“Product Partition” and related problems of scheduling and systems reliability: Computational complexity and approximation

Problem Product Partition differs from the NP-complete problem Partition in that the addition operation is replaced by the multiplication operation. Furthermore it differs from the NP-complete problem Subset Product in that it does not contain the product value B in its input. We prove that problem Product Partition and several of its modifications are NP-complete in the strong sense. Our results imply the strong NP-hardness of a number of scheduling problems with start-time-dependent job processing times and a problem of designing a reliable system with a series–parallel structure. It should be noticed that the strong NP-hardness of the considered optimization problems does not preclude the existence of a fully polynomial time approximation scheme (FPTAS) for them. We present a simple FPTAS for one of these problems.     

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.     

An unconstrained convex programming approach to solving convex quadratic programming problems

In this paper, we derive an unconstrained convex programming approach to solving convex quadratic programming problems in standard form. Related duality theory is established by using two simple inequalities. An ?-optimal solution is obtained by solving an unconstrained dual convex program. A dual-to-primal conversion formula is also provided. Some preliminary computational results of using a curved search method is included     

Optimal objective function approximation for separable convex quadratic programming

We present an optimal piecewise-linear approximation method for the objective function of separable convex quadratic programs. The method provides guidelines on how many grid points to use and how to position them for a piecewise-linear approximation if the error induced by the approximation is to be bounded a priori.Corresponding author.     

加工时间可控的单台机器排序问题的近似算法

本文研究加工时间可控的单台机器的赋权的总完工时间问题.它是一个NP 难问题.我们利用半定规划松弛的技巧给出它的一个1.2752-近似算法.     

Single machine scheduling problems with controllable processing times and total absolute differences penalties

In this paper, we consider single machine scheduling problem in which job processing times are controllable variables with linear costs. We concentrate on two goals separately, namely, minimizing a cost function containing total completion time, total absolute differences in completion times and total compression cost; minimizing a cost function containing total waiting time, total absolute differences in waiting times and total compression cost. The problem is modelled as an assignment problem, and thus can be solved with the well-known algorithms. For the case where all the jobs have a common difference between normal and crash processing time and an equal unit compression penalty, we present an O(n log n) algorithm to obtain the optimal solution.     

An approximation algorithm for identical parallel machine scheduling with resource dependent processing times

We present a (3.5+?)-approximation algorithm for a scheduling problem on identical parallel machines with the objective to mimimize the makespan. The processing times depend on the usage of a single renewable resource where at any point of time at most k units from the resource are available.     

Inverse optimization for linearly constrained convex separable programming problems

In this paper, we study inverse optimization for linearly constrained convex separable programming problems that have wide applications in industrial and managerial areas. For a given feasible point of a convex separable program, the inverse optimization is to determine whether the feasible point can be made optimal by adjusting the parameter values in the problem, and when the answer is positive, find the parameter values that have the smallest adjustments. A sufficient and necessary condition is given for a feasible point to be able to become optimal by adjusting parameter values. Inverse optimization formulations are presented with ℓ₁ and ℓ₂ norms. These inverse optimization problems are either linear programming when ℓ₁ norm is used in the formulation, or convex quadratic separable programming when ℓ₂ norm is used.     

A unified analysis for the single-machine scheduling problem with controllable and non-controllable variable job processing times

We present a unified analysis for single-machine scheduling problems in which the actual job processing times are controlled by either a linear or a convex resource allocation function and also vary concurrently depending on either the job’s position in the sequence and/or on the total processing time of the already processed jobs. We show that the problem is solvable in O(nlogn)$O(n\log n)$ time by using a weight-matching approach when a convex resource allocation function is in effect. In the case of a linear resource allocation function, we show that the problem can be solved in O(n³)$O(n^3)$ time by using an assignment formulation. Our approach generalizes the solution approach for the corresponding problems with controllable job processing times to incorporate the variability of the job processing times stemming from either the job’s position in the sequence and/or the total processing time of the already processed jobs.     

An O(n2) algorithm for a controllable machine scheduling problem

A single-machine scheduling problem with controllable processingtimes is discussed in this paper. For some jobs, the processingtime can be crashed up to u units of time with the additionalcost c per unit of time crashed. The object is to find an optimalprocessing sequence as well as crash activities to minimizetotal costs of completion and crash. This problem is shown tobe polynomially solvable, and an O(n²) algorithm is given togetherwith the theoretical proof.     

Integer programming models for hierarchical workforce scheduling problems including excess off-days and idle labour times

The decision problem considered in this paper is a hierarchical workforce scheduling problem in which a higher qualified worker can substitute for a lower qualified one, but not vice versa, labour requirements may vary, and each worker must receive n off-days a week. Within this context, five mathematical models are discussed. The first two of these five models are previously published. Both of them are for the case where the work is indivisible. The remaining three models are developed by the authors of this paper. One of these new models is for the case where the work is indivisible and the other two are for the case where the work is divisible. The three new models are proposed with the purpose of removing the shortcomings of the previously published two models. All of the five models are applied on the same illustrative example. Additionally, a total of 108 test problems are solved within the context of two computational experiments.     

Approximation algorithms for problems in scheduling with set-ups

In this paper, we present new approximation results for the offline problem of single machine scheduling with sequence-independent set-ups and item availability, where the jobs to be scheduled are independent (i.e., have no precedence constraints) and have a common release time.We present polynomial-time approximation algorithms for two versions of this problem. In the first version, the input includes a weight for each job, and the goal is to minimize the total weighted completion time. On any input, our algorithm produces a schedule whose total weighted completion time is within a factor 2 of optimal for that input.In the second version, the input includes a due date for each job, and the goal is to minimize the maximum lateness of any job. On any input, our algorithm produces a schedule with the following performance guarantee: the maximum lateness of a job is at most the maximum lateness of the optimal schedule on a machine that runs at half the speed of our machine.     

Outsourcing and scheduling for two-machine ordered flow shop scheduling problems

This paper considers a two-machine ordered flow shop problem, where each job is processed through the in-house system or outsourced to a subcontractor. For in-house jobs, a schedule is constructed and its performance is measured by the makespan. Jobs processed by subcontractors require paying an outsourcing cost. The objective is to minimize the sum of the makespan and the total outsourcing cost. Since this problem is NP-hard, we present an approximation algorithm. Furthermore, we consider three special cases in which job j has a processing time requirement p_j, and machine i a characteristic q_i. The first case assumes the time job j occupies machine i is equal to the processing requirement divided by a characteristic value of machine i, that is, p_j/q_i. The second (third) case assumes that the time job j occupies machine i is equal to the maximum (minimum) of its processing requirement and a characteristic value of the machine, that is, max{p_j, q_i} (min{p_j, q_i}). We show that the first and the second cases are NP-hard and the third case is polynomially solvable.     

A hybrid heuristic and linear programming approach to multi-product machine scheduling

A new heuristic approach is presented for scheduling economic lots in a multi-product single-machine environment. Given a pre-defined master sequence of product setups, an integer linear programming formulation is developed which finds an optimal subsequence and optimal economic lots. The model takes explicit account of initial inventories, setup times and allows setups to be scheduled at arbitrary epochs in continuous time, rather than restricting setups to a discrete time grid. We approximate the objective function of the model and solve to obtain an optimal capacity feasible schedule for the approximate objective. The approach was tested on a set of randomly generated problems, generating solutions that are on average 2.5% above a lower bound on the optimal cost. We also extend the approach to allow shortages.     

Single-machine scheduling with precedence constraints and position-dependent processing times

In this paper we consider single-machine scheduling problems with position-dependent processing times, i.e., jobs whose processing times are an increasing or decreasing function of their positions in a processing sequence. In addition, the jobs are related by parallel chains and a series–parallel graph precedence constraints, respectively. It is shown that for the problems of minimization of the makespan polynomial algorithms exist.     

A unified approach for scheduling with convex resource consumption functions using positional penalties

We provide a unified model for solving single machine scheduling problems with controllable processing times in polynomial time using positional penalties. We show how this unified model can be useful in solving three different groups of scheduling problems. The first group includes four different due date assignment problems to minimize an objective function which includes costs for earliness, tardiness, due date assignment, makespan and total resource consumption. The second group includes three different due date assignment problems to minimize an objective function which includes the weighted number of tardy jobs, due date assignment costs, makespan and total resource consumption costs. The third group includes various scheduling problems which do not involve due date assignment decisions. We show that each of the problems from the first and the third groups can be reduced to a special case of our unified model and thus can be solved in O(n³)$O(n^3)$ time. Furthermore, we show how the unified model can be used repeatedly as a subroutine to solve all problems from the second group in O(n⁴)$O(n^4)$ time. In addition, we also show that faster algorithms exist for several special cases.     

SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

A Kind of direct methods is presented for the solution of optimal control problems with state constraints.These methods are sequential quadratic programming methods.At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and Linear approximations to constraints is solved to get a search direction for a merit function.The merit function is formulated by augmenting the Lagrangian funetion with a penalty term.A line search is carried out along the search direction to determine a step length such that the merit function is decreased.The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadrade programming methods.     

New pseudopolynomial complexity bounds for the bounded and other integer Knapsack related problems

We consider the bounded integer knapsack problem (BKP) , subject to: , and x_j{0,1,…,m_j},j=1,…,n. We use proximity results between the integer and the continuous versions to obtain an O(n³W²) algorithm for BKP, where W=max_j=1,…,nw_j. The respective complexity of the unbounded case with m_j=∞, for j=1,…,n, is O(n²W²). We use these results to obtain an improved strongly polynomial algorithm for the multicover problem with cyclical 1’s and uniform right-hand side.     

Complexity analysis of an assignment problem with controllable assignment costs and its applications in scheduling

We extend the classical linear assignment problem to the case where the cost of assigning agent j to task i is a multiplication of task i’s cost parameter by a cost function of agent j. The cost function of agent j is a linear function of the amount of resource allocated to the agent. A solution for our assignment problem is defined by the assignment of agents to tasks and by a resource allocation to each agent. The quality of a solution is measured by two criteria. The first criterion is the total assignment cost and the second is the total weighted resource consumption. We address these criteria via four different problem variations. We prove that our assignment problem is NP-hard for three of the four variations, even if all the resource consumption weights are equal. However, and somewhat surprisingly, we find that the fourth variation is solvable in polynomial time. In addition, we find that our assignment problem is equivalent to a large set of important scheduling problems whose complexity has been an open question until now, for three of the four variations.