A hybrid genetic algorithm for an identical parallel-machine problem with maintenance activity

The scheduling of maintenance activities has been extensively studied, with most studies focusing on single-machine problems. In real-world applications, however, multiple machines or assembly lines process numerous jobs simultaneously. In this paper, we study a parallel-machine scheduling problem in which the objective is to minimize the total tardiness given that there is a maintenance activity on each machine. We develop a branch-and-bound algorithm to solve the problem with a small problem size. In addition, we propose a hybrid genetic algorithm to obtain the approximate solutions when the number of jobs is large. The performance of the proposed algorithms is evaluated based mainly on computational results.     

Scheduling preemptive open shops to minimize total tardiness

This article considers the problem of scheduling preemptive open shops to minimize total tardiness. The problem is known to be NP-hard. An efficient constructive heuristic is developed for solving large-sized problems. A branch-and-bound algorithm that incorporates a lower bound scheme based on the solution of an assignment problem as well as various dominance rules are presented for solving medium-sized problems. Computational results for the 2-machine case are reported. The branch-and-bound algorithm can handle problems of up to 30 jobs in size within a reasonable amount of time. The solution obtained by the heuristic has an average deviation of less than 2% from the optimal value, while the initial lower bound has an average deviation of less than 11% from the optimal value. Moreover, the heuristic finds approved optimal solutions for over 65% of the problems actually solved.     

A branch-and-bound algorithm for three-machine flowshop scheduling problem to minimize total completion time with separate setup times

In this paper, we address the three-machine flowshop scheduling problem. Setup times are considered separate from processing times, and the objective is to minimize total completion time. We show that the three-site distributed database scheduling problem can be modeled as a three-machine flowshop scheduling problem. A lower bound is developed and a dominance relation is established. Moreover, an upper bound is developed by using a three-phase hybrid heuristic algorithm. Furthermore, a branch-and-bound algorithm, incorporating the developed lower bound, dominance relation, and the upper bound is presented. Computational analysis on randomly generated problems is conducted to evaluate the lower and upper bounds, the dominance relation, and the branch-and-bound algorithm. The analysis shows the efficiency of the upper bound, and, hence, it can be used for larger size problems as a heuristic algorithm.     

Methods for routing with time windows

Consider a set of trips where each trip is specified a priori by a place of origin, a destination, a duration, a cost and a time interval within which the trip must begin. The trips may include visits to one or more specific points. Our problem is to determine the number of vehicles required together with their routes and schedules, so that each trip begins within his given time interval, while the fixed costs related to the number of vehicles, and the travel costs between trips are minimized. The problem is a generalization of the m-travelling salesman problem.We compare numerical results for 3 algorithms developed by our research team:

• 1.(1) Column generation on a set partitioning problem solved by simplex and branch-and-bound; columns are generated by a shortest path algorithm with time constraints on the nodes.
• 2.(2) Adaptation of the Carpaneto-Toth algorithm for the asymmetric travelling salesman problem: solution of network problems by relaxing scheduling constraints, and branch-and-bound on flow variables.
• 3.(3) Solution of network problems by relaxing scheduling constraints and branch-and-bound based on dividing the time windows.

     

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 total weighted late work in the resource-constrained project scheduling problem

This paper deals with resource-constrained project scheduling problem under the weighted late work criterion. Late work objective functions estimate the quality of a schedule based on durations of late parts of activities, not taking into account the amount of delay for fully late activities. It is assume that a project contains activities interrelated by finish-to-start type precedence relations with time lag of zero, which require one or more constrained renewable resources. The objective is to schedule each activity such that the total weighted late work is minimized. The problem has been formulated using a linear integer programming model and solved by the CPLEX. Also, a set of priority rules have been designed to quickly generate a set of initial solutions. In order to solve the problem optimally, a depth-first branch-and-bound algorithm is applied based on idea of minimal delaying alternatives. The branching order of nodes that belong to the same level of the search tree is determined on the basis of the developed priority rules. This results in generation six different versions of the branch-and-bound algorithm. Computational results on randomly generated problem sets are provided to analyze the efficiency of the priority rules and the branch-and-bound algorithm.     

A Branch-and-Bound Approach for a Two-machine Flowshop Scheduling Problem

In this paper, we present a branch-and-bound approach for solving a two-machine flow shop scheduling problem, in which the objective is to minimize a weighted combination of job flowtime and schedule makespan. Experimental results show that the algorithm works very well for certain special cases and moderately well for others. In fact, it is able to produce optimal schedules for 500-job problems in which the second machine dominates the first machine. It is also shown that the algorithm developed to provide an upper bound for the branch-and-bound is optimal when processing times for jobs are the same on both machines. The primary reason for developing the branch-and-bound approach is that its results can be used to guide other heuristic techniques, such as simulated annealing, tabu search and genetic algorithms, in their search for optimal solutions for larger problems.     

A three-machine permutation flow-shop problem with minimum makespan on the second machine

In this paper, we consider a three-machine permutation flow-shop scheduling problem where the criterion is to minimize the total completion time without idle times subject to the minimum makespan on the second machine. This problem is NP-hard while each of the objective functions alone can be optimized in polynomial time. We develop a branch-and-bound algorithm with effective branching rules and dominance properties which help to reduce the search space. By our computational experiments, the branch-and-bound algorithm is comparable to a recent mixed integer programming solver and, for some kinds of problem instances, the branch-and-bound algorithm outperforms the solver. On the other hand, the computational result would indicate that the hierarchical scheduling problems are essentially hard in both theoretical and computational points of view.     

Hybrid flowshop scheduling with machine and resource-dependent processing times

Most of research in production scheduling is concerned with the optimization of a single criterion. However the analysis of the performance of a schedule often involves more than one aspect and therefore requires a multi-objective treatment. In this research, with combination of two multiple objective decision-making methods, min–max and weighted techniques, a new solution presentation method and a robust hybrid metaheuristic, we solved sequence-dependent setup time hybrid flowshop scheduling problems. In this paper for reflecting real-world situation adequately, we assume the processing time of each job depends on the speed of machine and amount of resource allocated to each machine at the stage which is processed on it. In formulation of min–max type, the decision-maker can have the flexibility of mixed use of weights and distance parameter in expressing desired improvement on produced Pareto optimal solutions. To minimize makespan and total resource allocation costs, the proposed hybrid approach is robust, fast, and simply structured, and comprises two components: genetic algorithm and a variable neighborhood search. The comparison shows the proposal to be very efficient for different structure instances.     

带交易费用的离散多因素投资组合最优化(英文)

研究带有凹的交易费函数的离散多因素投资组合模型.与传统的投资组合模型不同的是,该模型中投资组合的决策变量是交易手数(整数),其最优化模型是一个非线性整数规划问题.为此本文提出了一个基于拉格朗日松弛和连续松弛的混合分枝定界算法,为测试算法的有效性,我们分别采用美国股票市场真实数据和随机产生的数据,数值结果表明该算法是有效的.     

Multi-depot vehicle scheduling problems with time windows and waiting costs

The multi-depot vehicle scheduling problem with time windows (MDVSPTW) consists of scheduling a fleet of vehicles to cover a set of tasks at minimum cost. Each task is restricted to begin within a prescribed time interval and vehicles are supplied by different depots. The problem is formulated as an integer nonlinear multi-commodity network flow model with time variables and is solved using a column generation approach embedded in a branch-and-bound framework. This paper breaks new ground by considering costs on exact waiting times between two consecutive tasks instead of minimal waiting times. This new and more realistic cost structure gives rise to a nonlinear objective function in the model. Optimal and heuristic versions of the algorithm have been extensively tested on randomly generated urban bus scheduling problem (UBSP) and freight transport scheduling problem (FTSP). The results show that such a general solution methodology outperforms specialized algorithms when minimal waiting costs are used, and can efficiently treat the case with exact waiting costs.     

Integrating SQP and Branch-and-Bound for Mixed Integer Nonlinear Programming

This paper considers the solution of Mixed Integer Nonlinear Programming (MINLP) problems. Classical methods for the solution of MINLP problems decompose the problem by separating the nonlinear part from the integer part. This approach is largely due to the existence of packaged software for solving Nonlinear Programming (NLP) and Mixed Integer Linear Programming problems.In contrast, an integrated approach to solving MINLP problems is considered here. This new algorithm is based on branch-and-bound, but does not require the NLP problem at each node to be solved to optimality. Instead, branching is allowed after each iteration of the NLP solver. In this way, the nonlinear part of the MINLP problem is solved whilst searching the tree. The nonlinear solver that is considered in this paper is a Sequential Quadratic Programming solver.A numerical comparison of the new method with nonlinear branch-and-bound is presented and a factor of up to 3 improvement over branch-and-bound is observed.     

Optimal solutions for unrelated parallel machines scheduling problems using convex quadratic reformulations

In this work, we take advantage of the powerful quadratic programming theory to obtain optimal solutions of scheduling problems. We apply a methodology that starts, in contrast to more classical approaches, by formulating three unrelated parallel machine scheduling problems as 0–1 quadratic programs under linear constraints. By construction, these quadratic programs are non-convex. Therefore, before submitting them to a branch-and-bound procedure, we reformulate them in such a way that we can ensure convexity and a high-quality continuous lower bound. Experimental results show that this methodology is interesting by obtaining the best results in literature for two of the three studied scheduling 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.     

离散单因素投资组合模型的对偶算法

本文研究金融优化中的离散单因素投资组合问题,该问题与传统投资组合模型的不同之处是决策变量为整数(交易手数),从而导致要求解一个二次整数规划问题．针对该模型的可分离性结构,我们提出了一种基于拉格朗日对偶和连续松弛的分枝定界算法。我们分别用美国股票市场的交易数据和随机产生的数据对算法进行了测试．数值结果表明该算法是有效的,可以求解多达150个风险证券的离散投资组合问题．     

Fast and effective algorithms for the liquid crystal display module (LCM) scheduling problem with sequence-dependent setup time

The liquid crystal display module scheduling problem (LCMSP) is a variation of the classical parallel machines scheduling problem, which has many real-world applications, particular, in the thin film transistor liquid crystal display (TFT-LCD) manufacturing industry. In this paper, we present a case study on the LCMSP, which is taken from a final liquid crystal display module (LCM) shop floor in a TFT-LCD industry. For the case we investigated, the jobs are clustered by their product types and the machine setup time is sequentially dependent on the product types of the jobs processed on the machine. In LCMSP, the objective is to maximize the total profit subject to fulfilling contracted quantities without violating the due date and machine capacity restrictions. The LCMSP can be modelled as a multi-level optimization problem. The sub-problem of LCMSP can be transformed into the vehicle routing problem with time window (VRPTW). One can therefore solve the LCMSP efficiently using existing VRPTW algorithms. We present two new algorithms based on the savings algorithms with some modifications to accommodate the LCMSP. Based on the characteristics of the LCM process, a set of test problems is generated covering most of the real-world applications for test purposes. Computational results and performance comparisons show that the proposed algorithms solved the LCMSP efficiently and near-optimally.     

Application of an optimization problem in Max-Plus algebra to scheduling problems

The problem tackled in this paper deals with products of a finite number of triangular matrices in Max-Plus algebra, and more precisely with an optimization problem related to the product order. We propose a polynomial time optimization algorithm for 2×2 matrices products. We show that the problem under consideration generalizes numerous scheduling problems, like single machine problems or two-machine flow shop problems. Then, we show that for 3×3 matrices, the problem is NP-hard and we propose a branch-and-bound algorithm, lower bounds and upper bounds to solve it. We show that an important number of results in the literature can be obtained by solving the presented problem, which is a generalization of single machine problems, two- and three-machine flow shop scheduling problems. The branch-and-bound algorithm is tested in the general case and for a particular case and some computational experiments are presented and discussed.     

Scheduling in bicriteria single machine systems with past-sequence-dependent setup times and learning effects

Scheduling with setup times and learning plays a crucial role in today's manufacturing and service environments where scheduling decisions are made with respect to multiple performance criteria rather than a single criterion. In this paper, we address a bicriteria single machine scheduling problem with job-dependent past-sequence-dependent setup times and job-dependent position-based learning effects. The setup time and actual processing time of a job are respectively unique functions of the actual processing times of the already processed jobs and the position of the job in a schedule. The objective is to derive the schedule that minimizes a linear composite function of a pair of performance criteria consisting of the makespan, the total completion time, the total lateness, the total absolute differences in completion times, and the sum of earliness, tardiness, and common due date penalty. We show that the resulting problems cannot be solved in polynomial time; thus, branch-and-bound (B&B) methods are proposed to obtain the optimal schedules. Our computational results demonstrate that the B&B can solve instances of various size problems with attractive times.     

An efficient solution approach for real-world driver scheduling problems in urban bus transportation

The driver scheduling problem in public transportation is defined in the following way. There is a set of operational tasks, and the goal is to define the sequence of these tasks as shifts in such a way that every task must be assigned to a shift without overlapping. In real-world situations several additional constraints need to be considered, which makes large practical problems challenging to be solved efficiently. In practice it is also an important request with respect to a public transportation scheduling system to offer several versions of quasi-optimal solutions. In this paper we present an efficient driver scheduling solution methodology which is flexible in the above sense.     

Optimal operating strategy for a long-haul liner service route

This paper proposes an optimal operating strategy problem arising in liner shipping industry that aims to determine service frequency, containership fleet deployment plan, and sailing speed for a long-haul liner service route. The problem is formulated as a mixed-integer nonlinear programming model that cannot be solved efficiently by the existing solution algorithms. In view of some unique characteristics of the liner shipping operations, this paper proposes an efficient and exact branch-and-bound based ε-optimal algorithm. In particular, a mixed-integer nonlinear model is first developed for a given service frequency and ship type; two linearization techniques are subsequently presented to approximate this model with a mixed-integer linear program; and the branch-and-bound approach controls the approximation error below a specified tolerance. This paper further demonstrates that the branch-and-bound based ε-optimal algorithm obtains a globally optimal solution with the predetermined relative optimality tolerance ε in a finite number of iterations. The case study based on an existing long-haul liner service route shows the effectiveness and efficiency of the proposed solution method.