Sounds of Silence: a sampling-based bi-criteria harmony search metaheuristic for the resource constrained project scheduling problem with uncertain activity durations and cash flows

In this paper, a new sampling-based bi-criteria hybrid harmony search metaheuristic for the resource-constrained project-scheduling problem (RCPSP) with uncertain activity durations (UAD) and uncertain cash flows (UCF) is proposed, with the total project duration () and the net present value () as objectives. The problem-specific Sounds of Silence (SoS) metaheuristic is an appropriate hybridization of the robust SoS with uncertain activity durations, and the crisp SoS developed for several a primary-secondary (PS) and bi-criteria (BC) project scheduling problems. In order to illustrate the efficiency and stability of the proposed problem-specific SoS, we present detailed computational results for a larger and challenging project instance. Results reveal the fact that the modified and extended SoS is fast, efficient and robust algorithm, which is able to cope successfully with the project-scheduling problems when we replace the traditional crisp parameters with uncertain-but-bounded parameters.

Mode-Based versus Activity-Based Search for a Nonredundant Resolution of the Multimode Resource-Constrained Project Scheduling Problem

[EN] This paper addresses an energy-based extension of the Multimode Resource-Constrained Project Scheduling Problem (MRCPSP) called MRCPSP-ENERGY. This extension considers the energy consumption as an additional resource that leads to different execution modes (and durations) of the activities. Consequently, different schedules can be obtained. The objective is to maximize the efficiency of the project, which takes into account the minimization of both makespan and energy consumption. This is a well-known NP-hard problem, such that the application of metaheuristic techniques is necessary to address real-size problems in a reasonable time. This paper shows that the Activity List representation, commonly used in metaheuristics, can lead to obtaining many redundant solutions, that is, solutions that have different representations but are in fact the same. This is a serious disadvantage for a search procedure. We propose a genetic algorithm(GA) for solving the MRCPSP-ENERGY, trying to avoid redundant solutions by focusing the search on the execution modes, by using the Mode List representation. The proposed GA is evaluated on different instances of the PSPLIB-ENERGY library and compared to the results obtained by both exact methods and approximate methods reported in the literature. This library is an extension of the well-known PSPLIB library, which contains MRCPSP-ENERGY test cases.This paper has been partially supported by the Spanish Research Projects TIN2013-46511-C2-1-P and TIN2016-80856-R.Morillo-Torres, D.; Barber, F.; Salido, MA. (2017). Mode-Based versus Activity-Based Search for a Nonredundant Resolution of the Multimode Resource-Constrained Project Scheduling Problem. Mathematical Problems in Engineering. 2017:1-15. https://doi.org/10.1155/2017/4627856S1152017Mouzon, G., Yildirim, M. B., & Twomey, J. (2007). 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Accelerated Particle Swarm Optimization and Support Vector Machine for Business Optimization and Applications

Business optimization is becoming increasingly important because all business activities aim to maximize the profit and performance of products and services, under limited resources and appropriate constraints. Recent developments in support vector machine and metaheuristics show many advantages of these techniques. In particular, particle swarm optimization is now widely used in solving tough optimization problems. In this paper, we use a combination of a recently developed Accelerated PSO and a nonlinear support vector machine to form a framework for solving business optimization problems. We first apply the proposed APSO-SVM to production optimization, and then use it for income prediction and project scheduling. We also carry out some parametric studies and discuss the advantages of the proposed metaheuristic SVM.Comment: 12 page

Efficient adaptive implementation of the serial schedule generation scheme using preprocessing and bloom filters

The majority of scheduling metaheuristics use indirect representation of solutions as a way to efficiently explore the search space. Thus, a crucial part of such metaheuristics is a “schedule generation scheme” – procedure translating the indirect solution representation into a schedule. Schedule generation scheme is used every time a new candidate solution needs to be evaluated. Being relatively slow, it eats up most of the running time of the metaheuristic and, thus, its speed plays significant role in performance of the metaheuristic. Despite its importance, little attention has been paid in the literature to efficient implementation of schedule generation schemes. We give detailed description of serial schedule generation scheme, including new improvements, and propose a new approach for speeding it up, by using Bloom filters. The results are further strengthened by automated control of parameters. Finally, we employ online algorithm selection to dynamically choose which of the two implementations to use. This hybrid approach significantly outperforms conventional implementation on a wide range of instances

A survey on financial applications of metaheuristics

Modern heuristics or metaheuristics are optimization algorithms that have been increasingly used during the last decades to support complex decision-making in a number of fields, such as logistics and transportation, telecommunication networks, bioinformatics, finance, and the like. The continuous increase in computing power, together with advancements in metaheuristics frameworks and parallelization strategies, are empowering these types of algorithms as one of the best alternatives to solve rich and real-life combinatorial optimization problems that arise in a number of financial and banking activities. This article reviews some of the works related to the use of metaheuristics in solving both classical and emergent problems in the finance arena. A non-exhaustive list of examples includes rich portfolio optimization, index tracking, enhanced indexation, credit risk, stock investments, financial project scheduling, option pricing, feature selection, bankruptcy and financial distress prediction, and credit risk assessment. This article also discusses some open opportunities for researchers in the field, and forecast the evolution of metaheuristics to include real-life uncertainty conditions into the optimization problems being considered.This work has been partially supported by the Spanish Ministry of Economy and Competitiveness (TRA2013-48180-C3-P, TRA2015-71883-REDT), FEDER, and the Universitat Jaume I mobility program (E-2015-36)

Exact and suboptimal reactive strategies for resource-constrained project scheduling with uncertain resource availabilities.

In order to cope with the uncertainty inherent in practical project management, proactive and/or reactive strategies can be used. Proactive strategies try to anticipate future disruptions by incorporating slack time or excess resource availability into the schedule, whereas reactive strategies react after a disruption happened and try to revert to a feasible schedule. Traditionally, reactive approaches have focused on obtaining a good schedule with respect to the original objective function or a schedule that deviates as little as possible from the baseline schedule. In this paper, we present various approaches, exact as well as heuristic, for optimizing the latter objective and thus encouraging schedule stability. Furthermore, in contrast to traditional rescheduling algorithms, we present a new heuristic that also takes future uncertainty into account when repairing the schedule. We consider a variant of the resource- constrained project scheduling problem in which the uncertainty is modeled by means of unexpected resource breakdowns. The results of an extensive computational experiment are given to compare the performance of the proposed strategies.Schedule stability; Stability; Algorithms; Heuristic; Uncertainty; Project scheduling; Scheduling; Performance; Strategy; Order; Project management; Management; Time;

Discrete flower pollination algorithm for resource constrained project scheduling problem

YesIn this paper, a new population-based and nature-inspired metaheuristic algorithm, Discrete Flower Pollination Algorithm (DFPA), is presented to solve the Resource Constrained Project Scheduling Problem (RCPSP). The DFPA is a modification of existing Flower Pollination Algorithm adapted for solving combinatorial optimization problems by changing some of the algorithm's core concepts, such as flower, global pollination, Lévy flight, local pollination. The proposed DFPA is then tested on sets of benchmark instances and its performance is compared against other existing metaheuristic algorithms. The numerical results have shown that the proposed algorithm is efficient and outperforms several other popular metaheuristic algorithms, both in terms of quality of the results and execution time. Being discrete, the proposed algorithm can be used to solve any other combinatorial optimization problems.Innovate UKAwarded 'Best paper of the Month

A simheuristic algorithm for solving an integrated resource allocation and scheduling problem

Modern companies have to face challenging configuration issues in their manufacturing chains. One of these challenges is related to the integrated allocation and scheduling of resources such as machines, workers, energy, etc. These integrated optimization problems are difficult to solve, but they can be even more challenging when real-life uncertainty is considered. In this paper, we study an integrated allocation and scheduling optimization problem with stochastic processing times. A simheuristic algorithm is proposed in order to effectively solve this integrated and stochastic problem. Our approach relies on the hybridization of simulation with a metaheuristic to deal with the stochastic version of the allocation-scheduling problem. A series of numerical experiments contribute to illustrate the efficiency of our methodology as well as their potential applications in real-life enterprise settings

A tabu search procedure for generating robust project baseline schedules under stochastic resource availabilities.

The majority of research efforts in project scheduling assume a static and deterministic environment with complete information. In practice, however, these assumptions will hardly, if ever, be satisfied. Proactive scheduling aims at the generation of robust baseline schedules that are as much as possible protected against anticipated disruptions that may occur during project execution. In this paper, we focus on disruptions that may be caused by stochastic resource availabilities and aim at generating stable baseline schedules, where the solution robustness (stability) of the baseline schedule is measured by the weighted deviation between the planned and the actually realized activity starting times during project execution. We present a tabu search procedure that operates on a surrogate free slack based objective function. The effectiveness of the procedure is demonstrated by extensive computational results obtained on a set of randomly generated test instances.

Time-Cost Tradeoff and Resource-Scheduling Problems in Construction: A State-of-the-Art Review

Duration, cost, and resources are defined as constraints in projects. Consequently, Construction manager needs to balance between theses constraints to ensure that project objectives are met. Choosing the best alternative of each activity is one of the most significant problems in construction management to minimize project duration, project cost and also satisfies resources constraints as well as smoothing resources. Advanced computer technologies could empower construction engineers and project managers to make right, fast and applicable decisions based on accurate data that can be studied, optimized, and quantified with great accuracy. This article strives to find the recent improvements of resource-scheduling problems and time-cost trade off and the interacting between them which can be used in innovating new approaches in construction management. To achieve this goal, a state-of-the-art review, is conducted as a literature sample including articles implying three areas of research; time-cost trade off, constrained resources and unconstrained resources. A content analysis is made to clarify contributions and gaps of knowledge to help suggesting and specifying opportunities for future research