Discrete time/cost trade-offs in project scheduling with time-switch constraints

The discrete time/cost trade-off problem assumes the duration of project activities to be discrete, non-increasing functions of the amount of a single non-renewable resource. The problem has been studied under three possible objectives. The so-called deadline problem involves the scheduling of project activities in order to minimize the total cost of the project while meeting a given deadline. The budget problem aims at minimizing the project duration without exceeding a given budget. A third objective involves the generation of the complete efficient time/cost profile over the set of feasible project durations. In this paper we describe a solution procedure for the deadline problem in which three special cases of time-switch constraints are involved. These constraints impose a specified starting time on the project activities and force them to be inactive during specified time periods. We propose a branch-and-bound algorithm and a heuristic procedure which both make use of a lower bound calculation for the discrete time/cost trade-off problem (without time-switch constraints). The procedures have been coded in Visual C++, version 6.0 under Windows 2000 and have been validated on a randomly generated problem set. We also discuss an illustrative example based on a real-life situation.     

Single machine scheduling to minimize total weighted earliness subject to minimal number of tardy jobs

Motivated by just-in-time manufacturing, we consider a single machine scheduling problem with dual criteria, i.e., the minimization of the total weighted earliness subject to minimum number of tardy jobs. We discuss several dominance properties of optimal solutions. We then develop a heuristic algorithm with time complexity O(n³) and a branch and bound algorithm to solve the problem. The computational experiments show that the heuristic algorithm is effective in terms of solution quality in many instances while the branch and bound algorithm is efficient for medium-size problems.     

Minimizing Completion Time Variance with Compressible Processing Times

We introduce a new formulation of the standard completion time variance (CTV) problem with n jobs and one machine, in which the job sequence and the processing times of the jobs are all decision variables. The processing time of job i (i=1, ,n) can be compressed by an amount within [l_i, u_i], which however will incur a compression cost. The compression cost is a general convex non-decreasing function of the amount of the job processing time compressed. The objective is to minimize a weighted combination of the completion time variance and the total compression cost. We show that, under an agreeable condition on the bounds of the processing time compressions, a pseudo-polynomial algorithm can be derived to find an optimal solution for the problem. Based on the pseudo-polynomial time algorithm, two heuristic algorithms H1 and H2 are proposed for the general problem. The relative errors of both heuristic algorithms are guaranteed to be no more than , where is a measure of deviation from the agreeable condition. While H1 can find an optimal solution for the agreeable problem, H2 is dominant for solving the general problem. We also derive a tight lower bound for the optimal solution of the general problem. The performance of H2 is evaluated by complete enumeration for small n, and by comparison with this tight lower bound for large n. Computational results (with n up to 80) are reported, which show that the heuristic algorithm H2 in general can efficiently yield near optimal solutions, when n is large.     

Minimizing total tardiness on a two-machine re-entrant flowshop

We present a branch and bound algorithm for a two-machine re-entrant flowshop scheduling problem with the objective of minimizing total tardiness. In the re-entrant flowshop considered here, all jobs must be processed twice on each machine, that is, each job should be processed on machine 1, machine 2 and then machine 1 and machine 2. By regarding a job as a pair of sub-jobs, each of which represents a pass through the two machines, we develop dominance properties, a lower bound and heuristic algorithms for the problem, and use these to develop a branch and bound algorithm. For evaluation of the performance of the algorithms, computational experiments are performed on randomly generated test problems and results are reported. Results of the experiments show that the suggested branch and bound algorithm can solve problems with up to 20 sub-jobs in a reasonable amount of CPU time, and the average percentage gap of the heuristic solutions is about 13%.     

Project Scheduling under Time Dependent Costs – A Branch and Bound Algorithm

In a given project network, execution of each activity in normal duration requires utilization of certain resources. If faster execution of an activity is desired then additional resources at extra cost would be required. Given a project network, the cost structure for each activity and a planning horizon, the project compression problem is concerned with the determination of optimal schedule (duration) of performing each activity while satisfying given restrictions and minimizing the total cost of project execution. This paper considers the project compression problem with time dependent cost structure for each activity. The planning horizon is divided into several regular time intervals over which the cost structure of an activity may vary. But the cost structure of the activities remains the same (constant) within a time interval. Key events of the project attract penalty for finishing earlier or later than the corresponding target times. The objective is to find an optimal project schedule minimizing the total project cost. We present a mathematical model for this problem, develop some heuristics and an exact branch and bound algorithm. Using simulated problems we provide an insight into the computational performances of heuristics and the branch and bound algorithm.     

The resource constrained project scheduling problem with multiple crashable modes: A heuristic procedure

We present a heuristic procedure for a nonpreemptive resource constrained project scheduling problem in which the duration/cost of an activity is determined by the mode selection and the duration reduction (crashing) applied within the selected mode. This problem is a natural combination of the time/cost trade-off problem and the resource constrained project scheduling problem. The objective is to determine each activity's start (finish) time, mode and duration so that the total project cost is minimized. Total project cost is the sum of all activity costs and the penalty cost for completing the project beyond its due date. We introduce a multi-pass algorithm. We report computational results with a set of 100 test problems and demonstrate the efficacy of the proposed heuristic procedure.     

具有机器适用限制的分布式置换流水车间问题的模型与算法

考虑具有机器适用限制的多个不同置换流水车间的调度问题. 机器适用限制指的是每个工件只能分配到其可加工工厂集合. 所有置换流水车间拥有的机器数相同但是具有不同的加工能力. 首先, 针对该问题建立了基于位置的混合整数线性规划模型; 进而, 对一般情况和三种特殊情况给出了具有较小近似比的多项式时间算法. 其次, 基于NEH方法提出了启发式算法NEHg, 并给出了以NEHg为上界的分支定界算法. 最后, 通过例子说明了NEHg启发式算法和分支定界算法的计算过程, 并进行大量的实验将NEHg与NEH算法结果进行比较, 从而验证了NEHg算法的有效性.     

同时加工排序问题的分支定界法和启发式算法

同时加工机器或者称为批加工机器是可以同时加工多个工件的机器．本文研究使带权总完工时间为最小的同时加工排序问题1|B|∑wjGj.这个问题的计算复杂性还没有解决．我们给出这个问题的精确解法——分支定界法和几个启发式算法，并且用较多实例对启发式算法的性能进行了比较．     

Minimizing makespan in a two-machine flowshop scheduling with batching and release time

This paper studies two-machine flowshop scheduling with batching and release time, whose objective is to minimize the makespan. We formulate the scheduling problem as a mixed integer programming model and show that it is a strongly NP-hard problem. We derive a lower bound and develop dynamic programming-based heuristic algorithms to solve the scheduling problem. Computational experiments are carried out to evaluate the performance of the heuristic algorithms. The numerical results show that some of the heuristic algorithms can indeed find effective solutions for the scheduling problem.     

Experimental evaluation of simulated annealing algorithms for the time-cost trade-off problem

This paper evaluates variants of a simulated annealing algorithm which solve the total cost minimization problem in activity networks in the case that discrete time-cost execution modes are allowed on the project activities. This problem is a special case of the well known discrete time-cost trade-off problem (DTCTP). Based on a sample of randomly generated activity networks, formal tests of statistical significance are utilized to test both the quality of solutions and the time efficiency of algorithms versus problem factors. A procedure issued from the extreme values statistics is also applied on problem instances in order to determine, on the one hand, the confidence interval estimate of the optimum solution for each algorithm and, on the other hand, when to stop the running of an algorithm.     

A branch and bound algorithm for the acyclic subgraph problem

A branch and bound algorithm for the acyclic subgraph problem (feedback are set problem) is described. The branching scheme lexicographically enumerates all permutations, skipping initial segments known by some easy tests not to have any optimal completion. A lower bound for the number of feedback arcs is given by the size of any collection of disjoint cycles. We propose a heuristic algorithm to find a large collection. The size of the problems our branch and bound algorithm can solve varies from 25 to 34 nodes, depending on the nature of the problem.     

The traveling purchaser problem with stochastic prices: Exact and approximate algorithms

The paper formulates an extension of the traveling purchaser problem where multiple types of commodities are sold at spatially distributed locations with stochastic prices (each following a known probability distribution). A purchaser’s goal is to find the optimal routing and purchasing strategies that minimize the expected total travel and purchasing costs needed to purchase one unit of each commodity. The purchaser reveals the actual commodity price at a seller upon arrival, and then either purchases the commodity at the offered price, or rejects the price and visits a next seller. In this paper, we propose an exact solution algorithm based on dynamic programming, an iterative approximate algorithm that yields bounds for the minimum total expected cost, and a greedy heuristic for fast solutions to large-scale applications. We analyze the characteristics of the problem and test the computational performance of the proposed algorithms. The numerical results show that the approximate and heuristic algorithms yield near-optimum strategies and very good estimates of the minimum total cost.     

Time-cost trade-off via optimal control theory in Markov PERT networks

We develop a new analytical model for the time-cost trade-off problem via optimal control theory in Markov PERT networks. It is assumed that the activity durations are independent random variables with generalized Erlang distributions, in which the mean duration of each activity is a non-increasing function of the amount of resource allocated to it. Then, we construct a multi-objective optimal control problem, in which the first objective is the minimization of the total direct costs of the project, in which the direct cost of each activity is a non-decreasing function of the resources allocated to it, the second objective is the minimization of the mean of project completion time and the third objective is the minimization of the variance of project completion time. Finally, two multi-objective decision techniques, viz, goal attainment and goal programming are applied to solve this multi-objective optimal control problem and obtain the optimal resources allocated to the activities or the control vector of the problem     

Numerical Methods for Single Machine Scheduling with Non-linear Cost Functions to Minimize Total Cost

In this paper we are concerned with the problem of sequencing a given set of jobs without preemption on a single machine so as to minimize total cost, where associated with each job is a processing time and a differentiable cost function defined on the completion time of the job. The problem, in general, is NP-complete and, therefore, there is unlikely to be an algorithm to solve the problem in reasonable time, thus a heuristic algorithm is desirable. We present two heuristic algorithms to solve the problem. The first algorithm is based on the differential of the cost functions, and the second algorithm is based on the least square approximation of the cost functions. Computational experiences for the case of quadratic, cubic, and exponential cost functions are presented.     

单体型装配问题及其算法

单核苷酸多态性(SNP)单体型装配问题就是从给定的来自某人染色体的SNP片段中去除错误,重构出尽可能与原来片段一致的单体型.这个问题有几个不同的模型最少片段去除(MFR)问题,最少SNP去除(MSR)问题以及最少错误纠正(MEC)问题.前两个问题的复杂性与算法已有一些学者研究过.第三个问题已被证明是NP完全问题,但这个问题的实际算法还没有.该文对MEC问题给出了一个分支定界算法,这个算法能得到问题的全局最优解.通过这个算法对实际数据的计算说明了MEC模型的合理性,即在一定条件下,通过修正最少的错误重构出的单体型确实是真实的单体型.由于分支定界算法对这样一个NP完全问题不能在可接受的时间内解规模较大的问题,文中又给出了求解MEC问题的两个基于动态聚类的算法,以便对规模较大的问题在可接受的时间内得到近似最优解.数值实际表明这两个算法很快,很有效.这两个算法总能得到与分支定界找到的全局最优解很接近的近似最优解.鉴于MEC问题是NP完全的,这两个算法是有效的、实际的算法.     

Heuristics for multimode scheduling problems with dedicated resources

We study scheduling problems with multiple modes and dedicated resources arising in production and project management, which constitute a special class of the general multimode resource-constrained project scheduling problem. A task may require simultaneously a set of discrete, renewable resources to be processed and the processing can be performed in different modes, that is with different resource sets, processing times, or costs. Precedence constraints can exist among tasks. The total budget that can be allocated to the project can be limited. The problem consists of identifying a mode for each task and a starting time for its processing respecting precedence, resource, and budget constraints. A graph model and an iterative solution scheme are presented. Specific heuristic algorithms for the cases with and without budget constraints are given and computational results are discussed.     

Minimizing makespan on a two-machine re-entrant flowshop

This paper focuses on a two-machine re-entrant flowshop scheduling problem with the objective of minimizing makespan. In the re-entrant flowshop considered here, all jobs must be processed twice on each machine, that is, each job should be processed on machine 1, machine 2 and then machine 1 and machine 2. We develop dominance properties, lower bounds and heuristic algorithms for the problem, and use these to develop a branch and bound algorithm. For evaluation of the performance of the algorithms, computational experiments are performed on randomly generated test problems. Results of the experiments show that the suggested branch and bound algorithm can solve problems with up to 200 jobs in a reasonable amount of CPU time.     

A scheduling problem with job values given as a power function of their completion times

This paper deals with a problem of scheduling jobs on the identical parallel machines, where job values are given as a power function of the job completion times. Minimization of the total loss of job values is considered as a criterion. We establish the computational complexity of the problem – strong NP-hardness of its general version and NP-hardness of its single machine case. Moreover, we solve some special cases of the problem in polynomial time. Finally, we construct and experimentally test branch and bound algorithm (along with some elimination properties improving its efficiency) and several heuristic algorithms for the general case of the problem.     

Linear programming based approaches for the discrete time/cost trade-off problem in project networks

In project management, the activity durations can often be reduced by dedicating additional resources. The Time/Cost Trade-off Problem considers the compromise between the total cost and the project duration. The discrete version of the problem assumes a number of time/cost pairs, called modes, and selects a mode for each activity. In this paper, we consider the Discrete Time/Cost Trade-off Problem. We study the Deadline Problem, that is, the problem of minimizing total cost subject to a deadline on the project duration. To solve the Deadline Problem, we propose optimization and approximation algorithms that are based on the optimal Linear Programming Relaxation solutions. Our computational results from large-sized problem instances reveal the satisfactory behaviour of our algorithms.     

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. In addition to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.