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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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)

Integrating iterative crossover capability in orthogonal neighborhoods for scheduling resource-constrained projects

An effective hybrid evolutionary search method is presented which integrates a genetic algorithm with a local search. Whereas its genetic algorithm improves the solutions obtained by its local search, its local search component utilizes a synergy between two neighborhood schemes in diversifying the pool used by the genetic algorithm. Through the integration of these two searches, the crossover operators further enhance the solutions that are initially local optimal for both neighborhood schemes; and the employed local search provides fresh solutions for the pool whenever needed. The joint endeavor of its local search mechanism and its genetic algorithm component has made the method both robust and effective. The local search component examines unvisited regions of search space and consequently diversifies the search; and the genetic algorithm component recombines essential pieces of information existing in several high-quality solutions and intensifies the search. It is through striking such a balance between diversification and intensification that the method exploits the structure of search space and produces superb solutions. The method has been implemented as a procedure for the resource-constrained project scheduling problem. The computational experiments on 2,040 benchmark instances indicate that the procedure is very effective

Pre-emptive resource-constrained multimode project scheduling using genetic algorithm: a dynamic forward approach

Purpose: The issue resource over-allocating is a big concern for project engineers in the process of scheduling project activities. Resource over-allocating drawback is frequently seen after scheduling of a project in practice which causes a schedule to be useless. Modifying an over-allocated schedule is very complicated and needs a lot of efforts and time. In this paper, a new and fast tracking method is proposed to schedule large scale projects which can help project engineers to schedule the project rapidly and with more confidence. Design/methodology/approach: In this article, a forward approach for maximizing net present value (NPV) in multi-mode resource constrained project scheduling problem while assuming discounted positive cash flows (MRCPSP-DCF) is proposed. The progress payment method is used and all resources are considered as pre-emptible. The proposed approach maximizes NPV using unscheduled resources through resource calendar in forward mode. For this purpose, a Genetic Algorithm is applied to solve. Findings: The findings show that the proposed method is an effective way to maximize NPV in MRCPSP-DCF problems while activity splitting is allowed. The proposed algorithm is very fast and can schedule experimental cases with 1000 variables and 100 resources in few seconds. The results are then compared with branch and bound method and simulated annealing algorithm and it is found the proposed genetic algorithm can provide results with better quality. Then algorithm is then applied for scheduling a hospital in practice. Originality/value: The method can be used alone or as a macro in Microsoft Office Project® Software to schedule MRCPSP-DCF problems or to modify resource over-allocated activities after scheduling a project. This can help project engineers to schedule project activities rapidly with more accuracy in practice.Peer Reviewe

Relevance and Applicability of Multi-objective Resource Constrained Project Scheduling Problem: Review Article

Resource-Constrained Project Scheduling Problem (RCPSP) is a Non Polynomial (NP) - Hard optimization problem that considers how to assign activities to available resources in order to meet predefined objectives. The problem is usually characterized by precedence relationship between activities with limited capacity of renewable resources. In an environment where resources are limited, projects still have to be finished on time, within the approved budget and in accordance with the preset specifications. Inherently, these tend to make RCPSP, a multi-objective problem. However, it has been treated as a single objective problem with project makespan often recognized as the most relevant objective. As a result of not understanding the multi-objective dimension of some projects, where these objectives need to be simultaneously considered, distraction and conflict of interest have ultimately lead to abandoned or totally failed projects. The aim of this article is to holistically review the relevance and applicability of multi-objective performance dimension of RCPSP in an environment where optimal use of limited resources is important

A hybrid scatter search. Electromagnetism meta-heuristic for project scheduling.

In the last few decades, several effective algorithms for solving the resource-constrained project scheduling problem have been proposed. However, the challenging nature of this problem, summarised in its strongly NP-hard status, restricts the effectiveness of exact optimisation to relatively small instances. In this paper, we present a new meta-heuristic for this problem, able to provide near-optimal heuristic solutions. The procedure combines elements from scatter search, a generic population-based evolutionary search method, and a recently introduced heuristic method for the optimisation of unconstrained continuous functions based on an analogy with electromagnetism theory, hereafter referred to as the electromagnetism meta-heuristic. We present computational experiments on standard benchmark datasets, compare the results with current state-ofthe-art heuristics, and show that the procedure is capable of producing consistently good results for challenging instances of the resource-constrained project scheduling problem. We also demonstrate that the algorithm outperforms state-of-the-art existing heuristics.Algorithms; Effectiveness; Electromagnetism; Functions; Heuristic; Project scheduling; Scatter; Scatter search; Scheduling; Theory;

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

The Task Scheduling Problem: A NeuroGenetic Approach

This paper addresses the task scheduling problem which involves minimizing the makespan in scheduling n tasks on m machines (resources) where the tasks follow a precedence relation and preemption is not allowed.  The machines (resources) are all identical and a task needs only one machine for processing.  Like most scheduling problems, this one is NP-hard in nature, making it difficult to find exact solutions for larger problems in reasonable computational time.  Heuristic and metaheuristic approaches are therefore needed to solve this type of problem.   This paper proposes a metaheuristic approach - called NeuroGenetic - which is a combination of an augmented neural network and a genetic algorithm.  The augmented neural network approach is itself a hybrid of a heuristic approach and a neural network approach.  The NeuroGenetic approach is tested against some popular test problems from the literature, and the results indicate that the NeuroGenetic approach performs significantly better than either the augmented neural network or the genetic algorithms alone.