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.     

Single-machine scheduling against due dates with past-sequence-dependent setup times

Recently Koulamas and Kyparisis [Koulamas, C., Kyparisis, G.J., in press. Single-machine scheduling with past-sequence-dependent setup times. European Journal of Operational Research] introduced past-sequence-dependent setup times to scheduling problems. This means that the setup time of a job is proportionate to the sum of processing times of the jobs already scheduled. Koulamas and Kyparisis [Koulamas, C., Kyparisis, G.J., in press. Single-machine scheduling with past-sequence-dependent setup times. European Journal of Operational Research] were able to show for a number of single-machine scheduling problems with completion time goals that they remain polynomially solvable. In this paper we extend the analysis to problems with due dates. We demonstrated that some problems remain polynomially solvable. However, for some other problems well-known polynomially solution approaches do not guarantee optimality any longer. Consequently we concentrated on finding polynomially solvable special cases.     

A specialized branch & bound & cut for Single-Allocation Ordered Median Hub Location problems

The Single-Allocation Ordered Median Hub Location problem is a recent hub model introduced by Puerto et al. (2011) [32] that provides a unifying analysis of the class of hub location models. Indeed, considering ordered objective functions in hub location models is a powerful tool in modeling classic and alternative location paradigms, that can be applied with success to a large variety of problems providing new distribution patterns induced by the different users’ roles within the supply chain network. In this paper, we present a new formulation for the Single-Allocation Ordered Median Hub Location problem and a branch-and-bound-and-cut (B&B&Cut) based algorithm to solve optimally this model. A simple illustrative example is discussed to demonstrate the technique, and then a battery of test problems with data taken from the AP library are solved. The paper concludes that the proposed B&B&Cut approach performs well for small to medium sized problems.     

The single machine batching problem with identical family setup times to minimize maximum lateness is strongly NP-hard

In this paper, we consider the single machine batching problem with family setup times to minimize maximum lateness. Recently, Cheng et al. [T.C.E. Cheng, C.T. Ng, J.J. Yuan, The single machine batching problem with family setup times to minimize maximum lateness is strongly NP-hard, Journal of Scheduling 6 (2003) 483–490] proved that this problem is strongly NP-hard. This answers a long-standing open problem posed by J. Bruno and P. Downey [Complexity of task sequencing with deadlines, setup times and changeover costs, SIAM Journal on Computing 7 (1978) 393–404]. By a modification of the proof in Cheng et al. (2003), we show that this problem is still strongly NP-hard when the family setup times are identical.     

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.     

Discrete and geometric Branch and Bound algorithms for?medical image registration

Aiming at the development of an exact solution method for registration problems, we present two different Branch & Bound algorithms for a mixed integer programming formulation of the problem. The first B&B algorithm branches on binary assignment variables and makes use of an optimality condition that is derived from a graph matching formulation. The second, geometric B&B algorithm applies a geometric branching strategy on continuous transformation variables. The two approaches are compared for synthetic test examples as well as for 2-dimensional medical data. The results show that medium sized problem instances can be solved to global optimality in a reasonable amount of time.     

The multi-item capacitated lot-sizing problem with setup times and shortage costs

We address a multi-item capacitated lot-sizing problem with setup times and shortage costs that arises in real-world production planning problems. Demand cannot be backlogged, but can be totally or partially lost. The problem is NP-hard. A mixed integer mathematical formulation is presented. Our approach in this paper is to propose some classes of valid inequalities based on a generalization of Miller et al. [A.J. Miller, G.L. Nemhauser, M.W.P. Savelsbergh, On the polyhedral structure of a multi-item production planning model with setup times, Mathematical Programming 94 (2003) 375–405] and Marchand and Wolsey [H. Marchand, L.A. Wolsey, The 0–1 knapsack problem with a single continuous variable, Mathematical Programming 85 (1999) 15–33] results. We also describe fast combinatorial separation algorithms for these new inequalities. We use them in a branch-and-cut framework to solve the problem. Some experimental results showing the effectiveness of the approach are reported.     

On parallel Branch and Bound frameworks for Global Optimization

Branch and Bound (B&B) algorithms are known to exhibit an irregularity of the search tree. Therefore, developing a parallel approach for this kind of algorithms is a challenge. The efficiency of a B&B algorithm depends on the chosen Branching, Bounding, Selection, Rejection, and Termination rules. The question we investigate is how the chosen platform consisting of programming language, used libraries, or skeletons influences programming effort and algorithm performance. Selection rule and data management structures are usually hidden to programmers for frameworks with a high level of abstraction, as well as the load balancing strategy, when the algorithm is run in parallel. We investigate the question by implementing a multidimensional Global Optimization B&B algorithm with the help of three frameworks with a different level of abstraction (from more to less): Bobpp, Threading Building Blocks (TBB), and a customized Pthread implementation. The following has been found. The Bobpp implementation is easy to code, but exhibits the poorest scalability. On the contrast, the TBB and Pthread implementations scale almost linearly on the used platform. The TBB approach shows a slightly better productivity.     

Some new perspectives for solving 0–1 integer programming problems using Balas method

Computational Management Science - Egon Balas’s additive algorithm, also known as implicit enumeration, is a technique that uses a branch-and-bound (B&B) approach to finding optimal...     

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.      

Scheduling linear deteriorating jobs to minimize the number of tardy jobs

In this paper a problem of scheduling a single machine under linear deterioration which aims at minimizing the number of tardy jobs is considered. According to our assumption, processing time of each job is dependent on its starting time based on a linear function where all the jobs have the same deterioration rate. It is proved that the problem is NP-hard; hence a branch and bound procedure and a heuristic algorithm with O(n ²) is proposed where the heuristic one is utilized for obtaining the upper bound of the B&B procedure. Computational results for 1,800 sample problems demonstrate that the B&B method can solve problems with 28 jobs quickly and in some other groups larger problems are also solved. Generally, B&B method can optimally solve 85% of the samples which shows high performance of the proposed method. Also it is shown that the average value of the ratio of optimal solution to the heuristic algorithm result with the objective ??(1 ? Ui) is at most 1.11 which is more efficient in comparison to other proposed algorithms in related studies in the literature.     

A survey of scheduling problems with setup times or costs

The first comprehensive survey paper on scheduling problems with separate setup times or costs was conducted by [Allahverdi, A., Gupta, J.N.D., Aldowaisan, T., 1999. A review of scheduling research involving setup considerations. OMEGA The International Journal of Management Sciences 27, 219–239], who reviewed the literature since the mid-1960s. Since the appearance of that survey paper, there has been an increasing interest in scheduling problems with setup times (costs) with an average of more than 40 papers per year being added to the literature. The objective of this paper is to provide an extensive review of the scheduling literature on models with setup times (costs) from then to date covering more than 300 papers. Given that so many papers have appeared in a short time, there are cases where different researchers addressed the same problem independently, and sometimes by using even the same technique, e.g., genetic algorithm. Throughout the paper we identify such areas where independently developed techniques need to be compared. The paper classifies scheduling problems into those with batching and non-batching considerations, and with sequence-independent and sequence-dependent setup times. It further categorizes the literature according to shop environments, including single-machine, parallel machines, flow shop, no-wait flow shop, flexible flow shop, job shop, open shop, and others.     

On estimating workload in interval branch-and-bound global optimization algorithms

In general, solving Global Optimization (GO) problems by Branch-and-Bound (B&B) requires a huge computational capacity. Parallel execution is used to speed up the computing time. As in this type of algorithms, the foreseen computational workload (number of nodes in the B&B tree) changes dynamically during the execution, the load balancing and the decision on additional processors is complicated. We use the term left-over to represent the number of nodes that still have to be evaluated at a certain moment during execution. In this work, we study new methods to estimate the left-over value based on the observed amount of pruning. This provides information about the remaining running time of the algorithm and the required computational resources. We focus on their use for interval B&B GO algorithms.     

A local branching-based algorithm for the quay crane scheduling problem under unidirectional schedules

The quay crane scheduling problem (QCSP) is at the basis of a major logistic process in maritime container terminals: the process of discharging/loading containers from/on berthed vessels. Several groups of containers, laying in one or more stowage portions of a containership, have to be assigned to multiple cranes and discharge/loading operations have to be optimally sequenced, under some complicating constraints imposed by the practical working rules of quay cranes. The QCSP has been the object of a great deal of research work since the last decade and it is focused in this paper, with the aim of consolidating a promising solution approach based upon the combination of specialized branch & bound (B&B) and heuristic algorithms. A cost-effective solution technique that incorporates the local branching method within a refined B&B algorithm is proposed and its effectiveness is assessed by numerical comparisons against the latest algorithm available in literature.     

A polynomial time heuristic for the two-machine flowshop scheduling problem with setup times and random processing times

The two-machine flowshop scheduling problem to minimize makespan is addressed. Jobs have random processing times which are bounded within certain intervals. The distributions of job processing times are not known. This problem has been addressed in the literature with the assumption that setup times are included in processing times or are zero. In this paper, we relax this assumption and treat setup times as separate from processing times. We propose a polynomial time heuristic algorithm. Both Johnson algorithm and Yoshida and Hitomi algorithm, both of which developed for the deterministic problem, are special cases of the proposed algorithm. The heuristic algorithm uses a weighted average of lower and upper bounds for processing times. For different weights, the results of the proposed algorithm are compared based on randomly generated data. The computational analysis has shown that the proposed algorithm, with equal weights given to the lower and upper bounds, performs considerably well with an overall average error of 0.36%. The analysis has also shown that the proposed algorithm can safely be used regardless of processing time distributions and the range between lower and upper bounds.     

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     

A BB&R algorithm for minimizing total tardiness on a single machine with sequence dependent setup times

This paper presents a Branch, Bound, and Remember (BB&R) exact algorithm using the Cyclic Best First Search (CBFS) exploration strategy for solving the ${1|ST_{sd}|\sum T_{i}}$ scheduling problem, a single machine scheduling problem with sequence dependent setup times where the objective is to find a schedule with minimum total tardiness. The BB&R algorithm incorporates memory-based dominance rules to reduce the solution search space. The algorithm creates schedules in the reverse direction for problems where fewer than half the jobs are expected to be tardy. In addition, a branch and bound algorithm is used to efficiently compute tighter lower bounds for the problem. This paper also presents a counterexample for a previously reported exact algorithm in Luo and Chu (Appl Math Comput 183(1):575–588, 2006) and Luo et?al. (Int J Prod Res 44(17):3367–3378, 2006). Computational experiments demonstrate that the algorithm is two orders of magnitude faster than the fastest exact algorithm that has appeared in the literature. Computational experiments on two sets of benchmark problems demonstrate that the CBFS search exploration strategy can be used as an effective heuristic on problems that are too large to solve to optimality.     

A branch and price solution approach for order acceptance and capacity planning in make-to-order operations

Make-to-order (MTO) operations have to effectively manage their capacity to make long-term sustainable profits. This objective can be met by selectively accepting available customer orders and simultaneously planning for capacity. We model a MTO operation of a job-shop with multiple resources having regular and non-regular capacity. The MTO firm has a set of customer orders at time zero with fixed due-dates. The process route, processing times, and sales price for each order are given. Since orders compete for limited resources, the firm can only accept some orders. In this paper a Mixed-Integer Linear Program (MILP) is proposed to aid an operational manager to decide which orders to accept and how to allocate resources such that the overall profit is maximized. A branch-and-price (B&P) algorithm is devised to solve the MILP effectively. The MILP is first decomposed into a master problem and several sub-problems using Dantzig-Wolfe decomposition. Each sub-problem is represented as a network flow problem and an exact procedure is proposed to solve the sub-problems efficiently. We also propose an approximate B&P scheme, Lagrangian bounds, and approximations to fathom nodes in the branch-and-bound tree. Computational analysis shows that the proposed B&P algorithm can solve large problem instances with relatively short time.     

Metaheuristic algorithms for balancing robotic assembly lines with sequence-dependent robot setup times

Industries are incorporating robots into assembly lines due to their greater flexibility and reduced costs. Most of the reported studies did not consider scheduling of tasks or the sequence-dependent setup times in an assembly line, which cannot be neglected in a real-world scenario. This paper presents a study on robotic assembly line balancing, with the aim of minimizing cycle time by considering sequence-dependent setup times. A mathematical model for the problem is formulated and CPLEX solver is utilized to solve small-sized problems. A recently developed metaheuristic Migrating Birds Optimization (MBO) algorithm and set of metaheuristics have been implemented to solve the problem. Three different scenarios are tested (with no setup time, and low and high setup times). The comparative experimental study demonstrates that the performance of the MBO algorithm is superior for the tested datasets. The outcomes of this study can help production managers improve their production system in order to perform the assembly tasks with high levels of efficiency and quality.