Digital Re-print September | October 2013

Mixed integer optimization: a new step in formulation software

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FEATURE

Mixed integer optimization: a new step in formulation software

By Merryl Webster, Format International, UK
ormulators and nutritionists in animal feed manufacture typically use formulation software based on Linear Programming (LP) to obtain least-cost recipes when mixing raw materials to meet specified nutrient profiles. Physical constraints in the plant and particularly in the weighing equipment often mean that the formulae resulting from the formulation system cannot be presented directly for manufacture. Rounding and creative tweaking normally happens, post-optimization, in order to get the quantities of ingredients to match the minimum weighing quantities (MWQ) and rounding factors (RDF) relevant to the scales and batching system.
Table 1: Plant information Number of optimized products Number of ingredients Ingredients with MWQ Range of MWQ Ingredients with RDF & MWQ Ingredients with overall quantity restrictions

Despite efforts over the years to make the techniques more sophisticated, automatic rounding functionality in formulation systems remains a blunt instrument. It usually ends up producing formulae which have in one or more ways broken the intended specification, perhaps not by much, but nevertheless any such breakage or flexing of the constraints needs investigation. Some formulation systems have developed very helpful exception reporting, such as Formats Biosecurity system, which provides intelligent analysis of serious violations; nevertheless manual intervention is often required prior to approval for manufacture. As a consequence it may take a formulator a matter of minutes to get an optimal solution to the plants formulas, and then several hours of further work to make them production-ready. This is not simply an issue for traditional or older manufacturing 130 plants. The most modern of feed 95 mills with state-of-the-art process 47 control systems, batching and weighing equipment and sophisti0.02 to cated software also have the same 80 Kg issues; this is very well understood 4 by informed formulators and pro9 duction directors. Indeed the con-

straints in more modern feed mills may well be more severe and more apparent than in older plants.

Mixed integer optimization (MIO)

A highly appealing and thoroughly practical solution would be to incorporate the MWQ and RDF directly into the Formulation Solver, thus obtaining the least-cost solution that complies with all such constraints. This type of problem is non-linear and requires Mixed Integer Optimization (MIO) in order to solve it. While its relatively straightforward to provide this technique in single optimization, thats simply not enough for todays professional formulators who require Multi-Mix ingredient allocation capabilities to deal with the complex issues in the supply chain. As a result of a three-year research and development program, Format has produced a new Solver which not only includes these integer constraints but also fully solves them in the context of a multi-product optimization which includes the overall ingredient availabilities. The latest software is now demonstrating the power of the new approach.

Production plant case study

A study from a real-life production plant
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FEATURE provides an impressive illustration. The plant in question is a complicated but not untypical plant with ingredient restrictions and equipment limitations that impose minimum weighing quantities on many of the ingredients. The size, number and type of restrictions are given in Table 1. In this plant, many of the macroingredients, such as maize, soybean, sunflower and wheat middlings cannot be weighed accurately unless more than 50 kg is used in the diet. Other microingredients also have minimum weighing quantities resulting from equipment limitations. These typically are much smaller minimum weighing quantities, in the order of 0.1 kg. The smallest minimum weighing quantity in operation is 0.02 and the largest is 80 kg. Of the 95 ingredients in use in the plant, 47 have a minimum weighing quantity stipulated. A much smaller number of ingredients have additional rounding factors of the order of 40 or 50 kg. Multi-Mix solutions were obtained (as shown in Table 2). The strictly linear optimization takes only seconds to solve, and produces a solution with the total cost given in the table above. An inspection of the resulting formulae reveals that there are 92 products needing attention, containing 144 violations of the minimum weighing quantity and/or rounding factor constraints. This typically takes the formulator several hours of careful but tedious
Table 2: Solution Results Standard LP solution Ignoring weighing constraints Overall Cost Range in individual product cost No. of MWQ/RDF violation No. of products with MWQ/RDF violation Time to solve Post-optimization tweaking 144 92 5 seconds Several hours 0 0 59 seconds None New MIO solution Includes MWQ and RDF Difference

2,274,326

2,281,811

0.33 % -2.45% to +5.34%

tweaking to tidy up ready for presentation to the plant.

MIS: Longer but more practical

The mixed integer solution took much longer (relatively speaking) to solve 59 seconds compared with five seconds. However, all of the formulas produced are entirely consistent with the minimum weighing quantity and rounding factor constraints. Moreover, they are already prepared for production. An obvious snag could be that the integer solution is more expensive and so it is on first inspection; but only by a very small amount, in fact considerably less than half

of one percent. This apparent cost of the integer solution is not real; in practice the plant cannot make the recipes supplied by the linear solution, so left to deal with the LP solution using its own devices, it will overuse some ingredients and under-use others, resulting in both additional cost and violation of the nutritional specification. Sometimes this is picked up only by ingredient stock reconciliation at the end of the period, and by unexplained variation in product analysis during testing. Use of this new MIO approach ought to explain part of the missing cost and ought to match more closely the actual ingredient consumption.

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September - october 2013 | 33

FEATURE LP solution was that an additional, restricted ingredient was made available for use in those products because it had been removed from other products where it would not be cost-effective to meet the minimum weighing quantity. This illustrates the additional benefit of applying the integer constraints within a multi-product allocation model. In terms of raw material effects, typically the difference in usage for the major ingredients was small of the order of 04%. The most substantial difference was seen in the usage of soya oil (a reduction in the MIO solution of 35%). the new solvers to operate on multi-core machines (for example the four cores found in most laptops). This typically makes the solver step 3 to 15 times faster than it is currently. Thus, it is possible to include these new techniques and still expect solutions within a reasonable time frame.

Summary
Linear Programming works well when the constraints are continuous and allowed mathematically to range between the upper and lower constraints (bounds) without any limitations and when the plant can accurately weigh the resulting ingredient quantities. However, in the real world where manufacturing practicalities intrude, more appropriate and more cost-effective solutions can be found using the new MIO approach. This is a genuinely helpful advance for formulators. To quote a couple of our users: Its incredible! and This could possibly be the most important thing thats happened in formulation for 40 years.

No violations of constraints
The new integer solution has a major advantage over the rounded, linear solution, in that all constraints (nutritional, manufacturing, supply, marketing etc) have been properly satisfied: there are no violations of constraints. Its also true that the new integer solution is never more expensive and could be much cheaper than the alternative method of obtaining an LP solution and then rounding and adjusting it. A potential drawback to integer solvers is that they usually take much longer to arrive at a solution than LP and, in formulation, we are certainly not used to waiting long for answers! The problem sizes are also larger, adding to the computation time needed to solve them. Format has addressed this by writing

Interestingly, for some of the products the resulting recipes were the same in both solutions (27 out of 130). However, most of the product recipes were affected to some degree and the range of their cost difference was -2.45% to +5.34%. The reason that some products were able to solve with a cheaper recipe than in the

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inforMation

Tel: +44 1483 726081 Email: info@formatinternational.com Website: www.formatinternational.com

Looking for feed formulation Find out more at our forthcoming software? Look no further. User Group Meetings
Format provides formulation software which is highly productive, accurate, reliable and makes money for its users. Our software integrates easily with all the major business and ERP systems. Underpinned by realistic and evidence-based, proven techniques, we deliver solutions which address real business needs and practical situations. We invest heavily in product development. Recent R & D has delivered groundbreaking new features, particularly in new solver algorithms. Our new non-linear solver OPTIMISES non-linear characteristics such as Digestible Energy or nutrients subject to enzymatic effects and in so doing can generate savings over previous methodologies. Importantly, the new techniques are implemented not only for single product but also for multiproduct optimisation in Multi-Mix and the award-winning Integra-Mix. Formats NC and iNDIGO 2013 software releases contain a multitude of enhancements and are packed with functionality for economic modeling and forward planning.

Let us show you what weve got and we know you wont be disappointed!

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This digital Re-print is part of the September | October 2013 edition of Grain & Feed Milling Technology magazine. Content from the magazine is available to view free-of-charge, both as a full online magazine on our website, and as an archive of individual features on the docstoc website. Please click here to view our other publications on www.docstoc.com.
September - October 2013

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In this issue:
Sieving technology in feed pellet production Mixed integer optimization:
a new step in formulation software

first published in 1891

The holistic approach to avoid losses in the feed mill

Traceability
a new risk in maize production?

Weighbridges
the workhorses of industrial weighing

High-precision sensors:
the ideal solution for measuring grain humidity

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