Dual constrained single machine sequencing to minimize total weighted completion time

We study a single-machine sequencing problem with both release dates and deadlines to minimize the total weighted completion time. We propose a branch-and-bound algorithm for this problem. The algorithm exploits an effective lower bound and a dynamic programming dominance technique. As a byproduct of the lower bound, we have developed a new algorithm for the generalized isotonic regression problem; the algorithm can also be used as an O(nlogn)-time timetabling routine in earliness-tardiness scheduling. Extensive computational experiments indicate that the proposed branch-and-bound algorithm competes favorably with a dynamic programming procedure. Note to Practitioners-Real-life production systems usually involve multiple machines and resources. The configurations of such systems may be complex and subject to change over time. Therefore, model-based solution approaches, which aim to solve scheduling problems for specific configurations, will inevitably run into difficulties. By contrast, decomposition methods are much more expressive and extensible. The single-machine problem and its solution procedure studied in this paper will prove useful to a decomposition method that decomposes multiple-machine, multiple-resource scheduling problems into a number of single-machine problems. The total weighted completion time objective is relevant to production environments where inventory levels and manufacturing cycle times are key concerns. Future research can be pursued along two directions. First, it seems to be necessary to further generalize the problem to consider also negative job weights. Second, the solution procedure developed here is ready to be incorporated into a machine-oriented decomposition method such as the shifting bottleneck procedure.

[1]  E.L. Lawler,et al.  Optimization and Approximation in Deterministic Sequencing and Scheduling: a Survey , 1977 .

[2]  Christos Koulamas Single-machine scheduling with time windows and earliness/tardiness penalties , 1996 .

[3]  G. Rand Sequencing and Scheduling: An Introduction to the Mathematics of the Job-Shop , 1982 .

[4]  V. Sridharan,et al.  Scheduling with Inserted Idle Time: Problem Taxonomy and Literature Review , 2000, Oper. Res..

[5]  L. V. Wassenhove,et al.  An algorithm for single machine sequencing with deadlines to minimize total weighted completion time , 1983 .

[6]  Uttarayan Bagchi,et al.  Minimizing Job Idleness in Deadline Constrained Environments , 1992, Oper. Res..

[7]  David B. Shmoys,et al.  A New Approach to Computing Optimal Schedules for the Job-Shop Scheduling Problem , 1996, IPCO.

[8]  Warren B. Powell,et al.  Solving Parallel Machine Scheduling Problems by Column Generation , 1999, INFORMS J. Comput..

[9]  Nilotpal Chakravarti,et al.  Isotonic Median Regression: A Linear Programming Approach , 1989, Math. Oper. Res..

[10]  Robert E. Tarjan,et al.  Data structures and network algorithms , 1983, CBMS-NSF regional conference series in applied mathematics.

[11]  Suresh Chand,et al.  Single machine scheduling to minimize weighted earliness subject to no tardy jobs , 1988 .

[12]  Sylvie Gélinas,et al.  A dynamic programming algorithm for single machine scheduling with ready times , 1997, Ann. Oper. Res..

[13]  Daniele Vigo,et al.  Minimizing the Sum of Weighted Completion Times with Unrestricted Weights , 1995, Discret. Appl. Math..

[14]  LeyuanSHI,et al.  MINIMIZING JOB SHOP INVENTORY WITH ON-TIME DELIVERY GUARANTEES , 2003 .

[15]  P. Pardalos,et al.  Efficient computation of an isotonic median regression , 1995 .

[16]  Tim Robertson,et al.  On Estimating Monotone Parameters , 1968 .

[17]  J. Carlier The one-machine sequencing problem , 1982 .

[18]  Hamilton Emmons,et al.  A note on a scheduling problem with dual criteria , 1975 .

[19]  Leyuan Shi,et al.  Branch-and-bound algorithms for solving hard instances of the one-machine sequencing problem , 2006, Eur. J. Oper. Res..

[20]  Lucio Bianco,et al.  Scheduling of a single machine to minimize total weighted completion time subject to release dates , 1982 .

[21]  Ravindra K. Ahuja,et al.  A Fast Scaling Algorithm for Minimizing Separable Convex Functions Subject to Chain Constraints , 2001, Oper. Res..

[22]  B. J. Lageweg,et al.  Minimizing maximum lateness on one machine : Computational experience and some applications , 1976 .

[23]  Wlodzimierz Szwarc,et al.  Optimal timing schedules in earliness-tardiness single machine sequencing , 1995 .

[24]  David S. Johnson,et al.  Computers and Intractability: A Guide to the Theory of NP-Completeness , 1978 .

[25]  Martin W. P. Savelsbergh,et al.  Time-Indexed Formulations for Machine Scheduling Problems: Column Generation , 2000, INFORMS J. Comput..

[26]  Marc E. Posner,et al.  Minimizing Weighted Completion Times with Deadlines , 1985, Oper. Res..

[27]  Wayne E. Smith Various optimizers for single‐stage production , 1956 .

[28]  Jonathan F. Bard,et al.  Single machine scheduling with flow time and earliness penalties , 1993, J. Glob. Optim..

[29]  Chris N. Potts,et al.  An algorithm for single machine sequencing with release dates to minimize total weighted completion time , 1983, Discret. Appl. Math..

[30]  Yunpeng Pan An improved branch and bound algorithm for single machine scheduling with deadlines to minimize total weighted completion time , 2003, Oper. Res. Lett..

[31]  Robert E. Tarjan,et al.  One-Processor Scheduling with Symmetric Earliness and Tardiness Penalties , 1988, Math. Oper. Res..

[32]  Han Hoogeveen,et al.  Combining Column Generation and Lagrangean Relaxation to Solve a Single-Machine Common Due Date Problem , 2002, INFORMS J. Comput..

[33]  C. N. Potts,et al.  Scheduling with release dates on a single machine to minimize total weighted completion time , 1992, Discret. Appl. Math..

[34]  Yu-Cheng Hsiao,et al.  Optimal reorder point inventory models with variable lead time and backorder discount considerations , 2004, Eur. J. Oper. Res..

[35]  Steven A. Orszag,et al.  CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS , 1978 .

[36]  Han Hoogeveen,et al.  Parallel Machine Scheduling by Column Generation , 1999, Oper. Res..

[37]  A. J. Clewett,et al.  Introduction to sequencing and scheduling , 1974 .