Minimizing weighted total earliness, total tardiness and setup costs

The paper considers a (static) portfolio system that satisfies adding-up contraints and the gross substitution theorem. The paper shows the relationship of the two conditions to the weak dominant diagonal property of the matrix of interest rate elasticities. This enables to investigate the impact of simultaneous changes in interest rates on the asset demands.

A single-machine scheduling problem with multiple unavailability constraints: A mathematical model and an enhanced variable neighborhood search approach

AbstractThis research focuses on a scheduling problem with multiple unavailability periods and distinct due dates. The objective is to minimize the sum of maximum earliness and tardiness of jobs. In order to optimize the problem exactly a mathematical model is proposed. However due to computational difficulties for large instances of the considered problem a modified variable neighborhood search (VNS) is developed. In basic VNS, the searching process to achieve to global optimum or near global optimum solution is totally random, and it is known as one of the weaknesses of this algorithm. To tackle this weakness, a VNS algorithm is combined with a knowledge module. In the proposed VNS, knowledge module extracts the knowledge of good solution and save them in memory and feed it back to the algorithm during the search process. Computational results show that the proposed algorithm is efficient and effective

A new lower bound approach for single-machine multicriteria scheduling

The concept of maximum potential improvement has played an important role in computing lower bounds for single-machine scheduling problems with composite objective functions that are linear in the job completion times. We introduce a new method for lower bound computation; objective splitting. We show that it dominates the maximum potential improvement method in terms of speed and quality

Minimizing total inventory cost on a single machine in just-in-time manufacturing

The just-in-time concept decrees not to accept ordered goods before their due dates in order to avoid inventory cost. This bounces the inventory cost back to the manufacturer: products that are completed before their due dates have to be stored. Reducing this type of storage cost by preclusion of early completion conflicts with the traditional policy of keeping work-in-process inventories down. This paper addresses a single-machine scheduling problem with the objective of minimizing total inventory cost, comprising cost associated with work-in-process inventories and storage cost as a result of early completion. The cost components are measured by the sum of the job completion times and the sum of the job earlinesses. This problem differs from more traditional scheduling problems, since the insertion of machine idle time may reduce total cost. The search for an optimal schedule, however, can be limited to the set of job sequences, since for any sequence there is a clear-cut way to insert machine idle time in order to minimize total inventory cost. We apply branch-and-bound to identify an optimal schedule. We present five approaches for lower bound calculation, based upon relaxation of the objective function, of the state space, and upon Lagrangian relaxation. Key Words and Phrases: just-in-time manufacturing, inventory cost, work-in-process inventory, earliness, tardiness, machine idle time, branch-and-bound algorithm, Lagrangian relaxation

Just-in-time preemptive single machine problem with costs of earliness/tardiness, interruption and work-in-process

This paper considers preemption and idle time are allowed in a single machine scheduling problem with just-in-time (JIT) approach. It incorporates Earliness/Tardiness (E/T) penalties, interruption penalties and holding cost of jobs which are waiting to be processed as work-in-process (WIP). Generally in non-preemptive problems, E/T penalties are a function of the completion time of the jobs. Then, we introduce a non-linear preemptive scheduling model where the earliness penalty depends on the starting time of a job. The model is liberalized by an elaborately–designed procedure to reach the optimum solution. To validate and verify the performance of proposed model, computational results are presented by solving a number of numerical examples

Beam search heuristics for the single machine scheduling problem with linear earliness and quadratic tardiness costs

In this paper, we consider the single machine scheduling problem with linear earliness and quadratic tardiness costs, and no machine idle time. We present heuristic algorithms based on the beam search technique. These algorithms include classic beam search procedures, as well as the filtered and recovering variants. Several dispatching rules are considered as evaluation functions, in order to analyse the effect of different rules on the effectiveness of the beam search algorithms. The computational results show that using better rules indeed improves the performance of the beam search heuristics. The detailed, filtered and recovering beam search procedures outperform the best existing heuristic. The best results are given by the recovering and detailed variants, which provide objective function values that are quite close to the optimum. For small to medium size instances, either of these procedures can be used. For larger instances, however, the detailed beam search algorithm requires excessive computation times, and the recovering beam search procedure then becomes the heuristic of choice.scheduling, single machine, linear earliness, quadratic tardiness, beam search, heuristics

Dynamic resource constrained multi-project scheduling problem with weighted earliness/tardiness costs

In this study, a conceptual framework is given for the dynamic multi-project scheduling problem with weighted earliness/tardiness costs (DRCMPSPWET) and a mathematical programming formulation of the problem is provided. In DRCMPSPWET, a project arrives on top of an existing project portfolio and a due date has to be quoted for the new project while minimizing the costs of schedule changes. The objective function consists of the weighted earliness tardiness costs of the activities of the existing projects in the current baseline schedule plus a term that increases linearly with the anticipated completion time of the new project. An iterated local search based approach is developed for large instances of this problem. In order to analyze the performance and behavior of the proposed method, a new multi-project data set is created by controlling the total number of activities, the due date tightness, the due date range, the number of resource types, and the completion time factor in an instance. A series of computational experiments are carried out to test the performance of the local search approach. Exact solutions are provided for the small instances. The results indicate that the local search heuristic performs well in terms of both solution quality and solution time

Random Keys Genetic Algorithms Scheduling and Rescheduling Systems for Common Production Systems

The majority of scheduling research deals with problems in specific production environments with specific objective functions. However, in many cases, more than one problem type and/or objective function exists, resulting in the need for a more generic and flexible system to generate schedules. Furthermore, most of the published scheduling research focuses on creating an optimal or near optimal initial schedule during the planning phase. However, after production processes start, circumstances like machine breakdowns, urgent jobs, and other unplanned events may render the schedule suboptimal, obsolete or even infeasible resulting in a rescheduling problem, which is typically also addressed for a specific production environment, constraints, and objective functions. This dissertation introduces a generic framework consisting of models and algorithms based on Random Keys Genetic Algorithms (RKGA) to handle both the scheduling and rescheduling problems in the most common production environments and for various types of objective functions. The Scheduling system produces predictive (initial) schedules for environments including single machines, flow shops, job shops and parallel machine production systems to optimize regular objective functions such as the Makespan and the Total Tardiness as well as non-regular objective functions such as the Total Earliness and Tardiness. To deal with the rescheduling problem, and using as a basis the same RKGA, a reactive Rescheduling system capable of repairing initial schedules after the occurrence of unexpected events is introduced. The reactive Rescheduling system was designed not only to optimize regular and non-regular objective functions but also to minimize the instability, a very important aspect in rescheduling to avoid shop chaos due to disruptions. Minimizing both schedule inefficiency and instability, however, turns the problem into a multi-objective optimization problem, which is even more difficult to solve. The computational experiments for the predictive model show that it is able to produce optimal or near optimal schedules to benchmark problems for different production environments and objective functions. Additional computational experiments conducted to test the reactive Rescheduling system under two types of unexpected events, machine breakdowns and the arrival of a rush job, show that the proposed framework and algorithms are robust in handling various problem types and computationally reasonable