General Purpose Procedures

Applied to Scheduling

Contents

Constructive approach
1. Dispatching Rules

Local search
1. Simulated Annealing
2. Tabu-Search
3. Genetic Algorithms

1
Constructive procedures:
1. Dispatching Rules
2. Composite Dispatching Rules
3. Dynamic Programming
4. Integer Programming
5. Branch and Bound
6. Beam Search

Local Search
1. Simulated Annealing
2. Tabu-Search
3. Genetic Algorithms
Heuristic technique is a method which seeks good (i.e. near-optimal
solutions) at a reasonable cost without being able to guarantee
optimality.
2
 Dispatching Rules
A dispatching rule prioritises all the jobs that are waiting for
processing on a machine.

Classification
• Static: not time-dependent
• Dynamic: time dependent

• Local: uses information about the queue where the job is waiting or
machine where the job is queued
• Global: uses information about other machines
(e.g. processing time of the jobs on the next machine on its route, or
the current queue length

3
Rule Data Objectives
Service in random order ease of implementation
SIRO
Earliest release date first rj minimise variation of the
ERD waiting times of jobs at a
machine
Earliest due date first EDD dj minimise lateness
Minimum slack first dj, pj minimise due date
max(dj-pj-t, 0) related objectives
Weighted shortest wj, pj minimise weighted sum of
processing time first completion times
WSPT
wj / pj
Longest processing time pj load balancing over
first LPT parallel machines
Shortest setup time first sjk makespan
SST
Least flexible job first LFJ Mj makespan
Critical path CP pj, precedence makespan
Largest number of pj, precedence makespan
sucessors LNS
Shortest queue at the next machine idleness
machine SQNO 4
 Local Search
Step. 1. Initialisation
k=0
Select a starting solution S0S
Record the current best-known solution by setting Sbest = S0
and best_cost = F(Sbest)

Step 2. Choice and Update

Choose a Solution Sk+1N(Sk)
If the choice criteria cannot be satisfied by any member of N(Sk),
then the algorithm stops
if F(Sk+1) < best_cost then Sbest = Sk+1 and best_cost = F(Sk+1)

Step 3. Termination
If termination conditions apply
then the algorithm stops
5
else k = k+1 and go to Step 2.
• Global Optimum: better than all other solutions
• Local Optimum: better than all solutions in a certain neighbourhood

6
1. Schedule representation
2. Neighbourhood design
3. Search process
4. Acceptance-rejection criterion

1. Schedule representation
Nonpreemptive single machine schedule
• permutation of n jobs
Nonpreemptive job shop schedule
• m consecutive strings, each representing a permutation of
n operations on a machine

7
2. Neighbourhood design

Single machine:
• adjacent pairwise interchange
• take an arbitrary job in the schedule and insert it in
another positions

Job shop:
• interchange a pair of adjacent operations on the critical path
of the schedule
• one-step look-back interchange

8
• current schedule
(h, l) (h, k)
machine h
(i, j) (i, k)
machine i

• schedule after interchange of (i, j) and (i, k)

(h, l) (h, k)
machine h
(i, k) (i, j)
machine i

• schedule after interchange of (h, l) and (h, k)

machine h (h, k) (h, l)

(i, k) (i, j)
machine i
9
3. Search process
• select schedules randomly
• select first schedules that appear promising
for example, swap jobs that affect the objective the most

4. Acceptance-rejection criterion
probabilistic: simulated annealing
deterministic: tabu-search

10
 Simulated Annealing

Contents

1. Basic Concepts
2. Algorithm
3. Practical considerations

11
 Basic Concepts
* Allows moves to inferior solutions in order not to get stuck in
a poor local optimum.
c = F(Snew) - F(Sold) F has to be minimized
c

inferior solution (c > 0) still accepted if U  e t

U is a random number from (0, 1) interval

t is a cooling parameter:
t is initially high - many moves are accepted
t is decreasing - inferior moves are nearly always rejected
• As the temperature decreases, the probability of accepting
worse moves decreases.
c > 0 inferior solution

t c  c
-c < 0   e t  12
t
 Algorithm
Step 1.
k=1
Select an initial schedule S1 using some heuristic and set Sbest = S1
Select an initial temperature t0 > 0
Select a temperature reduction function (t)
Step 2.
Select ScN(Sk)
If F(Sbest) < F(Sc)
If F(Sc) < F(Sk) then Sk+1 = Sc
else
generate a random uniform number Uk
F ( Sc ) F ( S k )

t
If Uk < e then Sk+1 = Sc
else Sk+1 = Sk
else Sbest = Sc 13
Sk+1 = Sc
Step 3.
tk = (t)
k = k+1 ;
If stopping condition = true then STOP
else go to Step 2

14
Exercise.
Consider the following scheduling problem 1 | dj | wjTj .
jobs 1 2 3 4
pj 9 9 12 3
dj 10 8 5 28
wj 14 12 1 12

Apply the simulated annealing to the problem starting out with the
3, 1, 4, 2 as an initial sequence.
Neighbourhood: all schedules that can be obtained through
adjacent pairwise interchanges.
Select neighbours within the neigbourhood at random.
Choose (t) = 0.9 * t
t0 = 0.9
Use the following numbers as random numbers: 0.17, 0.91, ...

15
 Sbest = S1 = 3, 1, 4, 2
F(S1) = wjTj = 1·7 + 14·11 + 12·0+ 12 ·25 = 461 = F(Sbest)
t0 = 0.9

Sc = 1, 3, 4, 2
F(Sc) = 316 < F(Sbest)
Sbest = 1, 3, 4, 2
F(Sbest) = 316
S2 = 1, 3, 4, 2
t = 0.9 · 0.9 = 0.81

Sc = 1, 3, 2, 4
F(Sc) = 340 > F(Sbest)
340316

U1 = 0.17 > e 0.81 = 1.35*10-13
S3= 1, 3, 4, 2
t = 0.729 16
Sc = 1, 4, 3, 2
F(Sc) = 319 > F(Sbest)
319316

U3 = 0.91 > e 0.729 = 0.016

S4= S4 = 1, 3, 4, 2
t = 0.6561

...

17
 Practical considerations

Initial temperature
• must be "high"
• acceptance rate: 40%-60% seems to give good results
in many situations
Cooling schedule
• a number of moves at each temperature
• one move at each temperature
t =  ·t  is typically in the interval [0.9, 0.99]
t
t  is typically close to 0
1  t
Stopping condition
• given number of iterations
• no improvement has been obtained for a given number of iteration
18
 Tabu Search

Contents

1. Basic Concepts
2. Algorithm
3. Practical considerations

19
 Basic Concepts
Tabu-lists contains moves which have been made in the recent past but
are forbidden for a certain number of iterations.

Algorithm

Step 1.
k=1
Select an initial schedule S1 using some heuristic and set Sbest = S1
Step 2.
Select ScN(Sk)
If the move Sk  Sc is prohibited by a move on the tabu-list
then go to Step 2

20
If the move Sk  Sc is not prohibited by a move on the tabu-list
then Sk+1 = Sc
Enter reverse move at the top of the tabu-list
Push all other entries in the tabu-list one position down
Delete the entry at the bottom of the tabu-list
If F(Sc) < F(Sbest) then Sbest = Sc
Go to Step 3.
Step 3.
k = k+1 ;
If stopping condition = true then STOP
else go to Step 2

21
 Example.
jobs 1 2 3 4
pj 10 10 13 4
dj 4 2 1 12
wj 14 12 1 12

1 | dj | wjTj
Neighbourhood: all schedules that can be obtained through
adjacent pairwise interchanges.
Tabu-list: pairs of jobs (j, k) that were swapped within the last
two moves
S1 = 2, 1, 4, 3
F(S1) = wjTj = 12·8 + 14·16 + 12·12 + 1 ·36 = 500 = F(Sbest)
F(1, 2, 4, 3) = 480
F(2, 4, 1, 3) = 436 = F(Sbest)
F(2, 1, 3, 4) = 652
Tabu-list: { (1, 4) } 22
S2 = 2, 4, 1, 3, F(S2) = 436
F(4, 2, 1, 3) = 460
F(2, 1, 4, 3) (= 500) tabu!
F(2, 4, 3, 1) = 608
Tabu-list: { (2, 4), (1, 4) }

S3 = 4, 2, 1, 3, F(S3) = 460
F(2, 4, 1, 3) (= 436) tabu!
F(4, 1, 2, 3) = 440
F(4, 2, 3, 1) = 632
Tabu-list: { (2, 1), (2, 4) }

S4 = 4, 1, 2, 3, F(S4) = 440
F(1, 4, 2, 3) = 408 = F(Sbest)
F(4, 2, 1, 3) (= 460) tabu!
F(4, 1, 3, 2) = 586
Tabu-list: { (4, 1), (2, 4) } 23
F(Sbest)= 408
 Practical considerations

• Tabu tenure: the length of time t for which a move is forbiden

t too small - risk of cycling
t too large - may restrict the search too much
t=7 has often been found sufficient to prevent cycling
t n

• Number of tabu moves: 5 - 9

• If a tabu move is smaller than the aspiration level then

we accept the move

24
 Genetic Algorithms

Contents

1. Basic Concepts
2. Algorithm
3. Practical considerations

25
 Basic Concepts

Simulated Annealing versus Genetic Algorithms

Tabu Search

• a single solution is carried • population based method

over from one iteration
to the next

• Individuals (or members of population or chromosomes)

individuals surviving from the previous generation

generation +
children
26
Fitness of an individual (a schedule) is measured by the value of the
associated objective function

Representation

Example.
the order of jobs to be processed can be represented as a permutation:
[1, 2, ... ,n]

Initialisation

How to choose initial individuals?

• High-quality solutions obtained from another heuristic technique
can help a genetic algorithm to find better solutions more quickly
than it can from a random start.

27
Reproduction

• Crossover: combine the sequence of operations on one machine

in one parent schedule with a sequence of operations on
another machine in another parent.

Example 1. Ordinary crossover operator is not useful!

Cut Point

P1 = [2 1 3 4 5 6 7] O1 = [2 1 3 2 5 7 6]
P2 = [4 3 1 2 5 7 6] O2 = [4 3 1 4 5 6 7]

Example 2. Partially Mapped Crossover

Cut Point 1 Cut Point 2
3 1
P1 = [2 1 3 4 5 6 7] O1 = [4 3 1 2 5 6 7] 4 2
P2 = [4 3 1 2 5 7 6] O2 = [2 1 3 4 5 7 6] 5 528
Example 3. Preserves the absolute positions of the jobs taken from P1
and the relative positions of those from P2

Cut Point 1

P1 = [2 1 3 4 5 6 7] O1 = [2 1 4 3 5 7 6]
P2 = [4 3 1 2 5 7 6] O2 = [4 3 2 1 5 6 7]

Example 4. Similar to Example 3 but with 2 crossover points.

Cut Point 1 Cut Point 2

P1 = [2 1 3 4 5 6 7]
O1 = [3 4 5 1 2 7 6]
P2 = [4 3 1 2 5 7 6]

29
• Mutation enables genetic algorithm to explore the search space
not reachable by the crossover operator.
Adjacent pairwise interchange in the sequence

[1,2, ... ,n] [2,1, ... ,n]

Exchange mutation: the interchange of two randomly chosen elements

of the permutation

Shift mutation: the movement of a randomly chosen element a

random number of places to the left or right

Scramble sublist mutation: choose two points on the string in random

and randomly permuting the elements between these two positions.

30
Selection
• Roulette wheel: the size of each slice corresponds to the fitness of
the appropriate individual.

slice for the 1st individual

selected individual
slice for the 2nd individual
..
.

Steps for the roulette wheel

1. Sum the fitnesses of all the population members, TF
2. Generate a random number m, between 0 and TF
3. Return the first population member whose fitness added to the
preceding population members is greater than or equal to m 31
• Tournament selection
1. Randomly choose a group of T individuals from the population.
2. Select the best one.

How to guarantee that the best member of a population will survive?

• Elitist model: the best member of the current population is set
to be a member of the next.

32
 Algorithm
Step 1.
k=1
Select N initial schedules S1,1 ,... , S1,N using some heuristic
Evaluate each individual of the population
Step 2.
Create new individuals by mating individuals in the current population
using crossover and mutation
Delete members of the existing population to make place for
the new members
Evaluate the new members and insert them into the population
Sk+1,1 ,... , Sk+1,N
Step 3.
k = k+1
If stopping condition = true
then return the best individual as the solution and STOP 33
else go to Step 2
Example
jobs 1 2 3 4 5
pj 4 3 7 2 2
dj 5 6 8 8 17

1 || Tj
• Population size: 3

• Selection: in each generation the single most fit individual

reproduces using adjacent pairwise interchange chosen at random
there are 4 possible children, each is chosen with probability 1/4
Duplication of children is permitted.
Children can duplicate other members of the population.

• Initial population: random permutation sequences

34
Generation 1
Individual 25314 14352 12345
Cost 25 17 16
Selected individual: 12345 with offspring 13245, cost 20

Generation 2
Individual 13245 14352 12345
Cost 20 17 16
* Average fitness is improved, diversity is preserved
Selected individual: 12345 with offspring 12354, cost 17

Generation 3
Individual 12354 14352 12345
Cost 17 17 16
Selected individual: 12345 with offspring 12435, cost 11
35
Generation 4
Individual 14352 12345 12435
Cost 17 16 11
Selected individual: 12435
This is an optimal solution.

Disadvantages of this algorithm:

• Since only the most fit member is allowed to reproduce
(or be mutated) the same member will continue to reproduce unless
replaced by a superior child.

36
 Practical considerations

• Population size: small population run the risk of seriously

under-covering the solution space, while large populations will
require computational resources.
Empirical results suggest that population sizes around 30
are adequate in many cases, but 50-100 are more common.

• Mutation is usually employed with a very low probability.

37
 Summary

* Meta-heuristic methods are designed to escape local optima.

* They work on complete solutions.

However, they introduce parameters (such as temperature, rate
of reduction of the temperature, memory, ...)
How to choose the parameters?

*Other metaheuristics
*Ant optimization
*GRASP

38