New fuzzy models for time-cost trade-off problem

The time-cost trade-off problem is a specific type of the project scheduling problem which studies how to modify project activities so as to achieve the trade-off between the completion time and the project cost. In real projects, the trade-off between the project cost and the completion time, and the uncertainty of the environment are both considerable aspects for managers. In this paper, three new fuzzy time-cost trade-off models are proposed, in which credibility theory is applied to describe the uncertainty of activity duration times. A searching method by integrating fuzzy simulation and genetic algorithm is produced to search the quasi-optimal schedules under some decision-making criteria. The purpose of the paper is to reveal how to obtain the optimal balance of the completion time and the project cost in fuzzy environments.     

Project Scheduling under Time Dependent Costs – A Branch and Bound Algorithm

In a given project network, execution of each activity in normal duration requires utilization of certain resources. If faster execution of an activity is desired then additional resources at extra cost would be required. Given a project network, the cost structure for each activity and a planning horizon, the project compression problem is concerned with the determination of optimal schedule (duration) of performing each activity while satisfying given restrictions and minimizing the total cost of project execution. This paper considers the project compression problem with time dependent cost structure for each activity. The planning horizon is divided into several regular time intervals over which the cost structure of an activity may vary. But the cost structure of the activities remains the same (constant) within a time interval. Key events of the project attract penalty for finishing earlier or later than the corresponding target times. The objective is to find an optimal project schedule minimizing the total project cost. We present a mathematical model for this problem, develop some heuristics and an exact branch and bound algorithm. Using simulated problems we provide an insight into the computational performances of heuristics and the branch and bound algorithm.     

Stochastic scheduling in an in-forest

Consider a problem of scheduling activities of a research and development project, where precedence relations of the activities constituting the project are represented by edges of an in-forest. Each activity is characterized by two parameters: a cost for attempting that activity and a probability that attempting the activity will lead to successful completion. The problem is to find a policy for attempting activities that minimizes the expected cost incurred until termination (successful completion of the project or the first activity failure). The main result of the paper is the design of an efficient algorithm to determine an optimal sequence in which to attempt the activities; a result which is established for linear and exponential utility functions. It is also shown that, unlike the related problem with out-forest precedence relations, there need not exist an optimal policy that is based on an index-rule for determining priority of edges by evaluating their successors.     

Discrete time/cost trade-offs in project scheduling with time-switch constraints

The discrete time/cost trade-off problem assumes the duration of project activities to be discrete, non-increasing functions of the amount of a single non-renewable resource. The problem has been studied under three possible objectives. The so-called deadline problem involves the scheduling of project activities in order to minimize the total cost of the project while meeting a given deadline. The budget problem aims at minimizing the project duration without exceeding a given budget. A third objective involves the generation of the complete efficient time/cost profile over the set of feasible project durations. In this paper we describe a solution procedure for the deadline problem in which three special cases of time-switch constraints are involved. These constraints impose a specified starting time on the project activities and force them to be inactive during specified time periods. We propose a branch-and-bound algorithm and a heuristic procedure which both make use of a lower bound calculation for the discrete time/cost trade-off problem (without time-switch constraints). The procedures have been coded in Visual C++, version 6.0 under Windows 2000 and have been validated on a randomly generated problem set. We also discuss an illustrative example based on a real-life situation.     

New computational results on the discrete time/cost trade-off problem in project networks

We describe a new exact procedure for the discrete time/cost trade-off problem in deterministic activity-on-the-arc networks of the CPM type, where the duration of each activity is a discrete, nonincreasing function of the amount of a single resource (money) committed to it. The objective is to construct the complete and efficient time/cost profile over the set of feasible project durations. The procedure uses a horizon-varying approach based on the iterative optimal solution of the problem of minimising the sum of the resource use over all activities subject to the activity precedence constraints and a project deadline. This optimal solution is derived using a branch-and-bound procedure which computes lower bounds by making convex piecewise linear underestimations of the discrete time/cost trade-off curves of the activities to be used as input for an adapted version of the Fulkerson labelling algorithm for the linear time/cost trade-off problem. Branching involves the selection of an activity in order to partition its set of execution modes into two subsets which are used to derive improved convex piecewise linear underestimations. The procedure has been programmed in Visual C ++ under Windows NT and has been validated using a factorial experiment on a large set of randomly generated problem instances.     

On the optimal management of project risk

The uncertainty of project networks has been mainly considered as the randomness of duration of the activities. However, another major problem for project managers is the uncertainty due to the randomness of the amount of resources required by each activity which can be expressed by the randomness of its cost. Such randomness can seriously affect the discounted cost of the project and it may be strongly correlated with the duration of the activity.In this paper, a model considering the randomness of both the cost and the duration of each activity is introduced and the problem of project scheduling is studied in terms of the project's discounted cost and of the risk of not meeting its completion time. The adoption of the earliest (latest) starting time for each activity decreases (increases) the risk of delays but increases (decreases) the discounted cost of the project. Therefore, an optimal compromise has to be achieved. This problem of optimization is studied in terms of the probability of the duration and of the discounted cost of the project falling outside the acceptable domain (Risk function) using the concept of float factor as major decision variable. This last concept is proposed to help the manager to synthetize the large number of the decision variables representing each schedule for the studied project. Numerical results are also presented for a specific project network.     

Project scheduling problem with mixed uncertainty of randomness and fuzziness

Project scheduling problem is to determine the schedule of allocating resources so as to balance the total cost and the completion time. This paper considers project scheduling problem with mixed uncertainty of randomness and fuzziness, where activity duration times are assumed to be random fuzzy variables. Three types of random fuzzy models as expected cost minimization model, (α, β)-cost minimization model and chance maximization model are built to meet different management requirements. Random fuzzy simulations for some uncertain functions are given and embedded into genetic algorithm to design a hybrid intelligent algorithm. Finally, some numerical experiments are given for the sake of illustration of the effectiveness of the algorithm.     

不确定环境下基于时间、费用及鲁棒性权衡的多目标项目调度优化

项目调度中的时间和费用是两个重要的指标,而在不确定环境下进度计划的鲁棒性则是保证项目平稳实施的关键。本文研究不确定环境下的多目标项目调度优化问题,以优化项目的工期、鲁棒值和成本为目标安排各活动的开始时间。基于此,作者构建多目标项目调度优化模型,将模型分解为三个子模型分析目标间的权衡关系,然后设计非劣排序遗传算法进行求解,应用精英保留策略和基于子模型权衡关系的优化策略优化算法,进行算法测试和算例参数敏感性分析。最后,应用上述方法研究一个项目实例,计算得到非劣解集,实例的敏感性分析结果进一步验证了三个目标间的权衡关系,据此提出资源的有效利用策略。本文的研究可以为多目标项目调度制定进度计划提供定量化决策支持。     

Fuzzy project scheduling problem and its hybrid intelligent algorithm

Project scheduling problem is to determine the schedule of allocating resources so as to balance the total cost and the completion time. This paper considers a type of project scheduling problem with fuzzy activity duration times. According to some management goals, three types of fuzzy models are built to solve the project scheduling problem. Moreover, the technique of fuzzy simulation and genetic algorithm are integrated to design a hybrid intelligent algorithm to solve the fuzzy models. Finally, some numerical examples are given to illustrate the effectiveness of the algorithm.     

An iterative sequential heuristic procedure to a real-life 1.5-dimensional cutting stock problem

This paper addresses a real-life 1.5D cutting stock problem, which arises in a make-to-order plastic company. The problem is to choose a subset from the set of stock rectangles to be used for cutting into a number of smaller rectangular pieces so as to minimize total production cost and meet orders. The total production cost includes not only material wastage, as in traditional cutting stock problems, but also production time. A variety of factors are taken into account, like cutter knife changes, machine restrictions, due dates and other work in progress limitations. These restrictions make the combinatorial structure of the problem more complex. As a result, existing algorithms and mathematical models are no longer appropriate. Thus we developed a new 1.5D cutting stock model with multiple objectives and multi-constraints and solve this problem in an incomplete enumerative way. The computational results show that the solution procedure is easy to implement and works very well.     

The resource constrained project scheduling problem with multiple crashable modes: A heuristic procedure

We present a heuristic procedure for a nonpreemptive resource constrained project scheduling problem in which the duration/cost of an activity is determined by the mode selection and the duration reduction (crashing) applied within the selected mode. This problem is a natural combination of the time/cost trade-off problem and the resource constrained project scheduling problem. The objective is to determine each activity's start (finish) time, mode and duration so that the total project cost is minimized. Total project cost is the sum of all activity costs and the penalty cost for completing the project beyond its due date. We introduce a multi-pass algorithm. We report computational results with a set of 100 test problems and demonstrate the efficacy of the proposed heuristic procedure.     

Optimization models and a GA-based algorithm for stochastic time-cost trade-off problem

In real-life projects, both the trade-off between the project cost and the project completion time, and the uncertainty of the environment are considerable aspects for decision-makers. However, the research on the time-cost trade-off problem seldom concerns stochastic environments. Besides, optimizing the expected value of the objective is the exclusive decision-making criterion in the existing models for the stochastic time-cost trade-off problem. In this paper, two newly developed alternative stochastic time-cost trade-off models are proposed, in which the philosophies of chance-constrained programming and dependent-chance programming are adopted for decision-making. In addition, a hybrid intelligent algorithm integrating stochastic simulations and genetic algorithm is designed to search the quasi-optimal schedules under different decision-making criteria. The goal of the paper is to reveal how to obtain the optimal balance of the project completion time and the project cost in stochastic environments.     

Scheduling staff using mixed integer programming

This paper describes the solution of a problem of scheduling a workforce so as to meet demand which varies markedly with the time of day and moderately with the day of week. The main objectives are determining how many staff to employ and the times at which shifts should start. The problem is expressed as a large MIP problem initially presenting computational difficulties. The difficulties vanish when the formulation is modified and a package allowing the use of reduce and (especially) special ordered sets becomes available. The client has commissioned the study primarily to benchmark its existing schedule by comparing it with a theoretical optimum. The optimal schedule and comparison are very sensitive to technical and cost coefficients which are not precisely known.     

Branch and bound based solution algorithms for the budget constrained discrete time/cost trade-off problem

The time/cost trade-off models in project management aim to reduce the project completion time by putting extra resources on activity durations. The budget problem in discrete time/cost trade-off scheduling selects a time/cost mode for each activity so as to minimize the project completion time without exceeding the available budget. There may be alternative modes that solve the budget problem optimally and each solution may have a different total cost value. In this study we consider the budget problem and aim to find the minimum cost solution among the minimum project completion time solutions. We analyse the structure of the problem together with its linear programming relaxation and derive some mechanisms for reducing the problem size. We solve the reduced problem by branch and bound based optimization and heuristic algorithms. We find that our branch and bound algorithm finds optimal solutions for medium-sized problem instances in reasonable times and the heuristic algorithms produce high quality solutions very quickly.     

A new path-based cutting plane approach for the discrete time-cost tradeoff problem

Determining discrete time-cost tradeoffs in project networks allows for the control of the processing time of an activity via the amount of non-renewable resources allocated to it. Larger resource allocations with associated higher costs reduce activities’ durations. Given a set of execution modes (time-cost pairs) for each activity, the discrete time-cost tradeoff problem (DTCTP) involves selecting a mode for each activity so that either: (i) the project completion time is minimized, given a budget, or (ii) the total project cost is minimized, given a deadline, or (iii) the complete and efficient project cost curve is constructed over all feasible project durations. The DTCTP is a problem with great applicability prospects but at the same time a strongly N P{\mathcal N}\,P-hard optimization problem; solving it exactly has been a real challenge. Known optimal solution methodologies are limited to networks with no more than 50 activities and only lower bounds can be computed for larger, realistically sized, project instances. In this paper, we study a path-based approach to the DTCTP, in which a new path-based formulation in activity-on-node project networks is presented. This formulation is subsequently solved using an exact cutting plane algorithm enhanced with speed-up techniques. Extensive computational results reported for almost 5,000 benchmark test problems demonstrate the effectiveness of the proposed algorithm in solving to optimality for the first time some of the hardest and largest instances in the literature. The promising results suggest that the algorithms may be embedded into project management software and, hence, become a useful tool for practitioners in the future.     

Experimental evaluation of simulated annealing algorithms for the time-cost trade-off problem

This paper evaluates variants of a simulated annealing algorithm which solve the total cost minimization problem in activity networks in the case that discrete time-cost execution modes are allowed on the project activities. This problem is a special case of the well known discrete time-cost trade-off problem (DTCTP). Based on a sample of randomly generated activity networks, formal tests of statistical significance are utilized to test both the quality of solutions and the time efficiency of algorithms versus problem factors. A procedure issued from the extreme values statistics is also applied on problem instances in order to determine, on the one hand, the confidence interval estimate of the optimum solution for each algorithm and, on the other hand, when to stop the running of an algorithm.     

Scheduling non-critical activities using multicriteria approach

In many projects the problem of selecting the start time of a non-critical activity arises. Usually it is possible to use the “as soon as possible” or “as late as possible” rules. In some situations, however, the result of such a decision depends on external factors such as exchange rate. This leads to an approach in which the problem of scheduling non-critical activities is solved using an expanded Cox–Ross–Rubinstein (CRR) binomial tree method. In the paper a bi-criteria problem of determining the start time of a non-critical activity is considered. We assume that the early start and the late start of the activity have been identified using Critical Path Method, but the project manager is free to select the time when the activity will actually be started. This decision cannot, however, be changed later, as it is associated with the allocation of key resources. Two main criteria are considered: cost and risk. While cost depends on exchange rate, risk increases with the delay of the start of the activity. The problem can be described as a dynamic process. We propose a new interactive technique for solving such a bi-criteria decision making problem under risk. The procedure uses trade-offs to identify a candidate solution. The CRR binomial method is applied to evaluate the cost of the activity.

     

可抢占条件下的项目调度研究综述

可抢占条件下的项目调度通过暂时中断某些活动的执行,释放资源给更重要的活动,从而优化项目的工期、成本等绩效指标。可抢占项目调度问题以其重要的理论价值和应用背景,受到了学界和业界的广泛关注。对国内外可抢占项目调度的研究成果进行了系统性总结与梳理,综述了可抢占项目调度问题的数学模型及其求解算法,总结了可抢占项目调度问题的一些扩展问题和应用情况,最后指出了未来进一步的研究方向。     

Developing activity duration specification limits for effective project control

We propose a new structure for guiding project control decisions to ensure that a project is completed on schedule when activity durations are uncertain and modeled by random variables. This structure consists of specifying a specification limit for each activity duration. During the project, if the time to complete an activity is going to exceed its specification limit, actions are taken, at some cost, to bring the time down to that limit. We present an algorithm that selects specification limits to achieve targeted on-time probabilities at minimum cost. The method involves estimating the effect of small changes in specification limits on the probability of completing a project on time and on the cost of control actions. The required simulation-based estimates for all activities are obtained in a single set of simulation runs. Computational results show the algorithm to be efficient to apply and, when compared to a more ad hoc approach of using activity importance measures (specifically, activity criticality), the use of the resulting specification limits to be of significant benefit in guiding project control decisions.