Tabu search for a class of scheduling problems

Scheduling problems are often modeled as resourceconstrained problems in which critical resource assignments to tasks are known and the best assignment of resource time must be made subject to these constraints. Generalization toresource scheduling, where resource assignments are chosen concurrently with times results is a problem which is much more difficult. A simplified model of the general resource scheduling model is possible, however, in which tasks must be assigned a singleprimary resource, subject to constraints resulting from preassignment ofsecondary, or auxiliary, resources. This paper describes extensions and enhancements of tabu search for the special case of the resource scheduling problem described above. The class of problems is further restricted to those where it is reasonable to enumerate both feasible time and primary resource assignments. Potential applications include shift oriented production and manpower scheduling problems as well as course scheduling where classrooms (instructors) are primary and instructors (rooms) and students are secondary resources. The underlying model is a type of quadratic multiple choice problem which we call multiple choice quadratic vertex packing (MCQVP). Results for strategic oscillation and biased candidate sampling strategies are shown for reasonably sized real and randomly generated, synthetic, problem instances. The strategies are compared with other variations using consistent measures of solution time and quality developed for this study.     

New convergent heuristics for 0–1 mixed integer programming

Several hybrid methods have recently been proposed for solving 0–1 mixed integer programming problems. Some of these methods are based on the complete exploration of small neighborhoods. In this paper, we present several convergent algorithms that solve a series of small sub-problems generated by exploiting information obtained from a series of relaxations. These algorithms generate a sequence of upper bounds and a sequence of lower bounds around the optimal value. First, the principle of a linear programming-based algorithm is summarized, and several enhancements of this algorithm are presented. Next, new hybrid heuristics that use linear programming and/or mixed integer programming relaxations are proposed. The mixed integer programming (MIP) relaxation diversifies the search process and introduces new constraints in the problem. This MIP relaxation also helps to reduce the gap between the final upper bound and lower bound. Our algorithms improved 14 best-known solutions from a set of 108 available and correlated instances of the 0–1 multidimensional Knapsack problem. Other encouraging results obtained for 0–1 MIP problems are also presented.     

Iterative Thresholding Meets Free-Discontinuity Problems

Free-discontinuity problems describe situations where the solution of interest is defined by a function and a lower-dimensional set consisting of the discontinuities of the function. Hence, the derivative of the solution is assumed to be a ‘small’ function almost everywhere except on sets where it concentrates as a singular measure. This is the case, for instance, in crack detection from fracture mechanics or in certain digital image segmentation problems. If we discretize such situations for numerical purposes, the free-discontinuity problem in the discrete setting can be re-formulated as that of finding a derivative vector with small components at all but a few entries that exceed a certain threshold. This problem is similar to those encountered in the field of ‘sparse recovery’, where vectors with a small number of dominating components in absolute value are recovered from a few given linear measurements via the minimization of related energy functionals. Several iterative thresholding algorithms that intertwine gradient-type iterations with thresholding steps have been designed to recover sparse solutions in this setting. It is natural to wonder if and/or how such algorithms can be used towards solving discrete free-discontinuity problems. The current paper explores this connection, and, by establishing an iterative thresholding algorithm for discrete free-discontinuity problems, provides new insights on properties of minimizing solutions thereof.     

A note on single-machine group scheduling problems with position-based learning effect

In many situations, the skills of workers continuously improve when repeating the same or similar tasks. This phenomenon is known as the “learning effect” in the literature. However, most studies considering the learning effect ignore the fact that production efficiency can be increased by grouping various parts and products with similar designs and/or production processes. This phenomenon is known as “group technology” in the literature. In this paper, we propose a new group scheduling learning model where the learning effect not only depends on the job position, but also depends on the group position. We then show that the makespan and the total completion time problems remain polynomially solvable under the proposed model.     

Scheduling on same-speed processors with at most one downtime on each machine

We consider the problem of scheduling a set of independent tasks on multiple same-speed processors with planned shutdown times with the aim of minimizing the makespan. We give an LPT-based algorithm, LPTX, which yields a maximum completion time that is less than or equal to 3/2 the optimal maximum completion time or 3/2 the time that passes from the start of the schedule until the latest end of a downtime. For problems where the optimal schedule ends after the last downtime, and when the downtimes represent fixed jobs, the LPTX maximum completion time is within 3/2 of the optimal maximum completion time. In addition, we show that this result is asymptotically tight for the class of polynomial algorithms assuming that P≠NP. We also show that the bound obtained previously for a similar problem, when no more than half of the machines are shut down at the same time, for the LPT algorithm is asymptotically tight in the class of polynomial algorithms if P≠NP.     

Single-machine group scheduling problems with deteriorated and learning effect

In many realistic situation, a job processed later consumes more time than the same job when it is processed earlier, this phenomenon is known as deteriorated effect. The skills of workers continuously improve when repeating the same or similar tasks, this phenomenon is as the “learning effect” in the literature. However, most studies considering the deteriorated and learning effect ignore the fact that production efficiency can be increased by grouping various parts and products with similar designs and/or production processes. This phenomenon is known “group technology” in the literature. In this paper, we propose a new group scheduling with deteriorated and learning model where the learning effect not only depends on job position, but also depends on the group position; the deteriorated effect depends on its starting time of the job. We then show that the single-machine makespan and the total completion time problems remain polynomial optimal solvable under the proposed model. In addition, we show the maximum lateness have a polynomial optimal solution under certain agreeable restriction.     

Conditional lexicographic orders in constraint satisfaction problems

The lexicographically-ordered CSP (“lexicographic CSP” or “LO-CSP” for short) combines a simple representation of preferences with the feasibility constraints of ordinary CSPs. Preferences are defined by a total ordering across all assignments, such that a change in assignment to a given variable is more important than any change in assignment to any less important variable. In this paper, we show how this representation can be extended to handle conditional preferences in two ways. In the first, for each conditional preference relation, the parents have higher priority than the children in the original lexicographic ordering. In the second, the relation between parents and children need not correspond to the importance ordering of variables. In this case, by obviating the “overwhelming advantage” effect with respect to the original variables and values, the representational capacity is significantly enhanced. For problems of the first type, any of the algorithms originally devised for ordinary LO-CSPs can also be used when some of the domain orderings are dependent on assignments to “parent” variables. For problems of the second type, algorithms based on lexical orders can be used if the representation is augmented by variables and constraints that link preference orders to assignments. In addition, the branch-and-bound algorithm originally devised for ordinary LO-CSPs can be extended to handle CSPs with conditional domain orderings.     

Computing upper and lower bounds in interval decision trees

This article presents algorithms for computing optima in decision trees with imprecise probabilities and utilities. In tree models involving uncertainty expressed as intervals and/or relations, it is necessary for the evaluation to compute the upper and lower bounds of the expected values. Already in its simplest form, computing a maximum of expectancies leads to quadratic programming (QP) problems. Unfortunately, standard optimization methods based on QP (and BLP – bilinear programming) are too slow for the evaluation of decision trees in computer tools with interactive response times. Needless to say, the problems with computational complexity are even more emphasized in multi-linear programming (MLP) problems arising from multi-level decision trees. Since standard techniques are not particularly useful for these purposes, other, non-standard algorithms must be used. The algorithms presented here enable user interaction in decision tools and are equally applicable to all multi-linear programming problems sharing the same structure as a decision tree.     

Min–max and min–max regret versions of combinatorial optimization problems: A survey

Min–max and min–max regret criteria are commonly used to define robust solutions. After motivating the use of these criteria, we present general results. Then, we survey complexity results for the min–max and min–max regret versions of some combinatorial optimization problems: shortest path, spanning tree, assignment, min cut, min s–t cut, knapsack. Since most of these problems are NP-hard, we also investigate the approximability of these problems. Furthermore, we present algorithms to solve these problems to optimality.     

A cumulative not-first/not-last filtering algorithm in O(n 2log(n))

In cumulative and disjunctive constraint-based scheduling, the resource constraint is enforced by several filtering rules. Among these rules, we have (extended) edge-finding and not-first/not-last rules. The not-first/not-last rule detects tasks that cannot run first/last relatively to a set of tasks and prunes their time bounds. In this paper, it is presented a sound O (n ² log n) algorithm for the cumulative not-first/not-last rule where n is the number of tasks. This algorithm reaches the same fix point as previous not-first/not-last algorithms, although it may take additional iterations to do so. The worst case complexity of this new algorithm for the maximal adjustment is the same as our previous complete O (n ²|H| log n) not-first/not-last algorithm [7] where |H| is the maximum between the number of distinct earliest completion and latest start times of tasks. But, experimental results on benchmarks from the Project Scheduling Problem Library (PSPLib) and the Baptiste and Le Pape data set (BL) suggest that the new not-first/not-last algorithm has a substantially reduced runtime. Furthermore, the results demonstrate that in practice the new algorithm rarely requires more propagations than previous not-first/not-last algorithms.     

Single-machine scheduling problems with a learning effect

In many situations, the skills of workers continuously improve when repeating the same or similar tasks. This phenomenon is known as the “learning effect” in the literature. In most studies, the learning phenomenon is implemented by assuming the actual job processing time is a function of its scheduled position [D. Biskup, Single-machine scheduling with learning considerations, Eur. J. Oper. Res. 115 (1999) 173–178]. Recently, a new model is proposed where the actual job processing time depends on the sum of the processing times of jobs already processed [C. Koulamas, G.J. Kyparisis, Single-machine and two-machine flowshop scheduling with general learning functions, Eur. J. Oper. Res. 178 (2007) 402–407]. In this paper, we extend their models in which the actual job processing time not only depends on its scheduled position, but also depends on the sum of the processing times of jobs already processed. We then show that the single-machine makespan and the total completion time problems remain polynomially solvable under the proposed model. In addition, we show that the total weighted completion time has a polynomial optimal solution under certain agreeable solutions.     

Approximations for the Two-Machine Cross-Docking Flow Shop Problem

We consider in this article the Two-Machine Cross-Docking Flow Shop Problem, which is a special case of scheduling with typed tasks, where we have two types of tasks and one machine per type. Precedence constraints exist between tasks, but only from a task of the first type to a task of the second type. The precedence relation is thus a directed bipartite graph. Minimizing the makespan is strongly NP-hard even with unit processing times, but any greedy method yields a 2-approximation solution. In this paper, we are interested in establishing new approximability results for this problem. More specifically, we investigate three directions: list scheduling algorithms based on the relaxation of the resources, the decomposition of the problem according to the connected components of the precedence graph, and finally the search of the induced balanced subgraph with a bounded degree.     

On a generalized family of colorings

Motivated by a question in cellular telecommunication technology, we investigate a family of graph coloring problems where several colors can be assigned to each vertex and no two colors are the same within any ball of radiusR. We find bounds and coloring algorithms for different kinds of graphs including trees,n-cycles, hypercubes and lattices. We briefly examine connections to Heawood's map color theorem and state a few conjectures and open problems.Work in part performed while the author was in the Department of Mathematics, University of California, San Diego.     

Amortized Random Backtracking

Some nonsystematic search algorithms can deal with partial assignments of variables, and then can use constraint propagation techniques. Let us call them NSPA algorithms (Nonsystematic Search with Partial Assignments). For satisfiability or optimization problems, such NSPA algorithms scale a lot better than systematic algorithms. We show in this paper that naive NSPA algorithms have to pay a severe overhead due to the way they visit partial assignments. Amortizing the visits of partial assignments is an important feature which we introduce and analyze in this paper. We also propose a new NSPA algorithm that is amortized: it is called Amortized Random Backtracking, and performs a probabilistic exploration of the search space. It can be seen as an amortized version of iterative sampling and has given very good experimental results on a real life time tabling problem.     

A branch and bound algorithm for the generalized assignment problem

This paper describes what is termed the generalized assignment problem. It is a generalization of the ordinary assignment problem of linear programming in which multiple assignments of tasks to agents are limited by some resource available to the agents. A branch and bound algorithm is developed that solves the generalized assignment problem by solving a series of binary knapsack problems to determine the bounds. Computational results are cited for problems with up to 4 000 0–1 variables, and comparisons are made with other algorithms.This research was partly supported by ONR Contracts N00014-67-A-0126-0008 and N00014-67-A-0126-0009 with the Center for Cybernetic Studies, The University of Texas.     

A comparison of heuristic algorithms for flow shop scheduling problems with setup times and limited batch size

In this paper, we propose different heuristic algorithms for flow shop scheduling problems, where the jobs are partitioned into groups or families. Jobs of the same group can be processed together in a batch but the maximal number of jobs in a batch is limited. A setup is necessary before starting the processing of a batch, where the setup time depends on the group of the jobs. In this paper, we consider the case when the processing time of a batch is given by the maximum of the processing times of the operations contained in the batch. As objective function we consider the makespan as well as the weighted sum of completion times of the jobs. For these problems, we propose and compare various constructive and iterative algorithms. We derive suitable neighbourhood structures for such problems with batch setup times and describe iterative algorithms that are based on different types of local search algorithms. Except for standard metaheuristics, we also apply multilevel procedures which use different neighbourhoods within the search. The algorithms developed have been tested in detail on a large collection of problems with up to 120 jobs.     

On the optimal control of manufacturing and remanufacturing activities with a single shared server

We consider a single-product make-to-stock manufacturing–remanufacturing system. Returned products require remanufacturing before they can be sold. The manufacturing and remanufacturing operations are executed by the same single server, where switching from one activity to another does not involve time or cost and can be done at an arbitrary moment in time. Customer demand can be fulfilled by either newly manufactured or remanufactured products. The times for manufacturing and remanufacturing a product are exponentially distributed. Demand and used products arrive via mutually independent Poisson processes. Disposal of products is not allowed and all used products that are returned have to be accepted. Using Markov decision processes, we investigate the optimal manufacture–remanufacture policy that minimizes holding, backorder, manufacturing and remanufacturing costs per unit of time over an infinite horizon. For a subset of system parameter values we are able to completely characterize the optimal continuous-review dynamic preemptive policy. We provide an efficient algorithm based on quasi-birth–death processes to compute the optimal policy parameter values. For other sets of system parameter values, we present some structural properties and insights related to the optimal policy and the performance of some simple threshold policies.     

Batch processing with interval graph compatibilities between tasks

We analyze batch-scheduling problems that arise in connection with certain industrial applications. The models concern processing on a single max-batch machine with the additional feature that the tasks of the same batch have to be compatible. Compatibility is a symmetric binary relation—the compatible pairs are described with an undirected “compatibility graph”, which is often an interval graph according to some natural practical conditions that we present. We consider several models with varying batch capacities, processing times or compatibility graphs. We summarize known results, and present a min-max formula and polynomial time algorithms.