An Innovative Formulation Tightening Approach for Job-Shop Scheduling

Job shops are an important production environment for low-volume high-variety manufacturing. Its scheduling has recently been formulated as an Integer Linear Programming (ILP) problem to take advantages of popular Mixed-Integer Linear Programming (MILP) methods, e.g., branch-and-cut. When considering a large number of parts, MILP methods may experience difficulties. To address this, a critical but much overlooked issue is formulation tightening. The idea is that if problem constraints can be transformed to directly delineate the problem convex hull in the data pre-processing stage, then a solution can be obtained by using linear programming methods without much difficulty. The tightening process, however, is NP hard because of the existence of integer variables. In this paper, an innovative and systematic approach is established for the first time to tighten the formulations of individual parts, each with multiple operations, in the data pre-processing stage. It is a major extension from our previous work on problems with binary and continuous variables to integer variables. The idea is to first link integer variables to binary variables by innovatively combining constraints so that the integer variables are uniquely determined by binary variables. With binary variables and continuous only, the vertices of the convex hull can be obtained based on the vertices of the linear problem after relaxing binary requirements with proved tightness. These vertices are then converted to tight constraints for general use. This approach significantly improves and extends our previous results on tightening single-operation parts without actually achieving tightness. Numerical results demonstrate significant benefits on solution quality and computational efficiency. This approach also applies to other ILP problems with similar characteristics and fundamentally changes the way how such problems are formulated and solved.