28
SEQUENTIAL OPTIMIZATION METHODS IN PROBLEMS
SCHEDULING
V . S . M i k h a l e v i c h and V . V . S h k u r b a
K i b e r n e t i k a , Vol. 2, No. 2, pp. 3 4 - 4 0 , 1966
T h i s p a p e r i s d e v o t e d to a c o n s i d e r a t i o n of v a r i o u s
a p p r o a c h e s to t h e s o l u t i o n of p r o b l e m s i n v o l v i n g the
o r d e r of p e r f o r m a n c e of o p e r a t i o n s ( p r o b l e m s of
s c h e d u l i n g t h e o r y , n e t w o r k planning, e t c . ), b a s e d on
t h e u t i l i z a t i o n of s e q u e n t i a l s c h e m e s f o r the d e v e l o p -
m e n t , a n a l y s i s and s e l e c t i o n of a l t e r n a t i v e s . T h e s e
m e t h o d s a r e t h e o u t c o m e of c e r t a i n i d e a s put f o r w a r d
in [1, 2 , 6 , 7 ] ; t h e y w i l l be i l l u s t r a t e d b y the s o l u t i o n of
two p r o b l e m s (flow r o u t e g r a p h w i t h l i m i t e d r e s o u r c e s ;
scheduling for three machines).
I. PROBLEMS OF OPERATION SCHEDULING AND
SOME SEQUENTIAL METHODS OF OPTIMIZATION
P r o b l e m s c o n n e c t e d with the s c h e d u l i n g of o p e r a -
t i o n s a r e , f r o m the v i e w p o i n t of c o m p u t a t i o n , a m o n g
the m o s t d i f f i c u l t o p t i m i z a t i o n t a s k s [2]. In m a n y w a y s ,
t h e s e d i f f i c u l t i e s a r e due to the c o m p l e x c o m b i n a t o r i a l
n a t u r e of t h i s type of p r o b l e m . H o w e v e r , it i s n a t u r a l
to s u p p o s e t h a t f o r any p a r t i c u l a r p r o b l e m of t h i s kind
a r a t i o n a l u s e can be m a d e of the s p e c i f i c c o n d i t i o n s
and e x i s t i n g c o m b i n a t o r i c s so a s to e n s u r e the d e t e r -
m i n a t i o n of the s e a r c h o p e r a t o r s u s e d in o b t a i n i n g the
o p t i m a l v a r i a n t (or one w h i c h i s s u f f i c i e n t l y c l o s e to it)
w i t h i n a r e a s o n a b l e a m o u n t of m a c h i n e t i m e .
The g e n e r a l m e t h o d o l o g y of t h i s a p p r o a c h , w h i c h i s
b a s e d on the t r e a t m e n t of the s o l u t i o n of d y n a m i c p r o -
g r a m m i n g p r o b l e m s a s a s p e c i f i c m e t h o d f o r the s u c -
c e s s i v e e l i m i n a t i o n of a l t e r n a t i v e s , w a s d e v e l o p e d in,
f o r e x a m p l e , [1,6] and i l l u s t r a t e d on s o m e p r o b l e m s
f r o m the t h e o r y of s c h e d u l i n g in [2]. It i s i n t e r e s t i n g to
note t h a t the s a m e m e t h o d o l o g y a l s o f i n d s e f f e c t i v e a p -
p l i c a t i o n o u t s i d e the r e g i o n of o p t i m i z a t i o n p r o b l e m s
[81.
T h e m e t h o d of s u c c e s s i v e d e v e l o p m e n t , a n a l y s i s and
s e l e c t i o n of a l t e r n a t i v e s c o n s i s t s in coding the d e v e l -
oped a l t e r n a t i v e s and c o n s t r u c t i n g the o p e r a t o r s u s e d
in the a n a l y s i s of t h e s e e l e m e n t s in a w a y t h a t m a k e s it
p o s s i b l e to r e j e c t the u n s u i t a b l e ( u n p r o m i s i n g ) b e g i n -
n i n g s of the v a r i a n t s b e f o r e t h e y a r e f u l l y d e v e l o p e d ,
in so f a r a s t h e i r u n s u i t a b i l i t y c a n be d e t e c t e d . M o r e -
o v e r , s i n c e in t h e s c r e e n i n g out of u n p r o m i s i n g " b e -
g i n n i n g s " the e n t i r e s e t of c o n t i n u a t i o n s i s a l s o r e j e c t e d ,
a considerable computing economy is effected. This
saving becomes more significant as a greater propor-
t i o n of the s p e c i f i c f e a t u r e s of the p r o b l e m i s u t i l i z e d
in the c o n s t r u c t i o n of the a n a l y z i n g and s c r e e n i n g
o p e r a t o r s . A c l a s s i f i c a t i o n of the v a r i o u s m e t h o d s of
s e q u e n t i a l o p t i m i z a t i o n w a s p r e s e n t e d in [6].
C o n s i d e r the g e n e r a l p r o b l e m of o p e r a t i o n s c h e d -
uling. L e t M be s o m e finite s e t w h o s e e l e m e n t s we
s h a l l c a l l o p e r a t i o n s and denote b y the v a r i a b l e s y m b o l
i, t h a t i s , M = ( 1 , 2 . . . . . i . . . . . n). F u r t h e r , l e t R = {r}
K I B E R N E T I K A , M A R C H - A P R I L 1966
OF OPERATION
be a s e t , e a c h e l e m e n t r of w h i c h w i l l be c a l l e d a r e -
s o u r c e . In m o s t p r o b l e m s r i s a f i n i t e , d i m e n s i o n a l
v e c t o r . The s c h e d u l e ~, of o p e r a t i o n s M is defined a s the
s e q u e n c e ~ = [(r, r(cr)], w h e r e ~ = ( i l , i 2 . . . . . in) i s s o m e
p e r m u t a t i o n of the s e q u e n c e (1, 2 . . . . . n) c o r r e s p o n d i n g
to t h e o r d e r in w h i c h the o p e r a t i o n s a r e p e r f o r m e d ,
w h i l e r(cr) = (r(il) , r(i2) . . . . . r(in) ) i s a s e q u e n c e w h i c h
p l a c e s in c o r r e s p o n d e n c e w i t h e a c h o p e r a t i o n i/, (1 _<
_< l _<_ n), a p a r t i c u l a r r e s o u r c e r ( i l ) .
F u r t h e r , w e h a v e a s e t of c o n s t r a i n t s F on the p o s -
s i b l e s c h e d u l e s w h i c h d e f i n e s the r a n g e of p e r m i s s i b l e
s c h e d u l e s iI F In p r o b l e m s i n v o l v i n g o p e r a t i o n s c h e d -
u l i n g s u c h c o n s t r a i n t s u s u a l l y t a k e t h e f o r m of t h e
s p e c i f i c a t i o n f o r e v e r y o p e r a t i o n i E M of a s e t of o p -
e r a t i o n s T(i) which m u s t be p e r f o r m e d b e f o r e i, and of
a n o t h e r s e t of o p e r a t i o n s S(i) w h i c h c a n be p e r f o r m e d
a f t e r the o p e r a t i o n i, a s w e l l a s a s e t of c o n s t r a i n t s ~4
on the p o s s i b l e d i s t r i b u t i o n of r e s o u r c e s f o r e a c h o p -
e r a t i o n . F o r e v e r y s c h e d u l e ~r f r o m [IF we define a
function F(~), w h i c h w i l l be c a l l e d i t s c r i t e r i o n . The
p r o b l e m of c o n s t r u c t i n g the o p t i m u m s c h e d u l e c o n -
s i s t s in f i n d i n g ~ E [I F such t h a t F(Tr) i s m i n i m a l .
The s t a t e m e n t of the c r i t e r i o n and i t s a d a p t i o n to
t h e s e t of c o n s t r a i n t s F u s u a l l y i n v o l v e s the s p e c i f i c a -
t i o n s f o r e a c h o p e r a t i o n i and f o r e a c h c o r r e s p o n d i n g
r e s o u r c e r(i) of a c o s t c h a r a c t e r i s t i c C [r(i)] o r a t i m e
c h a r a c t e r i s t i c T[r(i)].
We s h a l l i n v e s t i g a t e t h e s u b s c h e d u l e s lr = [ff, r(o~],
w h e r e ~ = ( i l , i 2 . . . . . i l 0 , r(~) = (r(il) . . . . . r ( i l 0 ) , k < n,
w h e r e i l , i 2. . . . . i k i s a s u b s e t of M. The s e q u e n c e
%- = (~, r(~)) w i l l be c a l l e d the c o n t i n u a t i o n of ~ w h e n
l s t h e s u p p l e m e n t of ~ to M. A s u b s c h e d u l e 7r i s c a l l e d
p e r m i s s i b l e w h e n it h a s at l e a s t one such c o n t i n u a t i o n
~'-, w h i c h t o g e t h e r with 7r f o r m s a c o m p l e t e p e r m i s -
s i b l e s c h e d u l e . T h e s e t of a l l p e r m i s s i b l e c o n t i n u a t i o n s
of t h e s c h e d u l e 7r w i l l b e d e n o t e d b y II F/=. The s e t of
a l l c o m p l e t e s c h e d u l e s w h i c h c a n b e f o r m e d f r o m the
s u b s c h e d u l e ~ and f r o m all i t s p e r m i s s i b l e c o n t i n u a -
t i o n s w i l l be d e n o t e d b y IIF(=).
Assume that there exists some system B for eval-
u a t i n g s u b s c h e d u l e s and s o m e m e t h o d f o r c h e c k i n g t h e
p e r m i s s i b i l i t y of t h e i r c o n t i n u a t i o n s , w h i c h e n a b l e u s
to find s u b s c h e d u l e s t h a t h a v e no p e r m i s s i b l e c o n -
t i n u a t i o n s o p t i m a l in t e r m s of the c r i t e r i o n B. The
m e t h o d w h i c h now s u g g e s t s i t s e l f f o r finding ~" i s to
i n c r e a s e s u c c e s s i v e l y t h e l e n g t h of the s u b s c h e d u l e s
and to r e j e c t u n p r o m i s i n g o n e s , u s i n g B and the c h e c k s
on p e r m i s s i b i l i t y . T h i s m a y r e q u i r e f r e q u e n t r e c o u r s e
to the principle of monotonic recurrence [6]: if ~rI and
are two2ubsch ules, [Ir/ l [Ir/ 2, then the re-
lationship B(~rl) _< B(~2) , where B(~) is some vector
function, i m p l i e s t h a t II F(Tr2) c a n n o t c o n t a i n an o p t i m a l
c o m p l e t e s c h e d u l e . O b v i o u s l y , a p a r t i c u l a r c a s e of
CYBERNETICS, VOLUME 2, NUMBER 2 29

t h i s p r i n c i p l e i s the p r i n c i p l e of o p t i m a l i t y of d y n a m i c " s t a t e " if f o r both of t h e m the s a m e p a r t s h a v e b e e n

programming. m a c h i n e d . If, in a d d i t i o n , f o r t h e s e p a r t i a l s e q u e n c e s
It w i l l b e s e e n t h a t the p r i n c i p l e of m o n o t o n i c r e -
c u r r e n c e h a s b e e n u t i l i z e d in the e x a m p l e s w h i c h f o l - B~ (~0) ~; B1 (~), B~ (a0) <: B~ (~0,
low to d e r i v e t h e a l g o r i t h m s of s e q u e n t i a l a n a l y s i s .
B~ (%) ~ B3 (a0,
2. TIlE T H R E E - M A C H I N E P R O B L E M
then crl c a n b e c o n s i d e r e d u n p r o m i s i n g (indeed, in the
The p r o b l e m of d e t e r m i n i n g the o p t i m u m o r d e r in c a s e w h e n one of t h e i n e q u a l i t i e s i s s t r i c t a t w i l l not
w h i c h a p a r t i s s u c c e s s i v e l y m a c h i n e d on t h r e e m a - a p p e a r in the o p t i m a l v a r i a n t ) .
c h i n e s h a s a t t a c t e d the a t t e n t i o n of s e v e r a l i n v e s t i -
g a t o r s . T h u s , r e f e r e n c e [4] o f f e r s s o m e s p e c i a l
r e c o m m e n d a t i o n s f o r c h o o s i n g the r e q u i r e d s e q u e n c e , Table 2
and in [4, 5] B e l l m a n ' s e q u a t i o n i s d e r i v e d f o r t h i s
problem; its formalization has also been approached
using linear integer programming; some considerations 2 3 4 5
c o n n e c t e d w i t h the c o m p u t a t i o n a l d i f f i c u l t i e s e n c o u n -
t e r e d in the s o l u t i o n of t h i s p r o b l e m w e r e p r e s e n t e d in 1 7, 9, t3 3, 6, 11 5, 9, 11 5. 10. 12
[11.
H e r e we s h a l l c o n s i d e r a s i m p l e s c h e m e f o r s o l v i n g 2 7, I0, 15 6,8,13 8, 12, 14 8, 13, 15
the t h r e e - m a c h i n e p r o b l e m , w h i c h p r o v i d e s a good i l -
l u s t r a t i o n of t h e p r i n c i p l e s of s e q u e n t i a l d e v e l o p m e n t , 3 3 , 6 , I0 6. 8, 12 4,8,9 4, 9, I1
a n a l y s i s and s e l e c t i o n of a l t e r n a t i v e s . The e x p o s i t i o n
4 ] 5.10, 14 8, 10, 14 4, 8, I I 6, 12, 14
w i l l be a c c o m p a n i e d by a n u m e r i c a l e x a m p l e .
Denote b y a i , b i , c i the t i m e r e q u i r e d f o r the m a -
5 5, 11, 15 8. 10, 14 4, 9. 1____~2 6, 12,14
e h i n i n g of the i - t h p a r t (i = 1 , 2 , . . . . n) on the f i r s t ,
s e c o n d , and t h i r d m a c h i n e , r e s p e c t i v e l y . If w e u s e t i l ,
ti2, ti3 to denote the p o s s i b l e t i m e s of s t a r t i n g , r e -
s p e c t i v e l y , the f i r s t s e c o n d , and t h i r d o p e r a t i o n s on The c a l c u l a t i o n of B1, B2, and B 3 in the c o u r s e of
the i - t h p a r t , t h e n b y the c o n d i t i o n s of the p r o b l e m the d e v e l o p m e n t of the s e q u e n c e s i s f a c i l i t a t e d b y the
u s e of t h e f o r m u l a s
if (~ = (i~, i2. . . . . i~), ~' = (~,, i s. . . . . i~, I~, then

It h a s b e e n shown [4, 7] t h a t f o r the g i v e n p r o b l e m t h e B1 (~') = B, (o) + a/,

o r d e r in w h i c h the f i r s t , s e c o n d , and t h i r d o p e r a t i o n s
a r e c a r r i e d out m a y be the s a m e in the o p t i m M s o l u -
tion.
Denote b y ~ = (il, i 2 . . . . . ik) the o r d e r of m a c h i n i n g
of v a r i o u s s u b s e t s of p a r t s (k = 1,2 . . . . . n). F o r k < n
t h e s e q u e n c e ~ w i l l be c a l l e d p a r t i a l , and f o r k = n,
complete.
W e u s e Bi(o'), B2(cr), B3(o) to d e n o t e the r e s p e c t i v e
t i m e s of f i n i s h i n g w o r k b y the f i r s t , s e c o n d , and t h i r d
m a c h i n e s w h e n s e q u e n c e cr i s u s e d . The p r o b l e m i s to
find that s e q u e n c e ~ = (tl, iz . . . . . in) f o r which B.~((r) is
a minimum.
B2 (o') = max (B, (a'), B2 (~)) + bi' (1)
B8(cr = max (B2 (o"), Bs (o)) + cj.
Now c o n s i d e r a n u m e r i c a l e x a m p l e w i t h d a t a a s
g i v e n in T a b l e 1.
We find all s e q u e n c e s of l e n g t h two ff(il,i2) and t h e
c o r r e s p o n d i n g v a l u e s of Bl(o), B~(~), and B3(o). I t i s
c o n v e n i e n t to r e p r e s e n t ff(il, i2) in m a t r i x f o r m , w i t h
e l e m e n t s dill2 = (Bl((r), B2(o),B3(o)) w h e n (r= (il,i2) .
T a b l e 2 a s s i g n s v a l u e s to ~ = (it,J2) f o r the e x a m p l e
c o n s i d e r e d (as ~ = (ill1) i s m e a n i n g l e s s , the c o r r e -
sponding s q u a r e s a r e l e f t e m p t y ) .
O b v i o u s l y , f o r ~ = ( i l , i 2 ) w e h a v e , f r o m (1),

Table 1 B1 (~) = at, + at,,

B2 (o) = ah + max (a~. hi,) + bt,,
i 2 3 4 5 B s ((I) = a~i -~ hi1 "-~ (2)

ai 2 5 1 3 3 + max (b. + max (at. - - bh, 0), cO -+- c~,.

bi 3(5) 2(7) 1(2) 4(7) 5(8)
ci 4(9) 4(11) 2(4) 2(9) 2(10) The u n d e r I i n e d d i l i 2 in T a b l e 2 a r e the u n p r o m i s i n g
]
v a r i a n t s ; h e r e , b y a p p l y i n g the r e j e c t i o n r u l e f o r p a r -
t i a l s e q u e n c e s we c a n r e j e c t e x a c t l y h a l f the n u m b e r of
We c o n s t r u c t s u c c e s s i v e l y a l l p o s s i b l e p a r t i a l e l e m e n t s a s e a r l y a s t h e f i r s t step.
s e q u e n c e s i f = (il,i2) , ~ = (il,i2,i~) , i f = (il,i2,i3,i4) , N e x t , we e v a l u a t e Bl(o), 132(o) , B3(~), u s i n g (1), f o r
etc. of i n c r e a s i n g l e n g t h and a p p l y at e a c h s t a g e the a l l p o s s i b l e cr = (il,i2,i3) , b u t k e e p i n g in m i n d t h a t only
r u l e f o r r e j e c t i n g the u n p r o m i s i n g p a r t i a l s e q u e n c e s . t h o s e v a r i a n t s of cr = (il,i2) a r e to b e ~continued" w h i c h
Two p a r t i a l s e q u e n c e s ~0 and ~l w i l l l e a d to the s a m e a r e not u n d e r l i n e d in T a b l e 2.