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HYBRID HEURISTICS FOR THE PERMUTATION FLOW SHOP PROBLEM

HYBRID HEURISTICS FOR THE PERMUTATION FLOW SHOP PROBLEM
HYBRID HEURISTICS FOR THE PERMUTATION FLOW SHOP PROBLEM

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HYBRID HEURISTICS FOR THE PERMUTATION

FLOW SHOP PROBLEM

M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,

AND P.M.PARDALOS

A BSTRACT.The Flow Shop Problem(FSP)is known to be NP-hard when more than

three machines are considered.Thus,for non-trivial size problem instances,heuristics

are needed to?nd good orderings.We consider the permutation case of this problem.

For this case,denoted by F|prmu|Cmax,the sequence of jobs has to remain the same at

each machine.We propose and test two hybrid heuristics,combining elements from the

standard Greedy Randomized Adaptive Search Procedure(GRASP),Iterated Local Search

(ILS),Path Relinking(PR)and Memetic Algorithm(MA).The results obtained are shown

to be competitive with existing algorithms.

1.I NTRODUCTION

The Flow Shop Problem(FSP)is a scheduling problem in which n jobs have to be pro-cessed by m machines.The problem is to?nd the sequence of jobs for each machine to minimize completion time,also known as makespan(6).This problem is NP-Hard for m>3(8;13).Several papers in the literature address this problem,proposing models, heuristics,and bounds.Dannenbring(9)tested several heuristics.Nawaz,Enscore,and Ham(16)presented a polynomial time algorithm(NEH),?nding interesting results.Until now,NEH is one of the best polynomial time heuristics for this problem.Taillard(26) presented an improvement in the complexity of the NEH algorithm,a heuristic based on tabu search,and a useful characterization of the distribution of the objective function.Tail-lard(27)proposed a series of test problems with strong upper bounds.The running time required by Taillard’s tabu search heuristic was not given and he focused on solution qual-ity.Ben-Daya and Al-Fawzan(7)implemented and tested an improved variant of Taillard’s tabu search,reporting times and comparing their performance with Ogbu and Smith’s sim-ulated annealing algorithm(17).However,they did not match all of Taillard’s results for large instances.St¨u tzle presented and tested an Iterated Local Search(ILS)heuristic ob-taining good results.Ruiz and Maroto(21)compared25methods,from very basic ones, such as Johnson’s algorithm(12),to more sophisticated ones,such as tabu search and sim-ulated annealing.The results of their study concluded that NEH was the best polynomial-time heuristic,while St¨u tzle’s ILS(25)and Reeves’s genetic algorithm(18)were the best metaheuristic-based heuristics.Ruiz et al.(22)proposed a new memetic algorithm for this problem,obtaining improved results when compared with the ILS and tabu search.The same authors followed up with another paper in the same direction(23),proposing and test-ing two genetic algorithms and obtaining strong results.Agarwal,Collak,and Eryarsoy(1) implemented a heuristic improvement procedure based on adaptive learning and applied it to the NEH algorithm,leading to additional improvements.However,for larger instances, their results were of poor quality and their algorithm was computationally intensive.These Date:November5,2006.

Key words and phrases.Heuristics,GRASP,Iterated Local Search,Memetic Algorithm,Flow Shop Problem.

AT&T Labs Research Technical Report TD-6V9MEV..

1

2M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS results seemed to present a few issues,that we discuss in Section5.Ru′?z and St¨u tzle(24) described a simple algorithm with which they obtained good results and presented six new upper bounds.

In(1;7;27)and almost all other papers dealing with the FSP,the problem of interest was a special case called Permutational Flow Shop Problem(PFSP)in which the jobs have identical ordering sequences on all machines.This widespread approach is useful because it allows a simpler implementation,specially for genetic algorithms,and it is known that a PFSP solution is a good approximation of the FSP solution.

In this paper,we consider the PFSP and propose two hybrid approaches using GRASP-ILS-PR and a memetic algorithm.The paper is organized as follows.In Sections2and3, we describe the basic and the memetic algorithm.In Section3we introduce the proposed hybrid algorithms.In Section5,we present the computational experiments and their ana-lyzes.Finally,in Section6we make some concluding remarks.

2.B ASIC ALGORITHMS

As it is well known,a traditional GRASP and ILS have two main phases,a construction phase and a local search.Readers unfamiliar with GRASP and ILS are referred to(10;11;

19)and(14;25),respectively.In our implementation,we also use path-relinking(20). 2.1.Construction https://www.doczj.com/doc/5811897804.html,ually,the construction phase is a greedy algorithm,with some randomness,in which a new solution is obtained at each iteration.In our case,we use the NEH heuristic to construct the?rst solution.The pseudo-code of the NEH algorithm is presented in Algorithm1.

Algorithm1NEH Algorithm

1:Sort the jobs by decreasing sums of processing times.

2:Schedule the?rst two jobs minimizing the partial schedule.

3:for i=3to n do

4:Insert the i-th job in one of the i possible places of the partial solution,minimizing the partial schedule.

5:end for

2.2.GRASP.In a standard GRASP,at each iteration a new solution is constructed,usu-ally blending a random procedure with a greedy heuristic.In the heuristic proposed in this paper,we maintain a pool of good-quality solutions on which to apply a path-relinking pro-cedure.After20iterations without improvement,we reconstruct the pool using a partial NEH algorithm while preserving most of the structure of the current best solution.

2.3.ILS.As in the implementations of ILS,the GRASP-ILS-PR heuristic has a perturba-tion phase which changes the current solution by making two-swap movements at random positions.If an improved solution is found,the current solution is updated;if no improve-ment is found,the current solution is updated with probability p T>0.This is a simulated-annealing-like acceptance criterion(24;25).If n is the number of jobs,m is the number of machines,and p i j is the processing time for job i at machine j,then the temperature T used in the acceptance process is

T=0.5·∑n i=1∑m j=1p i j n·m·10

.

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING 3

2.4.Local Search.We use a well-known local search that has been previously applied to this and other combinatorial optimization problems.Tabu search,ILS,and genetic algo-rithms have used the same type of local search scheme,e.g.(24).This scheme,which we call LSInsertion is based on the insertion procedure of the NEH algorithm.For every job,we remove the job from its original position and attempt to insert it in one of the n possible positions.If an improvement is obtained,then the process is repeated.This pro-cedure works by choosing the positions at random and terminates after a complete search without improvement.

2.5.Path-relinking.Path-relinking (PR)is used as a form of intensi?cation of the search procedure.PR is applied from the incumbent solution to a solution randomly selected from the pool (20).Beginning at a random position and considering only swaps,three possible moves are analyzed and the best move is selected.At each step,the new solutions are analyzed and the best one is saved.In Figure 1an example of the procedure is shown.A similar approach and some variations can be found in (20).

Guiding Sol

Initial Sol

2571346

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457132S

S

2713546F IGURE 1.Example of the path-relinking procedure.At each step,a random position is chosen and from this point,in a cyclic order,three possible changes are analyzed.The letter ‘S’indicates which solution is selected for the next step.This solution corresponds to the best move analyzed.Only ?ve steps are performed if the guiding solution is not reached ?rst.

The PR procedure terminates when the whole path between the solutions is analyzed or after testing a small number of solutions in the path,returning the best solution found in the process.In our implementation,we only allow ?ve steps,and at each step only three possible solutions are analyzed.

4M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS The main characteristic of the PR is that at each new step the solutions maintain most of the original structure.When the procedure begins from the best solution,the goal is to preserve most of this successful structure with some in?uence of the selected pool solution.

https://www.doczj.com/doc/5811897804.html,bining these ideas results in the hybrid GRASP-ILS-PR heuris-tic whose pseudo-code is shown in Algorithm2.In line1of the pseudo-code,the jobs are sorted in decreasing order of the sums of their processing times and the order is saved in the array JobSorted.In line2,the NEH heuristic is called to produce the initial solution that is inserted in the pool in line

3.In line4,the local search is applied on the initial solution and the local optimum can itself be inserted into the pool in line5.NonImproves, the counter of iterations without incumbent solution improvement,is initialized in line7. The loop in lines8to38constitutes the main iterations of the heuristic.From line9 to line11the current solution CurrSol is perturbed and the local search is applied to the perturbed solution.Lines13to21are only executed every PRF iterations,where PRF is the path-relinking frequency parameter.In line13the path-relinking procedure is applied from the incumbent solution(BestSolution)to a solution selected at random from the pool(PoolSolution).If certain criteria are met,the path-relinking solution(SolPR)is inserted into the pool in line1

4.In lines15to21and23to29the current solution can be updated when the current solution is improved or with a positive probability otherwise.The pool of solutions is replaced after a certain number of non-improving iterations(NImp). This pool of solutions contains a set of good,or elite,solutions found during the process. As we can see in Algorithm2,after each local search and after the path-relinking,the algorithm tries to introduce the new solution into the pool.For this insertion,not only the quality of the solution is considered but also the similarity with the other solutions in the pool.This idea is not new and the reader can refer to(3)for example.In our case we do not allow the insertion of solutions that are too similar to the ones already in the pool.A solution is inserted if its objective value is the best so far or if its objective value is better than the worst objective value in the pool and the solution is different enough from the solutions in the pool.

The similarity between two solutions is computed by counting the number of different jobs for a certain position.The importance of a diversi?ed pool is discussed in the next section.

3.M EMETIC A LGORITHM

When working with the PFSP we only deal with a permutation vector,which has an easy representation.This is one of the main advantages of working with the PFSP.The idea of the post-optimization is to use the information gathered by the GRASP-ILS-PR heuristic to search for new solutions near solutions in the pool.For this reason,we use a memetic algorithm(MA)based on the experience of Ruiz and Maroto(21)and Ruiz,Maroto,and Alcaraz(23).The MA works using the pool of solutions produced by the GRASP-ILS-PR as the initial population in addition to a number of random solutions to allow it to search other regions of the feasible solution space.

As the MA is used along with GRASP-ILS-PR,we need a simple structure and only three operators.A mutation procedure and a path crossover,and a cold restart are the only operators used.These operators are described next.

3.1.Mutation Operator(M).This operator works as a perturbation approach of GRASP-ILS-PR.Its main goal is to allow the algorithm to search beyond the neighborhood de?ned

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING5 Algorithm2GRASP-ILS-PR Algorithm.Solution,CurrSol and BestSolution, represent different solutions and their corresponding makespan values.PoolSolution is a random solution chosen from the pool.

1:JobSorted←Sort the jobs by decreasing sums of processing times;

2:Solution←NEH(JobsSorted);

3:PoolInsertion(Solution);

4:Solution←LSInsertion(Solution);

5:PoolInsertion(Solution,Proximity);

6:CurrSol←BestSolution;

7:NonImproves←0;

8:for i←1,...,MaxIterations do

9:Solution←Perturbation(CurrSol);

10:Solution←LSInsertion(Solution);

11:PoolInsertion(Solution,Proximity);

12:if i mod PRF=0then

13:SolPR←PathRelinking(BestSolution,PoolSolution);

14:PoolInsertion(SolPR,Proximity);

15:if CurrSol>SolPR then

16:CurrSol←SolPR;

17:else

18:if RND(0,1)

19:CurrSol←SolPR;

20:end if

21:end if

22:end if

23:if CurrSol>Solution then

24:CurrSol←Solution;

25:else

26:if RND(0,1)

27:CurrSol←Solution;

28:end if

29:end if

30:if BestSolution is improved then

31:NonImproves←0;

32:else

33:NonImproves←NonImproves+1;

34:end if

35:if NonImproves=NImp then

36:RestartPOOL();

37:end if

38:end for

by the local search.This operator makes two swap moves at random positions.It is applied only to the best or second best solution,randomly chosen in the population.

3.2.Path Crossover(PX).This procedure is similar to path-relinking and it is used as a crossover by Ahuja et al.(2)for solving quadratic assignment problems.After the selection of two parents,the crossover consists of the construction of a path between those parents.

6M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS

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Return the Best Offspring

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= O6

F IGURE2.PX–S indicates the offspring with better objective function

and X the discarded offspring.The?rst position to check is randomly

chosen.

This operator begins the procedure from a random position and continues until it reaches this position again.The parent’s alleles(jobs)are compared.If they are the same,then the offspring inherits that allele.If the alleles differ,two distinct swap moves can be done,one on each parent.The algorithm always selects the move which results in a better objective function value.The offspring resulting from this crossover is the best solution generated during the construction of the path.Figure2shows an example of the PX operator.

We also tested a few other crossover operators,such as multi-parent and similar block order crossovers,but these did not produce results as good as PX or were excessively expensive to compute.

3.3.Cold Restart.Cold restart is used in many genetic algorithms with the idea of cre-ating a more diversi?ed population.This is useful when the algorithm reaches a state of stagnation,that is,when no improvement occurs after a certain number of generations. Cold restart changes the population by modifying,replacing,and maintaining part of the solutions.The three best solutions are left unchanged.Approximately half of the popula-tion results from applying the mutation operator on one of the three best solutions.About one fourth of the population is generated by applying the iterated greedy algorithm of Ruiz and St¨u tzle(24)to the incumbent solution.The remaining elements of the population are replaced by randomly generated solutions.

4.H YBRID ALGORITHMS

The hybrid algorithms combine the GRASP-ILS-PR and MA heuristics.This combina-tion can be done in several ways,but in this paper we use two approaches called Hybrid A and B.

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING7 Initially,the solution of the polynomial-time heuristic NEH is used as the initial pool solution.If this solution can be locally improved,then the improved solution is also in-serted into the pool.In both cases the pool of elite solutions is used by the path-relinking component of the hybrid heuristics.

The difference between both hybrid approaches lays in when the MA heuristic is called. In the?rst algorithm,we use the MA as a post-optimization procedure to intensify the search around the best solutions found during GRASP-ILS-PR phase.After running GRASP-ILS-PR for a?xed number of iterations,the MA uses the pool of elite solutions produced in the GRASP-ILS-PR phase as its initial population.Path-relinking also plays a role in this hybrid heuristic in that it contributes to the pool as well as makes use of elements of the pool for intensi?cation.

In the second approach,the GRASP-ILS-PR algorithm calls the MA algorithm after the algorithm reaches a state of stagnation for a?xed number of iterations.In this case,the MA algorithm uses the pool of elite solutions as the initial population for a certain number of generations.After that,the GRASP-ILS-PR continues to run with the pool provided by the MA output.

The algorithm structures are shown in Figure3,for now on we will refer to these cases as Hybrid A and Hybrid B,respectively.The diversity of solutions in the pool is critical in both the GRASP-ILS-PR and MA phases.It allows different promising regions of the solution space to be explored.

F IGURE3.Hybrid algorithm structures.

5.C OMPUTATIONAL R ESULTS

To analyze the performance of the hybrid heuristics,we designed several experiments using benchmark instances proposed by Taillard(26)as our testbed.These experiments are composed of two parts.In the former,we de?ne tests to calibrate certain parameters of our algorithm and in the latter,we analyze the behavior of the algorithm and its performance. All the algorithms tested in this paper were implemented by the authors in the C pro-gramming language and compiled with GNU GCC version3.2.3,using compiler options -O6-funroll-all-loops-fomit-frame-pointer-march=pentium4.CPU times were

8M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS computed using the function getrusage().The experiments for the performance analy-sis were run on a Dell PowerEdge2600computer with dual3.2GHz1Mb cache XEON III processors and6Gb of memory RAM under a Red Hat Linux3.2.3-53.The algo-rithm used for random-number generation is an implementation of the Mersenne Twister algorithm described in(15).

5.1.Calibration.We?rst conduct a set of experiments to engineer the algorithm,i.e. set parameters and load balance the various components of the algorithm.Though we conducted extensive computational testing with numerous crossover operators,initial pool solution heuristics,local search algorithms,path-relinking schemes,population and pool sizes,and other parameters,we limit this discussion to the calibration of the memetic algorithm when using PX as a crossover operator,the results of adding path-relinking to the GRASP-ILS-PR heuristic,and the relationship between both components of the hybrid heuristic.

We determine the parameter PRF(frequency of path-relinking),the crossover operator to be used in the MA,and the load balance between the GRASP-ILS-PR and MA compo-nents.

5.1.1.Frequency of path-relinking(PRF).The GRASP-ILS-PR heuristic works with a pool of15solutions.Since path-relinking is not activated at each GRASP-ILS-PR iteration, the main parameter to be analyzed is the frequency in which it is called.This is parameter PRF in Algorithm2.

To test the effect of using path-relinking,we compared?ve versions of the hybrid al-gorithm which differed only with respect to the PRF parameter.This included a variant in which PRF=0,i.e.the pure ILS proposed by St¨u tzle(25).To perform these tests,we allowed the algorithm to run for200CPU seconds,regardless of instance size.The30cho-sen instances have50,100,and200jobs,with20stages,and they proved to be the most dif?cult of this benchmark.The use of time as a stopping criterion was considered because the path-relinking strategy directly affects CPU time and it is this tradeoff of quality and time that we want to understand.

For each instance tested,each variant was run?ve times using different random number generator seeds and the average percentage increase over the best known solution(API) was calculated.These results are summarized in Table1.API is computed considering the best upper bound known to the date.The formula for API is given by

API=

1R∑i=1 X?UB ×100 ,

where R is the number of repetitions,X the solution of the heuristic,and UB the best known upper bound.

The results in Table1indicate that GRASP-ILS-PR with path-relinking outperforms the pure ILS.Furthermore,on average the use of path-relinking frequency parameter PRF=2 results in a better performance than any other frequency tested.

5.1.2.Crossover comparison.The memetic algorithm component of the hybrid heuristic has several parameters that need to be set.We conducted extensive experimentation to set these parameters.These experiments resulted in the following parameter choices.The size of the population was set to20solutions of which?ve are randomly generated at each new generation.The probability of applying the crossover is40%,the mutation1%, and after applying the operators,local search is carried out with a probability of5%.To avoid super?uous computations,all the solutions have a?ag that indicates if local search

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING9 T ABLE1.Average percentage increase over the best known solution for

GRASP-ILS-PR varying the path-relinking frequency parameter PRF.

Jobs×Machines PRF=2PRF=5PRF=10PRF=20Pure ILS

1.36104 1.78701 1.70909 1.49610 1.76623

2.11123 2.00864 1.77106 1.76026 2.12203

2.52129 2.39495 2.01044 2.48283 2.42790

1.57358 1.57358 1.68099 1.83673 1.53598 50×20 1.54528 1.53974 1.47328 1.71144 1.62836

1.74763 1.81275 1.97558 1.94844 1.78019

1.57085 1.29015 1.67881

2.04049 1.73819

2.53048 2.96938 2.86643 2.62260 2.92062

1.84344 1.68314 1.58696 1.83810 1.46407

1.29546 1.09371 1.12025 1.22113 1.39634 Average 1.810 1.815 1.787 1.896 1.878

2.51532 2.56369 2.52499 2.42180 2.73460

2.17911 2.30197 2.17911 2.17265 2.16618

2.09217 2.01882 2.03795 2.21336 2.17509

1.80252 1.82166 1.80252 1.88228 1.80252 100×20

2.30915 2.35350 2.05892 2.22363 1.95439

2.22816 2.31301 2.20930 2.16216 2.22187

2.11232 2.23676 2.08679 2.27186 2.34844

2.78706 2.75269 2.83706 2.56522 2.59334

2.82709 2.78247 2.76335 2.75697 2.80478

1.82157 1.82468 1.75008 1.94591

2.04228 Average 2.267 2.297 2.225 2.2616 2.284

1.74185 1.82939 1.76686 1.82582 1.81510

2.36722 2.39579 2.37079 2.40650 2.35116

2.37578 2.54346 2.53993 2.45521 2.45698

1.98512

2.09846 2.21179 2.23481 2.25961 200×20 1.39977 1.64491 1.72129 1.72484 1.68043

2.25042 2.22540 2.05917 2.17535 2.17535

1.92118 1.95109

2.05489 1.88600 1.90887

2.23222 2.25163 2.28163 2.34869 2.33104

2.10686 2.20515 2.32666 2.46247 2.34989

2.56741 2.52851 2.61339 2.77783 2.70179 Average 2.095 2.167 2.195 2.230 2.203 Overall Average 2.057 2.093 2.069 2.129 2.122 Overall Standard Deviation0.4170.4440.4190.3720.411

was applied to the solution.After completing a generation,local search is applied to the best solution with a probability of10%if its?ag indicates that local search has not been previously applied.We next compare the performance of the memetic algorithm when using two crossovers.

After comparing several crossovers,Ruiz,Maroto,and Alcaraz(23)choose the Simi-lar Block Order Crossover(SBOX),which presented a better performance than the other operators.The SBOX transfers to the offspring similar blocks of alleles from its parents. Two sequences of alleles are considered a similar block if there are at least two consecutive identical alleles in the same position in both parents.After the recognition of the similar blocks,a crossover point is randomly chosen and the remaining alleles are copied from their parents.By using the crossover point it is possible to generate two offsprings after each crossover.We compare the performance of SBOX with the PX operator described in Section3.2.

As seen in Table2,we were unable to reproduce the results obtained by Ruiz,Maroto, and Alcaraz(23).The difference between the performances could be attributed factors such as the stochastic nature of the heuristics,differences in coding,data structure design, compilers,hardware discrepancies,or even computer con?guration.Furthermore,Ruiz, Maroto,and Alcaraz report elapsed time instead of CPU time.

10M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS To evaluate these operators,once again we use the30instances from Taillard’s bench-mark with50,100,and200jobs and20stages.The experiment consisted of allowing each algorithm to perform?ve runs with different seeds where both algorithms are identical with the exception of the crossover used.Table2shows the results,where for each operator we present the API and the number of times in which the best solution was found using the crossover.

T https://www.doczj.com/doc/5811897804.html,parison between crossover operators listing API,the average

percentage increase over the best known solution,and the number of times in

which each variant obtained the best solution in the comparison.

SBOX crossover PX crossover

Jobs×Machines API times best found API times best found 50×20 2.288904 2.251866

100×20 2.605786 2.576156

200×20 2.380823 2.416227

We use the‘times best found’metric because sometimes the average value does not show all the information needed to make the correct choice.In this particular case,we can see that for the200-job instances the variant with the SBOX crossover presents a lower average value but the algorithm using PX crossover obtains better results more times.In these tests,the use of PX as crossover has a better average performance than SBOX,?nding best solutions in most cases.All other parameters used in the algorithm were?xed in the comparison.

5.1.3.Load balancing GRASP-ILS-PR and MA for Hybrid A.When combining compo-nents GRASP-ILS-PR and MA into a hybrid heuristic we need to determine what portion of the total running time will be allocated to each component.We call this choice load balancing.We conducted experiments to determine a good load balancing.Once again, we consider the same instances as before and use the200CPU seconds as the stopping criterion.The experiment consisted of allowing each variant(with distinct load balance)to perform?ve runs with different seeds.The possibilities of using the pure GRASP-ILS-PR or the pure MA are also considered in the experiment.

Table3and Figure4present the results.The?gure shows the con?dence intervals for the different con?gurations of the hybrid algorithm.The variants are represented by their respective load balances.For example,variant95/5has a load balance with95%of the CPU time used by the GRASP-ILS-PR and5%by the MA.As can be seen in the table and ?gure,the95%-5%load balance variant has the best average performance.

5.2.Performance Analysis.We next investigate the algorithm’s dependence on the ini-tial random number generator seed and in its running time.The tables below show the performance of the algorithm after ten runs for each instance.In these experiments,we use number of iterations as the stopping criterion,so that the experiments can be more accurately reproduced.

Hybrid B does not need a load balancing calibration,but after performing similar ex-perimentation two important parameters were set,the algorithm calls the GA only after

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING11 T ABLE3.Average relative percentage deviation for different GRASP-ILS-PR

and MA load balances.G/M indicates G%of running time allocated to GRASP-

ILS-PR and M%of running time allocated to MA.

Jobs×Machines GRASP-ILS-PR95/580/2050/5020/805/95Memetic

1.39221 1.36104 1.53247 1.48052 1.75065 1.71429 1.91169

2.20302 2.11123 2.23542 1.87905 2.32721 2.23002 2.12203

2.58720 2.52129 2.52678 2.48833 2.55974 2.60368 2.50481

1.76155 1.57358 1.79914 1.69710 1.79914

2.05693 2.10526

50×20 1.78898 1.54528 1.78898 1.78344 1.91083 2.07699 2.06037

2.05156 1.74763 2.05156 2.05156 2.05156 2.10583 2.09498

1.76518 1.57085 1.79757 1.74359 1.84615 1.81916

2.35358

2.56841 2.53048 2.56299 2.56299 2.91520

3.00732 3.07234

1.85413 1.84344 1.85413 1.85413 1.91825 1.82207

2.23350

1.46005 1.29546 1.39634 1.41757 1.40165 1.08840

2.05999 Average 1.94323 1.81003 1.95454 1.89583 2.04804 2.05247 2.25186

2.47662 2.51532 2.75395 2.72170 2.73460 2.88617

3.02806

2.16618 2.17911 2.26964 2.54122 2.64791 2.75461

3.01326

2.09217 2.09217 2.14958 2.21017 2.16233 2.58970 2.49721

1.81528 1.80252 1.80890 1.83442 1.73233

2.04498 1.88547 100×20 2.27431 2.30915 2.36300 2.50871 2.41368 2.22997 2.44219

2.23130 2.22816 2.22816 2.32558 2.70585 2.69956 2.66813

2.11232 2.11232 2.09317 2.17294 2.29419 2.53350 2.59413

2.85268 2.78706 2.85893 2.99328

3.06827 3.16825 2.74957

2.82709 2.82709 2.83665 2.89721 2.87809

3.04064 3.05976

1.82157 1.82157 1.89307

2.02362 2.15107 1.83712 2.11999 Average 2.26695 2.26745 2.32551 2.42289 2.47883 2.57845 2.60578

1.81331 1.74185 1.81331 1.82760 1.91157 1.83117 1.95266

2.50647 2.36722 2.49755 2.55467 2.46006 2.41899 2.53861

2.52405 2.37578 2.53993 2.54699 2.52758 2.46404 2.60524

2.27554 1.98512 2.35346 2.52701 2.44200 2.43492 2.62617 200×20 1.57030 1.39977 1.66800 1.65024 1.78169 1.64491 1.89182

2.37912 2.25042 2.38806 2.39878 2.29154 2.32192 2.47386

2.06193 1.92118 2.08128 2.03730 2.00739 1.79803 2.17628

2.25693 2.23222 2.24634 2.38574 2.45280 2.54632 2.54632

2.18728 2.10686 2.28020 2.20872 2.34811 2.44282 2.41780

2.68411 2.56741 2.73362 2.78490 2.86270 2.70179 2.93343 Average 2.22590 2.09479 2.26018 2.29220 2.30854 2.26049 2.41622 Overall Average 2.14536 2.05742 2.18007 2.20364 2.27847 2.29714 2.42462

a stagnation of20iterations,and it is allowed to run20generations after returning the improved pool of elite solutions.

5.2.1.Time to target.Many local search based combinatorial optimization heuristics,in-cluding GRASP,GRASP with path-relinking,and memetic algorithms have running time to the optimal solution that are distributed according to a shifted exponential distribution (4).To study the random variable time to target solution value we ran Hybrid A and Hy-brid B using one hundred different seeds for one instance with100jobs and20stages1. The seeds were randomly generated and are distinct from the ones used in the calibration process.

Hybrid A uses95%of the processing time allowed with GRASP-ILS-PR and the last 5%with the MA.In this test the maximum CPU time allowed to each run is10,000sec-onds.For the Hybrid B algorithm,the MA is called after a period of20iterations without improving the incumbent solution,and after20generations the MA algorithm returns the pool to the GRASP-ILS-PR algorithm.

A target value of2.5%above the best known solution was chosen for this experiment. For this particular case,the best known solution has a value of6314,therefor the target 1The instance used is this experiment is one from Taillard’s benchmark,called ta085.

12M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS

1.8

1.9

2

2.1

2.2

2.3

2.4

2.5

2.6

0/100

5/9520/8050/5080/2095/5

100/0A v e r a g e p e r c e n t a g e i n c r e a s e o v e r b e s t k n o w n s o l u t i o n

% time GRASP-ILS / % time MA

F IGURE 4.95%con?dence intervals for hybrid algorithms.

was set to 6471.The algorithms stop after obtaining a solution less or equal to 6471or after 10,000seconds.Time-to-target plots (ttt-plots)are produced for these values using (5).Figure 5shows the ttt-plots obtained.

Of interest is that within 80seconds,almost 80%of the cases for both algorithms reached the target and within 1000seconds more than 90%.These results show that the choice of the seed is not a critical aspect for obtaining a reasonable performance.By this comparison it is possible to conclude Hybrid A presents a performance slightly better than Hybrid B.

5.2.2.Performance.In this section,we present the results obtained by using our algorithm in the 120instances from Taillard’s Benchmark.The algorithm performs a ?xed number of iterations for both the GRASP-ILS-PR and the memetic algorithm components.

Some authors use a relation between the number of jobs and the number of machines to set a time for testing the performance of the algorithms.The problem with this approach is that for this particular benchmark,the dif?culty of the instances does not seem to in-crease with an increase in the number of jobs.We resume this discussion in next section.In Tables 4and 5,the average values of our experiments are presented,for both hybrid algorithms.Not only are these results competitive,but it is possible to see that the stan-dard deviation (StdDev)is low,indicating a robust method.When comparing the hybrid approaches,it is possible to observe,the performance of Hybrid A is slightly better than Hybrid B,which is consistent with the time to target experiment.

5.2.3.Remarks regarding the instances.It is interesting to analyze the dif?culty of our algorithms for some instances.It is quite obvious and expected that the increase in the

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING 13

F IGURE 5.CPU time (seconds)needed to reach a solution no further than 2.5%of the best known upper bound.The time is on a logarithmic scale.

0.2

0.4

0.6

0.8

1

1

10

100

1000

10000

100000

c u m u l a t i v e p r o b a b i l i t y

time to target solution (2.5%)

Exponencial distribution comparison

Hybrid A Hybrid B

T ABLE 4.Average relative percentage increase for Taillard instances.Column CPU 1indicates the average time (in CPU seconds)spent to ?nd the best solution.Column CPU 2indicates the average time (in CPU seconds)taken by Hybrid A.

Hybrid A Jobs ×Machines API Best Worst StdDev CPU 1CPU 220×50.0790.000 1.1380.2340.28 5.0620×100.3280.000 1.1940.327 5.4418.7420×200.2240.0000.8260.2338.0028.6450×50.0030.0000.0710.01415.18125.2450×100.7130.000 2.4070.602206.101186.9250×20 1.2220.324 3.7910.7831743.904647.40100×50.0120.0000.2850.044129.16680.38100×100.2560.000 1.2630.270322.321422.72100×20 1.4300.702 2.1830.3881905.284350.28200×100.2700.0090.7540.164498.121433.04200×20 1.6720.782 2.6150.3422523.444218.04500×200.9810.570

1.459

0.213

2493.02

3894.82

Average

0.604

number of machines increases the effort needed by our algorithms to ?nd a good solution.In part,this could be explained by considering that the makespan for an speci?c permuta-tion can be calculated by using a function depending on the number of jobs and machines,

14M.G.RA VETTI,F.G.NAKAMURA,C.N.MENESES,M.G.C.RESENDE,G.R.MATEUS,AND P.M.PARDALOS T ABLE5.Average relative percentage increase for Taillard instances.

Column CPU1indicates the average time(in CPU seconds)spent to

?nd the best solution.Column CPU2indicates the average time(in

CPU seconds)taken by Hybrid B.

Hybrid B Jobs×Machines API Best Worst StdDev CPU1CPU2 20×50.0580.0000.8100.1670.439 4.584 20×100.2750.000 2.0110.382 3.47214.813 20×200.2310.0000.6530.186 4.40428.169 50×50.0190.0000.3530.0718.02693.952 50×100.7000.000 1.6050.485260.7491179.363 50×20 1.3900.297 3.7870.6031479.5744108.018 100×50.0060.0000.0950.020153.866687.559 100×100.2580.0170.8580.256263.2911175.743 100×20 1.8570.798 3.6240.5501096.5543575.116 200×100.2570.0090.7540.184287.0791044.240 200×20 1.8630.835 2.7660.4311105.3032129.254 500×200.9020.471 1.3880.2033149.8584816.021 Average0.651

and the time taken on these evaluations explains the need of extra time to reach the same result quality.

Nevertheless,it is quite remarkable to notice that the worst performance of our algo-rithms happens for the group of instances with100jobs and20stages(100×20)and for 200×20.And these results are consistent with previous results no matter the method used. The main question to answer is why for500×20the algorithm has a better performance. In Taillard’s webpage we can?nd that for500×20there are seven out of ten instances with results proved to be optimal solutions,for200×20there four out of ten optimal solu-tions and for the case100×20only one optimal result has been found so far and none for 50×20.

Next we discuss some new facts that need review.In2006,Agarwal et al.,(1)discuss an approach to solve the PFSP.In that paper,the authors claim to have found a better upper bound for one instance of Taillard’s benchmark by using an adaptive-learning approach (over well known polynomial heuristics).The instance is ta040(50jobs and5stages). In the paper,they found a permutation with2774as a makespan value,but they did not present the actual permutation.The problem is that in Taillard’s website2the optimal value for this instance is2782.Something similar occurs with instance ta068(100jobs and5stages)for which we point out two problems.First,the authors incorrectly use an upper bound of5034,while the correct upper bound,and supposedly also optimal value is5094.While this could be only a typo,we point out a second problem.The solutions found for two methods presented in that paper have5082as a makespan value,which is less than the optimal solution value.Furthermore,the upper bounds for most of the larger instances are exchanged with the corresponding lower bounds.For those cases,the results presented by the authors tend to be better than they actually are.It is important to review these questions to avoid future dif?culties for other researchers,especially because these instances are referenced in almost every paper dealing with FSP.For future publications,it seems to be more appropriate to present the actual permutation when a new upper bound or a signi?cant result is reached.

2http://ina2.eivd.ch/Collaborateurs/etd/problemes.dir/problemes.html

HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING15

6.C ONCLUDING R EMARKS

In this paper,we discussed the Permutational Flow Shop Problem.This problem has been extensively studied and there are several algorithms published with excellent perfor-mance.We presented two implementations of hybrid algorithms based on GRASP,ILS, PR,and a memetic algorithm.In one approach,we use the GRASP-ILS-PR algorithm?rst maintaining a pool of good and diversi?ed solutions in order to apply path-relinking and to construct a population for the memetic algorithm.In the second approach,we use the memetic algorithm to improve the pool of elite solutions every time the GRASP-ILS-PR algorithm reaches a state of stagnation for a speci?c number of iterations.The memetic al-gorithm uses a crossover based on path-relinking(PX)that was shown to be very effective. The best performance is obtained using Hybrid A,when we allow the GRASP-ILS-PR to perform a large search almost95%of the time and then the memetic algorithm try to obtain a better solution using the output of the previous one.

The results are competitive,showing that for the hardest instances of Taillard’s bench-mark,i.e.the ones with100jobs and20stages,the heuristics can?nd a solution no worse than2.5%of the best known upper bound in less than80seconds with80%probability. We also discussed some characteristics about the dif?culty of the benchmark and some new results presented in a recent paper that need to be reviewed.

This paper is an important step in the direction of a more ambitious project in which we consider a real-world scheduling problem.The next step in our research is the con-sideration of sequence dependent setups and due dates in some or all stages.We are also considering a multi-objective approach,trying to obtain a?exible algorithm that could face different practical circumstances.We believe that in these more complicated cases the use of these kinds of hybrid approaches will be most advantageous.

A CKNOWLEDGEMENT

This research was supported by CNPq,NSF,and U.S.Air Force Grants.

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HYBRID HEURISTICS FOR FLOW SHOP SCHEDULING17 (Mart′?n G.Ravetti)D EPARTAMENTO DE C I?E NCIA DA C OMPUTAC??AO,U NIVERSIDADE F EDERAL DE M I-NAS G ERAIS,B ELO H ORIZONTE,MG,B RAZIL.

E-mail address:martin@dcc.ufmg.br

(Fabiola G.Nakamura)D EPARTAMENTO DE C I?E NCIA DA C OMPUTAC??AO,U NIVERSIDADE F EDERAL DE

M INAS G ERAIS,B ELO H ORIZONTE,MG,B RAZIL.

E-mail address:fgnaka@dcc.ufmg.br

(Claudio N.Meneses)D EPARTMENT OF I NDUSTRIAL AND S YSTEMS E NGINEERING,U NIVERSITY OF

F LORIDA,

G AINESVILLE,FL,USA.

E-mail address:claudio@https://www.doczj.com/doc/5811897804.html,

(Mauricio G.C.Resende)A LGORITHMS AND O PTIMIZATION R ESEARCH D EPARTMENT,AT&T L ABS

R ESEARCH,180P ARK A VENUE,R OOM C241,F LORHAM P ARK,NJ07932USA.

E-mail address:mgcr@https://www.doczj.com/doc/5811897804.html,

(Geraldo R.Mateus)D EPARTAMENTO DE C I?E NCIA DA C OMPUTAC??AO,U NIVERSIDADE F EDERAL DE M I-NAS G ERAIS,B ELO H ORIZONTE,MG,B RAZIL.

E-mail address:mateus@dcc.ufmg.br

(Panos M.Pardalos)D EPARTMENT OF I NDUSTRIAL AND S YSTEMS E NGINEERING,U NIVERSITY OF F LORIDA, G AINESVILLE,FL,USA.

E-mail address:pardalos@https://www.doczj.com/doc/5811897804.html,

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2. 在端口视图下配置源端口 表1-4 在端口视图下配置源端口 一个镜像组内可以配置多个源端口。 5 1.2.4 配置源CPU 表1-5 配置源CPU 一个镜像组内可以配置多个源CPU。 6 1.2.5 配置目的端口 可以在系统视图下为指定镜像组配置目的端口,也可以在端口视图下将当前端口配置为指定镜像组的目的端口,二者的配置效果相同。

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diffserv domain default # drop-profile default # aaa authentication-scheme default authorization-scheme default accounting-scheme default domain default domain default_admin local-user admin password simple admin local-user admin service-type http # interface Vlanif1 # interface MEth0/0/1 # interface GigabitEthernet0/0/1 port link-type trunk port trunk allow-pass vlan 10 20 # interface GigabitEthernet0/0/2 port link-type trunk port trunk allow-pass vlan 10 20 # interface GigabitEthernet0/0/3 port link-type access port default vlan 10 stp disable # interface GigabitEthernet0/0/4 port link-type access port default vlan 20 stp disable # interface GigabitEthernet0/0/5 # interface GigabitEthernet0/0/6 # interface GigabitEthernet0/0/7 # interface GigabitEthernet0/0/8 # interface GigabitEthernet0/0/9

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