Enhancing CLP branch and bound techniques for scheduling problems

In this paper, we propose a constraint logic programming (CLP) approach to the solution of a job shop scheduling problem in the field of production planning in orthopaedic hospital departments. A pure CLP on finite domain (CLP(FD)) approach to the problem has been developed, leading to disappointing results. In fact, although CLP(FD) has been recognized as a suitable tool for solving combinatorial problems, it presents some drawbacks for optimization problems. The main reason concerns the fact that CLP(FD) solvers do not effectively handle the objective function and cost‐based reasoning through the simple branch and bound scheme they embed. Therefore, we have proposed an improvement of the standard CLP branch and bound algorithm by exploiting some well‐known operations research results. The branch and bound we integrate in a CLP environment is based on the optimal solution of a relaxation of the original problem. In particular, the relaxation used for the job shop scheduling problem considered is the well‐known shifted bottleneck procedure considering single machine problems. The idea is to decompose the original problem into subproblems and solve each of them independently. Clearly, the solutions of each subproblem may violate constraints among different subproblems which are not taken into account. However, these solutions can be exploited in order to improve the pruning of the search space and to guide the search by defining cost‐based heuristics. The resulting algorithm achieves a significant improvement with respect to the pure CLP(FD) approach that enables the solution of problems which are one order of magnitude greater than those solved by a pure CLP(FD) algorithm. In addition, the resulting code is less dependent on the input data configuration. Copyright © 2001 John Wiley & Sons, Ltd.     

Intelligent scheduling with tabu search: An application to jobs with linear delay penalties and sequence-dependent setup costs and times

In this article we study thetabu search (TS) method in an application for solving an important class of scheduling problems. Tabu search is characterized by integrating artificial intelligence and optimization principles, with particular emphasis on exploiting flexible memory structures, to yield a highly effective solution procedure. We first discuss the problem of minimizing the sum of the setup costs and linear delay penalties when N jobs, arriving at time zero, are to be scheduled for sequential processing on a continuously available machine. A prototype TS method is developed for this problem using the common approach of exchanging the position of two jobs to transform one schedule into another. A more powerful method is then developed that employs insert moves in combination with swap moves to search the solution space. This method and the best parameters found for it during the preliminary experimentation with the prototype procedure are used to obtain solutions to a more complex problem that considers setup times in addition to setup costs. In this case, our procedure succeeded in finding optimal solutions to all problems for which these solutions are known and a better solution to a larger problem for which optimizing procedures exceeded a specified time limit (branch and bound) or reached a memory overflow (branch and bound/dynamic programming) before normal termination. These experiments confirm not only the effectiveness but also the robustness of the TS method, in terms of the solution quality obtained with a common set of parameter choices for two related but different problems.     

Iterative flattening search for resource constrained scheduling

Iterative flattening search (ifs) is a meta-heuristic strategy for solving multi-capacity scheduling problems. Given an initial solution, ifs iteratively applies: (1) a relaxation-step, in which a subset of scheduling decisions are randomly retracted from the current solution; and (2) a flattening-step, in which a new solution is incrementally recomputed from this partial schedule. Whenever a better solution is found, it is retained, and, upon termination, the best solution found during the search is returned. Prior research has shown ifs to be an effective and scalable heuristic procedure for minimizing schedule makespan in multi-capacity resource settings. In this paper we experimentally investigate the impact on ifs performance of algorithmic variants of the flattening step. The variants considered are distinguished by different computational requirements and correspondingly vary in the type and depth of search performed. The analysis is centered around the idea that given a time bound to the overall optimization procedure, the ifs optimization process is driven by two different and contrasting mechanisms: the random sampling performed by iteratively applying the “relaxation/flattening” cycle and the search conducted within the constituent flattening procedure. On one hand, one might expect that efficiency of the flattening process is key: the faster the flattening procedure, the greater the number of iterations (and number of sampled solutions) for a given time bound; and hence the greater the probability of finding better quality solutions. On the other hand, the use of more accurate (and more costly) flattening procedures can increase the probability of obtaining better quality solutions even if their greater computational cost reduces the number of ifs iterations. Comparative results on well-studied benchmark problems are presented that clarify this tradeoff with respect to previously proposed flattening strategies, identify qualitative guidelines for the design of effective ifs procedures, and suggest some new directions for future work in this area.     

Less is more approach: basic variable neighborhood search for the obnoxious p‐median problem

The goal of the less is more approach (LIMA) for solving optimization problems that has recently been proposed in Mladenovi? et al. (2016) is to find the minimum number of search ingredients that make a heuristic more efficient than the currently best. In this paper, LIMA is successfully applied to solve the obnoxious p‐median problem (OpMP). More precisely, we developed a basic variable neighborhood search for solving the OpMP, where the single search ingredient, the interchange neighborhood structure, is used. We also propose a new simple local search strategy for solving facility location problems, within the interchange neighborhood structure, which is in between the usual ones: first improvement and best improvement strategies. We call it facility best improvement local search. On the basis of experiments, it appeared to be more efficient and effective than both first and best improvement. According to the results obtained on the benchmark instances, our heuristic turns out to be highly competitive with the existing ones, establishing new state‐of‐the‐art results. For example, four new best‐known solutions and 133 ties are claimed in testing the set with 144 instances.     

A lower bound for randomized algebraic decision trees

We prove the firstnontrivial (andsuperlinear) lower bounds on the depth ofrandomized algebraic decision trees (with two-sided error) for problems being finite unions of hyperplanes and intersections of halfspaces, solving a long standing open problem. As an application, among other things, we derive, for the first time, an (n ²)randomized lower bound for theKnapsack Problem, and an (n logn)randomized lower bound for theElement Distinctness Problem which were previously known only for deterministic algebraic decision trees. It is worth noting that for the languages being finite unions of hyperplanes our proof method yields also a new elementary lower bound technique for deterministic algebraic decision trees without making use of Milnor's bound on Betti number of algebraic varieties.     

Weighted heuristic anytime search: new schemes for optimization over graphical models

Weighted heuristic search (best-first or depth-first) refers to search with a heuristic function multiplied by a constant w [31]. The paper shows, for the first time, that for optimization queries in graphical models the weighted heuristic best-first and weighted heuristic depth-first branch and bound search schemes are competitive energy-minimization anytime optimization algorithms. Weighted heuristic best-first schemes were investigated for path-finding tasks. However, their potential for graphical models was ignored, possibly because of their memory costs and because the alternative depth-first branch and bound seemed very appropriate for bounded depth. The weighted heuristic depth-first search has not been studied for graphical models. We report on a significant empirical evaluation, demonstrating the potential of both weighted heuristic best-first search and weighted heuristic depth-first branch and bound algorithms as approximation anytime schemes (that have sub-optimality bounds) and compare against one of the best depth-first branch and bound solvers to date.     

Tabu search for scheduling on identical parallel machines to minimize mean tardiness

This paper presents a tabu search approach for scheduling jobs on identical parallel machines with the objective of minimizing the mean tardiness. Initially, we consider a basic tabu search that uses short term memory only. Local search is performed on a neighborhood defined by two types of moves. Insert moves consist of transferring each job from one machine to another and swap moves are those obtained by exchanging each pair of jobs between two machines. Next, we analyze the incorporation of two diversification strategies with the aim of exploring unvisited regions of the solution space. The first strategy uses long term memory to store the frequency of the moves executed throughout the search and the second makes use of influential moves. Computational tests are performed on problems with up to 10 machines and 150 jobs. The heuristic performance is evaluated through a lower bound given by Lagrangean relaxation. A comparison is also made with respect to the best constructive heuristic reported in the literature.     

Optimal Compile-Time Multiprocessor Scheduling Based on the O–1 Linear Programming Algorithm with the Branch and Bound Technique

The problem of exploiting the effective utilization of a multiprocessor system essentially depends on optimal scheduling of parallel tasks onto the processors in the system. A recently proposed compile-time scheduling algorithm based on the 0–1 linear programming algorithm with the branch and bound technique, to produce optimal schedules, has the problems of communication link contention, nonoptimality, and modeling incompletely connected processor systems. In this paper, we present a modified version of this algorithm for producing contention-free optimal schedules for any arbitrary multiprocessor topology. To alleviate the impediments of large requirements of CPU time for the optimal scheduling algorithm, we have developed three new effective techniques, namely,processor isomorphism, look ahead pruning, andlower bound on the completion time of tasks. The performance of our algorithm is analyzed using DFT and LU decomposition methods as benchmarks.     

A comparative study of heuristic algorithms on Economic Lot Scheduling Problem

The Economic Lot Scheduling Problem (ELSP) has been well-researched for more than 40 years. As the ELSP has been generally seen as NP-hard, researchers have focused on the development of efficient heuristic approaches. In this paper, we consider the time-varying lot size approach to solve the ELSP. A computational study of the existing solution algorithms, Dobson’s heuristic, Hybrid Genetic algorithm, Neighborhood Search heuristics, Tabu Search and the newly proposed Simulated Annealing algorithm are presented. The reviewed methods are first tested on two well-known problems, those of Bomberger’s [Bomberger, E. E. (1966). A dynamic programming approach to a lot size scheduling problem. Management Science 12, 778–784] and Mallya’s [Mallya, R (1992). Multi-product scheduling on a single machine: A case study. OMEGA: International Journal of Management Science 20, 529–534] problems. We show the Simulated Annealing algorithm finds the best known solution to these problems. A similar comparison study is performed on various problem sets previously suggested in the literature. The results show that the Simulated Annealing algorithm outperforms Dobson’s heuristic, Hybrid Genetic algorithm and Neighborhood search heuristics on these problem sets. The Simulated Annealing algorithm also shows faster convergence than the best known Tabu Search algorithm, yet results in solutions of a similar quality. Finally, we report the results of the design of experiment study which compares the robustness of the mentioned meta-heuristic techniques.     

Lagrangian bounds for just-in-time job-shop scheduling

We study the job-shop scheduling problem with earliness and tardiness penalties. We describe two Lagrangian relaxations of the problem. The first one is based on the relaxation of precedence constraints while the second one is based on the relaxation of machine constraints. We introduce dedicated algorithms to solve the corresponding dual problems. The second one is solved by a simple dynamic programming algorithm while the first one requires the resolution of an NP-hard problem by branch and bound. In both cases, the relaxations allow us to derive lower bounds as well as heuristic solutions. We finally introduce a simple local search algorithm to improve the best solution found. Computational results are reported.     

An experimental analysis of local minima to improve neighbourhood search

The paper reports the results from a number of experiments on local search algorithms applied to job shop scheduling problems. The main aim was to get insights into the structure of the underlying configuration space. We consider the disjunctive graph representation where the objective function of job shop scheduling is equal to the length of longest paths. In particular, we analyse the number of longest paths, and our computational experiments on benchmark problems provide evidence that in most cases optimal and near optimal solutions do have a small number of longest paths. For example, our best solutions have one to five longest paths only while the maximum number is about sixty longest paths. Based on this observation, we investigate a non-uniform neighbourhood for simulated annealing procedures that gives preference to transitions where a decrease of the number of longest paths is most likely. The results indicate that the non-uniform strategy performs better than uniform methods, i.e. the non-uniform approach has a potential to find better solutions within the same number of transition steps. For example, we obtain the new upper bound 886 on the 20×20 benchmark problem YN1.

Scope and purpose

The paper reports a number of experiments with local search algorithms applied to job shop scheduling (JSS). The JSS problem is defined as follows: Given a number of l jobs, the jobs have to be processed on m machines. Each job consists of a sequence of m tasks, i.e., each task of a job is assigned to a particular machine. The tasks have to be processed during an uninterrupted time period of a fixed length on a given machine. A schedule is an allocation of the tasks to time intervals on the machines and the aim is to find a schedule that minimises the overall completion time which is called the makespan. The scheduling problem is one of the hardest combinatorial optimization problems (cf. M.R. Garey, D.S. Johnson, SIAM J. Comput. 4(4) (1975) 397. Many methods have been proposed to find good approximations of optimum solutions to job shop scheduling problems; for an overview (see E.H.L. Aarts, Local Search in Combinatorial Optimization, Wiley, New York, 1998). In our paper, the main aim is to get insights into the structure of the underlying configuration space. We consider the disjunctive graph representation where the objective function of job shop scheduling is equal to the length of longest paths. In particular, we analyse the number of longest paths, and our computational experiments on benchmark problems provide evidence that in most cases optimal and near optimal solutions do have a small number of longest paths. For example, our best solutions have one to five longest paths only while the maximum number is about sixty longest paths. Based on this observation, we investigate a non-uniform neighbourhood for simulated annealing procedures that gives preference to transitions where a decrease of the number of longest paths is most likely. The results indicate that the non-uniform strategy performs better than uniform methods, i.e., the non-uniform approach has a potential to find better solutions within the same number of transition steps. For example, we obtain the new upper bound 886 on the 20×20 benchmark problem YN1.     

An Exact Method to Minimize the Number of Tardy Jobs in Single Machine Scheduling

This paper considers the problem of scheduling n jobs on a single machine to minimize the number of tardy (or late) jobs. Each job has a release date, a processing time and a due date. The general case with non-equal release dates and different due dates is considered. Using new and efficient lower bounds and several dominance rules, a branch and bound scheme is proposed based on the definition of a master sequence, i.e. a sequence containing at least one optimal sequence. With this procedure, 95% of 140-job instances are optimally solved in a maximum of one-hour CPU time.     

LOCAL++: A C++ framework for local search algorithms

Local search is an emerging paradigm for combinatorial search which has recently been shown to be very effective for a large number of combinatorial problems. It is based on the idea of navigating the search space by iteratively stepping from one solution to one of its neighbors, which are obtained by applying a simple local change to it. In this paper we present LOCAL++, an object‐oriented framework to be used as a general tool for the development and implementation of local search algorithms in C++. The framework comprises a hierarchy of abstract template classes, one for each local search technique taken into account (i.e. hill‐climbing, simulated annealing and tabu search). Each class specifies and implements the invariant part of the algorithm built according to the technique, and is supposed to be specialized by a concrete class once a given search problem is considered, so as to implement the problem‐dependent part of the algorithm. LOCAL++ comprises also a set of abstract classes for creating new techniques by combining different search techniques and different neighborhood relations. The architecture of LOCAL++ provides a principled modularization for the solution of combinatorial search problems, and helps the designer deriving a neat conceptual scheme of the application, thus facilitating the development and debugging phases. LOCAL++ proved to be flexible enough for the implementation of the algorithms solving various scheduling problems. Copyright © 2000 John Wiley & Sons, Ltd.     

On the competitiveness of on-line real-time task scheduling

With respect to on-line scheduling algorithms that must direct the service of sporadic task requests we quantify the benefit of clairvoyancy, i.e., the power of possessing knowledge of various task parameters of future events. Specifically, we consider the problem of preemptively sheduling sporadic task requests in both uni- and multi-processor environments. If a task request is successfuly scheduled to completion, a value equal to the task's execution time is obtained; otherwise no value is obtained. We prove that no on-line scheduling algorithm can guarantee a cumulative value greater than 1/4th the value obtainable by a clairvoyant scheduler; i.e., we prove a 1/4th upper bound on the competitive factor of on-line real-time schedulers. We present an online uniprocessor scheduling algorithm TD ₁ that actually has a competitive factor of 1/4; this bound is thus shown to be tight. We further consider the effect of restricting the amount of overloading permitted (the loading factor), and quantify the relationship between the loading factor and the upper bound on the competitive factor. Other results of a similar nature deal with the effect of value densities (measuring the importance of type of a task). Generalizations to dual-processor on-line scheduling are also considered. For the dual-processor case, we prove an upper bound of 1/2 on the competitive factor. This bound is shown to be tight in the special case when all the tasks have the same density and zero laxity.     

Single machine weighted earliness–tardiness penalty problem with a common due date

In this paper, we have considered a class of single machine job scheduling problems where the objective is to minimize the weighted sum of earliness–tardiness penalties of jobs. The weights are job-independent but they depend on whether a job is early or tardy. The restricted version of the problem where the common due date is smaller than a critical value, is known to be NP-complete. While dynamic programming formulation runs out of memory for large problem instances, depth-first branch-and-bound formulation runs slow for large problems since it uses a tree search space. In this paper, we have suggested an algorithm to optimally solve large instances of the restricted version of the problem. The algorithm uses a graph search space. Unlike dynamic programming, the algorithm can output optimal solutions even when available memory is limited. It has been found to run faster than dynamic programming and depth-first branch-and-bound formulations and can solve much larger instances of the problem in reasonable time. New upper and lower bounds have been proposed and used. Experimental findings are given in detail.Scope and purposeA class of single machine problems arising out of scheduling jobs in JIT environment has been considered in this paper. The objective is to minimize the total weighted earliness–tardiness penalties of jobs. In this paper, we have presented a new algorithm and conducted extensive empirical runs to show that the new algorithm performs much better than the existing approaches in solving large instances of the problem.     

A distributed processing algorithm for solving integer programs using a cluster of workstations

The sequential branch and bound algorithm is the most established method for solving mixed integer and discrete programming problems. It is based on the tree search of the possible subproblems of the original problem. There are two goals in carrying out a tree search, namely, (i) finding a good and ultimately the best integer solution, and (ii) to prove that the best solution has been found or no integer feasible solution exists. We call these the stage 1 and stage 2 of tree search. In general it is extremely difficult to choose the ideal search strategy in stage 1 or stage 2 for a given integer programming (IP) problem. On the other hand by investigating a number of different strategies (and hence different search trees) a good solution can be reached quickly in respect of many practical IP problems. Starting from this observation a parallel branch and bound algorithm has been designed which exploits this two stage approach. In the first stage we investigate a number of alternative search trees (forest search) in the hope of finding a good solution quickly. This we call the multiple heuristic search (MHS). In this approach the best integer solution is broadcast to other processors involved in MHS tree development. In the second stage we reorganise the search to investigate branches of a chosen tree in parallel. This two stage algorithm has been implemented on a cluster of SUN workstations using the Parallel Virtual Machine (PVM) harness [12]. The results of our investigation for a range of well known test problems taken from the MIPLIB set and others from the literature are reported here.     

Sensitivity analysis in the single-machine scheduling problem with max–min criterion

In this paper, the single‐machine scheduling problem 1∣prec∣f_max is considered. It is one of the most general scheduling problems for which an efficient, polynomial algorithm has been developed. It is always possible to calculate quickly one optimal solution (a sequence of jobs) in that problem. However, the set of all optimal solutions may contain a lot of other sequences, so it is important to give a full characterization of that set. This paper consists of two parts. In the first part, some sufficient and necessary conditions of optimality of a given solution to the problem 1∣prec∣f_max are proved. In the second part, an application of these conditions to the sensitivity analysis is presented.     

A tabu search algorithm for parallel machine total tardiness problem

In this study, we consider the problem of scheduling a set of independent jobs with sequence dependent setups on a set of uniform parallel machines such that total tardiness is minimized. Jobs have non-identical due dates and arrival times. A tabu search (TS) approach is employed to attack this complex problem. In order to obtain a robust search mechanism, several key components of TS such as candidate list strategies, tabu classifications, tabu tenure and intensification/diversification strategies are investigated. Alternative approaches to each of these issues are developed and extensively tested on a set of problems obtained from the literature. The results obtained are considerably better than those reported previously and constitute the best solutions known for the benchmark problems as to date. Scope and purposeSeveral surveys on parallel machine scheduling with due date related objectives (Oper. Res. 38(1) (1990) 22; EJOR 38 (1989) 156; Oper. Res. 42 (1994) 1025) reveal that the NP-hard nature of the problem renders it a challenging area for many researchers who studied various versions. However, most of these studies make the assumption that jobs are available at the beginning of the scheduling period, which is an important deviation form reality. In this study, as well as distinct due dates and ready times, features such as sequence dependent setup times and different processing rates for machines are incorporated into the classical model. These enhancements approach the model to the actual practice at the expense of complicating the problem further. For this complex problem, we present a tabu search (TS) algorithm to minimize total tardiness and provide the best solutions known for a set of benchmark problems.     

Flowshop scheduling problems with transportation or deterioration between the batching and single machines

In this paper, we consider two new types of the two-machine flowshop scheduling problems where a batching machine is followed by a single machine. The first type is that normal jobs with transportation between machines are scheduled on the batching and single machines. The second type is that normal jobs are processed on the batching machine while deteriorating jobs are scheduled on the single machine. For the first type, we formulate the problem to minimize the makespan as a mixed integer programming model and prove that it is strongly NP-hard. Furthermore, a heuristic algorithm along with a worst case error bound is derived and the computational experiments are also carried out to verify the effectiveness of the proposed heuristic algorithm. For the second type, the two objectives are considered. For the problem with minimizing the makespan, we find an optimal polynomial algorithm. For the problem with minimizing the sum of completion time, we show that it is strongly NP-hard and propose an optimal polynomial algorithm for its special case.     

Comparing Verboseness for Finite Automata and Turing Machines

A language is called (m,n)-verbose if there exists a Turing machine that enumerates for any n words at most m possibilities for their characteristic string. This notion is compared with (m,n)-fa-verboseness, where instead of a Turing machine a finite automaton is used. By use of a new diagonalisation method, where finite automata trick Turing machines, it is shown that all (m,n)-verbose languages are (h,k)-verbose iff all (m,n)-fa-verbose languages are (h,k)-fa-verbose. In other words, Turing machines and finite automata behave exactly the same way with respect to inclusion of verboseness classes. This identical behaviour implies that the nonspeedup theorem also holds for finite automata. As an application of the theoretical framework, a lower bound is derived on the number of bits that need to be communicated to finite automata protocol checkers for nonregular protocols.