A branch-and-bound algorithm of the single machine schedule with sequence-dependent setup times for minimizing maximum tardiness

This paper addresses the NP-hard problem of scheduling N jobs on a single machine with due dates, sequence-dependent setup times and no preemption where the objective is to minimize the maximum tardiness. An algorithm based on branch-and-bound permutation schemes is developed including the implementation of lower and upper bounding procedures, and three dominance rules. Computational experiments demonstrate the effectiveness of the algorithm. In the experiments, the impacts of control parameters to generate test instances on algorithm performance (CPU times) are studied by statistics methods.     

On the discrete lot-sizing and scheduling problem with sequence-dependent changeover times

We consider the discrete lot-sizing and scheduling problem with sequence-dependent changeover costs and times and propose solving it as a mixed-integer program using a commercial solver. Our approach is based on the extension of an existing tight formulation for the case without changeover times. Computational results confirm the benefits of the proposed solution procedure.     

Balancing and scheduling tasks in assembly lines with sequence-dependent setup times

The classical Simple Assembly Line Balancing Problem (SALBP) has been widely enriched over the past few years with many realistic approaches and much effort has been made to reduce the distance between the academic theory and the industrial reality. Despite this effort, the scheduling of the execution of tasks assigned to every workstation following the balancing of the assembly line has been scarcely reported in the scientific literature. This is supposed to be an operational concern that the worker should solve himself, but in several real environments, setups between tasks exist and optimal or near-optimal tasks schedules should be provided inside each workstation. The problem presented in this paper adds sequence-dependent setup time considerations to the classical SALBP in the following way: whenever a task is assigned next to another at the same workstation, a setup time must be added to compute the global workstation time. After formulating a mathematical model for this innovative problem and showing the high combinatorial nature of the problem, eight different heuristic rules and a GRASP algorithm are designed and tested for solving the problem in reasonable computational time.     

A branch and bound algorithm for the maximum diversity problem

This article begins with a review of previously proposed integer formulations for the maximum diversity problem (MDP). This problem consists of selecting a subset of elements from a larger set in such a way that the sum of the distances between the chosen elements is maximized. We propose a branch and bound algorithm and develop several upper bounds on the objective function values of partial solutions to the MDP. Empirical results with a collection of previously reported instances indicate that the proposed algorithm is able to solve all the medium-sized instances (with 50 elements) as well as some large-sized instances (with 100 elements). We compare our method with the best previous linear integer formulation solved with the well-known software Cplex. The comparison favors the proposed procedure.     

A branch and bound network approach to the canonical constrained entropy problem

In this paper, we present a branch and bound algorithm for solving the constrained entropy mathematical programming problem. Unlike other methods for solving this problem, our method solves more general problems with inequality constraints. The advantage of the proposed technique is that the relaxed problem solved at each node is a singly constrained network problem. The disadvantage is that the relaxed problem has twice as many variables as the original problem. An application to regional planning is given, and an example problem is solved.     

A branch and bound method for stochastic global optimization

A stochastic branch and bound method for solving stochastic global optimization problems is proposed. As in the deterministic case, the feasible set is partitioned into compact subsets. To guide the partitioning process the method uses stochastic upper and lower estimates of the optimal value of the objective function in each subset. Convergence of the method is proved and random accuracy estimates derived. Methods for constructing stochastic upper and lower bounds are discussed. The theoretical considerations are illustrated with an example of a facility location problem.     

Group-shop scheduling with sequence-dependent set-up and transportation times

This paper considers a group-shop scheduling problem (GSSP) with sequence-dependent set-up times (SDSTs) and transportation times. The GSSP provides a general formulation including the job-shop and the open-shop scheduling problems. The consideration of set-up and transportation times is among the most realistic assumptions made in the field of scheduling. In this paper, we study the GSSP with transportation and anticipatory SDSTs, where jobs are released at different times and there are several transporters to carry jobs. The objective is to find a job schedule that minimizes the makespan, that is, the time at which all jobs are completed and transported to the warehouse (or to the customer). The problem is formulated as a disjunctive programming problem and then prepared in a form of mixed integer linear programming (MILP). Due to the non-deterministic polynomial-time hardness (NP-hardness) of the GSSP, large instances cannot be optimally solved in a reasonable amount of time. Therefore, a genetic algorithm (GA) hybridized with an active schedule generator is proposed to tackle large-sized instances. Both Baldwinian and Lamarckian versions of the proposed hybrid algorithm are then implemented and evaluated through computational experiments.     

A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem

In this article, we present and validate a simplicial branch and bound duality-bounds algorithm for globally solving the linear sum-of-ratios fractional program. The algorithm computes the lower bounds called for during the branch and bound search by solving ordinary linear programming problems. These problems are derived by using Lagrangian duality theory. The algorithm applies to a wide class of linear sum-of-ratios fractional programs. Two sample problems are solved, and the potential practical and computational advantages of the algorithm are indicated.     

A branch and bound algorithm for hybrid flow shop scheduling problem with setup time and assembly operations

A hybrid flow shop scheduling problem (HFSP) with assembly operations is studied in this paper. In the considered problem, a number of products of the same kind are produced. Each product is assembled using a set of several parts. At first, the parts are produced in a hybrid flow shop and then they are assembled in an assembly stage to produce products. The considered objective is to minimize the completion time of all products (makespan). This problem has been proved strongly NP-hard, so in order to solve it, a hierarchical branch and bound algorithm is presented. Also, some lower and upper bounds are developed to increase the efficiency of the proposed algorithm. The numerical experiments are used to evaluate the performance of the proposed algorithm.     

A new branch and bound algorithm for cell formation problem

Cell formation (CF) is the first and the most important problem in designing cellular manufacturing systems. Due to its non-polynomial nature, various heuristic and metaheuristic algorithms have been proposed to solve CF problem. Despite the popularity of heuristic algorithms, few studies have attempted to develop exact algorithms, such as branch and bound (B&B) algorithms, for this problem. We develop three types of branch and bound algorithms to deal with the cell formation problem. The first algorithm uses a binary branching scheme based on the definitions provided for the decision variables. Unlike the first algorithm, which relies on the mathematical model, the second one is designed based on the structure of the cell formation problem. The last algorithm has a similar structure to the second one, except that it has the ability to eliminate duplicated nodes in branching trees. The proposed branch and bound algorithms and a hybrid genetic algorithm are compared through some numerical examples. The results demonstrate the effectiveness of the modified problem-oriented branch and bound algorithm in solving relatively large size cell formation problems.     

A branch and bound algorithm for the robust shortest path problem with interval data

Many real problems can be modelled as robust shortest path problems on interval digraphs, where intervals represent uncertainty about real costs and a robust path is not too far from the shortest path for each possible configuration of the arc costs.A branch and bound algorithm for this problem is presented.     

A branch and bound algorithm for the matrix bandwidth minimization

In this article, we first review previous exact approaches as well as theoretical contributions for the problem of reducing the bandwidth of a matrix. This problem consists of finding a permutation of the rows and columns of a given matrix which keeps the non-zero elements in a band that is as close as possible to the main diagonal. This NP-complete problem can also be formulated as a labeling of vertices on a graph, where edges are the non-zero elements of the corresponding symmetrical matrix. We propose a new branch and bound algorithm and new expressions for known lower bounds for this problem. Empirical results with a collection of previously reported instances indicate that the proposed algorithm compares favourably to previous methods.     

A hybrid tabu search/branch & bound approach to solving the generalized assignment problem

A new approach for solving the generalized assignment problem (GAP) is proposed that combines the exact branch & bound approach with the heuristic strategy of tabu search (TS) to produce a hybrid algorithm for solving GAP. The algorithm described uses commercial software to solve sub-problems generated by the TS guiding strategy. The TS approach makes use of the concept of referent domain optimisation and introduces novel add/drop strategies. In addition, the linear programming relaxation of GAP that forms part of the branch & bound approach is itself helpful in suggesting which variables might take binary values. Computational results on benchmark test instances are presented and compared with results obtained by the standard branch & bound approach and also several other heuristic approaches from the literature. The results show the new algorithm performs competitively against the alternatives and is able to find some new best solutions for several benchmark instances.     

A computational comparison of some branch and bound methods for indefinite quadratic programs

The aim of this paper is to discuss different branch and bound methods for solving indefinite quadratic programs. In these methods the quadratic objective function is decomposed in a d.c. form and the relaxations are obtained by linearizing the concave part of the decomposition. In this light, various decomposition schemes have been considered and studied. The various branch and bound solution methods have been implemented and compared by means of a deep computational test.      

A branch and bound algorithm for scheduling trains in a railway network

The paper studies a train scheduling problem faced by railway infrastructure managers during real-time traffic control. When train operations are perturbed, a new conflict-free timetable of feasible arrival and departure times needs to be re-computed, such that the deviation from the original one is minimized. The problem can be viewed as a huge job shop scheduling problem with no-store constraints. We make use of a careful estimation of time separation among trains, and model the scheduling problem with an alternative graph formulation. We develop a branch and bound algorithm which includes implication rules enabling to speed up the computation. An experimental study, based on a bottleneck area of the Dutch rail network, shows that a truncated version of the algorithm provides proven optimal or near optimal solutions within short time limits.     

Some branch and bound techniques for nonlinear optimization

The range of nonlinear optimization problems which can be solved by Linear Programming and the Branch and Bound algorithm is extended by introducing Chains of Linked Ordered Sets and by allowing automatic interpolation of new variables. However this approach involves solving a succession of linear subproblems, whose solutions in general violate the logical requirements of the nonlinear formulation and may lie far from any local or global optimum. The paper describes techniques which are designed to improve the performance of the Branch and Bound algorithm on problems containing chains, and which also yield benefits in integer programming.Each linear subproblem is tightened towards the corresponding nonlinear problem by removing variables which must logically be nonbasic in any feasible solution. This is achieved by a presolve procedure, and also by post-optimal Lagrangian relaxation which tightens the bound on the objective function by assessing the cheapest way to satisfy any violated chain constraints. Frequently fewer subsequent branches are required to find a feasible solution or to prove infeasibility.Formerly of Scicon Ltd.     

A branch and bound algorithm for the one-machine scheduling problem with minimum and maximum time lags

We consider the one-machine scheduling problem with minimum and maximum time lags while minimizing the makespan. This problem typically arises in a manufacturing environment where the next job has to be carried out within a specific time range after the completion of the immediately preceding job. We describe a branch and bound algorithm, based on the input and output of a clique and the relevant propositions, for finding the optimal waiting times. The computational experiments give promising results, showing whether a given instance is feasible or infeasible. With the proposed branch and bound algorithm we can either find an optimal schedule or establish the infeasibility within an acceptable run time.     

Joint rolling-horizon scheduling of materials processing and lot-sizing with sequence-dependent setups

A lot sizing and scheduling problem from a foundry is considered in which key materials are produced and then transformed into many products on a single machine. A mixed integer programming (MIP) model is developed, taking into account sequence-dependent setup costs and times, and then adapted for rolling horizon use. A relax-and-fix (RF) solution heuristic is proposed and computationally tested against a high-performance MIP solver. Three variants of local search are also developed to improve the RF method and tested. Finally the solutions are compared with those currently practiced at the foundry.     

Discounted MEAN bound for the optimal searcher path problem with non-uniform travel times

We consider an extension of the optimal searcher path problem (OSP), where a searcher moving through a discretised environment may now need to spend a non-uniform amount of time travelling from one region to another before being able to search it for the presence of a moving target. In constraining not only where but when the search of each cell can take place, the problem more appropriately models the search of environments which cannot be easily partitioned into equally sized cells. An existing OSP bounding method in literature, the MEAN bound, is generalised to provide bounds for solving the new problem in a branch and bound framework. The main contribution of this paper is an enhancement, discounted MEAN (DMEAN), which greatly tightens the bound for the new and existing problems alike with almost no additional computation. We test the new algorithm against existing OSP bounding methods and show it leads to faster solution times for moving target search problems.     

Transportation problem with nonlinear side constraints a branch and bound approach

In a container terminal management, we are often confronted with the following problem: how to assign a reasonable depositing position for an arriving container, so that the efficiency of searching for and loading of a container later can be increased. In this paper, the problem is modeled as a transportation problem with nonlinear side constraints (TPNSC). The reason of nonlinear side constraints arising is that some kinds of containers cannot be stacked in the same row (the space of storage yard is properly divided into several rows). A branch and bound algorithm is designed to solve this problem. The algorithm is based on the idea of using disjunctive arcs (branches) for resolving conflicts that are created whenever some conflicting kinds of containers are deposited in the same row. During the branch and bound, the candidate problems are transformed into classical transportation problems, so that the efficient transportation algorithm can be applied, at the same time the reoptimization technique is employed during the branch and bound. Further, we design a heuristic to obtain a feasible initial solution for TPNSC in order to prune some candidates as early and/or as much as possible. We report computational results on randomly generated problems.