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Some Topics in OR.

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Presentation on theme: "Some Topics in OR."— Presentation transcript:

1 Some Topics in OR

2 (1) Linear programming (LP)
-Transportation problem( cost, time) -Assignment problem, travelling salesman problem and knapsack problem -Integer LP (2) Non Linear programming (NLP) (3) Dynamic programming (DP) (4) Game Theory (5) Project Scheduling by PERT and CPM (6) Inventory Model (7) Queuing Theory (8) Simulation

3 (9) Machine Scheduling Problem
(10) Reliability Theory (11) Genetic Algorithms and Local Search (12) Multi Criteria Problems (13) Control Problems * The Future of OR * Math. Model of problem in OR * Methods of Solutions in OR * Difficulties in OR - P_ Type Problem - NP_ Hard Problem - Open Problem

4 Scheduling Problems

5 General Idea of the Problem. Allocation of Resources
General Idea of the Problem * Allocation of Resources * Allocation of Time Slots * Constraints * Optimization

6 Definition of the Problem. J = { J1 , … , Jn }. M = { M1 , … Mm}
Definition of the Problem * J = { J1 , … , Jn } * M = { M1 , … Mm} * Schedule – Mapping of jobs to machines and processing times * The Schedule is subject to feasibility constraints and optimization objectives

7 Schedule Constraints Each machine can only process one job at a time
Schedule Constraints Each machine can only process one job at a time . * * Each job can only be processed by one machine at any time * Once a machine has started processing a job , it will continue running on that job until the job is finished.

8 Classification of Problems. Single – machine problems
Classification of Problems * Single – machine problems * Multi – machine problems * Single – stage problems * Multi – stage problems

9 Other Concepts. Processing time pi. Release dates ri. Due dates di
Other Concepts * Processing time pi * Release dates ri * Due dates di * Weights wi * Setup times tij * Precedence constraints

10 Classification of Single Stage Multi – Machine Problems
Classification of Single Stage Multi – Machine Problems * Parallel Machine Problems - Identical parallel machine problems - Uniform parallel machine problems - Unrelated parallel machine problems

11 Classification of Multi - Stage Multi – Machine Problems
Classification of Multi - Stage Multi – Machine Problems * Flow Shop Problems * Open Shop Problems * Job Shop Problems * Group Shop Environment

12 Definitions Completion Time Ci is earliest time at which Ji is completely processed. Lateness Li : = Ci - di Tardiness Ti : = max { Ci – di , 0 } Earliness Ei : = max { di – Ci , 0 }

13 Objective Functions Two types of objective functions are most common: *bottleneck objective functions max {fj(Cj) | j= 1, ... , n}, and *sum objective functions S fj(Cj) = f1(C1) + f2(C2) fn(Cn) .

14 Objective Functions Cmax and Lmax symbolize the bottleneck
objective functions with fj(Cj) = Cj (makespan) and fj(Cj) = Cj - dj (maximum lateness), respectively. Common sum objective functions are: *S Cj (mean flow-time) and S wj Cj (weighted flow- time)

15 Classification of Scheduling Problems
Classes of scheduling problems can be specified in terms of the three-field classification a | b | g where *a specifies the machine environment, *b specifies the job characteristics, and *g describes the objective function(s).

16 Machine Environment To describe the machine environment the following symbols are used: *1 single machine *P parallel identical machines *Q uniform machines *R unrelated machines *MPM multipurpose machines *J job-shop *F flow-shop *O open-shop The above symbols are used if the number of machines is part of the input. If the number of machines is fixed to m we write Pm, Qm, Rm, MPMm, Jm, Fm, Om.

17 Job Characteristics *pmtn preemption *rj release times *dj deadlines *pj = 1 or pj = p or pj  {1,2} restricted processing times *prec arbitrary precedence constraints *intree (outtree) intree (or outtree) precedences *chains chain precedences *series-parallel a series-parallel precedence graph

18 Objective Functions * Maximum Completion Time ( makespan ) Cmax := max { C1 , … , Cn } * Sum of the ( weighted ) completion times Wi * Ci ∑ * Total Weighted Tardiness Ti *Wi ∑

19 Objective Functions *S Uj (number of late jobs) and S wj Uj (weighted number of late jobs) where Uj = 1 if Cj > dj and Uj = 0 otherwise. *S Tj (sum of tardiness) and S wj Tj (weighted sum of tardiness) where the tardiness of job j is given by Tj = max { 0, Cj - dj }.

20 Examples *1 | prec; pj = 1 | S wj Cj *P2 | | Cmax *P | pj = 1; rj | S wj Uj *R2 | chains; pmtn | Cmax *J3 | n = 3 | Cmax *F | pij = 1; outtree; rj | S Cj *Om | | pj = 1 | S Tj

21 Complexity Theory Polynomial algorithms Classes P and NP NP- complete and NP- hard problems

22 How to Live with NP - hard Scheduling Problems?
Small sized problems can be solved by *Mixed integer linear programming *Dynamic programming *Branch and bound methods To solve problems of larger size one has to apply *Approximation algorithms *Heuristics

23 Machine Scheduling Example
3 machines and 7 jobs job times are [6, 2, 3, 5, 10, 7, 14] possible schedule 6 13 A Example schedule is constructed by scheduling the jobs in the order they appear in the given job list (left to right); each job is scheduled on the machine on which it will complete earliest. 2 7 21 B 3 13 C time >

24 Machine Scheduling Example
6 13 A 2 7 21 B 3 13 C time > Finish time = 21 Objective: Find schedules with minimum finish time.

25 LPT Schedules Longest Processing Time first.
Jobs are scheduled in the order 14, 10, 7, 6, 5, 3, 2 Each job is scheduled on the machine on which it finishes earliest.

26 LPT Schedule [14, 10, 7, 6, 5, 3, 2] Finish time is 16! 14 16 A 10 15
B 7 13 16 C Finish time is 16!

27 LPT Schedule *LPT rule does not guarantee minimum finish time schedules. *(LPT Finish Time)/(Minimum Finish Time) <= 4/3 - 1/(3m) where m is number of machines. *Usually LPT finish time is much closer to minimum finish time. *Minimum finish time scheduling is NP- hard.

28 Other Types of Scheduling Problems
There are other classes of scheduling problems. Some of them are . *Due-date scheduling *Batching problems *Multiprocessor task scheduling *Cyclic scheduling *Scheduling with controllable data *Shop problems with buffers *Inverse scheduling *No-idle time scheduling *Multi-criteria scheduling *Scheduling with no- available constraints

29 Other Types of Scheduling Problems
Scheduling problems are also discussed in connection with other areas: *Scheduling and transportation *Scheduling and game theory *Scheduling and location problems *Scheduling and supply chains

30 Applications *Production scheduling *Robotic cell scheduling *Computer processor scheduling *Timetabling *Personnel scheduling *Railway scheduling *Air traffic control *etc.


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