Proactive policies for the stochastic resource-constrained project scheduling problem

The resource-constrained project scheduling problem involves the determination of a schedule of the project activities, satisfying the precedence and resource constraints while minimizing the project duration. In practice, activity durations may be subject to variability. We propose a stochastic methodology for the determination of a project execution policy and a vector of predictive activity starting times with the objective of minimizing a cost function that consists of the weighted expected activity starting time deviations and the penalties or bonuses associated with late or early project completion. In a computational experiment, we show that our procedure greatly outperforms existing algorithms described in the literature.     

The stochastic economic lot scheduling problem: A survey

The present literature survey focuses on the stochastic economic lot scheduling problem (SELSP). The SELSP deals with the make-to-stock production of multiple standardized products on a single machine with limited capacity under random demands, possibly random setup times and possibly random production times. The main task of a production manager in this setting is the construction of a production plan for the machine. Based on the critical elements of such a production plan, we present a classification and extensive overview of the research on the SELSP together with an indication of open research areas. By doing so, we intend to stimulate the discussion on the important problems concerning the SELSP both from a theoretical and a practical point of view.     

Single machine stochastic JIT scheduling problem subject to machine breakdowns

In this paper we research the single machine stochastic JIT scheduling problem subject to the machine breakdowns for preemptive-resume and preemptive-repeat.The objective function of the problem is the sum of squared deviations of the job-expected completion times from the due date.For preemptive-resume,we show that the optimal sequence of the SSDE problem is V-shaped with respect to expected processing times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.We discuss the difference between the SSDE problem and the ESSD problem and show that the optimal solution of the SSDE problem is a good approximate optimal solution of the ESSD problem,and the optimal solution of the SSDE problem is an optimal solution of the ESSD problem under some conditions.For preemptive-repeat,the stochastic JIT scheduling problem has not been solved since the variances of the completion times cannot be computed.We replace the ESSD problem by the SSDE problem.We show that the optimal sequence of the SSDE problem is V-shaped with respect to the expected occupying times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.A new thought is advanced for the research of the preemptive-repeat stochastic JIT scheduling problem.     

Stochastic programming approaches to stochastic scheduling

Practical scheduling problems typically require decisions without full information about the outcomes of those decisions. Yields, resource availability, performance, demand, costs, and revenues may all vary. Incorporating these quantities into stochastic scheduling models often produces diffculties in analysis that may be addressed in a variety of ways. In this paper, we present results based on stochastic programming approaches to the hierarchy of decisions in typical stochastic scheduling situations. Our unifying framework allows us to treat all aspects of a decision in a similar framework. We show how views from different levels enable approximations that can overcome nonconvexities and duality gaps that appear in deterministic formulations. In particular, we show that the stochastic program structure leads to a vanishing Lagrangian duality gap in stochastic integer programs as the number of scenarios increases.This author's work was supported in part by the National Science Foundation under Grants ECS 88-15101, ECS 92-16819, and SES 92-11937.This author's work was supported in part by the Natural Sciences and Engineering Research Council of Canada under Grant A-5489 and by the UK Engineering and Physical Sciences Research Council under Grants J90855 and K17897.     

A railway scheduling problem

It is discussed hown railway routes arriving regularly at some station should be scheduled to minimize the maximum waiting time for passengers changing trains.

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Zusammenfassung In der Arbeit wird untersucht, wie man fürn Eisenbahnlinien, die in regelmä\igen Abständen in einem Bahnhof eintreffen, die optimale Reihenfolge erhält, so da\ die maximale Wartezeit für die Reisenden, die in den Zug einer anderen Linie umsteigen wollen, minimiert wird.

     

On the evaluation of fixed permutations as strategies in stochastic scheduling

A general model is proposed for the stochastic version of the single-machine allocation problem. Sufficient conditions are given to ensure that there is an optimal strategy given by a fixed permutation of the job set. Additional results are given for an important special case of the general model involving simple jobs. The paper concludes with material concerning the evaluation of fixed permutations as strategies under conditions more general than the sufficient conditions mentioned above.     

A new MIP model for mine equipment scheduling by minimizing maintenance cost

Mining investment has been recognized as capital intensive due mainly to the cost of large equipment. Equipment capital costs for a given operation are usually within the order of hundreds of million dollars but may reach to billion dollars for large companies operating multiple mines. Such large investments require the optimum usage of equipment in a manner that the operating costs are minimized and the utilization of equipment is maximized through optimal scheduling. This optimum usage is required to ensure that the business remains sustainable and financially stable. Most mining operations utilize trucks to haul the mined material. Maintenance is one of the major operating cost items for these fleets as it can reach approximately one hundred million dollars yearly. There is no method or application in the literature that optimizes the utilization for truck fleet over the life of mine. A new approach based on mixed integer programming (MIP) techniques is used for annually scheduling a fixed fleet of mining trucks in a given operation, over a multi-year time horizon to minimize maintenance cost. The model uses the truck age (total hours of usage), maintenance cost and required operating hours to achieve annual production targets to produce an optimum truck schedule. While this paper focuses on scheduling trucks for mining operation, concept can be used in most businesses using equipment with significant maintenance costs. A case study for a large scale gold mine showed an annual discounted (10% rate) maintenance cost saving of over $2M and more than 16% ($21M) of overall maintenance cost reduction over 10 years of mine life, compared with the spreadsheet based approach used currently at the operation.     

Admission policies for the customized stochastic lot scheduling problem with strict due-dates

This papers considers admission control and scheduling of customer orders in a production system that produces different items on a single machine. Customer orders drive the production and belong to product families, and have family dependent due-date, size, and reward. When production changes from one family to another a setup time is incurred. Moreover, if an order cannot be accepted, it is considered lost upon arrival. The problem is to find a policy that accepts/rejects and schedules orders such that long run profit is maximized. This problem finds its motivation in batch industries in which suppliers have to realize high machine utilization while delivery times should be short and reliable and the production environment is subject to long setup times.We model the joint admission control/scheduling problem as a Markov decision process (MDP) to gain insight into the optimal control of the production system and use the MDP to benchmark the performance of a simple heuristic acceptance/scheduling policy. Numerical results show that the heuristic performs very well compared with the optimal policy for a wide range of parameter settings, including product family asymmetries in arrival rate, order size, and order reward.     

A heuristic algorithm for the hospital health examination scheduling problem

This study considers the problem of health examination scheduling. Depending on their gender, age, and special requirements, health examinees select one of the health examination packages offered by a health examination center. The health examination center must schedule all the examinees, working to minimize examinee/doctor waiting time and respect time and resource constraints, while also taking other limitations, such as the sequence and continuity of the examination procedures, into consideration. The Binary integer programming (BIP) model is one popular way to solve this health examination scheduling problem. However, as the number of examinees and health examination procedures increase, solving BIP models becomes more and more difficult, if not impossible. This study proposes health examination scheduling algorithm (HESA), a heuristic algorithm designed to solve the health examination scheduling problem efficiently and effectively. HESA has two primary objectives: minimizing examinee waiting time and minimizing doctor waiting time. To minimize examinee waiting time, HESA schedules the various parts of each examinee’s checkup for times when the examinee is available, taking the sequence of the examination procedures and the availability of the resources required into account. To minimize doctor waiting time, HESA focuses on doctors instead of examinees, assigning waiting examinees to a doctor as soon as one becomes available. Both complexity analysis and computational analyses have shown that HESA is very efficient in solving the health examination scheduling problem. In addition to the theoretical results, the results of HESA’s application to the concrete health examination scheduling problems of two large hospitals in Taiwan are also reported.     

On the optimality of static policy in stochastic open shop

Consider n jobs and two machines. Each job has to be processed on both machines. The order in which it is dome is immaterial. However, the decision maker has to decide in advance which jobs will be processes first on machine 1 (2). We assume that processing times on each machine are identically exponentially distributed random variables. We prove that assigning equal number of jobs to be first processed by machine 1 (2) stochastically minimizes the makespan.     

A branch-and-bound algorithm for the resource-constrained project scheduling problem

We describe a time-oriented branch-and-bound algorithm for the resource-constrained project scheduling problem which explores the set of active schedules by enumerating possible activity start times. The algorithm uses constraint-propagation techniques that exploit the temporal and resource constraints of the problem in order to reduce the search space. Computational experiments with large, systematically generated benchmark test sets, ranging in size from thirty to one hundred and twenty activities per problem instance, show that the algorithm scales well and is competitive with other exact solution approaches. The computational results show that the most difficult problems occur when scarce resource supply and the structure of the resource demand cause a problem to be highly disjunctive.     

A multi-stage stochastic programming approach in master production scheduling

Master Production Schedules (MPS) are widely used in industry, especially within Enterprise Resource Planning (ERP) software. The classical approach for generating MPS assumes infinite capacity, fixed processing times, and a single scenario for demand forecasts. In this paper, we question these assumptions and consider a problem with finite capacity, controllable processing times, and several demand scenarios instead of just one. We use a multi-stage stochastic programming approach in order to come up with the maximum expected profit given the demand scenarios. Controllable processing times enlarge the solution space so that the limited capacity of production resources are utilized more effectively. We propose an effective formulation that enables an extensive computational study. Our computational results clearly indicate that instead of relying on relatively simple heuristic methods, multi-stage stochastic programming can be used effectively to solve MPS problems, and that controllability increases the performance of multi-stage solutions.     

A school bus scheduling problem

This paper introduces a school bus scheduling problem wherein trips for each school are given. A trip consists of a sequence of bus stops and their designated school. Each school has its fixed time window within which trips should be completed. A school bus can serve multiple trips for multiple schools. The school bus scheduling problem seeks to optimize bus schedules to serve all the given trips considering the school time windows. We first model the problem as a vehicle routing problem with time windows (VRPTW) by treating a trip as a virtual stop. Two assignment problem based exact approaches are then proposed for special cases and a heuristic algorithm is proposed for more general cases. Benchmark problems and computational experiments are presented. Computational experiments show the effectiveness of the proposed approaches.     

A proactive approach for simultaneous berth and quay crane scheduling problem with stochastic arrival and handling time

For a container terminal system, efficient berth and quay crane (QC) schedules have great impact on the improvement of both operation efficiency and customer satisfaction. In this paper we address berth and quay crane scheduling problems in a simultaneous way, with uncertainties of vessel arrival time and container handling time. The berths are of discrete type and vessels arrive dynamically with different service priorities. QCs are allowed to move to other berths before finishing processing on currently assigned vessels, adding more flexibility to the terminal system. A mixed integer programming model is proposed, and a simulation based Genetic Algorithm (GA) search procedure is applied to generate robust berth and QC schedule proactively. Computational experiment shows the satisfied performance of our developed algorithm under uncertainty.     

An exact algorithm for minimizing resource availability costs in project scheduling

A new exact algorithm that solves the Resource Availability Cost Problem (RACP) in project scheduling is shown to yield a significant improvement over the existing algorithm in the literature. The new algorithm consists of a hybrid method where an initial feasible solution is found heuristically. The branching scheme solves a Resource-Constrained Project Scheduling Problem (RCPSP) at each node where the resources of the RACP are fixed. The knowledge of previously solved RCPSPs is used to produce cuts in the search tree. A worst-case-performance theorem is established for this new algorithm. Experiments are performed on instances adapted from the PSPLIB database. The new algorithm can be used to minimize any resource availability cost problem once a procedure for the underlying resource-constrained problem is available.     

Comments on “A note on minimizing maximum lateness in an m-machine scheduling problem with a learning effect”

The purpose of this paper is to point out that if there are some machines that do not process any job then the mathematical programming model provided by Eren [T. Eren, A note on minimizing maximum lateness in an m-machine scheduling problem with a learning effect, Applied Mathematics and Computation 209 (2009) 186-190] may not be a valid one. A simple way to fix this problem is given. Furthermore, based on the idea of Eren’s model, a general mathematical programming model is proposed.     

Optimal policies in stochastic shop scheduling

In this paper a survey is presented of some of the recent results in stochastic open shop, flow shop and job shop scheduling. The distributions of the processing times of the jobs are known in advance, but the actual processing times are not known in advance. The jobs may have due dates. Optimal preemptive and nonpreemptive policies are determined for the minimization of various objective functions, such as the expected makespan, the expected flow time and the expected number of late jobs. The effect of various degrees of dependence between the processing times of any given job on the various machines is investigated. Under given conditions bounds are obtained for the expected makespan in the different models.Partially supported by the National Science Foundation (NSF), under grant ECS-8115344 with the Georgia Institute of Technology.     

An acyclic days-off scheduling problem

This paper studies the days off scheduling problem when the demand for staffing fluctuates from day to another and when the number of total workdays is fixed in advance for each employee. The scheduling problem is then to allocate rests to employees with different days off policies: (1) two or three consecutive days off for each employee per week and (2) at least three consecutive days off for each employee per month. For each one, we propose a polynomial time algorithm to construct a solution if it exists. Received: April 2005 / Revised version: October 2005 AMS classification: 60K25, 60K30     

非同类机极小化最大完工时间的保密排序问题

提出并研究了一类非同类机的极小化最大完工时间的保密排序问题Rm||Cmax.该问题的模型参数分为若干组,每个组都由一个不愿意共享或公开自己数据的单位所拥有.基于随机矩阵变换构造了一个不泄露私有数据且与原问题等价的安全规划模型,求解该安全模型可以获得问题的最优解,而且各单位的隐私数据仍然保持不被泄露.     

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.