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.     

Branch-and-bound and weight-combination search algorithms for the total completion time problem with step-deteriorating jobs

In many real situations, it is found that if certain maintenance procedures fail to be completed prior to a pre-specified deterioration date, then the jobs will require extra time for successful completion. In this paper, a single-machine total completion time problem with step-deteriorating jobs is considered. A branch-and-bound method incorporated with several dominance properties and a lower bound is developed to derive the optimal solution for this problem. In addition, a weight-combination search algorithm is proposed to search for a near-optimal solution. Computational results indicate that the branch-and-bound algorithm can solve most of the problems with up to 24 jobs in a reasonable amount of time. Moreover, the proposed heuristic algorithm is accurate with mean deviations from the optimum value of less than 0.3%.     

Single machine earliness and tardiness scheduling

We examine the problem of scheduling a given set of jobs on a single machine to minimize total early and tardy costs without considering machine idle time. We decompose the problem into two subproblems with a simpler structure. Then the lower bound of the problem is the sum of the lower bounds of two subproblems. A lower bound of each subproblem is obtained by Lagrangian relaxation. Rather than using the well-known subgradient optimization approach, we develop two efficient multiplier adjustment procedures with complexity O(nlog n) to solve two Lagrangian dual subproblems. A branch-and-bound algorithm based on the two efficient procedures is presented, and is used to solve problems with up to 50 jobs, hence doubling the size of problems that can be solved by existing branch-and-bound algorithms. We also propose a heuristic procedure based on the neighborhood search approach. The computational results for problems with up to 3 000 jobs show that the heuristic procedure performs much better than known heuristics for this problem in terms of both solution efficiency and quality. In addition, the results establish the effectiveness of the heuristic procedure in solving realistic problems to optimality or near optimality.     

Minimizing sum of completion times on a single machine with sequence-dependent family setup times

This paper presents a branch-and-bound (B&B) algorithm for minimizing the sum of completion times in a single-machine scheduling setting with sequence-dependent family setup times. The main feature of the B&B algorithm is a new lower bounding scheme that is based on a network formulation of the problem. With extensive computational tests, we demonstrate that the B&B algorithm can solve problems with up to 60 jobs and 12 families, where setup and processing times are uniformly distributed in various combinations of the [1,50] and [1,100] ranges.     

The design of corporate tax structures

We consider the corporate tax structuring problem (TaxSP), a combinatorial optimization problem faced by firms with multinational operations. The problem objective is nonlinear and involves the minimization of the firm's overall tax payments i.e. the maximization of shareholder returns. We give a dynamic programming (DP) formulation of this problem including all existing schemes of tax-relief and income-pooling. We apply state space relaxation and state space descent to the DP recursions and obtain an upper bound to the value of optimal TaxSP solutions. This bound is imbedded in a B&B tree search to provide another exact solution procedure. Computational results from DP and B&B are given for problems up to 22 subsidiaries. For larger size TaxSPs we develop a heuristic referred to as the Bionomic Algorithm (BA). This heuristic is also used to provide an initial lower bound to the B&B algorithm. We test the performance of BA firstly against the exact solutions of TaxSPs solvable by the B&B algorithm and secondly against results obtained for large-size TaxSPs by Simulated Annealing (SA) and Genetic Algorithms (GA). We report results for problems of up to 150 subsidiaries, including some real-world problems for corporations based in the US and the UK. Support for this work was provided by the IST Framework 5 Programme of the European Union, Contract IST2000-29405, Eurosignal ProjectMathematics Subject Classification (2000): 90C39, 91B28     

Optimal clustering of frequency-constrained maintenance jobs with shared set-ups

Since maintenance jobs often require one or more set-up activities, joint execution or clustering of maintenance jobs is a powerful instrument to reduce shut-down costs. We consider a clustering problem for frequency-constrained maintenance jobs, i.e. maintenance jobs that must be carried out with a prescribed (or higher) frequency. For the clustering of maintenance jobs with identical, so-called common set-ups, several strong dominance rules are provided. These dominance rules are used in an efficient dynamic programming algorithm which solves the problem in polynomial time. For the clustering of maintenance jobs with partially identical, so-called shared set-ups, similar but less strong dominance rules are available. Nevertheless, a surprisingly well-performing greedy heuristic and a branch and bound procedure have been developed to solve this problem. For randomly generated test problems with 10 set-ups and 30 maintenance jobs, the heuristic was optimal in 47 out of 100 test problems, with an average deviation of 0.24% from the optimal solution. In addition, the branch and bound method found an optimal solution in only a few seconds computation time on average.     

A single-machine scheduling problem with two-agent and deteriorating jobs

Deteriorating jobs scheduling problems have been extensively studied in recent years. However, it is assumed that there is a common goal to minimize for all jobs in most of the research. In many management situations, multiple agents compete on the usage of a common processing resource. In this paper, we considered a single-machine scheduling problem with a linear deterioration assumption where the objective is to minimize the total weighted completion time of jobs from the first agent with the restriction that no tardy job is allowed for the second agent. We proposed a branch-and-bound algorithm and three heuristic algorithms to search for the optimal solution and near-optimal solutions, respectively. A computational experiment was conducted to evaluate the performance of the proposed algorithms.     

Due-date assignment and single machine scheduling with deteriorating jobs

We study a scheduling problem with deteriorating jobs, that is, jobs whose processing times are an increasing function of their start times. We consider the case of a single machine and linear job-independent deterioration. The problem is to determine an optimal combination of the due-date and schedule so as to minimize the sum of due-date, earliness and tardiness penalties. We give an O(n log n) time algorithm to solve this problem.     

Combining Metaheuristics and Exact Methods for Solving Exactly Multi-objective Problems on the Grid

This paper presents a parallel hybrid exact multi-objective approach which combines two metaheuristics – a genetic algorithm (GA) and a memetic algorithm (MA), with an exact method – a branch and bound (B&B) algorithm. Such approach profits from both the exploration power of the GA, the intensification capability of the MA and the ability of the B&B to provide optimal solutions with proof of optimality. To fully exploit the resources of a computational grid, the hybrid method is parallelized according to three well-known parallel models – the island model for the GA, the multi-start model for the MA and the parallel tree exploration model for the B&B. The obtained method has been experimented and validated on a bi-objective flow-shop scheduling problem. The approach allowed to solve exactly for the first time an instance of the problem – 50 jobs on 5 machines. More than 400 processors belonging to 4 different administrative domains have contributed to the resolution process during more than 6 days.      

A bicriteria flowshop scheduling with a learning effect

In many situations, a worker’s ability improves as a result of repeating the same or similar tasks; this phenomenon is known as the learning effect. In this paper the learning effect is considered in a two-machine flowshop. The objective is to find a sequence that minimizes a weighted sum of total completion time and makespan. Total completion time and makespan are widely used performance measures in scheduling literature. To solve this scheduling problem, an integer programming model with n² + 6n variables and 7n constraints where n is the number of jobs is formulated. Because of the lengthy computing time and high computing complexity of the integer programming model, the problem with up to 30 jobs can be solved. A heuristic algorithm and a tabu search based heuristic algorithm are presented to solve large size problems. Experimental results show that the proposed heuristic methods can solve this problem with up to 300 jobs rapidly. According to the best of our knowledge, no work exists on the bicriteria flowshop with a learning effect.     

A new branch and bound algorithm for cell formation problem

Cell formation (CF) is the first and the most important problem in designing cellular manufacturing systems. Due to its non-polynomial nature, various heuristic and metaheuristic algorithms have been proposed to solve CF problem. Despite the popularity of heuristic algorithms, few studies have attempted to develop exact algorithms, such as branch and bound (B&B) algorithms, for this problem. We develop three types of branch and bound algorithms to deal with the cell formation problem. The first algorithm uses a binary branching scheme based on the definitions provided for the decision variables. Unlike the first algorithm, which relies on the mathematical model, the second one is designed based on the structure of the cell formation problem. The last algorithm has a similar structure to the second one, except that it has the ability to eliminate duplicated nodes in branching trees. The proposed branch and bound algorithms and a hybrid genetic algorithm are compared through some numerical examples. The results demonstrate the effectiveness of the modified problem-oriented branch and bound algorithm in solving relatively large size cell formation problems.     

A branch-and-bound algorithm for a two-machine flowshop scheduling problem with limited waiting time constraints

In this paper, we consider a two-machine flowshop scheduling problem in which the waiting time of each job between the two machines cannot be greater than a certain time period. For the problem with the objective of minimizing makespan, we identify several dominance properties of the problem and develop a branch-and-bound (B&B) algorithm using the dominance properties. Computational tests are performed on randomly generated test problems for evaluation of performance of the B&B algorithm, and results show that the algorithm can solve problems with up to 150 jobs in a reasonable amount of CPU time.     

A dynamic programming algorithm for scheduling jobs in a two-machine open shop with an availability constraint

This paper studies a two-machine open shop scheduling problem with an availability constraint, ie we assume that a machine is not always available and that the processing of the interrupted job can be resumed when the machine becomes available again. We consider the makespan minimization as criterion. This problem is NP-hard. We develop a pseudo-polynomial time dynamic programming algorithm to solve the problem optimally when the machine is not available at time s>0. Then, we propose a mixed integer linear programming formulation, that allows to solve instances with up to 500 jobs optimally in less than 5?min with CPLEX solver. Finally, we show that any heuristic algorithm has a worst-case error bound of 1.     

A Recovering Beam Search algorithm for the one-machine dynamic total completion time scheduling problem

This paper deals with the one-machine dynamic total completion time scheduling problem. This problem is known to be NP-hard in the strong sense. A polynomial time heuristic algorithm is proposed which applies the recently introduced Recovering Beam Search (RBS) approach. The algorithm is based on a beam search procedure with unitary beam width and includes a recovering subroutine that allows to overcome wrong decisions taken at higher levels of the beam search tree. It is shown that the total number of considered nodes is bounded by n where n is the jobsize. The proposed algorithm is able to solve in very short CPU time problems with up to 500 jobs outperforming the best state of the art heuristics.     

NP-hard cases in scheduling deteriorating jobs on dedicated machines

In this paper problems of time-dependent scheduling on dedicated machines are considered. The processing time of each job is described by a function which is dependent on the starting time of the job. The objective is to minimise the maximum completion time (makespan). We prove that under linear deterioration the two-machine flow shop problem is strongly NP-hard and the two-machine open shop problem is ordinarily NP-hard. We show that for the three-machine flow shop and simple linear deterioration there does not exist a polynomial-time approximation algorithm with the worst case ratio bounded by a constant, unless P=NP. We also prove that the three-machine open shop problem with simple linear deterioration is ordinarily NP-hard, even if the jobs have got equal deterioration rates on the third machine.     

A branch and bound to minimize the number of late jobs on a single machine with release time constraints

This paper presents a branch and bound algorithm for the single machine scheduling problem 1|r_i|∑U_i where the objective function is to minimize the number of late jobs. Lower bounds based on a Lagrangian relaxation and no reductions to polynomially solvable cases are proposed. Efficient elimination rules together with strong dominance relations are also used to reduce the search space. A branch and bound exploiting these techniques solves to optimality instances with up to 200 jobs, improving drastically the size of problems that could be solved by exact methods up to now.     

A hybrid two-stage transportation and batch scheduling problem

We study the coordinated scheduling problem of hybrid batch production on a single batching machine and two-stage transportation connecting the production, where there is a crane available in the first-stage transportation that transports jobs from the warehouse to the machine and there is a vehicle available in the second-stage transportation to deliver jobs from the machine to the customer. As the job to be carried out is big and heavy in the steel industry, it is reasonable assumed that both the crane and the vehicle have unit capacity. The batching machine processes a batch of jobs simultaneously. Each batch occur a setup cost. The objective is to minimize the sum of the makespan and the total setup cost. We prove that this problem is strongly NP-hard. A polynomial time algorithm is proposed for a case where the job transportation times are identical on the crane or the vehicle. An efficient heuristic algorithm for the general problem is constructed and its tight worst-case bound is analyzed. In order to further verify the performance of the proposed heuristics, we develop a lower bound on the optimal objective function. Computational experiments show that the heuristic algorithm performs well on randomly generated problem instances.     

Minimizing the weighted number of tardy jobs with due date assignment and capacity-constrained deliveries for multiple customers in supply chains

In this paper, an integrated due date assignment and production and batch delivery scheduling problem for make-to-order production system and multiple customers is addressed. Consider a supply chain scheduling problem in which n orders (jobs) have to be scheduled on a single machine and delivered to K customers or to other machines for further processing in batches. A common due date is assigned to all the jobs of each customer and the number of jobs in delivery batches is constrained by the batch size. The objective is to minimize the sum of the total weighted number of tardy jobs, the total due date assignment costs and the total batch delivery costs. The problem is NP-hard. We formulate the problem as an Integer Programming (IP) model. Also, in this paper, a Heuristic Algorithm (HA) and a Branch and Bound (B&B) method for solving this problem are presented. Computational tests are used to demonstrate the efficiency of the developed methods.     

Due-date assignment and parallel-machine scheduling with deteriorating jobs

In this paper we study the problem of scheduling n deteriorating jobs on m identical parallel machines. Each job's processing time is a nondecreasing function of its start time. The problem is to determine an optimal combination of the due-date and schedule so as to minimize the sum of the due-date, earliness and tardiness penalties. We show that this problem is NP-hard, and we present a heuristic algorithm to find near-optimal solutions for the problem. When the due-date penalty is 0, we present a polynomial time algorithm to solve it.     

Single-machine total completion time scheduling with a time-dependent deterioration

In this paper, we consider the single-machine scheduling problems with a time-dependent deterioration. By the time-dependent deterioration, we mean that the processing time of a job is defined by an increasing function of total normal processing time of jobs in front of it in the sequence. The objective is to minimize the total completion time. We develop a mixed integer programming formulation for the problem. The complexity status of this problem remains open. Hence, we use the smallest normal processing time (SPT) first rule as a heuristic algorithm for the general cases and analyze its worst-case error bound. Two heuristic algorithms utilize the V-shaped property are also proposed to solve the problem. Computational results are presented to evaluate the performance of the proposed algorithms.