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 simple, fast, and effective heuristic for the single-machine total weighted tardiness problem

We consider the single-machine total weighted tardiness problem (TWT) where a set of n jobs with general weights w_1,…, w_n, integer processing times p_1,…, p_n, and integer due dates d_1,…, d_n has to be scheduled non-preemptively. If C_j is the completion time of job j then T_j = max(0, C_j - d_j) denotes the tardiness of this job. The objective is to find a schedule S^{*}_{WT} that minimizes the weighted sum of the tardiness costs of all jobs computed as \sum_{j=1}^{n} w_j T_j. This problem is known to be unary NP-hard. Our goal is to design a constructive heuristic for this problem that yields excellent feasible solutions in short computational times by exploiting the structural properties of a preemptive relaxation

Models and Strategies for Variants of the Job Shop Scheduling Problem

Recently, a variety of constraint programming and Boolean satisfiability approaches to scheduling problems have been introduced. They have in common the use of relatively simple propagation mechanisms and an adaptive way to focus on the most constrained part of the problem. In some cases, these methods compare favorably to more classical constraint programming methods relying on propagation algorithms for global unary or cumulative resource constraints and dedicated search heuristics. In particular, we described an approach that combines restarting, with a generic adaptive heuristic and solution guided branching on a simple model based on a decomposition of disjunctive constraints. In this paper, we introduce an adaptation of this technique for an important subclass of job shop scheduling problems (JSPs), where the objective function involves minimization of earliness/tardiness costs. We further show that our technique can be improved by adding domain specific information for one variant of the JSP (involving time lag constraints). In particular we introduce a dedicated greedy heuristic, and an improved model for the case where the maximal time lag is 0 (also referred to as no-wait JSPs).Comment: Principles and Practice of Constraint Programming - CP 2011, Perugia : Italy (2011

Iterated search methods for earliness and tardiness minimization in hybrid flowshops with due windows

[EN] In practice due dates usually behave more like intervals rather than specific points in time. This paper studies hybrid flowshops where jobs, if completed inside a due window, are considered on time. The objective is therefore the minimization of the weighted earliness and tardiness from the due window. This objective has seldom been studied and there are almost no previous works for hybrid flowshops. We present methods based on the simple concepts of iterated greedy and iterated local search. We introduce some novel operators and characteristics, like an optimal idle time insertion procedure and a two stage local search where, in the second stage, a limited local search on a exact representation is carried out. We also present a comprehensive computational campaign, including the reimplementation and comparison of 9 competing procedures. A thorough evaluation of all methods with more than 3000 instances shows that our presented approaches yield superior results which are also demonstrated to be statistically significant. Experiments also show the contribution of the new operators in the presented methods. (C) 2016 Elsevier Ltd. All rights reserved.The authors would like to thank Professors Lofti Hidri and Mohamed Haouari for sharing with us the source codes and explanations of the lower bounds. Quan-Ke Pan is supported by the National Natural Science Foundation of China (Grant No. 51575212), Program for New Century Excellent Talents in University (Grant No. NCET-13-0106), Science Foundation of Hubei Province in China (Grant No. 2015CFB560), Specialized Research Fund for the Doctoral Program of Higher Education (Grant No. 20130042110035), Key Laboratory Basic Research Foundation of Education Department of Liaoning Province (LZ2014014), Open Research Fund Program of the State Key Laboratory of Digital Manufacturing Equipment and Technology, Huazhong University of Science and Technology, China. Ruben Ruiz and Pedro Alfaro-Fernandez are supported by the Spanish Ministry of Economy and Competitiveness, under the project "SCHEYARD Optimization of Scheduling Problems in Container Yards" (No. DPI2015-65895-R) financed by FEDER funds.Pan, Q.; Ruiz García, R.; Alfaro-Fernandez, P. (2017). Iterated search methods for earliness and tardiness minimization in hybrid flowshops with due windows. Computers & Operations Research. 80:50-60. https://doi.org/10.1016/j.cor.2016.11.022S50608

Scheduling Single-Machine Problem Oriented by Just-In-Time Principles - A Case Study

Developments in advanced autonomous production resources have increased the interest in the Single-Machine Scheduling Problem (SMSP). Until now, researchers used SMSP with little to no practical application in industry, but with the introduction of multi-purpose machines, able of executing an entire task, such as 3D Printers, replacing extensive production chains, single-machine problems are becoming a central point of interest in real-world scheduling. In this paper we study how simple, easy to implement, Just-in-Time (JIT) based, constructive heuristics, can be used to optimize customer and enterprise oriented performance measures. Customer oriented performance measures are mainly related to the accomplishment of due dates while enterprise-oriented ones typically consider other time-oriented measures.The authors wish to acknowledge the support of the Fundação para a Ciência e Tecnologia (FCT), Portugal, through the grant “Projeto Estratégico – UI 252 – 2011–2012” reference PEst-OE/EME/UI0252/2011 and FCOMP-01-0124FEDER-PEst-OE/EEI/UI0760/2014info:eu-repo/semantics/publishedVersio

A linear programming-based method for job shop scheduling

We present a decomposition heuristic for a large class of job shop scheduling problems. This heuristic utilizes information from the linear programming formulation of the associated optimal timing problem to solve subproblems, can be used for any objective function whose associated optimal timing problem can be expressed as a linear program (LP), and is particularly effective for objectives that include a component that is a function of individual operation completion times. Using the proposed heuristic framework, we address job shop scheduling problems with a variety of objectives where intermediate holding costs need to be explicitly considered. In computational testing, we demonstrate the performance of our proposed solution approach

A strong preemptive relaxation for weighted tardiness and earliness/tardiness problems on unrelated parallel machines

Research on due date oriented objectives in the parallel machine environment is at best scarce compared to objectives such as minimizing the makespan or the completion time related performance measures. Moreover, almost all existing work in this area is focused on the identical parallel machine environment. In this study, we leverage on our previous work on the single machine total weighted tardiness (TWT) and total weighted earliness/tardiness (TWET) problems and develop a new preemptive relaxation for the TWT and TWET problems on a bank of unrelated parallel machines. The key contribution of this paper is devising a computationally effective Benders decomposition algorithm for solving the preemptive relaxation formulated as a mixed integer linear program. The optimal solution of the preemptive relaxation provides a tight lower bound. Moreover, it offers a near-optimal partition of the jobs to the machines, and then we exploit recent advances in solving the non-preemptive single machine TWT and TWET problems for constructing non-preemptive solutions of high quality to the original problem. We demonstrate the effectiveness of our approach with instances up to 5 machines and 200 jobs