A Graphical Approach for Solving Single Machine Scheduling Problems Approximately Evgeny R. Gafarov...
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Transcript of A Graphical Approach for Solving Single Machine Scheduling Problems Approximately Evgeny R. Gafarov...
![Page 1: A Graphical Approach for Solving Single Machine Scheduling Problems Approximately Evgeny R. Gafarov Alexandre Dolgui Alexander A. Lazarev Frank Werner.](https://reader038.fdocuments.us/reader038/viewer/2022103100/56649ec95503460f94bd648b/html5/thumbnails/1.jpg)
A Graphical Approach for Solving SingleMachine Scheduling Problems
Approximately
Evgeny R. Gafarov
Alexandre Dolgui
Alexander A. Lazarev
Frank WernerOtto-von-GuerickeUniversität Magdeburg
Institute of Control Sciences of the Russian Academy of Sciences
Institute of Control Sciences of the Russian Academy of Sciences
Ecole Nationale Superieure des Mines
![Page 2: A Graphical Approach for Solving Single Machine Scheduling Problems Approximately Evgeny R. Gafarov Alexandre Dolgui Alexander A. Lazarev Frank Werner.](https://reader038.fdocuments.us/reader038/viewer/2022103100/56649ec95503460f94bd648b/html5/thumbnails/2.jpg)
Outline of the Talk
1. Dynamic Programming and Graphical Algorithms
2. An FPTAS based on the Graphical Algorithm
3. An Overview of Graphical Algorithms for Single Machine Problems
4. Graphical Algorithms for an Investment Problem
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Single machine
n jobs j = 1,2,…,npj processing time dj =d common due date wj
weight
Tardiness of job j in schedule π : Tj (π) = max{0,Cj (π)-d}
Goal: Find a schedule π* that minimizes ∑wjTj
Dynamic Programming Algorithms for the Problem 1|dj=d|∑wjTj
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4
Lemma 1: There exists an optimal schedule π = (G,x,H), whereall jobs from set G are on-time and processed in non-increasing order of the values pj/wj ;all jobs from set H are tardy and processed in non-decreasing order of the values pj/wj ;the straddling job x starts before time d and is completed no earlier than time d.
Dynamic Programming Algorithms for the Problem 1|dj=d|∑wjTj
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First Dynamic Programming Algorithm for the Problem 1|dj=d|∑wjTj
l
t
πl-1 (t+pl)
Let x=1 be the straddling job.
In step l, l = 1,2,…, n for each state t=[0, ∑pj] or [0,d]we choose one of two positions for job l:
l
t
πl -1(t)
The running time is O(nd) for each straddling job x=1,2,…,n
![Page 6: A Graphical Approach for Solving Single Machine Scheduling Problems Approximately Evgeny R. Gafarov Alexandre Dolgui Alexander A. Lazarev Frank Werner.](https://reader038.fdocuments.us/reader038/viewer/2022103100/56649ec95503460f94bd648b/html5/thumbnails/6.jpg)
Graphical Algorithm
Dynamic Programming (Bellman 1954)
Idea of the graphical algorithm: Combine several states into a new state
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Computations in the dynamic programming algorithm
Computations in the graphical algorithm
Graphical Algorithm
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Graphical Algorithm
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Graphical Algorithm
fj+1 = min{Ф1,Ф2}
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Graphical Algorithm
In the table, 0<bl1<bl
2<… since function F(t) is monotonic with t being the starting time.
Function Fl(t) can be defined for all t from (-∞,+∞).
Let UB be an upper bound on the optimal objective function value.Then we have to save only the columns with bl
k<UB.
The running time of the Graphical Algorithm is O(n min{UB,d}) for each straddling job x.
![Page 11: A Graphical Approach for Solving Single Machine Scheduling Problems Approximately Evgeny R. Gafarov Alexandre Dolgui Alexander A. Lazarev Frank Werner.](https://reader038.fdocuments.us/reader038/viewer/2022103100/56649ec95503460f94bd648b/html5/thumbnails/11.jpg)
FPTAS based on the Graphical Algorithm
In the table, 0<bl1<bl
2<… since function F(t) is monotonic with t being the starting time.
The running time of the Graphical Algorithm is O(n min{UB,d}) for each straddling job x.
Let . Round blk up or down to the nearest multiple of
To reduce the running time, we can round (approximate) the values blk<UB to get a
polynomial number of different values blk
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FPTAS based on the Graphical Algorithm
The running time of the FPTAS is
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Graphical Algorithms and the corresponding FPTAS
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n investment projects
А – investment budget (for all A from the interval [A’,A’’])
fj(t) -- profit function of project j
The goal is to define an amount tj in [0,A] (integer) for each project to maximize the total profit.
∑ tj <= A
tj is integer
Investment Problem
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Investment Problem
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Classical dynamic programming algorithm: O(nA2) running time.The best known dynamic programming algorithm: O(∑kjA) running time.
In the Graphical Algorithm functions fj(t) and the Bellman functions (value function) Fj(t) are saved in a tabular form:
Running time of the 1st version of the graphical algorithm: O(nkmaxA log(kmaxA))
Running time of the 2nd version of the graphical algorithm: O(∑kjA)
Running time of the FPTAS based on the graphical algorithm: O(n(loglog n)∑k/ε)
Graphical Algorithms for the Investment Problem
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Thanks for your attention
Evgeny R. Gafarov
Alexandre Dolgui
Alexander A. Lazarev
Frank WernerOtto-von-GuerickeUniversität Magdeburg
Institute of Control Sciences of the Russian Academy of Sciences
Institute of Control Sciences of the Russian Academy of Sciences
Ecole Nationale Superieure des Mines