Minimizing value-at-risk in the single-machine total weighted tardiness problem

The vast majority of the machine scheduling literature focuses on deterministic problems, in which all data is known with certainty a priori. This may be a reasonable assumption when the variability in the problem parameters is low. However, as variability in the parameters increases incorporating this uncertainty explicitly into a scheduling model is essential to mitigate the resulting adverse effects. In this paper, we consider the celebrated single-machine total weighted tardiness (TWT) problem in the presence of uncertain problem parameters. We impose a probabilistic constraint on the random TWT and introduce a risk-averse stochastic programming model. In particular, the objective of the proposed model is to find a non-preemptive static job processing sequence that minimizes the value-at-risk (VaR) measure on the random TWT at a specified confidence level. Furthermore, we develop a lower bound on the optimal VaR that may also benefit alternate solution approaches in the future. In this study, we implement a tabu-search heuristic to obtain reasonably good feasible solutions and present results to demonstrate the effect of the risk parameter and the value of the proposed model with respect to a corresponding risk-neutral approach

An Exact Approach to Early/Tardy Scheduling with Release Dates

In this paper we consider the single machine earliness/tardiness scheduling problem with di?erent release dates and no unforced idle time. The problem is decomposed into a weighted earliness subproblem and a weighted tardiness subproblem. Lower bounding procedures are proposed for each of these subproblems, and the lower bound for the original problem is then simply the sum of the lower bounds for the two subproblems. The lower bounds and several versions of a branch-and-bound algorithm are then tested on a set of randomly generated problems, and instances with up to 30 jobs are solved to optimality. To the best of our knowledge, this is the first exact approach for the early/tardy scheduling problem with release dates and no unforced idle time.scheduling, early/tardy, release dates, lower bounds, branch-and-bound

A survey of scheduling problems with setup times or costs

Author name used in this publication: C. T. NgAuthor name used in this publication: T. C. E. Cheng2007-2008 > Academic research: refereed > Publication in refereed journalAccepted ManuscriptPublishe

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

Minimizing the sum of flow times with batching and delivery in a supply chain

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.The aim of this thesis is to study one of the classical scheduling objectives that is of minimizing the sum of flow times, in the context of a supply chain network. We consider the situation that a supplier schedules a set of jobs for delivery in batches to several manufacturers, who in tum have to schedule and deliver jobs in batches to several customers. The individual problem from the viewpoint of supplier and manufacturers will be considered separately. The decision problem faced by the supplier is that of minimizing the sum of flow time and delivery cost of a set of jobs to be processed on a single machine for delivery in batches to manufacturers. The problem from the viewpoint of manufacturer is similar to the supplier's problem and the only difference is that the scheduling, batching and delivery decisions made by the supplier define a release date for each job, before which the manufacturer cannot start the processing of that job. Also a combined problem in the light of cooperation between the supplier and manufacturer will be considered. The objective of the combined problem is to find the best scheduling, batching, and delivery decisions that benefit the entire system including the supplier and manufacturer. Structural properties of each problem are investigated and used to devise a branch and bound solution scheme. Computational experience shows significant improvements over existing algorithms and also shows that cooperation between a supplier and a manufacturer reduces the total system cost of up to 12.35%, while theoretically the reduction of up to 20% can be achieved for special cases

A new mathematical model for single machine batch scheduling problem for minimizing maximum lateness with deteriorating jobs

This paper presents a mathematical model for the problem of minimizing the maximum lateness on a single machine when the deteriorated jobs are delivered to each customer in various size batches. In reality, this issue may happen within a supply chain in which delivering goods to customers entails cost. Under such situation, keeping completed jobs to deliver in batches may result in reducing delivery costs. In literature review of batch scheduling, minimizing the maximum lateness is known as NP-Hard problem; therefore the present issue aiming at minimizing the costs of delivering, in addition to the aforementioned objective function, remains an NP-Hard problem. In order to solve the proposed model, a Simulation annealing meta-heuristic is used, where the parameters are calibrated by Taguchi approach and the results are compared to the global optimal values generated by Lingo 10 software. Furthermore, in order to check the efficiency of proposed method to solve larger scales of problem, a lower bound is generated. The results are also analyzed based on the effective factors of the problem. Computational study validates the efficiency and the accuracy of the presented model

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