基于异步次梯度法的LR算法及其在多阶段HFSP的应用

为降低求解复杂度和缩短计算时间,针对多阶段混合流水车间总加权完成时间问题,提出了一种结合异步次梯度法的改进拉格朗日松弛算法。建立综合考虑有限等待时间和工件释放时间的整数规划数学模型,将异步次梯度法嵌入到拉格朗日松弛算法中,从而通过近似求解拉格朗日松弛问题得到一个合理的异步次梯度方向,沿此方向进行搜索,逐渐降低到最优点的距离。通过仿真实验,验证了所提算法的有效性。对比所提算法与传统的基于次梯度法的拉格朗日松弛算法,结果表明,就综合解的质量和计算效率而言,所提算法能在较短的计算时间内获得更好的近优解,尤其是对大规模问题。     

求不定二次规划全局解的一个新算法

本文提出了一个求不定二次规划问题全局最优解的新算法.首先,给出了三种计算下界的方法:线性逼近法、凸松弛法和拉格朗日松弛法;并且证明了拉格朗日对偶界与通过凸松弛得到的下界是相等的;然后建立了基于拉格朗日对偶界和矩形两分法的分枝定界算法,并给出了初步的数值试验结果.     

单机单转包商调度与外包联合优化问题的改进启发式算法

针对以总完工时间与总外包费用加权和为优化目标、总外包费用不超过给定上限的单机单转包商调度与外包联合优化问题,设计出一种改进的剔除型启发式算法。该算法通过运用动态规划技术求解新的辅助问题来获取初始外包工件集,并引入判定条件提前从初始外包工件集中剔除特定工件。为满足对总外包费用的上限约束,还利用新型的启发式筛选次序族逐一确定从当前外包工件集中剔除的工件。在仿真实验中,通过生成大量的测试算例,对比分析了改进算法与另2种已报道算法在求解质量、计算时间上的表现情况。实验结果表明所提出的改进算法在解的整体质量上具备显著的比较优势,并且能在5.6秒内完成对工件总数为1500的测试算例的求解。     

图的最大二等分问题的低秩可行方向算法

基于图的最大二等分问题的半定规划松弛模型,利用矩阵的低秩分解技巧,给出了该问题的半定规划松弛的一种低秩可行方向算法.在一定的条件下,证明了算法的收敛性.结合0.699随机扰动方法得到原问题的近似最优解.数值实验表明该方法能有效地求解图的最大二等分问题.     

求解机器人制造单元调度问题的化学反应优化算法

针对多类型工件加工机器人制造单元调度NP难题,提出一种局部搜索的化学反应优化算法。该算法采用基于迭代次数的线性排序选择,维持解的多样性;构建紧后工件阻塞时间最小化交换的邻域结构加快收敛速度。此外,该算法主要参数由正交试验获得。通过求解随机产生的算例,仿真结果表明,化学反应优化算法优于遗传算法,提出算法较化学反应优化算法能更有效地搜索到更好解。     

平行机排序问题的列生成解法

基于整数规划的线性松弛,探讨求解大规模带权总完工时间排序问题的列生成算法的基本原理.然后,结合动态规划和分枝定界技术,对大规模排序问题P‖∑wiCj提出一类求解精确(最优)解的列生成算法.     

带准备时间的单机指数时间学习效应排序问题

研究带有准备时间的单机学习效应模型,其中工件加工时间具有指数时间学习效应,即工件的实际加工时间是已经排好的工件加工时间的指数函数。学习效应模型考虑工件的实际加工时间同时依赖于工件本身的加工时间和已加工工件的累计加工时间,目标函数为最小化总完工时间。这个问题是NP-难的,提出了一个数学规划模型来求解该问题的最优解。通过分析几个优势性质和下界,提出分支定界算法来求解此问题,并设计启发式算法改进分支定界算法的上界值。通过仿真实验验证了分支定界算法在求解质量和时间方面的有效性。     

图的最大二等分问题的非线性规划算法

基于图的最大二等分问题的半定规划松驰模型 ,本文提出一个非线性规划算法求解该模型 ,得到该半定规划松驰模型的一个次优解 ,并且给出算法的收敛性证明 .数值试验表明该方法可以有效地求解图的最大二等分问题的松驰模型     

求解二次分配问题的拉格朗日松弛新方法

以改进的拉格朗日松弛(Lagrangian relaxation,LR)方法和二次分配问题(quadratic assignment problem,QAP)的线性化模型为基础,给出了求解QAP的拉格朗日松弛新方法,这为有效求解QAP提供了一种新的解决方案.通过求解二次分配基准问题库(QAPLIB)中的实际算例,从实验的角度说明了拉格朗日松弛新方法求解QAP的可行性及存在的不足之处,并对今后进一步的研究工作指明了方向.     

一种新的在线调度算法竞争比分析方法——基于实例转换的方法

针对工件动态到达的在线调度模型提出了一种基于实例转换的竞争分析方法,该方法从问题的一个任意实例出发,逐步沿着性能比增加的方向修改工件的各种参数而得到结构更加简单特殊的实例,最后所导出的简单实例的性能比可以直接计算,且是算法竞争比的一个上界.该方法为在线调度算法的竞争比分析提供了一种新颖的、规律性的思路,以最小化总加权完工时间的单机在线调度问题为例,使用提出的分析方法为该问题一个已有的竞争分析结论提供了更加简洁明了的替代性证明.     

An exact algorithm for the precedence-constrained single-machine scheduling problem

This study proposes an efficient exact algorithm for the precedence-constrained single-machine scheduling problem to minimize total job completion cost where machine idle time is forbidden. The proposed algorithm is based on the SSDP (Successive Sublimation Dynamic Programming) method and is an extension of the authors’ previous algorithms for the problem without precedence constraints. In this method, a lower bound is computed by solving a Lagrangian relaxation of the original problem via dynamic programming and then it is improved successively by adding constraints to the relaxation until the gap between the lower and upper bounds vanishes. Numerical experiments will show that the algorithm can solve all instances with up to 50 jobs of the precedence-constrained total weighted tardiness and total weighted earliness–tardiness problems, and most instances with 100 jobs of the former problem.     

A novel Lagrangian relaxation approach for a hybrid flowshop scheduling problem in the steelmaking-continuous casting process

One of the largest bottlenecks in iron and steel production is the steelmaking-continuous casting (SCC) process, which consists of steel-making, refining and continuous casting. The SCC scheduling is a complex hybrid flowshop (HFS) scheduling problem with the following features: job grouping and precedence constraints, no idle time within the same group of jobs and setup time constraints on the casters. This paper first models the scheduling problem as a mixed-integer programming (MIP) problem with the objective of minimizing the total weighted earliness/tardiness penalties and job waiting. Next, a Lagrangian relaxation (LR) approach relaxing the machine capacity constraints is presented to solve the MIP problem, which decomposes the relaxed problem into two tractable subproblems by separating the continuous variables from the integer ones. Additionally, two methods, i.e., the boundedness detection method and time horizon method, are explored to handle the unboundedness of the decomposed subproblems in iterations. Furthermore, an improved subgradient level algorithm with global convergence is developed to solve the Lagrangian dual (LD) problem. The computational results and comparisons demonstrate that the proposed LR approach outperforms the conventional LR approaches in terms of solution quality, with a significantly shorter running time being observed.     

Scheduling dynamic hybrid flowshop with serial batching machines

This paper considers a multi-stage dynamic hybrid flowshop in which some stage contains several identical batching machines and the other stages contain several identical discrete machines. Each discrete machine can process no more than one operation at a time, and each batching machine can process several jobs continuously in a batch. This problem has a strong practical background in the process industry. Since the problem is NP-hard, improved Lagrangian relaxation (LR) is developed where batch decomposition strategy is applied and mixed backward and forward dynamic programming is designed to solve batch-level subproblems with the case that each operation may have multiple predecessors and successors. Results of numerical experiments with up to 60 jobs show that the proposed algorithm can obtain better solutions in a reasonable computation time than traditional LR.     

Preemptive scheduling of interval orders is polynomial

In 1979, Papadimitriou and Yannakakis gave a polynomial time algorithm for the scheduling of jobs requiring unit completion times when the precedence constraints form an interval order. The authors solve here the corresponding problem, for preemptive scheduling (a job can be interrupted to work on more important tasks, and completed at a later time, subject to the usual scheduling constraints.) The m-machine preemptive scheduling problem is shown to have a polynomial algorithm, for both unit time and variable execution times as well, when the precedence constraints are given by an interval order.     

Bus driver duty optimization using an integer programming and evolutionary hybrid algorithm

This paper describes the details of a successful application where an integer programming and evolutionary hybrid algorithm was used to solve a bus driver duty optimization problem. The task is NP-hard, therefore theoretically optimal solutions can only be calculated for very small problem instances. Our aim is to obtain solutions of good quality within reasonable time limits. We first applied an integer programming approach to a set partitioning problem. The model was solved with a column generation algorithm in a branch and bound scheme. In order to solve larger real-life problems, we have combined the integer programming method with a greedy 1+1 steady state evolutionary algorithm. The resulting hybrid algorithm was capable of providing near-optimal solutions within reasonable timescales to larger instances of the bus driver scheduling problem. We present the results and running times of our algorithm in detail, as well as possible directions of future improvements.     

Unrelated machine scheduling with time-window and machine downtime constraints: An application to a naval battle-group problem

This paper deals with an unrelated machine scheduling problem of minimizing the total weighted flow time, subject to time-window job availability and machine downtime side constraints. We present a zero-one integer programming formulation of this problem. The linear programming relaxation of this formulation affords a tight lower bound and often generates an integer optimal solution for the problem. By exploiting the special structures inherent in the formulation, we develop some classes of strong valid inequalities that can be used to tighten the initial formulation, as well as to provide cutting planes in the context of a branch-and-cut procedure. A major computational bottleneck is the solution of the underlying linear programming relaxation because of the extremely high degree of degeneracy inherent in the formulation. In order to overcome this difficulty, we employ a Lagrangian dual formulation to generate lower and upper bounds and to drive the branch-and-bound algorithm. As a practical instance of the unrelated machine scheduling problem, we describe a combinatorial naval defense problem. This problem seeks to schedule a set of illuminators (passive homing devices) in order to strike a given set of targets using surface-to-air missiles in a naval battle-group engagement scenario. We present computational results for this problem using suitable realistic data.     

New Bundle Methods for Solving Lagrangian Relaxation Dual Problems

Bundle methods have been used frequently to solve nonsmooth optimization problems. In these methods, subgradient directions from past iterations are accumulated in a bundle, and a trial direction is obtained by performing quadratic programming based on the information contained in the bundle. A line search is then performed along the trial direction, generating a serious step if the function value is improved by or a null step otherwise. Bundle methods have been used to maximize the nonsmooth dual function in Lagrangian relaxation for integer optimization problems, where the subgradients are obtained by minimizing the performance index of the relaxed problem. This paper improves bundle methods by making good use of near-minimum solutions that are obtained while solving the relaxed problem. The bundle information is thus enriched, leading to better search directions and less number of null steps. Furthermore, a simplified bundle method is developed, where a fuzzy rule is used to combine linearly directions from near-minimum solutions, replacing quadratic programming and line search. When the simplified bundle method is specialized to an important class of problems where the relaxed problem can be solved by using dynamic programming, fuzzy dynamic programming is developed to obtain efficiently near-optimal solutions and their weights for the linear combination. This method is then applied to job shop scheduling problems, leading to better performance than previously reported in the literature.     

Dual decomposition of a single-machine scheduling problem

We design a fast ascent direction algorithm for the Lagrangian dual problem of the single-machine scheduling problem of minimizing total weighted completion time subject to precedence constraints. We show that designing such an algorithm is relatively simple if a scheduling problem is formulated in terms of the job completion times rather than as an 0–1 linear program. Also, we show that upon termination of such an ascent direction algorithm we get a dual decomposition of the original problem, which can be exploited to develop approximative and enumerative approaches for it. Computational results exhibit that in our application the ascent direction leads to good Lagrangian lower and upper bounds.     

A mathematical programming model and solution for scheduling production orders in Shanghai Baoshan Iron and Steel Complex

In this paper, we investigate the production order scheduling problem derived from the production of steel sheets in Shanghai Baoshan Iron and Steel Complex (Baosteel). A deterministic mixed integer programming (MIP) model for scheduling production orders on some critical and bottleneck operations in Baosteel is presented in which practical technological constraints have been considered. The objective is to determine the starting and ending times of production orders on corresponding operations under capacity constraints for minimizing the sum of weighted completion times of all orders. Due to large numbers of variables and constraints in the model, a decomposition solution methodology based on a synergistic combination of Lagrangian relaxation, linear programming and heuristics is developed. Unlike the commonly used method of relaxing capacity constraints, this methodology alternatively relaxes constraints coupling integer variables with continuous variables which are introduced to the objective function by Lagrangian multipliers. The Lagrangian relaxed problem can be decomposed into two sub-problems by separating continuous variables from integer ones. The sub-problem that relates to continuous variables is a linear programming problem which can be solved using standard software package OSL, while the other sub-problem is an integer programming problem which can be solved optimally by further decomposition. The subgradient optimization method is used to update Lagrangian multipliers. A production order scheduling simulation system for Baosteel is developed by embedding the above Lagrangian heuristics. Computational results for problems with up to 100 orders show that the proposed Lagrangian relaxation method is stable and can find good solutions within a reasonable time.