An improved formulation for the maximum coverage patrol routing problem

We present an improved formulation for the maximum coverage patrol routing problem (MCPRP). The main goal of the patrol routing problem is to maximize the coverage of critical highway stretches while ensuring the feasibility of routes and considering the availability of resources. By investigating the structural properties of the optimal solution, we formulate a new, improved mixed integer program that can solve real life instances to optimality within seconds, where methods proposed in prior literature fail to find a provably optimal solution within an hour. The improved formulation provides enhanced highway coverage for both randomly generated and real life instances. We show an average increase in coverage of nearly 20% for the randomly generated instances provided in the literature, with a best case increase over 46%. Similarly, for the real life instances, we close the optimality gap within seconds and demonstrate an additional coverage of over 13% in the best case. The improved formulation also allows for testing a number of real life scenarios related to multi-start routes, delayed starts at the beginning of the shifts, and taking a planned break during the shift. Being able to solve these scenarios in short durations help decision and policy makers to better evaluate resource allocation options while serving public.     

Minimizing maximum tardiness and delivery costs in a batched delivery system

High delivery costs usually urge manufacturers to dispatch their jobs in batches. However, dispatching the jobs in batches can have profound negative effects on important scheduling objective functions such as minimizing maximum tardiness. This paper considers a single machine scheduling problem with the aim of minimizing the maximum tardiness and delivery costs in a single-machine scheduling problem with batched delivery system. A mathematical model is developed for this problem which can serve to solve it with the help of a commercial solver. However, due to the fact that this model happens to be a mixed integer nonlinear programming model the solver cannot guarantee to reach the global solution. For this reason, a branch and bound algorithm (B&B) is presented to obtain the global solution. Besides, a heuristic algorithm for calculation of the initial upper bound is introduced. Computational results show that the algorithm can be beneficial for solving this problem, especially for large size instances.     

Design of manufacturing cells: Operation assignment in printed circuit board manufacturing

We consider an operation assignment problem that arose from a printed circuit (PC) board assembly process. Components can either be inserted on boards manually or by machine. The objective is to determine an assignment of components (operations) to a set of capacitated machines (with the remainder of the components inserted manually) to minimize the total set-up and processing cost for assembling all boards. The problem can be formulated as a mixed integer linear program, but is too large to be practically solved. For the case of one machine, we present two different solution heuristics. We show that while each can be arbitrarily bad, on average the algorithms perform quite well. For the case of multiple machines, we present four different solution heuristics. We discuss implementation of our results at Hewlett-Packard.     

Minimising maximum response time

The minmax response time problem (mRTP) is a scheduling problem that has recently appeared in the literature and can be considered as a fair sequencing problem. This kind of problems appears in a wide range of real-world applications in mixed-model assembly lines, computer systems, periodic maintenance and others. The mRTP arises whenever products, clients or jobs need to be sequenced in such a way that the maximum time between the points at which they receive the necessary resources is minimised. The mRTP has been solved in the literature with a greedy heuristic. The objective of this paper is to improve the solution of this problem by means of exact and heuristic methods. We propose one mixed integer linear programming model, nine local search procedures and five metaheuristic algorithms. Extensive computational experiments are carried out to test them.     

Variable neighborhood search for the workload balancing problem in service enterprises

In this paper, we consider a telecommunication service company facing seasonal demand and time-varying capacity. A uniform lead-time, which is the maximum time span a customer has to wait before receiving the required service, is quoted to all customers. We present a quadratic integer programming model for the problem of scheduling jobs to meet the promised lead-time with the objective of balancing the workload across time. Since in practice solving such a problem to optimality can be very difficult, two variants of a variable neighborhood search approach are proposed. Extensive computational tests show that our heuristics are able to provide high quality solutions efficiently.     

Petri net modeling and scheduling for cyclic job shops with blocking

Cyclic scheduling is an effective scheduling method in the repetitive discrete manufacturing environment. We investigate the scheduling problem for general cyclic job shops with blocking where each machine has an input buffer of finite capacity. We develop Petri net models for the shops. We propose a sequential buffer control policy that restricts the jobs to enter the input buffer of the next machine in a specified sequence. We show that the scheduling model of a cyclic shop with finite buffers under such a buffer control policy can be transformed into a scheduling model of a cyclic shop with no buffer that can be modeled as a timed marked graph. In addition, we characterize the structural properties for deadlock detection. Finally, we present a mixed integer programming model to find an optimal deadlock-free schedule that minimizes the cycle time.     

Models for a traveling purchaser problem with additional side-constraints

The traveling purchaser problem (TPP) is the problem of determining a tour of a purchaser that needs to buy several items in different shops such that the total amount of travel and purchase costs is minimized. Motivated by an application in machine scheduling, we study a variant of the problem with additional constraints, namely, a limit on the maximum number of markets to be visited, a limit on the number of items bought per market and where only one copy per item needs to be bought. We present an integer linear programming (ILP) model which is adequate for obtaining optimal integer solutions for instances with up to 100 markets. We also present and test several variations of a Lagrangian relaxation combined with a subgradient optimization procedure. The relaxed problem can be solved by dynamic programming and can also be viewed as resulting from applying a state space relaxation technique to a dynamic programming formulation. The Lagrangian based method is combined with a heuristic that attempts to transform relaxed solutions into feasible solutions. Computational results for instances with up to 300 markets show that with the exception of a few cases, the reported differences between best upper bound and lower bound values on the optimal solutions are reasonably small.     

基于MapReduce模型带任务分割的平行机调度优化

研究一类基于MapReduce模型的两阶段平行机调度问题.该模型中的每个工件包含Map和Reduce两道工序,前一工序的任务可以划分并同步加工,而后一工序不可划分,结合工件的到达时间、交货时间等约束,以最大完工时间和总延迟时间的加权和作为优化目标构建混合整数规划模型,设计采用差分变异策略和逐维角度扰动机制的改进鲸鱼优化算法求解模型.数值仿真实验结果表明,所设计的算法相对于经典的鲸鱼优化算法、粒子群算法的求解效果有显著的提升,验证了模型和所设计算法的有效性.     

A branch and bound algorithm for the response time variability problem

The response time variability problem (RTVP) is an NP-hard scheduling problem that has been studied intensively recently and has a wide range of real-world applications in mixed-model assembly lines, multithreaded computer systems, network environments and others. The RTVP arises whenever products, clients or jobs need to be sequenced in order to minimise the variability in the time between two successive points at which they receive the necessary resources. To date, the best exact method for solving this problem is a mixed integer linear programming (MILP) model, which solves to optimality most of instances with up to 40 units to be scheduled in a reasonable amount of time. The goal of this paper is to increase the size of the instances that can be solved to optimality. We have designed an algorithm based on the branch and bound (B&B) technique to take advantage of the particular features of the problem. Our computational experiments show that the B&B algorithm is able to solve larger instances with up to 55 units to optimality in a reasonable time.     

Complexity of evolution in maximum cooperative P systems

We introduce a variant of P systems called maximum cooperative P systems; it consists of transition P systems with cooperative rules that evolve at each step by consuming the maximum number of objects. The problem of distributing objects to rules in order to achieve a maximum consuming evolution is studied by introducing the resource mapping problem. The decision version of this optimization problem is proved to be NP-complete. We describe a new simulation technique for the evolution of the maximum cooperative P systems based on integer linear programming. Finally we illustrate the evolution by an example.     

Block models for scheduling jobs on two parallel machines with a single server

We consider the problem of scheduling a set of non-preemptable jobs on two identical parallel machines such that the makespan is minimized. Before processing, each job must be loaded on a machine, which takes a given setup time. All these setups have to be done by a single server which can handle at most one job at a time. For this problem, we propose a mixed integer linear programming formulation based on the idea of decomposing a schedule into a set of blocks. We compare the results obtained by the model suggested with known heuristics from the literature.     

Parallel machine scheduling problem to minimize the earliness/tardiness costs with learning effect and deteriorating jobs

The focus of this work is to analyze parallel machine earliness/tardiness (ET) scheduling problem with simultaneous effects of learning and linear deterioration, sequence-dependent setups, and a common due-date for all jobs. By the effects of learning and linear deterioration, we mean that the processing time of a job is defined by an increasing function of its starting time and a decreasing function of the position in the sequence. We develop a mixed integer programming formulation for the problem and show that the optimal sequence is V-shaped: all jobs scheduled before the shortest jobs and all jobs scheduled after the shortest job are in a non-increasing and non-decreasing order of processing times, respectively. The developed model allows sequence-dependent setups and sequence-dependent early/tardy penalties. The illustrative example with 11 jobs for 2 machines and 3 machines shows that the model can easily provide the optimal solution, which is V-shaped, for problem.     

A hybrid metaheuristic for the prize-collecting single machine scheduling problem with sequence-dependent setup times

This paper investigates a single machine scheduling problem with strong industrial background, named the prize-collecting single machine scheduling problem with sequence-dependent setup times. In this problem, there are n candidate jobs for processing in a single machine, each job has a weight (or profit) and a processing time, and during processing a symmetric sequence-dependent setup time exists between two consecutive jobs. Since there is a maximum available time limitation of the machine, it is generally impossible to complete the processing of all the candidate jobs within this time limitation. The objective is to find a job processing sequence of maximal job weights (or profits) over a subset of all candidate jobs whose makespan does not exceed the given time limitation. This problem can be considered as an application of the orienteering problem (OP) in the field of discrete manufacturing. We formulate this problem as a mixed integer linear programming (MILP) model and propose a hybrid metaheuristic combining the structures of scatter search and variable neighborhood search. Computational results on a large number of randomly generated instances with different structures show that the proposed hybrid metaheuristic outperforms CPLEX and two metaheuristics proposed for the OP.     

Paint batching problem on M-to-1 conveyor systems

An M-to-1 conveyor system consists of multiple upstream conveyors and a single downstream conveyor. In this paper, we investigate the paint batching problem on M-to-1 conveyor systems with the objective of minimizing setup costs. Our research is motivated by a vehicle re-sequencing problem at a major Korean automotive manufacturer. Setup costs are incurred when two consecutive jobs in the downstream conveyor do not share the same feature. Re-sequencing flexibility is limited by the precedence relationship among jobs in the upstream conveyors. First, we develop a mixed integer linear programming model and propose an efficient dynamic programming (DP) algorithm for a 2-to-1 conveyor system. However, because the suggested DP cannot guarantee optimality in general settings, we propose two efficient genetic algorithms (GAs) to find near optimal solutions. Specifically, we design the reordering operation for making offspring to satisfy the precedence condition. We show that the proposed GAs perform prominently with respect to optimality gap and computation time; thus, they are amenable to environments where solutions must be obtained within tight time constraints.     

Sequencing a single machine with due dates and deadlines: an ILP-based approach to solve very large instances

We consider the problem of minimizing the weighted number of tardy jobs on a single machine where each job is also subject to a deadline that cannot be violated. We propose an exact method based on a compact integer linear programming formulation of the problem and an effective reduction procedure that allows to solve to optimality instances with up to 30,000 jobs in size, and up to 50,000 jobs in size for the special deadline-free case.     

Exact and heuristic procedures for single machine scheduling with quadratic earliness and tardiness penalties

The present paper studies the single machine, no-idle-time scheduling problem with a weighted quadratic earliness and tardiness objective. We investigate the relationship between this problem and the assignment problem, and we derive two lower bounds and several heuristic procedures based on this relationship. Furthermore, the applicability of the time-indexed integer programming formulation is investigated. The results of a computational experiment on a set of randomly generated instances show (1) the high-quality results of the proposed heuristics, (2) the low optimality gap of one of the proposed lower bounds and (3) the applicability of the integer programming formulation to small and medium size cases of the problem.     

A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.     

A solution approach based on Benders decomposition for the preventive maintenance scheduling problem of a stochastic large-scale energy system

This paper describes a Benders decomposition-based framework for solving the large scale energy management problem that was posed for the ROADEF 2010 challenge. The problem was taken from the power industry and entailed scheduling the outage dates for a set of nuclear power plants, which need to be regularly taken down for refueling and maintenance, in such a way that the expected cost of meeting the power demand in a number of potential scenarios is minimized. We show that the problem structure naturally lends itself to Benders decomposition; however, not all constraints can be included in the mixed integer programming model. We present a two phase approach that first uses Benders decomposition to solve the linear programming relaxation of a relaxed version of the problem. In the second phase, integer solutions are enumerated and a procedure is applied to make them satisfy constraints not included in the relaxed problem. To cope with the size of the formulations arising in our approach we describe efficient preprocessing techniques to reduce the problem size and show how aggregation can be applied to each of the subproblems. Computational results on the test instances show that the procedure competes well on small instances of the problem, but runs into difficulty on larger ones. Unlike heuristic approaches, however, this methodology can be used to provide lower bounds on solution quality.     

A minisum location problem with regional demand considering farthest Euclidean distances

We consider a continuous multi-facility location-allocation problem that aims to minimize the sum of weighted farthest Euclidean distances between (closed convex) polygonal and/or circular demand regions, and facilities they are assigned to. We show that the single facility version of the problem has a straightforward second-order cone programming formulation and can therefore be efficiently solved to optimality. To solve large size instances, we adapt a multi-dimensional direct search descent algorithm to our problem which is not guaranteed to find the optimal solution. In a special case with circular and rectangular demand regions, this algorithm, if converges, finds the optimal solution. We also apply a simple subgradient method to the problem. Furthermore, we review the algorithms proposed for the problem in the literature and compare all these algorithms in terms of both solution quality and time. Finally, we consider the multi-facility version of the problem and model it as a mixed integer second-order cone programming problem. As this formulation is weak, we use the alternate location-allocation heuristic to solve large size instances.     

Algorithms for scheduling incompatible job families on single batching machine with limited capacity

Motivated by applications in food processing and semiconductor manufacturing industries, we consider the scheduling problem of a batching machine with jobs of multiple families. The machine has a limited capacity to accommodate jobs. The jobs are in arbitrary sizes and multiple families. Jobs from different families cannot be processed in a batch. We show the problems of minimizing makespan and total batch completion time are both NP-hard in the strong sense. We present a mixed integer programming model for the problems. Then we propose two polynomial time heuristics based on longest processing time first rule and first fit rule. For the special case where a larger job also has a longer processing time, the heuristic for minimizing makespan is optimal. For the general case, we show the performance guarantee of the methods for the two objectives respectively.