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JUST-IN-TIME SCHEDULING: Models and Algorithms for Computer and Manufacturing Systems Recenttitlesinthe INTERNATIONALSERIESIN OPERATIONSRESEARCH&MANAGEMENTSCIENCE FrederickS.Hillier,SeriesEditor,StanfordUniversity Gass&Assad/ANANNOTATEDTIMELINEOFOPERATIONSRESEARCH:AnInformalHistory Greenberg/TUTORIALSONEMERGINGMETHODOLOGIESANDAPPLICATIONSINOPERATIONS RESEARCH Weber/UNCERTAINTYINTHEELECTRICPOWERINDUSTRY:MethodsandModelsforDecisionSupport Figueira,Greco&Ehrgott/MULTIPLECRITERIADECISIONANALYSIS:StateoftheArtSurveys Reveliotis/REAL-TIMEMANAGEMENTOFRESOURCEALLOCATIONSSYSTEMS:ADiscreteEvent SystemsApproach Kall&Mayer/STOCHASTICLINEARPROGRAMMING:Models,Theory,andComputation Sethi,Yan&Zhang/INVENTORYANDSUPPLYCHAINMANAGEMENTWITHFORECASTUPDATES Cox/QUANTITATIVEHEALTHRISKANALYSISMETHODS:ModelingtheHumanHealthImpactsof AntibioticsUsedinFoodAnimals Ching&Ng/MARKOVCHAINS:Models,AlgorithmsandApplications Li&Sun/NONLINEARINTEGERPROGRAMMING Kaliszewski/SOFTCOMPUTINGFORCOMPLEXMULTIPLECRITERIADECISIONMAKING Bouyssouetal/EVALUATIONANDDECISIONMODELSWITHMULTIPLECRITERIA:Steppingstonesfor theanalyst Blecker&Friedrich/MASSCUSTOMIZATION:ChallengesandSolutions Appa,Pitsoulis&Williams/HANDBOOKONMODELLINGFORDISCRETEOPTIMIZATION Herrmann/HANDBOOKOFPRODUCTIONSCHEDULING Axs¨ater/INVENTORYCONTROL,2ndEd. Hall/PATIENTFLOW:ReducingDelayinHealthcareDelivery J´ozefowska&Weglarz/PERSPECTIVESINMODERNPROJECTSCHEDULING c Tian&Zhang/VACATIONQUEUEINGMODELS:TheoryandApplications Yan,Yin&Zhang/STOCHASTICPROCESSES,OPTIMIZATION,ANDCONTROLTHEORY APPLICATIONSINFINANCIALENGINEERING,QUEUEINGNETWORKS,AND MANUFACTURINGSYSTEMS Saaty&Vargas/DECISIONMAKINGWITHTHEANALYTICNETWORKPROCESS:Economic,Political, Social&TechnologicalApplicationsw.Benefits,Opportunities,Costs&Risks Yu/TECHNOLOGYPORTFOLIOPLANNINGANDMANAGEMENT:PracticalConceptsandTools Kandiller/PRINCIPLESOFMATHEMATICSINOPERATIONSRESEARCH Lee&Lee/BUILDINGSUPPLYCHAINEXCELLENCEINEMERGINGECONOMIES Weintraub/MANAGEMENTOFNATURALRESOURCES:AHandbookofOperationsResearchModels, Algorithms,andImplementations Hooker/INTEGRATEDMETHODSFOROPTIMIZATION Dawandeetal/THROUGHPUTOPTIMIZATIONINROBOTICCELLS Friesz/NETWORKSCIENCE,NONLINEARSCIENCEANDDYNAMICGAMETHEORYAPPLIEDTOTHE STUDYOFINFRASTRUCTURESYSTEMS Cai,Sha&Wong/TIME-VARYINGNETWORKOPTIMIZATION Mamon&Elliott/HIDDENMARKOVMODELSINFINANCE del Castillo/ PROCESS OPTIMIZATION: AStatistical Approach *Alistoftheearlypublicationsintheseriesisattheendofthebook* JUST-IN-TIME SCHEDULING: Models and Algorithms for Computer and Manufacturing Systems Edited by Joanna Józefowska Poznan’ University of Technology Poznan’, Poland Joanna Józefowska , Poznan University of Technology , Poznan, Poland Series Editor Fred Hillier Standford University Standford, CA, USA Library ofCongress CContract Number :2007926587 ISBN 978-387-71717-3 ISBN 978-0-387-71718-0 (e-book) Printed on acid-free paper. © 2007 Springer Science + Business Media,LLC All rights reserved.This work may not be translated or copied in whole or in part without the written permission ofthe publisher (Springer Science + Business Media,LLC,233 Spring Street, New York,NY 10013,USA),except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation,computer software,or by similar or dissimilar methodology now know or hereafter developed is forbidden. The use in this publication oftrade names,trademarks,service marks,and similar terms,even if they are not identified as such,is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. 9 8 7 6 5 4 3 2 1 springer.com To my mother Preface The philosophy of just-in-time manufacturing was first introduced by the Japanese automobile producer Toyota in 1950s. This philosophy may be briefly defined as elimination of waste and simultaneous con- tinuous improvement of productivity. There are many different sources of waste in a manufacturing system; therefore, many activities need to be undertaken in a company in order to effectively implement the just- in-time philosophy. Waiting time, overproduction and inventory are the sources of waste which can be eliminated by appropriate production planning and scheduling. The goals of just-in-time scheduling differ from the goals considered in traditional production scheduling. Therefore new scheduling prob- lems have been defined within the theory of scheduling to meet the need for practicalsolutions. Two optimizationobjectives are considered inthecontextofjust-in-timescheduling.Thefirstoneisminimizationof productionvariation,whichmeansthatthesameamountofanyoutput shouldbeproducedeveryday,oreveneveryhour.Aninterestingaspect oftheproblemofminimizingtheproductionvariationisitssimilarityto the problem of apportionment. The results of the theory of apportion- ment are exploited in the analysis and design of scheduling algorithms used to minimize the production variation. The second objective ex- amined in just-in-time scheduling is minimizing the total earliness and tardiness cost. Minimization of the total earliness and tardiness cost expresses the aim to reduce inventory cost and, simultaneously, satisfy the customer demands with timely delivery of products. This objective gives rise to non-regular performance measures, and thus leads to new methodological issues in the design of scheduling algorithms. Schedulingproblemswithbothobjectivefunctions,i.e.minimization of the production variation and minimization of the earliness and tardi- viii Preface nesscost,whichappearinjust-in-timeproductionplanningandcontrol systems, have found numerous applications in the control of computer systems. The most important class of computer systems working in a just-in-timeenvironmentistheclassofthereal-timesystems.Themain requirementforareal-timesystemistorespondtoexternallygenerated input stimuli within a finite and specified period. This requirement re- sults in the same scheduling objectives as those considered in the just- in-time manufacturing systems. Consequently, the same optimization algorithms may be applied to solve scheduling problems in just-in-time manufacturing systems and in real-time computer systems. Theaimofthisbookistopresentbothclassesofschedulingproblems and both application areas together, in order to show the similarities and differences of the approaches. The book contains a survey of exact and heuristic algorithms developed to solve the scheduling problems in thejust-in-timeenvironment.Thepresentedsurveymayalertthereader to similarities of models and techniques used in different optimization domains, like those for the scheduling theory and the apportionment theory. Many concepts and algorithms are illustrated with examples, tables and figures to enhance the clarity of the presentation. As such, this book should differ from other surveys of just-in-time scheduling problemsinthescopeandtheunifiedtreatmentofproblemformulation and solution procedures. Theintendedaudienceofthisbookincludesprofessionals,researchers, PhD students and graduate students in the fields of Operations Re- search & Management, Business Administration, Industrial Engineer- ing,AppliedMathematics,SystemAnalysisaswellasComputerScience and Engineering. The book is divided into five chapters. In Chapter 1 a brief presen- tation of the application areas of the considered scheduling problems is provided. First, the principles of the just-in-time production planning andschedulingarediscussed.Second,thebasicfeaturesofthereal-time systems are characterized. The basic terminology is introduced and the motivation for the research presented in the following chapters is given. Chapter 2 contains an introduction to two optimization domains, the theoryofschedulingandthetheoryofapportionment.Resultsobtained withinthesetwotheoriesareusedtosolvingthejust-in-timescheduling problemsdiscussedlater.Chapters3and4presenttheproblemsandal- gorithms for minimizing the earliness/tardiness cost. Chapter 3 focuses on the case of the common due date and Chapter 4 on the case of task dependentduedates.Finally,inChapter5theproblemsandalgorithms Preface ix for minimizing the production variation are examined. Within this ap- proach some real-time scheduling problems are discussed. Despite great effort involved in the preparation of this book, the au- thor is aware that avoiding all errors is impossible. Taking all responsi- bilityforpossibledeficiencies,theauthorwouldwelcomeanycomments on the book. The author would like to express her thanks for all the help and encouragement received during the preparation of this book from col- leagues, friends and family. Poznań–Cottbus, March 2007 Joanna Józefowska Contents 1 Just-in-time concept in manufacturing and computer systems ............................... 1 1.1 Manufacturing systems.............................. 1 1.1.1 Production planning and control................ 2 1.1.2 Just-in-time systems .......................... 5 1.1.3 Balanced schedules ........................... 9 1.1.4 Earliness and tardiness cost .................... 16 1.2 Computer systems.................................. 18 1.2.1 Real-time systems ............................ 18 1.2.2 Hard real-time systems ........................ 21 1.2.3 Soft real-time systems......................... 22 2 Methodological background .......................... 25 2.1 Deterministic scheduling theory ...................... 25 2.1.1 Basic definitions .............................. 25 2.1.2 Earliness and tardiness cost functions ........... 30 2.1.3 Scheduling algorithms and computational complexity................................... 35 2.2 The Theory of Apportionment ....................... 37 2.2.1 Problem formulation .......................... 38 2.2.2 Divisor methods .............................. 40 2.2.3 Staying within the quota ...................... 43 2.2.4 Impossibility Theorem ........................ 46 3 Common due date ................................... 49 3.1 Linear cost functions ............................... 50 3.1.1 Mean Absolute Deviation...................... 51 3.1.2 Weighted Sum of Absolute Deviations ........... 72 xii Contents 3.1.3 Symmetric weights............................ 76 3.1.4 Total Weighted Earliness and Tardiness ......... 91 3.1.5 Controllable due date ......................... 97 3.1.6 Controllable processing times .................. 105 3.1.7 Resource dependent ready times ................ 110 3.1.8 Common due window ......................... 112 3.2 Quadratic cost function ............................. 114 3.2.1 Completion Time Variance..................... 116 3.2.2 Restricted MSD problem ...................... 125 3.2.3 Other models ................................ 128 4 Individual due dates ................................. 131 4.1 Schedules with idle time ............................ 132 4.1.1 Arbitrary weights............................. 132 4.1.2 Proportional weights .......................... 144 4.1.3 Mean absolute lateness ........................ 145 4.1.4 Maximizing the number of just-in-time tasks ..... 151 4.1.5 Minimizing the maximum earliness/tardiness cost. 153 4.1.6 Scheduling with additional resources ............ 155 4.1.7 Other models ................................ 158 4.2 Schedules without idle time.......................... 163 4.2.1 Arbitrary weights............................. 163 4.2.2 Task independent weights...................... 171 4.3 Controllable due dates .............................. 172 4.3.1 TWK due date model ......................... 174 4.3.2 SLK due date model .......................... 176 4.3.3 Scheduling with batch setup times .............. 182 5 Algorithms for schedule balancing.................... 185 5.1 The multi-level scheduling problem ................... 186 5.1.1 Problem formulation .......................... 186 5.1.2 Minimizing the maximum deviation ............. 192 5.1.3 Minimizing the total deviation ................. 196 5.2 The single-level scheduling problem................... 203 5.2.1 Problem formulation .......................... 204 5.2.2 Minimizing the maximum deviation ............. 205 5.2.3 Minimizing the total deviation ................. 211 5.2.4 Cyclic sequences.............................. 219 5.2.5 Transformation of the PRV problem to the apportionment problem........................ 220 5.3 Scheduling periodic tasks............................ 224 5.3.1 Problem formulation .......................... 224

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