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Abstract: Real life scheduling problems require the decision maker to consider a number of criteria
before arriving at any decision. A solution which is optimal with respect to a given criterion might be a
poor candidate for some other. The trade-offs involved in considering several different criteria provide
useful insights to the decision maker. Thus considering problems with more than one criterion is more
relevant in the context of real life scheduling problems. Surprisingly, research in this important field has
been scarce when compared to research in single criterion scheduling. In this paper, we provide a
detailed literature survey of multiple and bicriteria problems in scheduling. We also provide a broad
classification scheme for scheduling problems.
Keywords: Scheduling; Survey
1. Introduction
Scheduling is an important aspect of operational level shop floor decisions. Its importance
and relevance to industry has prompted researchers to study it from different perspectives
over the past three decades. Scheduling literature
ranges from deterministic case to the stochastic
case, from single machine problem to the multiple machine problem and from static to dynamic
problem. Research on multiple and bicriteria
scheduling has been scarce, especially when compared to research in single criterion scheduling.
Dileepan and Sen (1988) list only sixteen papers
in their survey paper on bicriteria scheduling. A
Correspondence to: Prof. S. Heragu, Department of Decision
Sciences and Engineering Systems, Rensselaer Polytechnic
Institute, Troy, NY 12180-3590, USA.
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papers that are concerned with multiple and bicriteria problems. Observations based on literature survey are given in Section 4, followed by
summary and conclusions in the final section.
2. A classification scheme
Dileepan and Sen (1988) develop a classification scheme which categorizes papers based on
the number of criteria included in the objective
function. Fry et al. (1989) take a different approach and develop a classification scheme based
on the criteria involved in the model.
However, both the surveys are restricted to
single machine scheduling problems. In this paper, we develop a new classification scheme (see
Figure 1) which provides a natural categorization
of the literature in multiple and bicriteria
scheduling.
Some issues which we seek to address through
this classification scheme are:
types of models considered in literature;
criteria that have been popular with researchers;
solution techniques most widely used for
solving these problems.
The above classification amply describes the
breadth of literature available for multiple and
bicriteria scheduling problems.
2.1. Nature o f the problem
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Input(NewJobs)
N A T U R E O F THE P R O B L E M
deterministic
stochastic
SHOP C O N F I G U R A T I O N
single machine
multiple machines
parallel machines
flowshop
jobshop
Output(CompletedJobs)
Fig. 2. A p u r e flowshop
1. Classification s c h e m e for m u l t i p l e
scheduling problems
and bicriteria
New Jobs
In-ProcessJobs
Y[~i"
roach,k~
In-ProcessJobs
Completed Jobs
Fig. 3. W o r k f l o w at a typical m a c h i n e in a j o b s h o p
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A measure of performance is said to be regular if it is a non-decreasing function of job completion times and the scheduling objective is to
minimize the performance measure. Examples of
regular measures are job flowtime ( F ) , schedule
makespan (Cmax) and tardiness based performance measures. A large number of scheduling
problems have been studied with regular measures of performance. The most widely used measures are related to job flowtime and job tardiness. Traditionally it has been most difficult to
find optimal solutions for tardiness-based objectives, such as number of tardy jobs.
The focus has shifted from regular to non-regular measures with the advent of the just-in-time
philosophy. A non-regular performance measure
is usually not a monotone function of the job
completion times. An example of such a measure
is job earliness, wherein jobs are penalized if they
are completed earlier than their due-dates. The
non-regular characteristic of the performance
measure led researchers to develop completely
new methodologies for scheduling problems, as
the earlier ones were no longer applicable.
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"o
=o
~S
o
93
One of the earliest results in bicriteria scheduling was published by Smith (1956). H e develops
an algorithm for minimizing the sum of completion times subject to the restriction that no jobs
are late. His algorithm is based on a theorem
which states: Given that no jobs are tardy, the
last job (k) in the sequence has the following
properties:
(i))2in=lti - d~ < O, and
(ii) t k > ti, for all i for which E]=ltj - d i < O,
where t i is the processing time and d i is the
due-date for job i. An extension of this result was
also proposed for weighted sum of completion
times in this paper. It asserted that to minimize
F w (weighted flowtime) subject to the constraint
that no jobs are tardy, the jobs must be ordered
in increasing order of the ratio ( t i / a i ) , where t i is
defined as before and a i is the weight attached to
the flowtime of job i. Smith's algorithm has been
shown by Lenstra et al. (1979) to be bounded by
O(n log n), where n is the number of jobs.
Heck and Roberts (1972) extend Smith's result
by relaxing the no tardiness condition. Instead,
they place a user specified bound on maximum
tardiness. Given that Tm~x is the maximum tardiness, mathematically the extension is equivalent
to rewriting property (i) as
ti
d k < Tm~.
i--1
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Smith's problem and claim that it can be extended to the problem of weighted completion
times. However, Burns (1976) has shown that this
was not the case by providing a counter example
for the problem of weighted completion times. A
new algorithm that converges to a local optimum
for both the weighted and unweighted problems
is presented in Burns (1976).
Van Wassenhove and Gelders (1978) compare
four procedures for the mean flowtime and
weighted tardiness single machine problem.
Branch and bound algorithms are developed in
three procedures; the lower bounds for these
algorithms are obtained from a transportation
problem relaxation, an assignment problem relaxation, and a Lagrangian relaxation algorithm. The
best bound is provided by the Lagrangian relaxation method. A dynamic programming approach
is also developed, which requires large memory
but is efficient with respect to computational
time.
Bansal (1980) extends Burns' (1976) algorithm,
which finds a locally optimal solution for the
problem of minimizing weighted sum of completion times subject to the condition that every job
be completed by its due-date. Bansal (1980) asserts that Burns' (1976) algorithm may sometimes
provide a local optimum solution which is far
from the global optimum. He presents a branch
and bound approach to find a globally optimal
solution and illustrates the solution procedure
through an example.
Miyazaki (1981) considers a single machine
bicriteria problem with mean weighted flowtime
and job tardiness as the two criteria. Interestingly, this problem was first studied by Smith
(1956) and later extended by Heck and Roberts
(1972). Miyazaki's approach is also to treat one of
the criteria, namely, mean weighted flowtime as
objective and the other as a constraint. The approach is to develop a necessary condition under
which the local and global solutions are different,
and consequently develop an efficient algorithm
to obtain an improved schedule based on the
locally optimal schedule. Computational experiences including CPU time to obtain the results,
and the core memory size required for the algorithm are reported to provide insight into the
quality of solution. Comparisons are made with
similar results from Smith (1956) and Burns
(1976).
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and Tma~) problems are considered for the bicriteria case and (n T, if, and Tma~) problem is
considered for the three criteria case. To reduce
the size of search space restrictive theorems are
applied. Thus the algorithms provide a very small
number of efficient solutions when compared to
the number of permutation schedules. This has
much significance to the decision maker, since
good decisions can be made quickly. The computational times are the lowest for (if, Tma0 and
largest for (nT, Tmax) problems. The computational complexity is calculated for the three problems. It is noted that the algorithms for (if, n T)
and (n T, Tm~x) problems are not polynomial. The
complexity of the (if, Tmax) problem is given to be
O(n2~ log n), where ~ is the average processing
time and n is the number of jobs. They also
discuss some research directions that are possible
for heuristic approaches, e.g., man-machine interactive approaches, with computational efficiency based on the type of problem studied.
According to the author, work in this paper has
the potential to stimulate research in complex
multiple criteria scheduling models.
Another aspect of the bicriteria scheduling
problem is studied by Sen et al: (1988) involving
total flowtime and range of lateness of the jobs.
They develop a lower bound for the weighted
objective function, for use in a branch and bound
algorithm. They also provide a necessary condition for optimality. The authors note that the
procedure h a s the potential to identify all efficient solutions characterized by Van Wassenhove
and Gelders (1980).
Dileepan and Sen (1991) consider another aspect of the problem involving total flowtime and
range of lateness by using a linear combination of
total flowtime and squared lateness. They develop sufficient optimality conditions and a lower
bound based on these conditions. A branch and
bound approach is used in which a priori information about precedence relationships is used to
fathom the nodes. The authors also report their
computational experiences with the branch and
bound procedure.
Cheun and Bulfin (1990) consider a single machine bicriteria problem, where all jobs have
identical processing times. When the processing
times are equal to one, the problem is commonly
referred to as the unit execution time problem
(UET). They provide a polynomial time algorithm
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E Ecijxij,
i
s.t.
~xii=l ,
J
~.,xii=l,
i=l,...,n,
j = l . . . . . n,
xii>O, i= l,...,n,
j= l,...,n,
where i, j represent the job and schedule position respectively and c(i, j) denotes the cost of
scheduling job i in position j. They used the
assignment model to solve the primary criterion
component of the problem. Then the best solution for the secondary criterion was found from
among the alternative solutions to the primary
criterion problem. It was also claimed that the
bicriteria problem can be solved by any technique
available for multiple criteria linear programming
(MCLP). This is due to the uni-modular structure
of the constraint matrix. Complexity analysis was
provided for the algorithms developed in their
paper. In particular, for the secondary criterion
problems, it is noted that in the worst case all
unit processing time problems can be solved by
solving two assignment problems. An assignment
problem can be solved in O(n 3) time, so all the
secondary criterion problems discussed in this
paper can be solved in polynomial time. For the
bicriteria problems, the time complexity is polynomial if the number of efficient solutions is
bounded by a polynomial, It is shown that except
for I / U E T / W F , WU, 1 / U E T / W F , WT and
1 / U E T / W T , WU, all other bicriteria problems
discussed in this paper can be solved in polynomial time.
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Research in the single machine multiple criteria scheduling has been scarce when compared to
single machine bicriteria problem. In this section,
we review four papers that deal with the multiple
criteria problem.
Kao (1980) presents a decision theoretic approach to the single machine scheduling problem
with multiple criteria. He encodes the value
trade-offs over performance criteria such as flowtime, tardiness and number of tardy jobs in a
multi-attribute value function. An implicit enumeration procedure is used for finding preferred
job processing sequences that maximize this value
function. To validate his findings he complements
them with examples, and reports some computational experiences. He points out that when tardiness is one of the criteria included in the value
function, his solution procedure is constrained by
the problem size. He also notes that his solution
approach merits consideration only when trade-
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algorithm provides solutions only for 14 job problems. It does not provide solutions for larger
problems.
3.4. Multiple machine multiple criteria models
Multiple criteria models involving multiple machines represent the most general class of
scheduling models. These models include flowshop and jobshop configurations, which are difficult to analyze even when they involve a single
criterion. Our literature survey revealed a scarcity
of papers dealing with these models. We have
come across only two papers which discuss different aspects of this problem. It must also be noted
that these models have extensive practical applications, since they emulate real world situations
very closely. The paper by Deckro et al. (1982)
presents a goal programming model for job shop
scheduling problem which considers a multiple
performance system of evaluations and incorporates multiple organizational goals. The single
criterion model in Pritsker et al. (1969) is modified to include multiple criteria. Deckro et al.
(1982) provides an example to illustrate the solution procedure. This problem is further intensified by the inclusion of priorities in the model.
An advantage of the goal programming formulation over the integer program is the existence of
optimality conditions, i.e., if the priorities are
satisfied, an optimal solution has been found.
The solution procedure require 45% less computational time to arrive at the solution compared
to the integer programming formulation. The authors note that there are no computer codes that
will take advantage of the special structure of the
formulation. In the absence of such codes, large
problems can become computationally intractable.
Wein and Chevalier (1992) model the job-shop
as a two-station multiclass queueing network and
consider three scheduling decisions, namely,
due-date setting, job release, and priority sequencing. These decisions are made such that
work-in-process inventory (WIP) and due-date
lead time (DDLT) are minimized subject to an
upper bound restriction on the proportion of
tardy jobs. DDLT is defined as the intervening
period of time between the time a job arrives and
its due-date. Their approach is to decompose the
problem into two easier ones. The first problem
Integer programming formulations of scheduling problems have generated interest in the 1960s.
These formulations provide insights into the
structure of the problem and are useful in development of heuristic procedures and priority rules.
Bowman (1959) presents an integer programming formulation of the scheduling problem. The
objective of his model is to complete the final
operation of all jobs as early as possible. Bowman
mentions that even for a problem of moderate
size his method requires large amount of computation; hence the practical applicability of the
model was rather restricted.
Wagner (1959) formulates an integer programming model for a general machine scheduling
problem, where the objective is to minimize
makespan. Two special cases of this model,
namely, an n-machine and a three-machine flowshop are also considered. He notes that the proposed model is useful only for small problems
and is computationally intractable for larger ones.
His formulation is later used to solve six
6 / 3 / P / C m a x problems, using an integer programming algorithm due to Gomory.
Dantzig (1960) formulates a machine-job
scheduling model as a linear program. He develops a compact network representation of the
possible activities which permits generating just
the activity to enter the basis of each iteration
without explicitly generating the others. This is
done by using an efficient algorithm for computing the shortest route through a network.
4. O b s e r v a t i o n s b a s e d o n literature survey
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A discussion o f p u b l i s h e d l i t e r a t u r e on m u l t i p i e a n d b i c r i t e r i a s c h e d u l i n g is p r e s e n t e d in this
p a p e r . T h e p a p e r s a r e g r o u p e d a c c o r d i n g to t h e
n u m b e r o f m a c h i n e s a n d c r i t e r i a i n c l u d e d in t h e
model. Only regular measures of performance
have b e e n i n c l u d e d in this review, since extensive
l i t e r a t u r e is a v a i l a b l e for n o n - r e g u l a r m e a s u r e s
n e c e s s i t a t i n g a s e p a r a t e survey. M o r e o v e r , F r y et
al. (1989) i n c l u d e s o m e p a p e r s involving n o n - r e g u l a r m e a s u r e s in t h e i r survey o n single m a c h i n e
m u l t i p l e objective r e s e a r c h . R a g h a v a c h a r i (1988)
a n d B a k e r a n d S c u d d e r (1990) p r o v i d e extensive
surveys for s c h e d u l i n g l i t e r a t u r e involving n o n regular performance measures. A possible reason
for s c a r c e r e s e a r c h in m u l t i p l e a n d b i c r i t e r i a
s c h e d u l i n g is t h e c o m b i n a t o r i a l n a t u r e o f t h e s e
p r o b l e m s . O u r survey shows t h a t t h e c o n v e n t i o n a l
t e c h n i q u e s have n o t b e e n v e r y successful a n d
h e n c e n e w p r o c e d u r e s n e e d to b e d e v e l o p e d .
T e c h n i q u e s such as, s i m u l a t e d a n n e a l i n g , t a b u
search, a n d g e n e t i c a l g o r i t h m s have b e e n successful in d e a l i n g w i t h c o m b i n a t o r i a l o p t i m i z a t i o n
p r o b l e m s . This m a k e s t h e m a g o o d c a n d i d a t e for
m u l t i p l e c r i t e r i a p r o b l e m s . It s h o u l d b e h o w e v e r
n o t e d t h a t all t h e s e t e c h n i q u e s a r e g e n e r i c in
n a t u r e a n d h e n c e n e e d to b e c o m p l e m e n t e d with
p r o b l e m specific k n o w l e d g e . This k n o w l e d g e is
u s u a l l y i n c o r p o r a t e d in t h e f o r m o f s p e c i a l i z e d
heuristics. It is h o p e d t h a t using p r o b l e m specific
h e u r i s t i c s in c o n j u n c t i o n with t h e s e g e n e r i c t e c h n i q u e s will p r o v i d e h y b r i d a l g o r i t h m s w h i c h a r e
a b l e to solve c o m p l e x m u l t i p l e a n d b i c r i t e r i a
s c h e d u l i n g p r o b l e m s . A n o t h e r issue t h a t n e e d s to
b e a d d r e s s e d in f u t u r e r e s e a r c h is t h e d e v e l o p ment of interactive models. The decision maker
can extract maximum possible information from
such m o d e l s . It also p r o v i d e s d e c i s i o n m a k e r s
w i t h m o r e l a t i t u d e in specifying a p r i o r i i n f o r m a tion or making decisions a posteriori.
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