考虑分时电价的多目标批调度问题蚁群算法求解

对同时优化电力成本和制造跨度的多目标批处理机调度问题进行了研究,设计了两种多目标蚁群算法,基于工件序的多目标蚁群算法(J-PACO,Job-based Pareto Ant Colony Optimization)和基于成批的多目标蚁群算法(B-PACO,Batch-based Pareto Ant Colony Optimization)对问题进行求解分析。由于分时电价中电价是时间的函数,因而在传统批调度进行批排序的基础上,需要进一步确定批加工时间点以测定电力成本。提出的两种蚁群算法分别将工件和批与时间线相结合进行调度对此类问题进行求解。通过仿真实验将两种算法对问题的求解进行了比较,仿真实验表明B-PACO算法通过结合FFLPT(First Fit Longest Processing Time)启发式算法先将工件成批再生成最终方案,提高了算法搜索效率,并且在衡量算法搜索非支配解数量的Q指标和衡量非支配集与Pareto边界接近程度的HV指标上,均优于J-PACO算法。     

A Multi-Exchange Neighborhood for Minimum Makespan Parallel Machine Scheduling Problems

We propose new local search algorithms for minimum makespan parallel machine scheduling problems, which perform multiple exchanges of jobs among machines. Inspired by the work of Thompson and Orlin (1989) on cyclic transfer neighborhood structures, we model multiple exchanges of jobs as special disjoint cycles and paths in a suitably defined improvement graph, by extending definitions and properties introduced in the context of vehicle routing problems (Thompson and Psaraftis, 1993) and of the capacitated minimum spanning tree problem (Ahuja et al., 2001). Several algorithms for searching the neighborhood are suggested.We report the results of a wide computational experimentation, on different families of benchmark instances, performed for the case of identical machines. This problem has been selected as a case study to perform a comparison among the alternative algorithms, and to discover families of instances for which the proposed neighborhood may be promising in practice. Based on the results of the experiments, we can suggest which among the many possible variants of the proposed approaches may be more promising for developing local search algorithms based on multi-exchange moves for related problems. Also, on some families of instances, which are very hard to solve exactly, the most promising multi-exchange algorithms were observed to dominate, in solution quality and in computational time, competitive benchmark heuristics.     

Semi-online scheduling with “end of sequence” information

We study a variant of classical scheduling, which is called scheduling with “end of sequence” information. It is known in advance that the last job has the longest processing time. Moreover, the last job is marked, and thus it is known for every new job whether it is the final job of the sequence. We explore this model on two uniformly related machines, that is, two machines with possibly different speeds. Two objectives are considered, maximizing the minimum completion time and minimizing the maximum completion time (makespan). Let s be the speed ratio between the two machines, we consider the competitive ratios which are possible to achieve for the two problems as functions of s. We present algorithms for different values of s and lower bounds on the competitive ratio. The proposed algorithms are best possible for a wide range of values of s. For the overall competitive ratio, we show tight bounds of ϕ + 1 ≈ 2.618 for the first problem, and upper and lower bounds of 1.5 and 1.46557 for the second problem. The authors would like to dedicate this paper to the memory of our colleague and friend Yong He who passed away in August 2005 after struggling with illness. D. Ye: Research was supported in part by NSFC (10601048).     

A HEURISTIC ALGORITHM FOR THE FLOWSHOP PROBLEM WITH A COMMON JOB SEQUENCE ON ALL MACHINES*

This paper presents a scheduling algorithm to solve flowshop problems with a common job sequence on all machines. This algorithm uses makespan as its criterion. Initially, it chooses a preferred sequence by scanning the processing times matrix and making a few calculations. The makespan time of the preferred job-sequence is further reduced by using an improvement routine that allows interchanges between adjacent jobs. Solutions of 1200 problems are compared with the best solutions previously reported for corresponding size problems in the Campbell-Dudek-Smith (C-D-S) paper [1]. This algorithm offers up to 1% average improvement in reducing the makespan of nearly 50% of the problem sets over the results of the existing algorithms, and its computational time requirements are about one-fifth of that of the C-D-S algorithm.     

基于改进遗传算法的置换装配线调度问题研究

企业的置换装配线调度问题（Permutation Assembly-line Scheduling Problem,PASP）是一类典型的NP-hard型生产调度问题,是现代集成制造系统CIMS极为关心的问题。该问题可以具体描述为n个工件要在m台机器上加工,每个工件需要经过m道工序,每道工序要求不同的机器,这n个工件通过m台机器的顺序相同,它们在每台机器上的加工顺序也相同,问题的主要目标是找到n个工件在每台机器上的最优加工顺序,使得最大完工时间最小。由于PASP问题的NP-hard性质,本文使用遗传算法对其进行求解。尽管遗传算法常用以求解调度问题,但其选择与交叉机制易导致局部最优及收敛慢。因此,本文提出基于区块挖掘与重组的改进遗传算法用于求解置换装配线调度问题。首先通过关联规则挖掘出不同的优秀基因,然后将具有较优结果的基因组合为优势区块,产生具优势的人工解,并引入高收敛性的局部搜索方法,提高搜索到最优解的机会与收敛效率。本文以OR-Library中Taillard标准测试例来验证改进遗传算法的求解质量与效率,结果证明：本文所提算法与其它求解调度问题的现有5种知名算法相比,不仅收敛速度较快,同时求解质量优于它们。     

Online scheduling on uniform machines with two hierarchies

In this paper we study online scheduling problem on m parallel uniform machines with two hierarchies. The objective is to minimize the maximum completion time (makespan). Machines are provided with different capability. The machines with speed s can schedule all jobs, while the other machines with speed 1 can only process partial jobs. Online algorithms for any 0<s<∞ are provided in the paper. For the case of k=1 and m=2, and the case of some values of s, k=1 and m=3, the algorithms are the best possible, where k is the number of machines with hierarchy 1, and m is the number of machines. Lower bounds for some special cases are also presented.     

Efficient Job Scheduling Algorithms with Multi-Type Contentions

In this paper, we consider an interesting generalization of the classic job scheduling problem in which each job needs to compete not only for machines but also for other types of resources. The contentions among jobs for machines and for resources could interfere with each other, which complicates the problem dramatically. We present a family of approximation algorithms for solving several variants of the problem by using a generic algorithmic framework. Our algorithms achieve a constant approximation ratio (i.e., 3) when there is only one type of resources or certain dependency relation exists among multiple types of resources. When the r resources are unrelated, the approximation ratio of our algorithm becomes k+2, where k≤ r is a constant depending on the problem instance. As an application, we also show that our techniques can be easily applied to optical burst switching (OBS) networks to design more efficient wavelength scheduling algorithms.This research was supported in part by an IBM faculty partnership award, and an IRCAF award from SUNY Buffalo.     

考虑订单类型的两台平行批处理机在线调度模型研究

探讨了两台平行批处理机的调度决策问题,着重考虑了订单具有不同加工类型、同一批次只能加工相同类型的订单以及机器批容量有限的调度情形。针对订单实时到达且需要立即决策是否接受的实际情景,运用在线理论构建了平行机批调度在线模型。证明了该问题的竞争比下界为2Bw/（1+√Bw）,其中B和w分别表示批容量和单个订单的最大完工收益。进而设计给出了收益阈值算法PT并证明其对于订单具有紧交货期限的情形竞争比为2（1+Bw）/（1+√Bw）;对于非紧交货期限的情形,证明了修正的PT算法具有竞争比为1+2（1+Bw）/（1+√Bw）。     

Equal Processing Time Bicriteria Scheduling on Parallel Machines

We consider the problem of scheduling jobs on parallel, identical machines so as to minimize a primary and a secondary criteria. All the jobs are assumed to have identical processing times. Polynomial time algorithms, that generate optimal solutions, are presented for various combinations of primary and secondary criteria.     

Just-in-time scheduling with controllable processing times on parallel machines

We study scheduling problems with controllable processing times on parallel machines. Our objectives are to maximize the weighted number of jobs that are completed exactly at their due date and to minimize the total resource allocation cost. We consider four different models for treating the two criteria. We prove that three of these problems are NP\mathcal{NP} -hard even on a single machine, but somewhat surprisingly, the problem of maximizing an integrated objective function can be solved in polynomial time even for the general case of a fixed number of unrelated parallel machines. For the three NP\mathcal{NP} -hard versions of the problem, with a fixed number of machines and a discrete resource type, we provide a pseudo-polynomial time optimization algorithm, which is converted to a fully polynomial time approximation scheme.     

O(m2) ALGORITHMS FOR THE TWO AND THREE SUBLOT LOT STREAMING PROBLEM

Lot streaming is the process of splitting a job or lot into sublots to reduce its makespan on a sequence of machines. The goal in the lot streaming problem is to find the optimal size of each sublot that will minimize the makespan. The makespan is defined as the time the last sublot completes its processing on the last machine. If the sizes of these sublots are restricted to remain the same on all machines, the solution is called a consistent sublot solution. However, if the sizes of the sublots are allowed to vary, the solution is referred to as a nonconsistent or variable sublot solution. Also, if the machines must be in operation continuously from the first to the last sublot, the solution is a no idling solution. When setups are explicitly considered in the problem, there will be two cases. If setups on each machine require some portion of the first sublot be present by the machine, the problem is referred to as the attached setup time problem. If setups can be performed ahead of time before the first sublot reaches the particular machine, the corresponding problem is referred to as the detached setup problem. Finally, if the machines are allowed to be idle between the processing of sublots, the resultant solution is an intermittent idling solution. In this paper, the consistent sublot lot streaming problem with intermittent idling and no setups is discussed. The models developed also assume that the number of sublots are fixed and known. The m machine two sublot lot streaming problem is reviewed. An algorithm for the three sublot, m machine problem is derived using a network representation of the problem. The complexity of the algorithm is O (m²). Finally, using the insights from three sublot problem, a heuristic algorithm is provided for the m machine, n sublot problems. The results on the proposed heuristic are very encouraging; average percent deviation from optimal makespan is approximately at 0.76% on 155 randomly generated problems with different m and n values.     

Scheduling algorithms for computer-aided line balancing in printed circuit board assembly

Generalized flexible flow line (GFFL) is a scheduling environment comprising several machine banks which the products visit in the same order but can skip some machine banks. The type of machines in a bank can differ but they are suitable for performing the same manufacturing tasks. To change one product to another demands a set-up operation of the machine. This paper describes several scheduling algorithms for the GFFL problem. The overall structure of these algorithms is similar, consisting of machine allocation and sequencing phases. The algorithms have been integrated into an interactive production scheduling system for electronics assembly. Sample cases are used to illustrate the operation of the system in practice.     

TWO‐ AND THREE‐STAGE FLOWSHOP SCHEDULING WITH NO‐WAIT IN PROCESS

In this paper we study the time complexities of some two‐ and three‐stage no‐wait flowshop makespan scheduling problems where, in some stage, all the jobs require a constant processing time and the stage may consist of parallel identical machines. Polynomial time algorithms are presented for certain problems, while several others are proved to be strongly NP‐complete.     

Multi-phase Algorithms for Throughput Maximization for Real-Time Scheduling

We consider the problem of off-line throughput maximization for job scheduling on one or more machines, where each job has a release time, a deadline and a profit. Most of the versions of the problem discussed here were already treated by Bar-Noy et al. (Proc. 31st ACM STOC, 1999, pp. 622–631; http://www.eng.tau.ac.il/amotz/). Our main contribution is to provide algorithms that do not use linear programming, are simple and much faster than the corresponding ones proposed in Bar-Noy et al. (ibid., 1999), while either having the same quality of approximation or improving it. More precisely, compared to the results of in Bar-Noy et al. (ibid., 1999), our pseudo-polynomial algorithm for multiple unrelated machines and all of our strongly-polynomial algorithms have better performance ratios, all of our algorithms run much faster, are combinatorial in nature and avoid linear programming. Finally, we show that algorithms with better performance ratios than 2 are possible if the stretch factors of the jobs are bounded; a straightforward consequence of this result is an improvement of the ratio of an optimal solution of the integer programming formulation of the JISP2 problem (see Spieksma, Journal of Scheduling, vol. 2, pp. 215–227, 1999) to its linear programming relaxation.     

SCHEDULING HYBRID FLOWSHOPS IN PRINTED CIRCUIT BOARD ASSEMBLY LINES*

We treat a three‐stage hybrid flowshop for the production of printed circuit boards (PCB), suggested to us by a real‐life production situation. The problem is to determine a schedule that minimizes the makespan for a given demand profile over a finite planning horizon. We propose a global procedure that utilizes genetic algorithms and three subproblems. The performance of the procedure is evaluated via experimentation over thousands of problem realizations that are randomly generated. The experimental results show the efficiency of the global procedure and provides qualitative answers to the allocation of machines to the various stages.     

Scheduling of unrelated parallel machines when machine availability is specified

Scheduling problems typically assume uninterrupted availability of machines such that jobs can be processed at any time during this uninterrupted period. However, this assumption is seldom valid in reality. For a variety of reasons, e.g. machine adjustments, shift changes, planned maintenance, etc. machines are available only at specified times. The duration for which the machine is not available is known as the vacation. This paper considers the problem of scheduling jobs on unrelated parallel machines when machine vacations are specified. Two cases are considered, first, when the machine vacations are known apriori, and the second, when these constraints are not known apriori. Algorithms have been developed for both models, and computational results are also reported.     

Flow shop scheduling with deteriorating jobs under dominating machines

This paper addresses no-wait or no-idle flow shop scheduling problems with deteriorating jobs, i.e., jobs whose processing times are an increasing function of their starting time. A simple linear deterioration function is assumed and some dominating relationships between machines can be satisfied. It is shown that for the problems to minimize makespan or weighted sum of completion time, polynomial algorithms still exist, although these problems are more complicated than the classical ones. When the objective is to minimize maximum lateness or maximum tardiness, the solutions of a classical version may not hold.     

The hierarchical model for load balancing on two machines

Following previous work, we consider the hierarchical load balancing model on two machines of possibly different speeds. We first focus on maximizing the minimum machine load and show that no competitive algorithm exists for this problem. We overcome this barrier in two ways, both related to previously known models. The first one is fractional assignment, where each job can be arbitrarily split between the machines. The second one is a semi-online model where the sum of jobs is known in advance. We design algorithms of best possible competitive ratios for both these cases. Furthermore, we show that the combination of the two models leads to the existence of an optimal algorithm (i.e., an algorithm of competitive ratio 1). This algorithm is clearly optimal for the makespan minimization problem as well. For the latter problem, we consider the fractional assignment model and design an algorithm of best possible competitive ratio for it. This work was submitted as the M.Sc. thesis of the first author.     

EMPIRICAL TESTS OF CONSTRAINED NONLINEAR OPTIMIZATION ALGORITHMS

A major difficulty in practicing constrained nonlinear optimization is that different optimization algorithms are effective for different classes of problems. The search algorithms tested were selected because they seemingly had the capability of solving ill-defined problems. The emphasis of this research was on problems that are realistic and do not necessarily satisfy the classical assumptions of convexity, continuity, unimodality, etc. All algorithms were tested on a variety of problems. A problem was described by three types of attributes: the environmental attributes, the objective function attributes, and the constraint set attributes. The results of the study provide selective logic for choosing an effective search algorithm.     

Projection‐Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

It is well known that standard asymptotic theory is not applicable or is very unreliable in models with identification problems or weak instruments. One possible way out consists of using a variant of the Anderson–Rubin ((1949), AR) procedure. The latter allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, but not for individual coefficients. This problem may in principle be overcome by using projection methods (Dufour (1997), Dufour and Jasiak (2001)). At first sight, however, this technique requires the application of costly numerical algorithms. In this paper, we give a general necessary and sufficient condition that allows one to check whether an AR‐type confidence set is bounded. Furthermore, we provide an analytic solution to the problem of building projection‐based confidence sets from AR‐type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are needed to build the confidence intervals.