On the automatic discovery of variants of the NEH procedure for flow shop scheduling using genetic programming

We use genetic programming to find variants of the well-known Nawaz, En-score and Ham (NEH) heuristic for the permutation flow shop problem. Each variant uses a different ranking function to prioritize operations during schedule construction. We have tested our ideas on problems where jobs have release times, due dates, and weights and have considered five objective functions: makespan, sum of tardiness, sum of weighted tardiness, sum of completion times and sum of weighted completion times. The implemented genetic programming system has been carefully tuned and used to generate one variant of NEH for each objective function. The new NEHs, obtained with genetic programming, have been compared with the original NEH and randomized NEH versions on a large set of benchmark problems. Our results indicate that the NEH variants discovered by genetic programming are superior to the original NEH and its stochastic version on most of the problems investigated.     

Asymptotically Optimal Algorithms for Job Shop Scheduling and Packet Routing

We propose asymptotically optimal algorithms for the job shop scheduling and packet routing problems. We propose a fluid relaxation for the job shop scheduling problem in which we replace discrete jobs with the flow of a continuous fluid. We compute an optimal solution of the fluid relaxation in closed form, obtain a lower bound C_max to the job shop scheduling problem, and construct a feasible schedule from the fluid relaxation with objective value at most where the constant in the O( · ) notation is independent of the number of jobs, but it depends on the processing time of the jobs, thus producing an asymptotically optimal schedule as the total number of jobs tends to infinity. If the initially present jobs increase proportionally, then our algorithm produces a schedule with value at most C_max + O(1). For the packet routing problem with fixed paths the previous algorithm applies directly. For the general packet routing problem we propose a linear programming relaxation that provides a lower bound C_max and an asymptotically optimal algorithm that uses the optimal solution of the relaxation with objective value at most Unlike asymptotically optimal algorithms that rely on probabilistic assumptions, our proposed algorithms make no probabilistic assumptions and they are asymptotically optimal for all instances with a large number of jobs (packets). In computational experiments our algorithms produce schedules which are within 1% of optimality even for moderately sized problems.     

A note on parallel-machine due-window assignment

We consider a due-window assignment problem on identical parallel machines, where the jobs have equal processing times and job-dependent earliness-tardiness costs. We would like to determine a ‘due window’ during which the jobs can be completed at no cost and to obtain a job schedule in which the jobs are penalized if they finish before or after the due window. The objective is to minimize the total earliness and tardiness job penalty, plus the cost associated with the size of the due window. We present an algorithm that can solve this problem in O(n³) time, which is an improvement of the O(n⁴) solution procedure developed by Mosheiov and Sarig.     

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.     

Common due window size and location determination in a single machine scheduling problem

We consider a single machine static and deterministic scheduling problem in which jobs have a common due window. Jobs completed within the window incur no penalties, other jobs incur either earliness or tardiness penalties. The objective is to find the optimal size and location of the window as well as an optimal sequence to minimise a cost function based on earliness, tardiness, window size, and window location. We propose an O(n log n) algorithm to solve the problem.     

Scheduling an unbounded batching machine with family jobs and setup times

We consider the problem of scheduling n jobs on an unbounded batching machine that can process any number of jobs belonging to the same family simultaneously in the same batch. All jobs in the same batch complete at the same time. Jobs belonging to different families cannot be processed in the same batch, and setup times are required to switch between batches that process jobs from different families. For a fixed number of families m, we present a generic forward dynamic programming algorithm that solves the problem of minimizing an arbitrary regular cost function in pseudopolynomial time. We also present a polynomial-time backward dynamic programming algorithm with time complexity O (mn(n/m+1) ^m ) for minimizing any additive regular minsum objective function and any incremental regular minmax objective function. The effectiveness of our dynamic programming algorithm is shown by computational experiments based on the scheduling of the heat-treating process in a steel manufacturing plant.     

Λ-Shaped Policies to Schedule Deteriorating Jobs

We study a problem of scheduling deteriorating jobs, i.e. jobs whose processing times are an increasing function of their starting times. We consider the case of a single machine and linear job-independent deterioration. The objective is to minimize the sum of weighted completion times, with weights proportional to the basic processing times. The optimal schedule is shown to be Λ-shaped, i.e. the sequence of the basic processing times has a single local maximum. Moreover, we show that the problem is solved in O(N log N) time. In the last section we test heuristics for the case of general weights.     

Lagrangian relaxation algorithms for real-time hybrid flowshop scheduling with finite intermediate buffers

We investigate the problem of scheduling N jobs on parallel identical machines in J successive stages with finite buffer capacities between consecutive stages in a real-time environment. The objective is to find a schedule that minimizes the sum of weighted completion time of jobs. This problem has proven strongly NP-hard. In this paper, the scheduling problem is formulated as an integer programming model considering buffers as machines with zero processing time. Lagrangian relaxation algorithms are developed combined with a speed-up dynamic programming approach. The complication and time consumption of solving all the subproblems at each iteration in subgradient optimization motivate the development of the surrogate subgradient method, where only one subproblem is minimized at each iteration and an adaptive multiplier update scheme of Lagrangian multipliers is designed. Computational experiments with up to 100 jobs show that the designed surrogate subgradient algorithm provides a better performance as compared to the subgradient algorithm.     

Flowshop scheduling problem to minimize total completion time with random and bounded processing times

The flowshop scheduling problems with n jobs processed on two or three machines, and with two jobs processed on k machines are addressed where jobs have random and bounded processing times. The probability distributions of random processing times are unknown, and only the lower and upper bounds of processing times are given before scheduling. In such cases, there may not exist a unique schedule that remains optimal for all feasible realizations of the processing times, and therefore, a set of schedules has to be considered which dominates all other schedules for the given criterion. We obtain sufficient conditions when transposition of two jobs minimizes total completion time for the cases of two and three machines. The geometrical approach is utilized for flowshop problem with two jobs and k machines.     

Asymmetric Earliness and Tardiness Scheduling with Exponential Processing Times on an Unreliable Machine

We address the problem of processing a set of jobs on a single machine under random due dates with a common distribution. The processing times of the jobs are exponentially distributed random variables with means _i , and the machine is subject to stochastic breakdowns governed by a Poisson process. Each job i is associated with a job-dependent weight w _i . The objective is to schedule the jobs so as to minimize the expected sum of the weighted earliness and tardiness costs of all jobs, which are quadratic functions of the deviations of job completion times from the due dates. We show that the problem is NP-complete. Nevertheless, important optimality properties exist, which can be utilized to develop effective algorithms to solve the problem. Specifically, we prove that, in the case where the weights assigned to both the earliness and tardiness are symmetric, an optimal sequence for the problem must be V-shaped with respect to { _i /w _i }, in the sense that the sequence will first process jobs in a nonincreasing order of { _i /w _i } and then in a nondecreasing order of { _i /w _i }. In the case where asymmetric weights are assigned to the earliness and tardiness costs, the optimal sequence must also be V-shaped with respect to { _i /w _i }, if the due dates are exponentially distributed. Dynamic programming algorithms are proposed which can find the best V-shaped sequences.     

Robust combinatorial optimization with variable cost uncertainty

We present in this paper a new model for robust combinatorial optimization with cost uncertainty that generalizes the classical budgeted uncertainty set. We suppose here that the budget of uncertainty is given by a function of the problem variables, yielding an uncertainty multifunction. The new model is less conservative than the classical model and approximates better Value-at-Risk objective functions, especially for vectors with few non-zero components. An example of budget function is constructed from the probabilistic bounds computed by Bertsimas and Sim. We provide an asymptotically tight bound for the cost reduction obtained with the new model. We turn then to the tractability of the resulting optimization problems. We show that when the budget function is affine, the resulting optimization problems can be solved by solving n+1$n+1$ deterministic problems. We propose combinatorial algorithms to handle problems with more general budget functions. We also adapt existing dynamic programming algorithms to solve faster the robust counterparts of optimization problems, which can be applied both to the traditional budgeted uncertainty model and to our new model. We evaluate numerically the reduction in the price of robustness obtained with the new model on the shortest path problem and on a survivable network design problem.     

Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs

We consider a probabilistic portfolio optimization model including fixed and proportional transaction costs. We derive a deterministic equivalent of the probabilistic model for fat-tailed portfolio returns. We develop a method which finds provably near-optimal solutions in minimal amount of time for industry-sized (up to 2000 assets) problems. To solve the mixed-integer nonlinear programming (MINLP) deterministic formulation equivalent to the stochastic problem, we design a mathematical programming-based warm-start heuristic. The tests show the computational efficiency of the heuristic which is more than an order of magnitude faster than Cplex in finding high-quality solutions.     

An efficient polynomial time approximation scheme for load balancing on uniformly related machines

We consider basic problems of non-preemptive scheduling on uniformly related machines. For a given schedule, defined by a partition of the jobs into m subsets corresponding to the m machines, \(C_i\) denotes the completion time of machine i. Our goal is to find a schedule that minimizes or maximizes \(\sum _{i=1}^m C_i^p\) for a fixed value of p such that \(0 . For \(p>1\) the minimization problem is equivalent to the well-known problem of minimizing the \(\ell _p\) norm of the vector of the completion times of the machines, and for \(0 , the maximization problem is of interest. Our main result is an efficient polynomial time approximation scheme (EPTAS) for each one of these problems. Our schemes use a non-standard application of the so-called shifting technique. We focus on the work (total size of jobs) assigned to each machine and introduce intervals of work that are forbidden. These intervals are defined so that the resulting effect on the goal function is sufficiently small. This allows the partition of the problem into sub-problems (with subsets of machines and jobs) whose solutions are combined into the final solution using dynamic programming. Our results are the first EPTAS’s for this natural class of load balancing problems.     

Competitive Analysis of a Better On-line Algorithm to Minimize Total Completion Time on a Single-machine

We consider the problem of scheduling jobs on-line on a single machine with the objective of minimizing total completion time. We assume that jobs arrive over time and that release dates are known in advance, but not the processing times. The most important result we are given in this paper is the competitive analysis of a new clairvoyant on-line algorithm for this scheduling problem. We are proving that this deterministic semi-online algorithm, called ST-, is -competitive, which beats the existing lower bound for non-clairvoyant online algorithms.     

Minimizing total tardiness in an unrelated parallel-machine scheduling problem

We consider a problem of scheduling n independent jobs on m unrelated parallel machines with the objective of minimizing total tardiness. Processing times of a job on different machines may be different on unrelated parallel-machine scheduling problems. We develop several dominance properties and lower bounds for the problem, and suggest a branch and bound algorithm using them. Results of computational experiments show that the suggested algorithm gives optimal solutions for problems with up to five machines and 20 jobs in a reasonable amount of CPU time.     

Single-machine scheduling with common due-window assignment for deteriorating jobs

In this paper, we consider a single-machine common due-window assignment scheduling problem with deteriorating jobs. Jobs’ processing times are defined by function of their starting times and job-dependent deterioration rates that are related to jobs and are not all equal. The objective is to determine an optimal combination of sequence and common due-window location so as to minimize the weighted sum of earliness, tardiness and due-window location penalties. We propose an O(n² log n) time algorithm to solve the problem and discuss several instances to illustrate it.     

Planning logistics operations in the oil industry

In this paper we apply stochastic programming modelling and solution techniques to planning problems for a consortium of oil companies. A multiperiod supply, transformation and distribution scheduling problem—the Depot and Refinery Optimization Problem (DROP)—is formulated for strategic or tactical level planning of the consortium's activities. This deterministic model is used as a basis for implementing a stochastic programming formulation with uncertainty in the product demands and spot supply costs (DROPS), whose solution process utilizes the deterministic equivalent linear programming problem. We employ our STOCHGEN general purpose stochastic problem generator to ‘recreate’ the decision (scenario) tree for the unfolding future as this deterministic equivalent. To project random demands for oil products at different spatial locations into the future and to generate random fluctuations in their future prices/costs a stochastic input data simulator is developed and calibrated to historical industry data. The models are written in the modelling language XPRESS-MP and solved by the XPRESS suite of linear programming solvers. From the viewpoint of implementation of large-scale stochastic programming models this study involves decisions in both space and time and careful revision of the original deterministic formulation. The first part of the paper treats the specification, generation and solution of the deterministic DROP model. The stochastic version of the model (DROPS) and its implementation are studied in detail in the second part and a number of related research questions and implications discussed.     

Exact algorithms for the chance-constrained vehicle routing problem

We study the chance-constrained vehicle routing problem (CCVRP), a version of the vehicle routing problem (VRP) with stochastic demands, where a limit is imposed on the probability that each vehicle’s capacity is exceeded. A distinguishing feature of our proposed methodologies is that they allow correlation between random demands, whereas nearly all existing exact methods for the VRP with stochastic demands require independent demands. We first study an edge-based formulation for the CCVRP, in particular addressing the challenge of how to determine a lower bound on the number of vehicles required to serve a subset of customers. We then investigate the use of a branch-and-cut-and-price (BCP) algorithm. While BCP algorithms have been considered the state of the art in solving the deterministic VRP, few attempts have been made to extend this framework to the VRP with stochastic demands. In contrast to the deterministic VRP, we find that the pricing problem for the CCVRP problem is strongly \(\mathcal {NP}\)-hard, even when the routes being priced are allowed to have cycles. We therefore propose a further relaxation of the routes that enables pricing via dynamic programming. We also demonstrate how our proposed methodologies can be adapted to solve a distributionally robust CCVRP problem. Numerical results indicate that the proposed methods can solve instances of CCVRP having up to 55 vertices.     

Two-stage workforce planning under demand fluctuations and uncertainty

We address a multi-category workforce planning problem for functional areas located at different service centres, each having office-space and recruitment capacity constraints, and facing fluctuating and uncertain workforce demand. A deterministic model is initially developed to deal with workforce fluctuations based on an expected demand profile over the horizon. To hedge against the demand uncertainty, we also propose a two-stage stochastic program, in which the first stage makes personnel recruiting and allocation decisions, while the second stage reassigns workforce demand among all units. A Benders’ decomposition-based algorithm is designed to solve this two-stage stochastic mixed-integer program. Computational results based on some practical numerical experiments are presented to provide insights on applying the deterministic versus the stochastic programming approach, and to demonstrate the efficacy of the proposed algorithm as compared with directly solving the model using its deterministic equivalent.