Enhanced arc-flow formulations to minimize weighted completion time on identical parallel machines

We consider the problem of scheduling a set of jobs on a set of identical parallel machines, with the aim of minimizing the total weighted completion time. The problem has been solved in the literature with a number of mathematical formulations, some of which require the implementation of tailored branch-and-price methods. In our work, we solve the problem instead by means of new arc-flow formulations, by first representing it on a capacitated network and then invoking a mixed integer linear model with a pseudo-polynomial number of variables and constraints. According to our computational tests, existing formulations from the literature can solve to proven optimality benchmark instances with up to 100 jobs, whereas our most performing arc-flow formulation solves all instances with up to 400 jobs and provides very low gap for larger instances with up to 1000 jobs

Mathematical formulations for scheduling jobs on identical parallel machines with family setup times and total weighted completion time minimization

This paper addresses the parallel machine scheduling problem with family dependent setup times and total weighted completion time minimization. In this problem, when two jobs j and k are scheduled consecutively on the same machine, a setup time is performed between the finishing time of j and the starting time of k if and only if j and k belong to different families. The problem is strongly NP-hard and is commonly addressed in the literature by heuristic approaches and by branch-and-bound algorithms. Achieving proven optimal solution is a challenging task even for small size instances. Our contribution is to introduce five novel mixed integer linear programs based on concepts derived from one-commodity, arc-flow and set covering formulations. Numerical experiments on more than 13000 benchmark instances show that one of the arc-flow models and the set covering model are quite efficient, as they provide on average better solutions than state-of-the-art approaches, with shorter computation times, and solve to proven optimality a large number of open instances from the literature

Arc flow formulations based on dynamic programming: Theoretical foundations and applications

Network flow formulations are among the most successful tools to solve optimization problems. Such formulations correspond to determining an optimal flow in a network. One particular class of network flow formulations is the arc flow, where variables represent flows on individual arcs of the network. For NP-hard problems, polynomial-sized arc flow models typically provide weak linear relaxations and may have too much symmetry to be efficient in practice. Instead, arc flow models with a pseudo-polynomial size usually provide strong relaxations and are efficient in practice. The interest in pseudo-polynomial arc flow formulations has grown considerably in the last twenty years, in which they have been used to solve many open instances of hard problems. A remarkable advantage of pseudo-polynomial arc flow models is the possibility to solve practical-sized instances directly by a Mixed Integer Linear Programming solver, avoiding the implementation of complex methods based on column generation. In this survey, we present theoretical foundations of pseudo-polynomial arc flow formulations, by showing a relation between their network and Dynamic Programming (DP). This relation allows a better understanding of the strength of these formulations, through a link with models obtained by Dantzig-Wolfe decomposition. The relation with DP also allows a new perspective to relate state-space relaxation methods for DP with arc flow models. We also present a dual point of view to contrast the linear relaxation of arc flow models with that of models based on paths and cycles. To conclude, we review the main solution methods and applications of arc flow models based on DP in several domains such as cutting, packing, scheduling, and routing

Algorithmic And Mathematical Programming Approaches To Scheduling Problems With Energy-Based Objectives

This dissertation studies scheduling as a means to address the increasing concerns related to energy consumption and electricity cost in manufacturing enterprises. Two classes of problems are considered in this dissertation: (i) minimizing the makespan in a permutation flow shop with peak power consumption constraints (the PFSPP problem for short) and (ii) minimizing the total electricity cost on a single machine under time-of-use tariffs (the SMSEC problem for short). We incorporate the technology of dynamic speed scaling and the variable pricing of electricity into these scheduling problems to improve energy efficiency in manufacturing.The challenge in the PFSPP problem is to keep track of which jobs are running concurrently at any time so that the peak power consumption can be properly taken into account. The challenge in the SMSEC problem is to keep track of the electricity prices at which the jobs are processed so that the total electricity cost can be properly computed. For the PFSPP problem, we consider both mathematical programming and combinatorial approaches. For the case of discrete speeds and unlimited intermediate storage, we propose two mixed integer programs and test their computational performance on instances arising from the manufacturing of cast iron plates. We also examine the PFSPP problem with two machines and zero intermediate storage, and investigate the structural properties of optimal schedules in this setting. For the SMSEC problem, we consider both uniform-speed and speed-scalable machine environments. For the uniform-speed case, we prove that this problem is strongly NP-hard, and in fact inapproximable within a constant factor, unless P = NP. In addition, we propose an exact polynomial-time algorithm for this problem when all the jobs have the same work volume and the electricity prices follow a so-called pyramidal structure. For the speed-scalable case, in which jobs can be processed at an arbitrary speed with a trade-off between speed and energy consumption, we show that this problem is strongly NP-hard and that there is no polynomial time approximation scheme for this problem. We also present different approximation algorithms for this case and test the computational performance of these approximation algorithms on randomly generated instances

Scheduling in assembly type job-shops

Assembly type job-shop scheduling is a generalization of the job-shop scheduling problem to include assembly operations. In the assembly type job-shops scheduling problem, there are n jobs which are to be processed on in workstations and each job has a due date. Each job visits one or more workstations in a predetermined route. The primary difference between this new problem and the classical job-shop problem is that two or more jobs can merge to foul\u27 a new job at a specified workstation, that is job convergence is permitted. This feature cannot be modeled by existing job-shop techniques. In this dissertation, we develop scheduling procedures for the assembly type job-shop with the objective of minimizing total weighted tardiness. Three types of workstations are modeled: single machine, parallel machine, and batch machine. We label this new scheduling procedure as SB. The SB procedure is heuristic in nature and is derived from the shifting bottleneck concept. SB decomposes the assembly type job-shop scheduling problem into several workstation scheduling sub-problems. Various types of techniques are used in developing the scheduling heuristics for these sub-problems including the greedy method, beam search, critical path analysis, local search, and dynamic programming. The performance of SB is validated on a set of test problems and compared with priority rules that are normally used in practice. The results show that SB outperforms the priority rules by an average of 19% - 36% for the test problems. SB is extended to solve scheduling problems with other objectives including minimizing the maximum completion time, minimizing weighted flow time and minimizing maximum weighted lateness. Comparisons with the test problems, indicate that SB outperforms the priority rules for these objectives as well. The SB procedure and its accompanying logic is programmed into an object oriented scheduling system labeled as LEKIN. The LEKIN program includes a standard library of scheduling rules and hence can be used as a platform for the development of new scheduling heuristics. In industrial applications LEKIN allows schedulers to obtain effective machine schedules rapidly. The results from this research allow us to increase shop utilization, improve customer satisfaction, and lower work-in-process inventory without a major capital investment