On the stability of open networks: A unified approach by stochastic dominance

Using stochastic dominance, in this paper we provide a new characterization of point processes. This characterization leads to a unified proof for various stability results of open Jackson networks where service times are i.i.d. with a general distribution, external interarrivai times are i.i.d. with a general distribution and the routing is Bernoulli. We show that if the traffic condition is satisfied, i.e., the input rate is smaller than the service rate at each queue, then the queue length process (the number of customers at each queue) is tight. Under the traffic condition, the pth moment of the queue length process is bounded for allt if the p+lth moment of the service times at all queues are finite. If, furthermore, the moment generating functions of the service times at all queues exist, then all the moments of the queue length process are bounded for allt. When the interarrivai times are unbounded and non-lattice (resp. spreadout), the queue lengths and the remaining service times converge in distribution (resp. in total variation) to a steady state. Also, the moments converge if the corresponding moment conditions are satisfied.     

Reversibility and dependence in a U-shaped production line

We deal with a U-shaped production line with multiple machines and a multifunction worker. The worker visits machines in a cyclic fashion and operates an item on each machine. The operation consists of detaching the processed item from the machine, sending it to the next machine, putting the new item on the machine and switching it on. Walking times of the worker and processing and operation times are i.i.d. random variables for each machine. We show that the sum of the firstn cycle times is stochastically the same as that in the reversed system where machines are arranged in the reversed order. We give examples where the distributions of waiting and cycle times depend on the machines, called starting ones, where the worker begins operation at time 0. A sufficient condition is derived under which the limiting expected waiting and cycle times do not depend on the starting machines.     

The exponentialization approach to flexible manufacturing system models with general processing times

Recently flexible manufacturing systems (FMSs) have been modelled as closed networks of queues. In this paper we develop an exponentialization approach to the modeling of FMS networks with general processing times. The idea of the approach is to transform the network into an (approximately) equivalent exponential network, where each station has exponential processing times with state-dependent rates. The approach is formulated as a fixed-point problem. Numerical examples have indicated excellent accuracies of the approach. This approach can also be readily adapted to accommodate limited local buffers and dynamic parts routing.     

Heavy-traffic limits for an infinite-server fork–join queueing system with dependent and disruptive services

We study an infinite-server fork–join queueing system with dependent services, which experiences alternating renewal service disruptions. Jobs are forked into a fixed number of parallel tasks upon arrival and processed at the corresponding parallel service stations with multiple servers. Synchronization of a job occurs when its parallel tasks are completed, i.e., non-exchangeable. Service times of the parallel tasks of each job can be correlated, having a general continuous joint distribution function, and moreover, the service vectors of consecutive jobs form a stationary dependent sequence satisfying the strong mixing (\(\alpha \)-mixing) condition. The system experiences renewal alternating service disruptions with up and down periods. In each up period, the system operates normally, but in each down period, jobs continue to enter the system, while all the servers will stop working, and services received will be conserved and resume at the beginning of the next up period. We study the impact of both the dependence among service times and these down times upon the service dynamics, the unsynchronized queueing dynamics, and the synchronized process, assuming that the down times are asymptotically negligible. We prove FWLLN and FCLT for these processes, where the limit processes in the FCLT possess a stochastic decomposition property and the convergence requires the Skorohod \(M_1\) topology.     

The coordination of transportation and batching scheduling

We study a coordinated scheduling problem of production and transportation in which each job is transported to a single batching machine for further processing. There are m vehicles that transport jobs from the holding area to the batching machine. Each vehicle can transport only one job at a time. The batching machine can process a batch of jobs simultaneously where there is an upper limit on the batch size. Each batch to be processed occurs a processing cost. The problem is to find a joint schedule of production and transportation such that the sum of the total completion time and the total processing cost is optimized. For a special case of the problem where the job assignment to the vehicles is predetermined, we provide a polynomial time algorithm. For the general problem, we prove that it is NP-hard (in the ordinary sense) and present a pseudo-polynomial time algorithm. A fully polynomial time approximation scheme for the general problem is obtained by converting an especially designed pseudo-polynomial dynamic programming algorithm.     

Multi-layered round robin routing for parallel servers

We study a system of several identical servers in parallel, where a routing decision must be made immediately on a job’s arrival. Jobs arrive according to a Poisson process, with their processing times following a discrete distribution with finite support. The processing time of a job is known on arrival and may be used in the routing decision. We propose a policy consisting of multi-layered round robin routing followed by shortest remaining processing time scheduling at the servers. This policy is shown to have a heavy traffic limit that is identical to one in which there is a single queue (no routing) and optimal heavy traffic scheduling. In light traffic, we show that the performance of this policy is worse than round robin routing followed by shortest remaining processing time scheduling. We also quantify the difference between round robin and multi-layered round robin routing, which in turn yields insights on the relative importance of routing versus (local) scheduling in such systems. AMS subject classifications: 68M20 · 60K25 (Work done while both authors were visitors at EURANDOM, P.O. Box 513, 5600 MB Eindhoven, The Netherlands.)     

Scheduling tasks on a flexible manufacturing machine to minimize tool change delays

This paper considers the problem of scheduling a given set of precedence constraint tasks on a flexible machine equipped with a tool magazine where each task requires exactly one of the tools during its execution. Changing from one tool to another requires a certain amount of time that depends on the pair of tools being exchanged. We present a new algorithmic approach for general task precedence relations when it is desired to sequence the tasks in such a way that the total time required for tool changes is minimized. The proposed algorithm is of polynomial time complexity in case of task precedences of limited width w, i.e. for precedence relations where each subset of independent tasks has not more than w elements. Since the task precedences width w could be arbitrary, we describe two heuristic algorithms and empirically evaluate their effectiveness in finding schedules with minimum total time required for tool changes.     

Iterated local search for workforce scheduling and routing problems

The integration of scheduling workers to perform tasks with the traditional vehicle routing problem gives rise to the workforce scheduling and routing problems (WSRP). In the WSRP, a number of service technicians with different skills, and tasks at different locations with pre-defined time windows and skill requirements are given. It is required to find an assignment and ordering of technicians to tasks, where each task is performed within its time window by a technician with the required skill, for which the total cost of the routing is minimized. This paper describes an iterated local search (ILS) algorithm for the WSRP. The performance of the proposed algorithm is evaluated on benchmark instances against an off-the-shelf optimizer and an existing adaptive large neighbourhood search algorithm. The proposed ILS algorithm is also applied to solve the skill vehicle routing problem, which can be viewed as a special case of the WSRP. The computational results indicate that the proposed algorithm can produce high-quality solutions in short computation times.     

Round robin scheduling of heterogeneous parallel servers in heavy traffic

We consider scheduling for heterogeneous server systems, where tasks arrive according to a Poisson process, with their processing requirements following a discrete distribution with finite support. For a system with a dispatcher and several heterogeneous servers, we propose an optimized multi-layered round robin routing policy followed by shortest remaining processing time scheduling at each server. Using a heavy traffic approximation, we show that the proposed policy performs as well as the optimal scheduling policy for a heterogeneous servers system with a single queue (no routing) in heavy traffic. Additional simulation results suggest that such policies will be effective in more general settings.     

A new formulation and an exact approach for the many-to-many hub location-routing problem

An important problem of the freight industry is the parcel delivery network design, where several facilities are responsible for assembling flows from several origins, re-routing them to other facilities where the flows are disassembled and the packages delivered to their final destinations. In order to provide this service, local tours are established for the vehicles assigned to each of the processing facilities, which are then responsible for the pickup and delivery tasks. This application gives rise to the many-to-many hub location routing problem that is the combination of two well known problems: the vehicle routing problem and the single assignment hub location problem. In this work, a new formulation for this important problem is proposed and solved by a specially tailored Benders decomposition algorithm. The proposed method is robust enough to solve instances up to 100 nodes having 4 million integer variables.     

Open queueing networks in discrete time-some limit theorems

A finite number of nodes, each with a single server and infinite buffers, is considered in discrete time. The service may be FIFO and the service times are constant. The external arrivals and the routing decision variables form a general stationary sequence. Stability of the system is proved under these assumptions. Extension to multiple servers at a node and general stationary distributions holds. If the external input is i.i.d. and the routing is Markovian then stochastic ordering, continuity of stationary distributions, rates of convergence, a functional CLT and a functional LIL and various other limit theorems for the queue length process are also proved. Generalizations to multiple servers at nodes, customers with priority, multiple customer classes, general service length and Markov modulated external arrival cases are discussed.     

Batch scheduling and common due-date assignment on a single machine

We consider the problem of scheduling n groups of jobs on a single machine where three types of decisions are combined: scheduling, batching and due-date assignment. Each group includes identical jobs and may be split into batches; jobs within each batch are processed jointly. A sequence independent machine set-up time is needed between each two consecutively scheduled batches of different groups. A due-date common to all jobs has to be assigned. A schedule specifies the size of each batch, i.e. the number of jobs it contains, and a processing order for the batches. The objective is to determine a value for the common due-date and a schedule so as to minimize the sum of the due date assignment penalty and the weighted number of tardy jobs. Several special cases of this problem are shown to be ordinary NP-hard. Some cases are solved in O(n log n) time. Two pseudopolynomial dynamic programming algorithms are presented for the general problem, as well as a fully polynomial approximation scheme.     

Stability criteria for controlled queueing systems

We give an almost complete classification of ergodicity and transience conditions for a general multi-queue system with the following features: arrivals form Poisson streams and there are various routing schemes for allocating arrivals to queues; the servers can be configured in a variety of ways; completed jobs can feed back into the system; the exponential service times and feedback probabilities depend upon the configuration of the servers (this model includes some types of multi-class queueing system); switching between service regimes is instantaneous. Several different levels of control of the service regimes are considered. Our results for the N-queue system require randomisation of service configurations but we have studied the two queue system in situations where there is less control. We use the semi-martingale methods described in Fayolle, Malyshev and Menshikov [3] and our results generalise Kurkova [8] and complement Foley and McDonald [4] and [5]. AMS 2000 subject classification: Primary: 90B22; Secondary: 60J10 90B15     

The Prospect Award 1981: A Manpower Planning Model for Mobile Repairmen

The country's largest vending machine operators and distributors were faced with the problem of evaluating manpower requirements and structure for the repair and maintenance work force, and of deciding where additions to this force should be located. This paper describes the formulation and application of a solution to the problem which has had beneficial effects far beyond the scope originally envisaged.The work force concerned operates a breakdown repair service which requires random journeys within each individual's prescribed area. The developed model evaluates the work content, and thus manpower requirements, of a region based on the number of machines, the breakdown rates, the repair times and the journey time. The travel component is automatically adjusted for growth in the work force.Analysis of the model's sensitivity to the key factors and the development of the relationship between utilisation and service level have enabled the company to improve service performance by 15% while also achieving a 67% increase in productivity.     

Scheduling jobs with a general learning effect model

The paper deals with machine scheduling problems with a general learning effect. By the general learning effect, we mean that the actual processing time of a job is not only a non-increasing function of the total weighted normal processing times of the jobs already processed, but also a non-increasing function of the job’s position in the sequence, where the weight is a position-dependent weight. We show that even with the introduction of a general learning effect to job processing times, some single machine scheduling problems are still polynomially solvable under the proposed model. We also show that some special cases of the flow shop scheduling problems can be solved in polynomial time.     

Solving a real-world vehicle routing problem with multiple use of tractors and trailers and EU-regulations for drivers arising in air cargo road feeder services

In this paper we present two approaches for solving a real-world vehicle routing problem arising in the air cargo road feeder service business. The problem is to combine transportation tasks from a given timetable to trips which have to be assigned to tractors and which can be operated by tractor drivers respecting the restrictive rules on driving times from EC Regulation No. 561/2006. Tractor trips which start and end at the hub can be combined to multiple-trips which are operated by the same tractor. Also, to each trip a trailer has to be assigned which is compatible with all tasks in the trip. The primary objective is to minimize the number of required tractors, i.e. the number of multiple-trips. The methods developed are currently applied in practice.     

Stability,monotonicity and invariant quantities in general polling systems

Consider a polling system withK1 queues and a single server that visits the queues in a cyclic order. The polling discipline in each queue is of general gated-type or exhaustive-type. We assume that in each queue the arrival times form a Poisson process, and that the service times, the walking times, as well as the set-up times form sequences of independent and identically distributed random variables. For such a system, we provide a sufficient condition under which the vector of queue lengths is stable. We treat several criteria for stability: the ergodicity of the process, the geometric ergodicity, and the geometric rate of convergence of the first moment. The ergodicity implies the weak convergence of station times, intervisit times and cycle times. Next, we show that the queue lengths, station times, intervisit times and cycle times are stochastically increasing in arrival rates, in service times, in walking times and in setup times. The stability conditions and the stochastic monotonicity results are extended to the polling systems with additional customer routing between the queues, as well as bulk and correlated arrivals. Finally, we prove that the mean cycle time, the mean intervisit time and the mean station times are invariant under general service disciplines and general stationary arrival and service processes.     

A robust optimization approach to dispatching technicians under stochastic service times

We consider the problem of dispatching technicians to service/repair geographically distributed equipment. This problem can be cast as a vehicle routing problem with time windows, where customers expect fast response and small delays. Estimates of the service time, however, can be subject to a significant amount of uncertainty due to misdiagnosis of the reason for failure or surprises during repair. It is therefore crucial to develop routes for the technicians that would be less sensitive to substantial deviations from estimated service times. In this paper we propose a robust optimization model for the vehicle routing problem with soft time windows and service time uncertainty and solve real-world instances with a branch and price method. We evaluate the efficiency of the approach through computational experiments on real industry routing data.     

On the computational complexity of continuous routing

We study the problem of routing and broadcasting messages in a network, in which messages are generated at processors at arbitrary times and each message must reach its destination by a specific deadline. We present distributed and global routing algorithms for some restricted continuous routing problems on arrays of processors. We show that distributed algorithms are unlikely to exist in more general situations by giving an NP-hardness proof for their corresponding feasibility problem; i.e., the problem of determining whether all messages can be routed without violating the constraints of the network. We also present a distributed algorithm for the continuous broadcasting problem.