 1 is m o v e d to location # 2 temporarily. T h e real total cost R is 28. If Q = 20, then dU2.1/dt = 2 0 - 28 = - 8 . To calculate dU2,2/dt, the assignment of facility # 2 to location # 2 must be maintained because facility # 2 has b e e n actually assigned to location # 2 at time t. Since R is 33, dU2,2/dt = - 1 3 . Eq. (7) describes the degree of penalty which discourages the highly penalized n e u r o n s from generating n o n z e r o outputs. In o r d e r to improve the global m i n i m u m convergence and to accelerate the simulation speed [23], Eq. (7) was replaced by:

559

facility
#1 facility #2

facility
#3

facility

#4

facility #5

Fig. 3. How to calculate dUe,1/dt.

ima. T h e convergence t h e o r e m with p r o o f for the two-dimensional m a x i m u m neural network is given in A p p e n d i x A.

3. Parallel algorithm
A simulator based on the p r o p o s e d neural network was developed and a synchronous parallel system was simulated. T h e first-order Euler m e t h o d was used to solve N 2 equations in Eq. (8) numerically. The following steps describe the p r o p o s e d algorithm for an N-facility layout problem. N o t e that t limit is the m a x i m u m n u m b e r of iteration steps for the system termination condition.

dUi o = [ ( Q - R ) V i j
dt ~Q - R

if(tmodl0) otherwise,

<to, (8)

where t and to are the n u m b e r o f iteration steps and a constant p a r a m e t e r respectively. In the first equation, dUi,Jdt = 0 if V~,j = 0. In o t h e r words, the first equation is activated and imposes the penalty on the i,j-th n e u r o n only w h e n it generates a n o n z e r o output. It gives z e r o - g e n e r a t i n g n e u r o n s chances to g e n e r a t e n o n z e r o outputs and allows the system to escape from local minima. T h e to is only one p a r a m e t e r and helps the state of the system to avoid stacking at the local rain-

Step O. Set t = 0, and set t_limit, Q, and w for the N-facility problem. Step 1. Initialize values of U,j(t) for i,j = 1 . . . . , N using uniform r a n d o m numbers.

Table 1 Summary of the total costs N-facility problem H63 [9] HC63- 66 [10] CRAFT [1] BS [16] FLAC [19] FRAT [12] TABU [20] HSA [8] This work 5 [16] 6116] 7116] 8116] 12116] 15116] 20116] 30 [16] 42[20] 49[20] -: not available. 25 43 77 109 300 617 1384 3244 . . 29 43 74 107 304 578 1319 3161 . . 25 43 74 107 289 583 1324 3148 . . 25 43 74 107 289 575 1304 3093 . . . . 25 43 74 107 289 585 1303 3079 28 45 80 111 302 602 1335 3160 575 1285 3062 7932 11768 25 43 74 107 289 575 1285 3062 7927 11739 25 43 74 107 289 575 1285 3062 7926 11732

. .

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K. Tsuchiya et al. / European Journal of Operational Research 89 (1996) 556-563

8 3 1 6 38 37 29 40 21 4 39 33 34 15 9 20 11 7 12 26 42 17 32 19 10 13 25 41 5 18 2 27

Step 2. E v a l u a t e Vi,j(t) for i, j = 1,... ,N, using Eq. 5. Step 3. Compute Eq. (8) for the N N neural network for i, j = 1. . . . . N to obtain AU,.j(t):

AU/d(t) =

dU~,j at

(9)

16 24 36 30 22

14 35 28 31

Step 4. AU/d(t) >__O, then generate the solution

and terminate this procedure. Step 5. Update U/d(t + 1) for i , j = 1 . . . . . N, based on the first-order Euler method: U,.d(t + 1) = Uid(t ) + AU/,j(t). (10)

23

T h e total cost = 7926 Fig. 4. An improved solution for the 42-facility benchmark problem.

Step 6. Evaluate V~d(t + 1) for i , j = 1 . . . . . N, using Eq. (5). Step 7. If t = t limit, then terminate this procedure; else increment t by 1 and go to Step 3.

22 23 44 2

48

12 40 49 11 39

22 23 44 2

3 48

12 40 49 11 39

31 27 43 6 5

31 27 43 6 5

37 16 30 33 21 8

38 45 29 46 34 20 18 28 14 25 7 26

37 33 30 16 21 8

38 45 20 46 34 29 18 28

Steps 3 through 5 can run in parallel. The proposed algorithm was tested on a Sun Sparcl0 and an HP 9000/710 computer although the algorithm is executable either on a sequential machine or a parallel one.

10 35 41 9 1 42

10 35 41 42 25 9 1 14 7 26

19 32 15 17 4 24

19 32 15 17 4 24

13 36 47

13 36 47

The total cost = 11732

The total cost = 11732

4. Experimental results
We have examined ten benchmark problems to test our algorithm. Table 1 summarizes the solution quality of the proposed algorithm and those of the best existing algorithms. The proposed algorithm generated better solutions in every benchmark problem. Our simulator discovered improved solutions in the 42-facility and the 49facility benchmark problems. Fig. 4 shows the configuration of the 42-facility problem with the total cost of 7926 while the best known total cost was 7927 [8]. Fig. 5(a) and Fig. 5(b) show different configurations of the 49-facility problem with the total cost of 11732 while the best known total cost was 11739 [8]. The system converged to these solutions within 9000 iteration steps. Table 2 depicts a summary of the computation time for the proposed algorithm. The value of to used for each benchmark problem is also shown in Table 2. When the problem size is increased, more computation time is required. Fig. 6 shows the relationship between the total costs obtained by

Fig. 5. Two different improved solutions for the 49-facility benchmark problem.

the proposed algorithm and the convergence fiequency for the 30-facility layout problem. Note that the result was obtained by 1000 simulation runs using different initial uniform random input sets. Better total costs were obtained as t limit became larger. Fig. 6 shows that our algo'~ithm
Table 2 Summary of the computation time and value of to N-facility problem 5 [16] 6 [16] 7 [161 8 [161 12 [16] 15 [16] 20 [16] CPU time (s) 0.04 0.04 0.04 0.04 0.06 0.34 2.64 to 9 9 9 7 5 5 3

30 [16]
42 [20] 49 [20]

56.01
1746 3334

3
2 2

CPU times were measured on a HP 9000/710.

K. Tsuchiya et al. / European Journal Of Operational Research 89 (1996) 556-563

561

120 100 80
o 60

min. total cost = 3062 max. total cost = 3248 av. total cost = 3124 std. dev. = 33.83 frequency of convergence to min. total cost = 8 av. iterations = 1806 t_limit= 3000 Q = 3062 ~=3

40 20

0 3050

3100

3150

3200

3250

total cost Fig. 6. The distribution of the total costs for the 30-facilityproblem. found " g o o d " solutions even from random initial configurations.

Appendix A. Convergence property of the two-dimensional maximum neural network

The convergence property of the two-dimensional maximum neural network is determined by the time derivatives of the energy of the system, d E / d t . L e m m a 1 is introduced to prove that the proposed system is always allowed to converge to the equilibrium state or the optimal (near-optimum) solution.

5. Conclusion
In this p a p e r we have proposed a near-optim u m parallel algorithm based on the two-dimensional maximum neural network for facility layout problems. The proposed algorithm uses N N neurons for an N-facility layout problem, where only one simple p a r a m e t e r to is needed to tune and " g o o d " initial configurations are not required. The simulation results demonstrated that our algorithm is capable of generating better solutions over the existing algorithms for some of the most widely used b e n c h m a r k problems. Newly discovered solutions are able to substantiate the effectiveness of the proposed algorithm. We are going to not only solve larger size problems but also apply the proposed algorithm to other quadratic assignment problems in the future.

Ikmma 1. d E / d t < 0 is satisfied under the following two conditions: (1) dU~,i/dt = - bE/OVid = Q - R and (2) The i n p u t / o u t p u t function o f the neuron model is given by:
1.
2.

Va.b = 1
~,a = 1 Ve,f= 1

if Ua,b = max{U/j}; if Uc,d = max{U/j l i a, j * b}; if Ue,f = max{U/,j I i ~ a , c , j ~ b,d};

3.

Acknowledgements
This work is partly supported by Fuji Electric Co., Ltd. and T E P C O Science Foundation. The authors are also thankful to Dr. J. Skorin-Kapov for providing data for the larger size problems.

N.

Vg,h

if Ug,h = max{Uij l i 4: a,c,e . . . . . j 4: b,d,f . . . . }; otherwise. (A.1)

v,.j = o

562

K. Tsuchiya et al. / European Journal of Operational Research 89 (1996) 556-563 If Case 2 is satisfied, then

Proof. Consider the derivatives of the c o m p u t a tional energy E with respect to time t.

dE
dt = ~i ]~ j

dU/,j dV/,j
dt

0E b e c a u s e Va,b(t + d t ) - V~,b(t) = -- 1 and Uid(t + d t ) dt (Condi( C o n d i t i o n 1). Therefore dE/dt '

References

dU/,j Ol~/,j - U/,y(t) dU/,y dt

( dU/,y/2 dV/,j =-~. ~. ~ dt j

] dU/,'

Q-R<O

w h e r e OE/OVi,j is replaced by - d U i , j / d t tion 1). Let dUi, j dt dV/,j dU/3 Ui,j( t + d t ) - U/,j(t) dt Vi,y(t + a t ) - V/,y(/) U,.,j(t + d t ) - U/3(t ) "

<_ O.

[]

A s s u m e that the input of the ( a , b ) - t h n e u r o n is only c h a n g e d during time t and t + dt in the system. ( dU/,j )2 dV/,j - l~ j~- , d t dU/3

V/,y(t + d t )

- V/,y(t )

Ui,j( t + d t ) - Ui,y( t )
= -

E E U~j(t + dt) - U~,j(t)

i j (dt) 2

(V~j(t + dt) - V/a(t))

Ua,b(t+dt) --Ua,b(t)
(dt) 2

(Va,b(t +

dt)

Vo,b(t)).

It is necessary and sufficient to consider the following two cases (Conditions 1 and 2): (1) V~,b(t + d t ) = V~,b(t); (2) Va,b(t + d t ) = 0, Va,b(t) = 1. If Case 1.is satisfied, t h e n [ dUi y l 2 dVi j

b e c a u s e V~,b(t + d t ) - Va,b(t) = O.

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