Dynamic programming and decomposition approaches for the single machine total tardiness problem

The problem of sequencing jobs on a single machine to minimize total tardiness is considered. General precedence constrained dynamic programming algorithms and special-purpose decomposition algorithms are presented. Computational results for problems with up to 100 jobs are given.     

An exact algorithm for the precedence-constrained single-machine scheduling problem

This study proposes an efficient exact algorithm for the precedence-constrained single-machine scheduling problem to minimize total job completion cost where machine idle time is forbidden. The proposed algorithm is based on the SSDP (Successive Sublimation Dynamic Programming) method and is an extension of the authors’ previous algorithms for the problem without precedence constraints. In this method, a lower bound is computed by solving a Lagrangian relaxation of the original problem via dynamic programming and then it is improved successively by adding constraints to the relaxation until the gap between the lower and upper bounds vanishes. Numerical experiments will show that the algorithm can solve all instances with up to 50 jobs of the precedence-constrained total weighted tardiness and total weighted earliness–tardiness problems, and most instances with 100 jobs of the former problem.     

A new decomposition approach for the single machine total tardiness scheduling problem

This paper deals with the single machine total tardiness problem. From Emmons’ basic dominance conditions a new partition theorem is derived which generalises Lawler’s decomposition rule and leads to a new double decomposition procedure. This procedure is embedded into a branch and bound method which applies a new lower bound based on due dates reassignment. The branch and bound method is tested on problems with size up to 150 jobs.     

An exact algorithm to minimize mean squared deviation of job completion times about a common due date

We consider a deterministic n-job, single machine scheduling problem with the objective of minimizing the Mean Squared Deviation (MSD) of job completion times about a common due date (d). The MSD measure is non-regular and its value can decrease when one or more completion times increases. MSD problem is connected with the Completion Time Variance (CTV) problem and has been proved to be NP-hard. This problem finds application in situations where uniformity of service is important. We present an exact algorithm of pseudo-polynomial complexity, using ideas from branch and bound and dynamic programming. We propose a dominance rule and also develop a lower bound on MSD. The dominance rule and lower bound are effectively combined and used in the development of the proposed algorithm. The search space is explored using the breadth first branching strategy. The asymptotic space complexity of the algorithm is O(nd). Irrespective of the version of the problem – tightly constrained, constrained or unconstrained – the proposed algorithm provides optimal solutions for problem instances up to 1000 jobs size under different due date settings.     

Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound

A stochastic branch-and-bound technique for the solution of stochastic single-machine-tardiness problems with job weights is presented. The technique relies on partitioning the solution space and estimating lower and upper bounds by sampling. For the lower bound estimation, two different types of sampling (“within” and “without” the minimization) are combined. Convergence to the optimal solution (with probability one) can be demonstrated. The approach is generalizable to other discrete stochastic optimization problems. In computational experiments with the single-machine-tardiness problem, the technique worked well for problem instances with a relatively small number of jobs; due to the enormous complexity of the problem, only approximate solutions can be expected for a larger number of jobs. Furthermore, a general precedence rule for the single-machine scheduling of jobs with uncertain processing times has been derived, essentially saying that “safe” jobs are to be scheduled before “unsafe” jobs.     

Minimizing mean tardiness subject to unspecified minimum number tardy for a single machine

In this paper we propose a hybrid branch and bound algorithm for solving the problem of minimizing mean tardiness for a single machine problem subject to minimum number of tardy jobs. Although the minimum number of tardy jobs is known, the subset of tardy job is not known. The proposed algorithm uses traditional branch and bound scheme where lower bounds on mean tardiness are calculated coupled with using the information that the number of tardy jobs is known. It also uses an insertion algorithm which determines the optimal mean tardiness once the subset of tardy jobs is specified. An example is solved to illustrate the developed procedure.     

Dynamic Programming State-Space Relaxation for Single-Machine Scheduling

The problem of sequencing jobs on a single machine to minimize total cost is considered. Machine capacity constraints require that, at any time, at most one job is processed. Also, no machine idle-time between processing jobs is allowed. In contrast to most research, it is not assumed that the cost is a non-decreasing function of completion time. A dynamic programming formulation of the problem is presented. Since the number of states required by this formulation is prohibitively large, the possibilities for branch and bound algorithms are explored. It is shown that the dynamic programming formulation can be relaxed by mapping the state-space onto a smaller state-space and performing the recursion on this smaller state-space, thereby giving a lower bound. Techniques for improving this lower bound through the use of penalties and through the use of state-space modifiers are discussed. Computational results are presented for the problem in which each job has a due date, and the objective is to minimize the sum of holding costs for jobs completed before their due date and tardiness costs for jobs completed after their due date.     

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.     

极小化最大提前完工费用的可中断排序问题

讨论了带截止期限的$n$个工件在单机上加工,工件间存在优先约束,在允许机器空闲的条件下,确定一个工件的可中断排序,极小化最大提前完工费用.首先考虑两种特殊情形:(1)截止期限相同,存在优先约束;(2)截止期限任意,不存在优先约束.针对两种情形分别给出了时间复杂度为$O(n^2)$的算法.在此基础上,考虑普遍情形,即截止期限任意,存在优先约束,也给出了一个时间复杂度为$O(n^2)$的算法.由于工件不允许延迟,问题可能会无可行排序,需先对问题的可行性进行讨论.     

带有链优先序的分批排序问题

本文首次就带有优先序的分批排序问题进行了讨论，目标函数为最大完工时间．当优先序为链，一条链上的工件个数为饨，而其它链的工件个数为常数，分批的容量B大于等于链的条数，在这种情况下，问题为多项式可解的．文中并讨论了几种特殊情况的多项式算法．     

优先序约束的排序问题：基于最大匹配的近似算法

本文研究具有加工次序约束的单位工件开放作业和流水作业排序问题,目标函数为极小化工件最大完工时间。工件之间的加工次序约束关系可以用一个被称为优先图的有向无圈图来刻画。当机器数作为输入时,两类问题在一般优先图上都是强NP-困难的,而在入树的优先图上都是可解的。我们利用工件之间的许可对数获得了问题的新下界,并基于许可工件之间的最大匹配设计近似算法,其中匹配的许可工件对均能同时在不同机器上加工。对于一般优先图的开放作业问题和脊柱型优先图的流水作业问题,我们在理论上证明了算法的近似比为$2-\frac 2m$,其中$m$是机器数目。     

优先序约束的排序问题：基于最大匹配的近似算法

本文研究具有加工次序约束的单位工件开放作业和流水作业排序问题，目标函数为极小化工件最大完工时间。工件之间的加工次序约束关系可以用一个被称为优先图的有向无圈图来刻画。当机器数作为输入时，两类问题在一般优先图上都是强NP-困难的，而在入树的优先图上都是可解的。我们利用工件之间的许可对数获得了问题的新下界，并基于许可工件之间的最大匹配设计近似算法，其中匹配的许可工件对均能同时在不同机器上加工。对于一般优先图的开放作业问题和脊柱型优先图的流水作业问题，我们在理论上证明了算法的近似比为$2-\frac 2m$，其中$m$是机器数目。     

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%.     

A permutation flow-shop scheduling problem with convex models of operation processing times

The paper is an extension of the classical permutation flow-shop scheduling problem to the case where some of the job operation processing times are convex decreasing functions of the amounts of resources (e.g., financial outlay, energy, raw material) allocated to the operations (or machines on which they are performed). Some precedence constraints among the jobs are given. For this extended permutation flow-shop problem, the objective is to find a processing order of the jobs (which will be the same on each machine) and an allocation of a constrained resource so as to minimize the duration required to complete all jobs (i.e., the makespan). A computational complexity analysis of the problem shows that the problem is NP-hard. An analysis of the structure of the optimal solutions provides some elimination properties, which are exploited in a branch-and-bound solution scheme. Three approximate algorithms, together with the results of some computational experiments conducted to test the effectiveness of the algorithms, are also presented. This revised version was published online in June 2006 with corrections to the Cover Date.     

具有优先约束的单机随机排序问题

讨论工件的加工时间为常数,机器发生随机故障的单机随机排序问题,目标函数极小化工件的加权完工时间和的数学期望最小.考虑两类优先约束模型.在第一类模型中,设工件间的约束为串并有向图.证明了模块M的ρ因子最大初始集合I中的工件优先于模块中的其它工件加工,并且被连续加工所得的排序为最优排序,从而将Lawler用来求解约束为串并有向图的单机加权总完工时间问题的方法推广到机器发生随机故障的情况.在第二类模型中,设工件间的约束为出树优先约束.证明了最大家庭树中的工件优先于家庭树中其它的工件加工,并且其工件连续加工所得到的排序为最优排序并给出了最优算法.     

Single machine batch scheduling with resource dependent setup and processing times

Jobs are processed by a single machine in batches. A batch is a set of jobs processed contiguously and completed together when the processing of all jobs in the batch is finished. Processing of a batch requires a machine setup time common for all batches. Both the job processing times and the setup time can be compressed through allocation of a continuously divisible resource. Each job uses the same amount of the resource. Each setup also uses the same amount of the resource, which may be different from that for the jobs. Polynomial time algorithms are presented to find an optimal batch sequence and resource values such that either the total weighted resource consumption is minimized, subject to meeting job deadlines, or the maximum job lateness is minimized, subject to an upper bound on the total weighted resource consumption. The algorithms are based on linear programming formulations of the corresponding problems.     

A new dominance rule to minimize total weighted tardiness with unequal release dates

We present a new dominance rule by considering the time-dependent orderings between each pair of jobs for the single machine total weighted tardiness problem with release dates. The proposed dominance rule provides a sufficient condition for local optimality. Therefore, if any sequence violates the dominance rule then switching the violating jobs either lowers the total weighted tardiness or leaves it unchanged. We introduce an algorithm based on the dominance rule, which is compared to a number of competing heuristics for a set of randomly generated problems. Our computational results indicate that the proposed algorithm dominates the competing algorithms in all runs, therefore it can improve the upper bounding scheme in any enumerative algorithm. The proposed time-dependent local dominance rule is also implemented in two local search algorithms to guide these algorithms to the areas that will most likely contain the good solutions.     

A dual algorithm for the one-machine scheduling problem

A branch and bound algorithm is presented for the problem of schedulingn jobs on a single machine to minimize tardiness. The algorithm uses a dual problem to obtain a good feasible solution and an extremely sharp lower bound on the optimal objective value. To derive the dual problem we regard the single machine as imposing a constraint for each time period. A dual variable is associated with each of these constraints and used to form a Lagrangian problem in which the dualized constraints appear in the objective function. A lower bound is obtained by solving the Lagrangian problem with fixed multiplier values. The major theoretical result of the paper is an algorithm which solves the Lagrangian problem in a number of steps proportional to the product ofn ² and the average job processing time. The search for multiplier values which maximize the lower bound leads to the formulation and optimization of the dual problem. The bounds obtained are so sharp that very little enumeration or computer time is required to solve even large problems. Computational experience with 20-, 30-, and 50-job problems is presented.     

A Lagrangian relax-and-cut approach for the sequential ordering problem with precedence relationships

The sequential ordering problem with precedence relationships was introduced in Escudero [7]. It has a broad range of applications, mainly in production planning for manufacturing systems. The problem consists of finding a minimum weight Hamiltonian path on a directed graph with weights on the arcs, subject to precedence relationships among nodes. Nodes represent jobs (to be processed on a single machine), arcs represent sequencing of the jobs, and the weights are sums of processing and setup times. We introduce a formulation for the constrained minimum weight Hamiltonian path problem. We also define Lagrangian relaxation for obtaining strong lower bounds on the makespan, and valid cuts for further tightening of the lower bounds. Computational experience is given for real-life cases already reported in the literature.     

Specially Structured Precedence Constraints in Three-Dimensional Bottleneck Assignment Problems

A three-dimensional, time-minimizing (bottleneck) assignment problem consists of assigning n jobs to n workers to be performed on n machines under different forms of feasibility conditions so that the different functions of the individual times taken by a worker to finish a job on a given machine are minimized. The usual assumption made in such a problem is that all the jobs can be commenced simultaneously. In this paper, two specially structured precedence constraints on jobs are considered, which necessitate modifications in this assumption. Further, the main purpose here is to develop branch-and-bound-type algorithms for solving the corresponding problems and to illustrate them by a numerical example.