Formulating Multistage Cutting Stock Problems as QUBO

RESUMO

Cutting stock problems are of large relevance to a variety of industry branches. Here, we present a linear programming formulation for a restricted version of the multistage 2D cutting stock problem with Guillotine cuts and test it on published benchmark instances. After this, we derive a non-exact reformulation in quadratic unconstrained binary optimization (QUBO) form via unbalanced penalization, which we show to have possible benefits in modeling the problem with usable leftovers. This work mainly considers the restricted formulation, in which the dimensions of each cut are determined by those of a single required piece. We further discuss how the approach can be extended to the unrestricted problem, which allows more general cutting patterns involving cuts with dimensions of multiple required pieces and naturally gives rise to quadratic terms in the inequalities of the problem formulation. We showcase solutions via a Simulated Annealing solver for the restricted problem class, where we mainly study the performance of the iterative augmented Lagrangian method. We also discuss possible applications of Quantum Annealing in this setting, as a strong motivation to research QUBO formulations.