关于机器随机故障完工时间方差最小化单机调度问题

讨论了机器随机故障时,工件完工时间方差的期望最小化单机调度问题,其中描述机器故障的计数过程为广义泊松过程.推导出了目标函数等价的确定形式,而后进一步给出了工件加工时间相同时问题的最优解.     

Johnson’s problem with stochastic processing times and optimal service level

Theoretical results about Johnson’s problem with stochastic processing times are few. In general, just finding the expected makespan of a given sequence is already difficult, even for discrete processing time distributions. Furthermore, to obtain optimal service level we need to compute the entire distribution of the makespan. Therefore the use of heuristics and simulation is justified. We show that pursuing the minimal expected makespan by two heuristics is empirically effective for obtaining excellent overall distributions. The first is to use Johnson’s rule on the means. The second is based on pair-switching and converges to some known stochastically optimal solutions when they apply. We show that the first heuristic is asymptotically optimal under mild conditions. We also investigate the effect of sequencing on the makespan variance.     

非线性加工时间单机排序问题

讨论工件加工时间是等待时间的非线性增加函数的单机排序问题,目标函数为极小化完工时间和与极小化最大延误.基于对问题的分析,对于一般非线性函数的情况,给出了工件间的优势关系.对于某些特殊情况,利用工件间的优势关系得到了求解最优排序的多项式算法.推广了文献中的结论.     

A contribution to the stochastic flow shop scheduling problem

This paper deals with performance evaluation and scheduling problems in m machine stochastic flow shop with unlimited buffers. The processing time of each job on each machine is a random variable exponentially distributed with a known rate. We consider permutation flow shop. The objective is to find a job schedule which minimizes the expected makespan. A classification of works about stochastic flow shop with random processing times is first given. In order to solve the performance evaluation problem, we propose a recursive algorithm based on a Markov chain to compute the expected makespan and a discrete event simulation model to evaluate the expected makespan. The recursive algorithm is a generalization of a method proposed in the literature for the two machine flow shop problem to the m machine flow shop problem with unlimited buffers. In deterministic context, heuristics (like CDS [Management Science 16 (10) (1970) B630] and Rapid Access [Management Science 23 (11) (1977) 1174]) and metaheuristics (like simulated annealing) provide good results. We propose to adapt and to test this kind of methods for the stochastic scheduling problem. Combinations between heuristics or metaheuristics and the performance evaluation models are proposed. One of the objectives of this paper is to compare the methods together. Our methods are tested on problems from the OR-Library and give good results: for the two machine problems, we obtain the optimal solution and for the m machine problems, the methods are mutually validated.     

Job lateness in flowshops with setup and removal times separated

This paper addresses the two-machine flowshop problem where the setup, processing, and removal times of the jobs are separated and are independent of the job sequence. This problem is considered with maximum lateness as a measure of performance. Elimination criteria are established for both the classical and ordered flowshops, and optimal sequences are obtained for special ordered flowshops.     

Optimal methods for batch processing problem with makespan and maximum lateness objectives

In this paper we consider the problem of scheduling n jobs on a single batch processing machine in which jobs are ordered by two customers. Jobs belonging to different customers are processed based on their individual criteria. The considered criteria are minimizing makespan and maximum lateness. A batching machine is able to process up to b jobs simultaneously. The processing time of each batch is equal to the longest processing time of jobs in the batch. This kind of batch processing is called parallel batch processing. Optimal methods for three cases are developed: unbounded batch capacity, b > n, with compatible job groups and bounded batch capacity, b  n, with compatible and non compatible job groups. Each job group represents a different class of customers and the concept of being compatible means that jobs which are ordered by different customers are allowed to be processed in a same batch. We propose an optimal method for the problem with incompatible groups and unbounded batches. About the case when groups are incompatible and bounded batches, our proposed method is considered as optimal when the group with maximum lateness objective has identical processing times. We regard this method, however, as a heuristic when these processing times are different. When groups are compatible and batches are bounded we consider another problem by assuming the same processing times for the group which has the maximum lateness objective and propose an optimal method for this problem.     

Single-machine scheduling with maintenance and repair rate-modifying activities

Most papers in the scheduling field are based on the assumption that machines are always available at constant speed. However, in industry applications, it is very common for a machine to be in subnormal condition after running for a certain period of time. Motivated by a problem commonly found in the surface-mount technology of electronic assembly lines, this paper deals with scheduling problems involving repair and maintenance rate-modifying activities. When a machine is running at less than an efficient speed, a production planner can decide to stop the machine and maintain it or wait and maintain it later. If the choice is made to continue running the machine without fixing it, it is possible that the machine will break down and repair will be required immediately. Both maintenance and repair activities can change the machine speed from a sub-normal production rate to a normal one. Hence, we call them rate-modifying activities. Our purpose here is to simultaneously sequence jobs and schedule maintenance activity to optimize regular performance measures. In this paper, we assume that processing time is deterministic, while machine break down is a random process following certain distributions. We consider two types of processing cases: resumable and nonresumable. We study problems with objective functions such as expected makespan, total expected completion time, maximum expected lateness, and expected maximum lateness, respectively. Several interesting results are obtained, especially for the nonresumable case.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

Flow shop scheduling jobs with position-dependent processing times

The paper is devoted to some flow shop scheduling problems, where job processing times are defined by functions dependent on their positions in the schedule. An example is constructed to show that the classical Johnson's rule is not the optimal solution for two different models of the two-machine flow shop scheduling to minimize makespan. In order to solve the makespan minimization problem in the two-machine flow shop scheduling, we suggest Johnson's rule as a heuristic algorithm, for which the worst-case bound is calculated. We find polynomial time solutions to some special cases of the considered problems for the following optimization criteria: the weighted sum of completion times and maximum lateness. Some furthermore extensions of the problems are also shown.     

Scheduling jobs on a machine subject to stochastic breakdowns to minimize absolute early-tardy penalties

This article addresses the problem of scheduling n jobs with a common due date on a machine subject to stochastic breakdowns to minimize absolute early-tardy penalties.We investigate the problem under the conditions that the uptimes follow an exponential distribution,and the objective measure in detail is to minimize the expected sum of the absolute deviations of completion times from the common due date.We proceed to study in two versions (the downtime follows an exponential distribution or is a constant entailed for the repeat model job),one of which is the so-called preempt- resume version,the other of which is the preempt-repeat version.Three terms of work have been done.(i)Formulations and Preliminaries.A few of necessary definitions,relations and basic facts are established.In particular,the conclusion that the expectation of the absolute deviation of the completion time about a job with deterministic processing time t from a due date is a semi-V-shape function in t has been proved.(ii) Properties of Optimal Solutions.A few characteristics of optimal solutions are established.Most importantly,the conclusion that optimal solutions possess semi-V- shape property has been proved.(iii) Algorithm.Some computing problems on searching for optimal solutions are discussed.     

A note on two-agent scheduling on an unbounded parallel-batching machine with makespan and maximum lateness objectives

This paper studies the two-agent scheduling on an unbounded parallel-batching machine. In the problem, there are two agents A and B with each having their own job sets. The jobs of a common agent can be processed in a common batch. Moreover, each agent has an objective function to be minimized. The objective function of agent A is the makespan of his jobs and the objective function of agent B is maximum lateness of his jobs. Yazdani Sabouni and Jolai [M.T. Yazdani Sabouni, F. Jolai, Optimal methods for batch processing problem with makespan and maximum lateness objectives, Appl. Math. Model. 34 (2010) 314–324] presented a polynomial-time algorithm for the problem to minimize a positive combination of the two agents’ objective functions. Unfortunately, their algorithm is incorrect. We then dwell on the problem and present a polynomial-time algorithm for finding all Pareto optimal solutions of this two-agent parallel-batching scheduling problem.     

A priori orienteering with time windows and stochastic wait times at customers

In the pharmaceutical industry, sales representatives visit doctors to inform them of their products and encourage them to become an active prescriber. On a daily basis, pharmaceutical sales representatives must decide which doctors to visit and the order to visit them. This situation motivates a problem we more generally refer to as a stochastic orienteering problem with time windows (SOPTW), in which a time window is associated with each customer and an uncertain wait time at a customer results from a queue of competing sales representatives. We develop a priori routes with the objective of maximizing expected sales. We operationalize the sales representative’s execution of the a priori route with relevant recourse actions and derive an analytical formula to compute the expected sales from an a priori tour. We tailor a variable neighborhood search heuristic to solve the problem. We demonstrate the value of modeling uncertainty by comparing the solutions to our model to solutions of a deterministic version using expected values of the associated random variables. We also compute an empirical upper bound on our solutions by solving deterministic instances corresponding to perfect information.     

Models and model value in stochastic programming

Finding optimal decisions often involves the consideration of certain random or unknown parameters. A standard approach is to replace the random parameters by the expectations and to solve a deterministic mathematical program. A second approach is to consider possible future scenarios and the decision that would be best under each of these scenarios. The question then becomes how to choose among these alternatives. Both approaches may produce solutions that are far from optimal in the stochastic programming model that explicitly includes the random parameters. In this paper, we illustrate this advantage of a stochastic program model through two examples that are representative of the range of problems considered in stochastic programming. The paper focuses on the relative value of the stochastic program solution over a deterministic problem solution.The author's work was supported in part by the National Science Foundation under Grant DDM-9215921.     

Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications

This paper considers a class of stochastic second-order-cone complementarity problems (SSOCCP), which are generalizations of the noticeable stochastic complementarity problems and can be regarded as the Karush–Kuhn–Tucker conditions of some stochastic second-order-cone programming problems. Due to the existence of random variables, the SSOCCP may not have a common solution for almost every realization . In this paper, motivated by the works on stochastic complementarity problems, we present a deterministic formulation called the expected residual minimization formulation for SSOCCP. We present an approximation method based on the Monte Carlo approximation techniques and investigate some properties related to existence of solutions of the ERM formulation. Furthermore, we experiment some practical applications, which include a stochastic natural gas transmission problem and a stochastic optimal power flow problem in radial network.     

带有退化效应和序列相关运输时间的排序问题

考虑带有退化效应和序列相关运输时间的单机排序问题. 工件的加工时间是其开工时间的简单线性增加函数. 当机器单个加工工件时, 极小化最大完工时间、(加权)总完工时间和总延迟问题被证明是多项式可解的, EDD序对于极小化最大延迟问题不是最优排序, 另外, 就交货期和退化率一致情形给出了一最优算法. 当机器可分批加工工件时, 分别就极小化最大完工时间和加权总完工时间问题提出了多项式时间最优算法.     

Form Similarities of the CON and SLK Due Date Determination Methods

The optimal due date determination and sequencing problem of n jobs, on a single machine, with deterministic processing times is reviewed. An algorithm, using the SLK method, has been previously described by the authors, by means of which one optimal sequence as well as all the alternative optima are determined without resorting to the Complementary Pair and Exchange Principle concepts. In this paper, a similar algorithm using the CON method is proposed, the optimization criterion being the minimization of the total lateness penalty. It is shown that both algorithms lead to the same minimum value of the objective function. It is also shown that all the alternative optima of either method may be determined, if those optima derived from the other method are known.     

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.     

Single Machine Scheduling with Learning Effect Considerations

In this paper we study a single machine scheduling problem in which the job processing times will decrease as a result of learning. A volume-dependent piecewise linear processing time function is used to model the learning effects. The objective is to minimize the maximum lateness. We first show that the problem is NP-hard in the strong sense and then identify two special cases which are polynomially solvable. We also propose two heuristics and analyse their worst-case performance.     

A simple recourse model for power dispatch under uncertain demand

Optimal power dispatch under uncertainty of power demand is tackled via a stochastic programming model with simple recourse. The decision variables correspond to generation policies of a system comprising thermal units, pumped storage plants and energy contracts. The paper is a case study to test the kernel estimation method in the context of stochastic programming. Kernel estimates are used to approximate the unknown probability distribution of power demand. General stability results from stochastic programming yield the asymptotic stability of optimal solutions. Kernel estimates lead to favourable numerical properties of the recourse model (no numerical integration, the optimization problem is smooth convex and of moderate dimension). Test runs based on real-life data are reported. We compute the value of the stochastic solution for different problem instances and compare the stochastic programming solution with deterministic solutions involving adjusted demand portions.This research is supported by the Schwerpunktprogramm Anwendungsbezogene Optimierung und Steuerung of the Deutsche Forschungsgemeinschaft.     

Learning effect and deteriorating jobs in the single machine scheduling problems

This paper studies the single machine scheduling problems with learning effect and deteriorating jobs simultaneously. In this model, the processing times of jobs are defined as functions of their starting times and positions in a sequence. It is shown that even with the introduction of learning effect and deteriorating jobs to job processing times, the makespan, the total completion time and the sum of the k$k$th power of completion times minimization problems remain polynomially solvable, respectively. But for the following objective functions: the total weighted completion time and the maximum lateness, this paper proves that the shortest weighted processing time first (WSPT) rule and the earliest due-date first (EDD) rule can construct the optimal sequence under some special cases, respectively.