Optimising a nonlinear utility function in multi-objective integer programming

In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.Comment: 11 pages, 2 tables; v3: minor revisions, to appear in Journal of Global Optimizatio

Preemptive scheduling on identical parallel machines subject to deadlines

We consider the problem of scheduling n preemptive jobs with deadlines on in identical parallel machines so as to minimize total completion time. We show that the problem is polynomially solvable when the processing times and deadlines are agreeable

Parallel machine scheduling to minimize total cost functions

Ph.D. - Doctoral Progra

A resource investment problem with time/resource trade-offs

In this study, we consider a Resource Investment Problem with time/resource trade-offs in project networks. We assume that there is a single renewable resource and the processing requirement of an activity can be reduced by investing extra resources. Our aim is to minimize the maximum resource usage, hence, the total amount invested for the single resource, while meeting the pre-specified deadline. We formulate the problem as a mixed integer linear model and find optimal solutions for small-sized problem instances. For large-sized problem instances, we propose a heuristic solution procedure. We develop several lower bounds and use them to evaluate the performance of our heuristic procedure. The results of our computational experiments have revealed the satisfactory behaviour of our optimality properties, lower bounds and heuristic procedure

Rescheduling unrelated parallel machines with total flow time and total disruption cost criteria

In this paper, we consider a rescheduling problem where a set of jobs has already been assigned to unrelated parallel machines. When a disruption occurs on one of the machines, the affected jobs are rescheduled, considering the efficiency and the schedule deviation measures. The efficiency measure is the total flow time, and the schedule deviation measure is the total disruption cost caused by the differences between the initial and current schedules. We provide polynomial-time solution methods to the following hierarchical optimization problems: minimizing total disruption cost among the minimum total flow time schedules and minimizing total flow time among the minimum total disruption cost schedules. We propose exponential-time algorithms to generate all efficient solutions and to minimize a specified function of the measures. Our extensive computational tests on large size problem instances have revealed that our optimization algorithm finds the best solution by generating only a small portion of all efficient solutions. Journal of the Operational Research Society (2011) 62, 152-164. doi:10.1057/jors.2009.157 Published online 3 February 201

A Lagrangean relaxation based approach for the capacity allocation problem in flexible manufacturing systems

This study considers the operation assignment and capacity allocation problem in flexible manufacturing systems. A set of operations is selected to be processed and assigned to the machines together with their required tools. The purchase or usage of the required tools incurs a cost. The machines have scarce time and tool magazine capacities. The objective is to maximize the total weight of the assigned operations minus the total tooling costs. We use Lagrangean relaxation approach to obtain upper and lower bounds on the optimal objective function values. The computational experiments show that our approach provides near optimal bounds in reasonable solution times. Journal of the Operational Research Society (2010) 61, 872-877. doi:10.1057/jors.2009.1

Dynamic programming algorithms for scheduling parallel machines with family setup times

We address the problem of scheduling jobs with family setup times on identical parallel machines to minimize total weighted flowtime. We present two dynamic programming algorithms - a backward algorithm and a forward algorithm - and we identify characteristics of problems where each algorithm is best suited. We also derive two properties that improve the computational efficiency of the algorithms. Scope and purpose While most production schedulers must balance conflicting goals of high system efficiency and timely completion of individual jobs, consideration of this conflict is underdeveloped in the scheduling literature. This paper examines a model that incorporates a fundamental cause of the efficiency/timeliness conflict in practice. We propose solution methodologies and properties of an optimal solution for the purpose of exposing insights that may ultimately be useful in research on more complex models. (C) 2000 Elsevier Science Ltd. All rights reserved. We address the problem of scheduling jobs with family setup times on identical parallel machines to minimize total weighted flowtime. We present two dynamic programming algorithms - a backward algorithm and a forward algorithm - and we identify characteristics of problems where each algorithm is best suited. We also derive two properties that improve the computational efficiency of the algorithms

Branch and bound based solution algorithms for the budget constrained discrete time/cost trade-off problem

The time/cost trade-off models in project management aim to reduce the project completion time by putting extra resources on activity durations. The budget problem in discrete time/cost trade-off scheduling selects a time/cost mode for each activity so as to minimize the project completion time without exceeding the available budget. There may be alternative modes that solve the budget problem optimally and each solution may have a different total cost value. In this study we consider the budget problem and aim to find the minimum cost solution among the minimum project completion time solutions. We analyse the structure of the problem together with its linear programming relaxation and derive some mechanisms for reducing the problem size. We solve the reduced problem by branch and bound based optimization and heuristic algorithms. We find that our branch and bound algorithm finds optimal solutions for medium-sized problem instances in reasonable times and the heuristic algorithms produce high quality solutions very quickly

Scheduling a batch processing machine with incompatible job families

The problem of scheduling batch processors is important in some industries and, at a more fundamental level, captures an element of complexity common to many practical scheduling problems. We describe a branch and bound procedure applicable to a batch processor model with incompatible job families. Jobs in a given family have identical job processing times, arbitrary job weights, and arbitrary job sizes. Batches are limited to jobs from the same family. The scheduling objective is to minimize total weighted completion time. We find that the procedure returns optimal solutions to problems of up to about 25 jobs in reasonable CPU time, and can be adapted for use as a heuristic for larger problems