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Solving the FS-RCPSP with hyper-heuristics: A

policy-driven approach

Yagub Alipouri, Mohammad Hassan Sebt, Abdollah Ardeshir & Weng Tat
Chan

To cite this article: Yagub Alipouri, Mohammad Hassan Sebt, Abdollah Ardeshir & Weng Tat
Chan (2019) Solving the FS-RCPSP with hyper-heuristics: A policy-driven approach, Journal of the
Operational Research Society, 70:3, 403-419, DOI: 10.1080/01605682.2018.1441636

To link to this article: https://doi.org/10.1080/01605682.2018.1441636

Published online: 05 Mar 2018.

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JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
2019, VOL. 70, NO. 3, 403–419
https://doi.org/10.1080/01605682.2018.1441636

ORIGINAL ARTICLE

Solving the FS-RCPSP with hyper-heuristics: A policy-driven approach

Yagub Alipouria, Mohammad Hassan Sebta, Abdollah Ardeshira and Weng Tat Chanb
a
Department of Civil Engineering, Amirkabir University of Technology, Tehran, Iran; bDepartment of Civil Engineering, National University of
Singapore, Singapore, Singapore

ABSTRACT ARTICLE HISTORY

In this paper, a problem in the area of scheduling, namely Fuzzy Stochastic Resource-Constrained Received 9 November 2016
Project Scheduling Problem (FS-RCPSP), is addressed. Like the original Resource-Constrained Accepted 12 February 2018
Project Scheduling Problem (RCPSP), the objective is to minimise the expected makespan of
KEYWORDS
the project subject to precedence and resource constraints. However, due to mixed uncertainty Project scheduling; resource-
comprising fuzziness and randomness in the estimates of activity durations, the makespan is constrained; fuzzy stochastic
a fuzzy stochastic number. Recognising both fuzziness and randomness in activity durations durations; hyper-heuristics;
results in more robust schedules but the scheduling problem is harder to solve. A hyper-heuristic, policy evolution
named Self-adaptive Differential Evolution to Scheduling Policy (SADESP) is proposed to address
this issue. SADESP has two key modules: (1) a module (policyEvolver) which evolves scheduling
policy and (2) a dynamic scheduling procedure (dScheduler) which makes scheduling decisions
using a particular scheduling policy. The performance of SADESP is benchmarked against CPLEX
across an extensive set of 960 problems created with ProGen – a standardised problem generator
for creating benchmark problems in scheduling. The results returned by SADESP for FS-RCPSP
are very encouraging, both in terms of accuracy and computational performance.

1. Introduction problem of combinatorial explosion in the search space

of the activity start times. Specialised heuristics and
The Resource-Constrained Project Scheduling Problem
metaheuristics are required to produce practical solu-
(RCPSP) is a well-known scheduling problem that has
tions for such cases. Examples of the heuristic methods
been addressed under different operational assumptions
proposed to solve RCPSP are Ying, Lin, and Lee (2009),
and with different solution methods. The objective of
Tormos and Lova (2001), Özdamar and Ulusoy (1994),
RCPSP is to minimise the project makespan subject
and Boctor (1990). Heuristic methods exploit some
to activity precedence and resource availability con-
problem characteristic to deliver good schedules with lit-
straints. Each activity needs a fixed amount of renew-
tle computational effort but heuristics can be very prob-
able resources during its processing time. The activity
lem-specific and sensitive to changes in problem details.
durations are assumed to be known and fixed, and
Metaheuristic methods employ the idea of guided search
pre-emption of scheduled activities is not allowed. The
to find very good schedules across a wide variety of prob-
key decisions are the start times of the different activi-
lem instances. State–of-the-art metaheuristics proposed
ties under resource constraints, and the solution to the
for solving RCPSP include those described in Elsayed,
problem is a schedule, i.e., a set of start times for all the
Sarker, Ray, and Coello (2017), Zheng and Wang (2015),
activities. RCPSP under the assumption of fixed and
Sebt, Alipouri, and Alipouri (2013), Paraskevopoulos,
known activity durations has been solved using a variety
Tarantilis, and Ioannou (2012), Ranjbar (2008), Valls,
of exact, heuristic, metaheuristic, and hyper-heuristic
Ballestín, and Quintanilla (2008), Fleszar and Hindi
algorithms. Examples of recent research involving the
(2004), and Palpant, Artigues, and Michelon (2004).
use of exact methods include Steeneck and Sarin (2015),
The effectiveness of metaheuristic methods depends on
Damay, Quilliot, and Sanlaville (2007), and Dorndorf,
the transformation between the problem space and the
Pesch, and Phan-Huy (2000). Exact solution methods
search space. It is non-trivial to find an effective map-
hold the promise of optimal schedules but cannot han-
ping, especially if feasible solutions in the search space
dle RCPSP problems with a large number of activities,
are not feasible in the problem space. Furthermore,
typically those with more than 60 activities (see Alcaraz
metaheuristics are guided by parameters which bal-
& Maroto, 2001), and many resource types due to the
ance the “explore” (global search) versus “exploit” (local

CONTACT  Mohammad Hassan Sebt  sebt@aut.ac.ir

© Operational Research Society 2018
404 Y. ALIPOURI ET AL.
search) aspects of the search. These parameters often
have to be “tuned” by the analyst for the specific problem
to avoid premature convergence and inefficient use of
computational resources.
Hyper-heuristics are a class of search strategy that
combine the characteristics of both heuristics and meta-
heuristic search strategies. Burke et al. (2013) defines
hyper-heuristics as “generic, cheap, and easy to imple-
ment higher level heuristics which operate on a search
space of some low-level heuristics rather than directly on
a search space of problem solutions.” These “meta” heu-
ristics select or generate problem specific heuristics to
solve complex real-world problems. The hyper-heuristic
performs a search using a metaheuristic strategy but the
search space is not in the problem space or a transformed
problem space. Instead, the search is conducted at the
policy level above the problem space. For the scheduling
problem, the problem space is the space of schedules, i.e.,
the event times associated with project activities con-
strained by the use of shared resources. The policy level
consists of rules and heuristics that direct the sequence
of scheduling decisions in a dynamic fashion. A policy
is better able to accommodate uncertainty in estimates
of project quantities, whether they arise from fuzzi-
ness or randomness. Anagnostopoulos and Koulinas
(2010, 2012) introduced the use of hyper-heuristics
in RCPSP – the first was based on a genetic algorithm
search strategy, and the latter on a greedy randomised
adaptive search procedure (GRASP). Koulinas, Kotsikas,
and Anagnostopoulos (2014) proposed the use of a par-
ticle swarm optimization hyper-heuristic algorithm for
RCPSP.
The assumption of fixed and known activity dura-
tions has been recognised as being incompatible with
the real world, wherein actual activity durations are
uncertain due to the influence of many uncontrollable
factors. Herroelen and Leus (2005) survey a variety of
approaches to the RCPSP under uncertainty, includ-
ing reactive, proactive (robust), stochastic, and fuzzy
scheduling methods. In reactive scheduling, the goal is
to repair or reschedule activities in a baseline sched-
ule when disruptions occur. In proactive scheduling,
the goal is to find a baseline schedule that is robust
against anticipated changes in activity durations. Some
recently published papers in reactive and/or proactive
project scheduling are Artigues, Leus, and Talla Nobibon
(2013), Bruni, Di Puglia, Beraldi, and Guerriero (2017),
Mahalleh, Ashjari, Yousefi, and Saberi (2017), and
Davari and Demeulemeester (2017). In contrast, no
baseline schedule is created in stochastic scheduling;
instead, scheduling decisions are made dynamically
during project execution on the basis of a policy – a set
of priorities, restrictions, and principles to guide deci-
sions. A different view of uncertainty is taken in fuzzy
scheduling where activity durations are taken as impre-
cise estimates modelled as a fuzzy number. The use of
fuzzy numbers recognises the fact that, besides random-
ness, uncertainty can also be due to a lack of sufficient
information to characterise an activity in terms of a
probability distribution. Some papers being published
in the area of Stochastic-RCPSP (S-RCPSP) or Fuzzy-
RCPSP (F-RCPSP) are as follows: Roghanian, Alipour,
and Rezaei (2018), Yousefli (2017), Chakrabortty, Sarker,
and Essam (2017), Rostami, Creemers, and Leus (2017),
Zoulfaghari, Nematian, and Nezhad (2016), Fang,
Kolisch, Wang, and Chundi (2015). In practice, both
situations of uncertainty in activity durations are likely
to arise even in the same project – there will be some
activities for which durations can be modelled as a
probability distribution, and others for which only an
imprecise estimate can be obtained. Fuzzy Stochastic
Resource-Constrained Project Scheduling Problem
(FS-RCPSP) takes the view that uncertainty in project
estimates, in particular activity durations, can arise from
both imprecise definition (fuzziness) as well as random-
ness. A fuzzy random variable is able to simultaneously
take on both the characteristics of fuzziness and ran-
domness of events. The basic mathematical foundations
underlying the properties and characteristics of the fuzzy
random variable were established in concepts such as the
probability of a fuzzy event (Zadeh, 1968), probabilis-
tic set (Hirota, 1981), fuzzy random variable (Buckley,
2005; Kruse & Meyer, 1987; Puri & Ralescu, 1986), and
random fuzzy variable (Liu, 2002a, 2002b).
An early application of the concept of a fuzzy ran-
dom variable was in scheduling. Itoh and Ishii (2005)
presented a mathematical programming model for an
n-job machine scheduling problem where activity due
dates were expressed as fuzzy random variables. A more
extensive application of fuzzy random variables to model
uncertainties in project scheduling was presented in Ke
and Liu (2007). Huang, Ding, Wen, and Cao (2009)
proposed an intelligent genetic algorithm to minimise
the expected cost associated with a software scheduling
project model with random fuzzy variables. Nematian,
Eshghi, and Eshragh-Jahromi (2010) was the first to
incorporate fuzzy random variables in the formulation
of the FS-RCPSP. In this model, the ready time, dura-
tion, and the deadlines of activities were considered to
be fuzzy random variables. To solve the problem, the
model with fuzzy random variables was transformed
into a mixed integer linear programming model. Xu
and Zhang (2012) studied a more complicated problem
wherein the schedules of multiple projects were linked
by resource constraints. The model incorporated mul-
tiple objectives – to minimise the total project time as
well as the total tardiness penalty of all projects. The
model was solved using a hybrid genetic algorithm with
a fuzzy logic controller. More recently, Alipouri, Sebt,
Ardeshir, and Fazel Zarandi (2017) used a new fuzzy
probability theory proposed by Buckley (2005) to model
fuzziness and randomness in the FS-RCPSP. Buckley’s

formulation of the fuzzy random variable made com-
putations involving such variables more tractable whilst
retaining their key characteristics in representing real-
world uncertainty. As a result, larger problems with more
activities and resource types could be solved. A heuristic,
that of resource flow between scheduled activities in a
network, was used to simplify the decision-making for
activity start times. The model was modelled using fuzzy
random variables, and then transformed into a mixed
integer linear programming (MILP) model with crisp
parameters and variables. Using the MILP model for-
mulation, 960 benchmark problems (480 problems with
30 activities and 480 problems with 60 activities) were
instantiated and solved using the CPLEX solver of the
AIMMS decision modelling software. The results indi-
cated that the CPLEX solver could handle the complexity
in most of the benchmark problems and return solu-
tions; however, in 10% of the problems with 30 activities
and 31% of the problems with 60 activities, the solver
could not find any integer solution. The computational
effort needed was high, and along with the high failure
rate, these could prove to be a drawback for the prac-
tical application of the FS-RCPSP using fuzzy random
variables. More capable methods to solve FS-RCPSP,
which can find solutions with acceptable quality in less
computational time are needed.
This paper adopts the premise that uncertainty in
activity durations can arise from both imprecise infor-
mation (fuzziness) as well as natural variability (random-
ness), and tackles the RCPSP in which these uncertainties
co-exist in the durations of activities. Solving the RCPSP
under this condition will be challenging due to the many
possibilities for activity durations, and the implications
to decide activity start times to form a schedule. The
paper draws inspiration from dynamic scheduling and
uses scheduling policy to address uncertainty in activity
durations so that good scheduling policy can be derived
to handle both kinds of uncertainty. In this paper, we
propose to use a self-adaptive differential evolution (DE)
algorithm as a high-level search procedure to search
for policy alternatives composed of low-level schedul-
ing heuristics to solve the FS-RCPSP. DE is a powerful
and versatile stochastic optimization algorithm intro-
duced by Storn and Price (1997) for global optimization
over continuous search spaces. It is simple and easy to
implement, and has very few control parameters in its
operation. In spite of its simplicity, DE has shown very
good performance as a search algorithm for solving
real-world optimization problems in terms of accuracy,
convergence speed, and robustness.
The following features distinguish our approach from
others: (1) the problem is modelled as a fuzzy stochas-
tic version of RCPSP (FS-RCPSP); this model handles
the two key sources of uncertainty in a unified way; (2)
a self-adaptive metaheuristic search algorithm (DE) is
used to lessen the burden of tuning search parameters;
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 405
and (3) the search representation employs a unique
scheme to represent scheduling policies. Together,
the proposed FS-RCPSP model and its solution using
a self-adaptive differential evolutionary algorithm to
derive effective scheduling policy (SADESP) present an
innovative way of dynamic scheduling under conditions
of real-world uncertainty in activity duration estimates.
The rest of the paper is organised as follows: Section
2 provides key definitions and concepts in fuzzy prob-
ability that will be used in Section 3, where the RCPSP
under uncertain activity durations is formulated as an
MILP model. Section 4 describes the approach to derive
scheduling policy using a SADESP. The derived policy
is used to solve the fuzzy stochastic RCPSP. Section 5
presents and discusses the results of performance com-
parisons between SADESP and a commercially avail-
able MILP solver. Conclusions and suggestions for
further research are presented in Section 6. Appendix
A defines the parameters, variables, indices, and sets
used in the formulae of this paper. It is divided into two
logical sections: (1) Notations in the MILP formulation
of the FS-RCPSP; (2) Notations in the self-adaptive DE
hyper-heuristic algorithm.
2.  Basic concepts and definitions
In our formulation of the FS-RCPSP problem, we treat
the activity durations as fuzzy random variables. A fuzzy
random variable is a variable whose value is uncertain
because of imprecision in its estimation (fuzziness), as
well as the phenomenon of uncontrollable variability
of actual values around a central estimate (random-
ness). We review some key concepts in Buckley’s (2005)
approach to modelling uncertainty using fuzzy proba-
bility theory and fuzzy random variables. Hereafter, we
place a “bar” and a “tilde” over a letter to denote a fuzzy
number and a fuzzy random number, respectively.
A discrete probability function P on all subsets of
a finite set X  =  {x1, n…,  xn} is defined as P({xi})  =  ai,
∑
0 < ai < 1 all i and ai = 1. This probability function
i=1
is able to handle the uncertainties arising from natu-
ral variability (randomness) but cannot deal with the
uncertainties due to imprecise information (fuzziness).
In order to handle both kinds of uncertainty, Buckley
(2005) substitutes a fuzzy number ā i = P({x
̄ i }) for each
crisp number ai and assumes that 0 < ā i < 1 for all i.
The discrete setX together with the ā i values is a discrete
fuzzy probability distribution (Buckley, 2005). Buckley
(2005) considers the restriction “there are ai ∈ ā i𝛼 , 𝛼 = 1
∑n
so that ai = 1” on the ā i values and accordingly defines
i=1
the fuzzy probability of A = {x1, …, xk}, 1 ≤ k < n with
its α-cut as follows:
{ }
ai ||ai ∈ ā i𝛼 , 1 ≤ i ≤ n, for 0 ≤ 𝛼 ≤ 1.
∑
k
∑
n
P̄ 𝛼 (A) = ai = 1 ,
i=1 i=1
(1)
406 Y. ALIPOURI ET AL.

Mean (expected value) and variance of a discrete fuzzy which is a fuzzy random variable. The start and finish
probability distribution are fuzzy numbers and are time of each activity j are, respectively, denoted by s̃j
defined by their α-cuts as follows (Buckley, 2005): and f̃j (0 ≤ j ≤ n + 1). The objective is to find precedence
{ n } and resource feasible completion times for all activities
xi ai |ai ∈ ā i𝛼 , 1 ≤ i ≤ n, ai = 1 , for 0 ≤ 𝛼 ≤ 1,
∑ ∑n
𝜇̄ 𝛼 = which lead to the minimum expected makespan.
Alipouri et al. (2017) used the concept of resource
i=1 i=1

(2)
flow (Artigues, Michelon, & Reusser, 2003) to formulate
{ n }
(xi − 𝜇)2 ai |ai ∈ ā i𝛼 , 1 ≤ i ≤ n, xi ai , for 0 ≤ 𝛼 ≤ 1.
∑ ∑n
∑
n
(3)
𝜎̄ 𝛼2 = ai = 1, 𝜇 =
i=1 i=1 i=1

Assuming that X̃ is a fuzzy random variable hav- a version of FS-RCPSP. The durations of activities are
ing fuzzy{ probability } density f (x, 𝜃), where x  ∊  IR modelled as fuzzy random variables with a normal prob-
̄
and 𝜃̄ = 𝜃̄1 , … , 𝜃̄Q is for parameters 𝜃̄q, 1  ≤  q  ≤  Q, ability distribution function (pdf), and where the mean
Equations (1)–(3) for the discrete case can be extended of the pdf is a triangular fuzzy number. The MILP model
to the continuous case as follows: of Alipouri et al. (2017) with deterministic parameters
{ z2 }
f (x;𝜃)dx |𝜃q ∈ 𝜃̄q𝛼 , 1 ≤ q ≤ Q, f (x;𝜃)dx = 1 , for 0 ≤ 𝛼 ≤ 1.
+∞
|
�z1 �−∞
P̄ 𝛼 (X̃ ∈ [z1 , z2 ]) =
| (4)
{ }
xf (x;𝜃)dx |𝜃q ∈ 𝜃q𝛼 , 1 ≤ q ≤ Q, for 0 ≤ 𝛼 ≤ 1,
+∞ +∞
|
�−∞ �−∞
̄ f (x;𝜃)dx = 1 ,
𝜇̄ 𝛼 =
| (5)

{ }
(x − 𝜇) f (x;𝜃)dx |𝜃q ∈ 𝜃q𝛼 , 1 ≤ q ≤ Q, 𝜇 = for 0 ≤ 𝛼 ≤ 1,
+∞ +∞
|
�−∞ �−∞
𝜎̄ 𝛼2 = 2 ̄ xf (x;𝜃)dx ,
| (6)
In this research, the processing times of activities are and variables (Equations 7–21) was formulated using the
represented by fuzzy random variables with fuzzy nor- concept of the expected value of a fuzzy random varia-
mal density functions, and triangular fuzzy numbers ble. This MILP model was tested on several instances of
(TFNs) are employed to represent all fuzzy parameters 𝜃̄q, benchmark problems, and solved using a CPLEX 12.6.01
1 ≤ q ≤ Q. A fuzzy normal density is shown as N(𝜇, ̄ 𝜎̄ 2 ), solver. The results indicated that whilst the CPLEX solver
wherein only the values of μ and σ have become fuzzy
2
was able to find integer solutions to most of the problem
compared to the crisp normal density N(μ, σ2). Buckley instances attempted, it failed to do so for a significant
(2005) provides the result that the fuzzy mean of N(𝜇,
̄ 𝜎̄ 2 ) number of cases. Furthermore, the computation time
equals to 𝜇̄ and its fuzzy variance is 𝜎̄ 2. taken varied considerably. This forms the motivation to
introduce a self-adaptive DE hyper-heuristic algorithm
3.  Problem description and formulation to solve the FS-RCPSP.

The problem under study is Fuzzy Stochastic-RCPSP ( ) ( ) ( )

(FS-RCPSP), which is a variant of RCPSP considered MinZ = 𝜔1 fn+1,1 − fn+1,2 + 𝜔2 fn+1,2 + 𝜔3 fn+1,3 − fn+1,2
in an uncertain environment in which randomness (7)
and fuzziness in the estimate of activity durations exist s.t.
simultaneously.
In FS-RCPSP, a single project consisting of n  +  2
xij = 1 ∀(i, j) ∈ E (8)
activities is considered. The activities are numbered 0
to n + 1, where 0th and (n + 1)th activities are start and xij + xji ≤ 1 ∀(i, j) ∈ V 2 , i ≠ j (9)
end dummy activities, respectively. Each activity j cannot
xi𝜅 ≥ xij + xj𝜅 − 1 ∀(i, j, 𝜅) ∈ V 3 , i ≠ j, j ≠ 𝜅, i ≠ 𝜅
be interrupted once in progress (i.e., pre-emption is not
allowed), and can only be started after all its immediate
(10)
predecessor activities i (i ∊ IPj) have finished (i.e., prec-
edence constraint). We have L renewable resources (e.g., fi,1 ≤ fj,1 − xij (dj,1 + M) + M ∀(i, j) ∈ V 2 , i ≠ j
equipment and human resources), and each resource (11)
l ∊ L has a limited capacity Rl (1 ≤ l ≤ L) throughout the
project duration. Each activity j requires rjl (0 ≤ j ≤ n + 1, fi,2 ≤ fj,2 − xij (dj,2 + M) + M ∀(i, j) ∈ V 2 , i ≠ j
1 ≤ l ≤ L) units of resource l once in progress. The sum of (12)
resource requirements for resource l at any time period
t cannot exceed Rl (i.e., resource constraint). The pro- fi,3 ≤ fj,3 − xij (dj,3 + M) + M ∀(i, j) ∈ V 2 , i ≠ j
cessing time of activity j is denoted as d̃ j (0 ≤ j ≤ n + 1) (13)

fn+1,1 ≥ fi,1
∀i ∈ V
fn+1,2 ≥ fi,2
∀i ∈ V
fn+1,3 ≥ fi,3
∀i ∈ V
∀i ∈ V , ∀l ∈ L, i ≠ n
∑
Cijl = ril
j∈V
∀j ∈ V , ∀l ∈ L, j ≠ 1
∑
Cijl = rjl
i∈V
0 ≤ Cijl ≤ min(ril , rjl )xij ∀(i, j) ∈ V 2 , ∀l ∈ L, i ≠ n, j ≠ 1
xij ∈ {0, 1} ∀(i, j) ∈ V 2 , i ≠ j
f1,1 = f1,2 = f1,3 = 0
Here, xij is a binary variable denoting that activity j is
started immediately after the completion of activity i
whenever xij = 1, otherwise xij = 0. Cijl denotes the amount
of resource l directly transferred from activity i to activ-
ity j.
In order to minimise the expected completion time
of the project, 𝜇̄ fn+1 = (fn+1,1 , fn+1,2 , fn+1,3 ), Alipouri et al.
(2017) adopted the technique described in Buckley and
Feuring (2000). First, the problem of minimising the
fuzzy number 𝜇̄ fn+1 was converted into a multi-objective
problem; then, the multi-objective problem was con-
verted into a single-objective problem with the use of
weights ωi ≥ 0, i = 1, 2, 3, ω1 + ω2 + ω3 = 1 (Equation
7). Equation (8) introduces the precedence relations
between the activities. Activity i precedes activity j
whenever xij = 1, otherwise xij = 0. Constraint (9) is a
transitive constraint and constraint (10) ensures that no
cycles exist in the network. Constraints (11)–(16) are
employed for setting the completion times of activities.
Constraints (17)–(19) are resource flow constraints.
Constraint (19) ensures that the resource flow values
are limited to min (ril, rjl) of arc (i, j) if the arc exists.
Constraints (17) and (18) have been devised to ensure
that the incoming flow on node i is equal to the outgoing
flow from that node.
4.  Self-adaptive differential evolution of
scheduling policy (SADESP)
The architecture of the proposed SADESP is composed
of two key modules: (1) a metaheuristic search strat-
egy based on Differential Evolution (Storn & Price,
1997) which makes decisions on scheduling policy,
and evolves scheduling policy (policyEvolver); and (2)
a dynamic scheduling procedure (dScheduler) which
makes scheduling decisions using a particular schedul-
ing policy. Differential Evolution was chosen as a search
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 407
algorithm because of recent developments that made the
(14)
algorithm self-adaptive with respect to the need to adjust
key control parameters associated with many evolution-
(15)
ary search algorithms.
A policy is made up of a sequence of low-level sched-
(16)
uling heuristics that are used in the dScheduler module
to come up with an actual project schedule in terms
(17) of activity start times. The dScheduler module follows
the current set policy to construct a project schedule in
serial fashion, and ensures that all precedence logic and
(18) resource constraints are met. It reports on the value of
the objective function attained. The policyEolver module
uses the objective function evaluation values calculated
by dScheduler as feedback on the goodness of the cur-
(19)
rent policy and evolves the current policy accordingly.
The key aspects in the implementation and execu-
(20) tion of SADESP, regarding (1) low-level heauristics;
(2) search representation; and (3) choice of values for
three key control parameters of the DE algorithm, are
(21)
explained in the following sections, followed by a com-
plete description of the proposed SADESP algorithm
itself.
4.1.  Low-level heuristics
There are two kinds of scheduling heuristics: (1)
Constructive heuristics which generate a feasible sched-
ule by adding activities one by one, starting from an
empty schedule, and (2) Improvement heuristics which
repeatedly improve feasible schedules obtained by con-
structive heuristics until a locally optimal solution is
obtained (Demeulemeester & Herroelen, 2002). In the
current study, we use well-known, easy-to-implement,
and computationally efficient constructive heuristics as
low-level heuristics. Constructive heuristics have two
major components: (1) A priority rule which determines
the order in which the activities are called to build a
schedule and (2) a schedule generation scheme (SGS)
which is the method used to generate a feasible schedule
based on a priority rule. There are two possible schedule
generation schemes, namely Serial-SGS and Parallel-
SGS. A Serial-SGS adds activities to the schedule in
serial fashion until all activities have been scheduled;
each activity is scheduled to completion before the next
activity is considered. In contrast, a Parallel-SGS builds
a schedule by iteratively deciding over a set of successive
decision points which activities to schedule. In this study,
Serial-SGS is used together with constructive heuristics
to generate the schedules. The 12 constructive heuristics
used in this study are shown in Table 1.
4.2.  Solution representation
In a hyper-heuristic algorithm, the search is at a level
higher than the actual problem solution itself. In
SADESP, the DE search finds good policies as solutions
to the scheduling problem. Each policy, represented
408 Y. ALIPOURI ET AL.

Table 1. Constructive heuristics utilised as low-level heuristic in

the proposed SADESP.
Scheduling
Heuristic No. Heuristic name scheme Priority rule
1 h1 Serial-SGS RND: Priority list
is generated
randomly Figure 1. An example for solution representation.
2 h2 Serial-SGS SPT: Shortest
Processing
Time
3 h3 Serial-SGS LPT: Longest
Processing
Time
4 h4 Serial-SGS MIS: Most Figure 2. The heuristic call list (HCL).
Immediate
Successors
5 h5 Serial-SGS GRPW: Greatest
Rank Position-
4.3.  Constructing the initial population
al Weight
6 h6 Serial-SGS EST: Earliest Table 2 shows the proposed algorithm of this paper for
Start Time constructing the initial population of candidate policy
7 h7 Serial-SGS EFT: Earliest
Finish Time
solutions. For each individual Ik0, 1 ≤ k ≤ NP, in order
8 h8 Serial-SGS LST: Latest Start to generate the first vector Hk0, 1  ≤  k  ≤  NP, the algo-
Time rithm iteratively selects a random low-level heuristic
9 h9 Serial-SGS LFT: Latest
Finish Time and assigns its related integer number to the first empty
10 h10 Serial-SGS MSLK: Mini- place in vector Hk0. Then, the selected low-level heuristic
mum Slack
11 h11 Serial-SGS GRD: Greatest is transferred from the low-level heuristics pool HP into
Resource a tabu list TL and is kept there until no heuristic exists
Demand
12 h12 Serial-SGS GCUMRD: in the low-level heuristics pool. In order to generate the
Greatest second vector Ck0 , 1 ≤ k ≤ NP, a random integer num-
Cumulative
Resource
ber cd,k
0
from the interval [0, 𝜏], where τ is an arbitrary
Demand positive integer number, is assigned to eachD low-level
∑ 0
heuristic h0d,k in the first vector Hk0, such that cd,k = n.
d=1
This procedure is continued until NP individuals have
as an individual in a population of candidate poli-
IkG
been produced. Storn and Price (1997) suggested that a
cies, consists of a pair of vectors, HkG and CkG of equal
reasonable value for NP can be selected from the inter-
length D and aligned by index position. The first vec-
val [5D,10D], where D is the length of the individual.
tor, HkG = (hG1,k , … , hGD,k ), contains integer numbers cor-
Decreasing the value of NP increases the chance of pre-
responding to low-level heuristics (see Table 1) and also
mature convergence; hence, here the largest value in the
indicates the sequence in which the heuristics are used to
range, 10D, is adopted for NP. After generating the initial
build a schedule. The second vector, CkG = (c1,k G G
, … , cD,k ),
population, each individual is evaluated by the fitness
is a sequence of integer numbers cd,k indicating the num-
G
evaluation process discussed in Section 4.5.
ber of successive calls to the corresponding low-level
heuristic hGd,k when selecting a new activity to schedule,
≥ 0 and
∑D
4.4.  Generating new solutions
such that cd,k
G G
cd,k = n. A Heuristic Call List
d=1 SADESP generates new solutions using mutation and
(HCL), denoted as HCLGk, can be constructed from the crossover operators. In order to generate a mutant solu-
information in the pair of vectors to indicate which heu- tion VIkG+1 = (VHkG+1 , VCkG+1 )from a target individual IkG,
ristic and the number of times it will be used to schedule three mutually different solutions IrG1 , IrG2 , and IrG3 different
activities. from IkG, are picked at random from the current popula-
Figure 1 depicts an example solution with D = 5 for tion. The following calculations are then performed on
a problem with 10 non-dummy activities. Given this the first and second vectors of these individuals:
1 ≤ k ≤ NP (22)
solution, the low-level heuristics are called in the order
depicted in Figure 2 to select and schedule activities VHkG+1 = HrG1 + FkG ⋅ (HrG2 − HrG3 ),

that have not been scheduled. The schedule generating
(decoding) process based on the proposed representa-
tion method is discussed in Section 4.5. To the best of
our knowledge, the dual vector representation of a policy
scheme proposed here is novel.
1 ≤ k ≤ NP (23)
VCkG+1 = CrG1 + FkG ⋅ (CrG2 − CrG3 ),
where for each individual in the current population the
value of scaling factor FkG is randomly selected from a
 JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 409

Table 2. The algorithm for randomly generating the initial ∑

D

population in SADESP. It is possible that the constraint G+1

ucd,k = n is vio-
d=1 D
Set parameter τ and for each individual Ik0, 1 ≤ k ≤ NP, create two ∑ G+1
empty vectors Hk0 and Ck0 with size D, where Hk0 = {h01,k , … , h0D,k } and lated. In this case, considering 𝜙 = n − ucd,k , if ϕ > 0,
d=1
Ck0 = {C1,k
0 0
, … , CD,k }.
ϕ elements with the values less than τ are selected from
HP ← All low-level heuristics
TL = [ ]
FOR k = 1 to NP UCkG+1 and all of them are incremented by 1. If ϕ < 0, |𝜙|
 FOR d = 1 to D elements with the values more than zero are selected
  IF HP = φ
   TL = [ ]
from UCkG+1 and all of them are decremented by 1.
   HP ← All low-level heuristics An example to illustrate the mutation and crossover
  END IF procedure described above is shown in Figure 3.
  hs ← Randomly Select a heuristic from HP
  h0d,k = s
  TL = TL ∪ {hs}
  Remove hs from HP 4.5.  Fitness evaluation and selection
  Cd,k = ⌈rand[0, 1] ∗ 𝜏⌉
0
In order to evaluate an individual, the expected makespan
 END FOR
  𝜙 = n − sum(Cd,k0
) is calculated. As explained in Section 3, the processing
 IF ϕ > 0 time of each activity i is modelled as fuzzy random num-
  Randomly select ϕ elements with the values less than τ and incre-
ment them by 1. ber with a normal distribution N(𝜇̄ i , 𝜎̄ i2 ) and the values
 ELSE IF ϕ < 0 of 𝜇̄ i and 𝜎̄ i2 are assumed to be triangular fuzzy numbers.
  Randomly select |𝜙| elements with the values more than zero and
increment them by −1. Based on the fuzzy probability theory of Buckley (2005),
 END IF the fuzzy expected duration of each activity i with fuzzy
END FOR
normal density N(𝜇̄ i , 𝜎̄ i2 ) is equal to 𝜇̄ i. As a result, the
expected makespan is also a triangular fuzzy number
which can be calculated using the expected durations
normal distribution over in the range (0,2] with a mean
of activities. The most optimistic, most likely, and most
of 0.5 and a standard deviation of 0.3 (see Section 4.6).
pessimistic values of expected durations of activities
After generating the mutant solutions, the trial solu-
(i.e., di,1, di,2, di,3, respectively), are used to calculate
tion UIkG+1 = (UHkG+1 , UCkG+1 ) is formed for each target
the most optimistic, most likely, and most pessimistic
solution IkG = (HkG , CkG ) using the following crossover
values of the expected makespan (i.e., fn+1,1, fn+1,2, and
equations:

if randh(d) ≤ CRkG or d = rndd(k)

{
, 1 ≤ k ≤ NP and d = 1, 2, … , D
G+1
vhd,k
hd,k if randh(d) > CRkG and d ≠ rndd(k)
G+1
uhd,k = G (24)

if randc(d) ≤ CRkG or d = rndd(k)

{
, 1 ≤ k ≤ NP and d = 1, 2, … , D
G+1
vcd,k
if randc(d) > CRkG and d ≠ rndd(k)
G+1
ucd,k = G
cd,k (25)

where randh(d) and randc(d)are the random numbers

fn+1,3, respectively). Therefore, each individual policy is
∊ [0, 1], CRkG is the crossover constant ∊ [0, 1], and rnd-
used three times on (1) the most optimistic values of the
d(k) ∊ {1, …, D} is a randomly chosen index.
expected durations of activities, di,1, (2) the most likely
The resulting values for UHkG+1 and UCkG+1 are real
values of the expected durations of activities, di,2, and (3)
values, which are transformed into integer values using
the most pessimistic values of the expected durations
the following equations:
of activities di,3. In each of these cases, at each iteration
⎧ 1 if uhG+1 < 1 the next low-level heuristic in the HCL of the individual
G+1 ⎪ d,k is called for improving the schedule. This means that,
uhd,k G+1
= ⎨ nh if uhd,k > nh (26) an unscheduled activity, which is ready for processing
� �
⎪ uhG+1 otherwise
⎩ d,k and with the highest priority according to the chosen
low-level heuristic, is selected and scheduled as early as
possible by taking into account the resource and prec-
⎧ 0 if uc G+1 < 0 edence constraints. This process is continued until all
G+1 ⎪ d,k activities have been scheduled. This process follows the
ucd,k G+1
= ⎨ 𝜏 if ucd,k >𝜏 (27) serial schedule generation scheme (Serial-SGS).
� �
⎪ uc G+1 otherwise
⎩ d,k The expected makespan of the project,
𝜇̄ fn+1 = (fn+1,1 , fn+1,2 , fn+1,3 ) is constructed from the results
of optimum seeking schedules using di,1, di,2, anddi,3.
where ⌊⋅⌋ denotes the nearest integer less than or equal
Equation (7) is used to assign a crisp fitness value Z to
to the real value.
evaluate each individual policy. This only happens at
410 Y. ALIPOURI ET AL.
(a)
(b)
Figure 3. Generating a new solution: (a) mutation and (b) crossover.
the end of the crossover operation, when an individual
target solution is compared with its trial solution – the
one with the smaller value of Z has the higher fitness
and is selected to be included in the next population and
the other one is discarded. It is possible that the weights
ωi ≥ 0, i = 1, 2, 3 in Equation (7) may affect the perfor-
mance of the SADESP. This is taken up as a sensitivity
study and discussed in Section 5.2 of this paper.
Using the expected values of the optimistic, pessi-
mistic and most likely activity durations does not ignore
randomness, since these expected values are descriptive
quantities based on the probability distributions of fuzzy
random variables. Three schedule optimization runs are
made with these activity duration estimates rather than
just a single run.
4.6.  Self-adaptation of control parameters
SADESP has three control variables: NP, FkG, and CRkG.
Inappropriate choice of these parameters may lead to
premature convergence or stagnation. In order to auto-
mate the selection of the best values for the control
variables, we adopt the process suggested in Qin, Huang,
and Suganthan (2009) for self-adapting the control
parameters FkGand CRkG. The parameter NP is the only
parameter that needs to be specified by the analyst. As
explained earlier, we choose 10D for NP to ensure suf-
ficient variety to address problem complexity. In order
to keep both exploitation (with small FkGvalues) and
exploration (with large FkGvalues) abilities, Qin et al.
(2009) proposed to approximate FkG by a normal distri-
bution with mean 0.5 and standard deviation 0.3, i.e.,
N(0.5,0.3). In addition, they proposed to use the normal
distribution N(CRm,0.1) to approximate CRkG. The value
of CRm is set to 0.5 during the first LP (learning period)
generations and within this learning period (LP) those
CRkG values that have generated trial vectors successfully
entering the next generation are stored in a memory
named CRMemory. In each generation after the LP gen-
erations, the median of values in CRMemory is assigned
to CRm and new CRkG values are generated based on
this CRm; promising CRkG values replace less promising
values in CRMemory.
 JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 411

4.7.  SADESP algorithm 5.  Performance evaluation

The algorithmic description of the proposed SADESP for In this section, some computational results are presented
solving FS-RCPSP is summarised in Table 3. to evaluate the performance of the proposed SADESP to
solve the FS-RCPSP. All the experiments were performed
on a laptop with the Windows 7 operation system, Intel
Core 2 Duo and a CPU at 2.00 GHz. The coding was
Table 3. The algorithmic description of the proposed SADESP
performed using the Matlab programming language. In
for solving FS-RCPSP.
Section 5.1 the tested benchmark problem instances are
Step 1. Read data related to the problem at hand: the number of
non-dummy activities to be scheduled (n), expected processing time of described. In Section 5.2 a sensitivity analysis is car-
each activity i (i = 0, …, n + 1) as triangular fuzzy number (di,1, di,2, di,3), ried out to investigate the effects of different settings
precedence relations, resource requirement of each activity, resource
availabilities for the weights 𝜔i ≥ 0, i = 1, 2, 3 on the performance of
Step 2. For each low-level heuristic calculate three activity lists using the proposed algorithm. Section 5.3 is devoted to the
activity durations di,1, di,2, and di,3 (0 ≤ i ≤ n + 1), respectively
Step 3. Set the parameters D, NP, CRm, and learning period LP, and also
computational results itself.
set the generation number G = 0. Set the values of ω1, ω2, and ω3 to
user-defined values
Step 4. Randomly initialize a population of NP individuals: 5.1.  Test instances
P G = {I1G , I2G , … , INP
G
} with IkG = (HkG , CkG ), k = 1, …, NP, where
HkG = {H1,k G
, … , HD,kG
} and CkG = {C1,k G G
, … CD,k } Since there is no benchmark problem set for RCPSP
Step 5. Evaluate the population via the process discussed in Section 4.5
Step 6. WHILE stopping criteria are not satisfied:
with fuzzy random activity times, we follow Alipouri
 Do et al. (2017) and take the J30 and J60 sets of benchmark
  Step 6.1. Assign control parameters FkG and CRkG to each target individ- problems from the PSPLIB (see site: http://www.om-db.
ual IkG.
  FOR k = 1 to NP wi.tum.de/psplib/data.html) as the base and generate
  FkG = Normrnd(0.5,0.3) problems with fuzzy random activity durations. Both
  IF G ≥ LP
    CRm = median(CRMemory)
sets have been systematically generated by the standard
  END IF project generator ProGen and consist of 480 instances,
  CRkG = Normrnd(CRm,0.1) all with 4 resource types. The problem instances in J30
  WHILE CRkG < 0 or CRkG > 1
    CRkG = Normrnd(CRm,0.1)
and J60 have, respectively, 30 and 60 non-dummy activ-
  END WHILE ities. These instances are organised into 96 groups (i.e.,
 END FOR 48 groups for J30 and 48 groups for J60), each group
  Step 6.2. Mutation phase:
 FOR k = 1 to NP containing 10 problems.
  Select three individuals different from the indexed target individual, The durations of all activities are assumed to be
IkG
   Generate a mutant individual VIkG+1 = (VHkG+1 , VCkG+1 ) using Equa- fuzzy normal variables and the calculations are car-
tions (22) and (23), ried out based on the expected values of the durations,
  where VHkG+1 = {VH1,k G+1 and
𝜇̄ di = (di,1 , di,2 , di,3 ), 0  ≤  i  ≤  n  +  1, which are triangu-
G+1
, … , VHD,k }
G+1 G+1 G+1 .
VC = {VC , … , VC }
k 1,k D,k
lar fuzzy numbers. Triangular fuzzy estimates for the
 END FOR
  Step 6.3. Crossover phase: expected duration of the activities are generated as fol-
  Using the indexed target individual IkG and its corresponding mutant lows: di,2, 0 < i < n + 1, is set to the deterministic estimate
individual VIkG+1 for activity i, and di,1 and di,3, 0 < i < n + 1, are calculated
   FOR k = 1 to NP
    rndd(k) = ⌊rand[0, 1) ∗ D⌋ as di,1 = di,2 − 2 and di,3 = di,2 + 3, respectively; di,1 is con-
    FOR d = 1 to D strained to be non-zero. Finally, the expected durations
     Generate a trial individual UIkG+1 = (UHkG+1 , UCkG+1 ) using
Equations (24)–(27), of the start and end dummy activities are set to (0,0,0).
     where UHkG+1 = {UH1,k G+1 G+1 and
, … , UHD,k }
G+1 G+1 G+1 .
UC = {UC , … , UC }
k 1,k D,k
5.2.  Sensitivity analysis
   END FOR
  END FOR
  Step 6.4. Selection phase:
A sensitivity analysis was carried out to investigate the
  FOR k = 1 to NP effects of different settings for the weights of the objective
  Evaluate the trial individual UIkG+1 using the process discussed in function in order to find an appropriate setting for them.
Section 4.5
  IF Z(UIkG+1 ) ≤ Z(IkG ) 96 benchmark problems selected randomly from the 96
  IkG+1 = UIkG+1, Z(IkG+1 ) = Z(UIkG+1 ) groups of problems generated in Section 5.1. These were
  Store CRkG into CRMemory solved to optimality with the stopping criteria of 500,
  ELSE
5000, 50,000, and 100,000 computed schedules. The
different scenarios for the weights 𝜔i ≥ 0, i = 1, 2, 3 are
   IkG+1 = IkG, Z(IkG+1 ) = Z(IkG )
  END IF
 END FOR
  Step 6.5. Increment the generation count G = G + 1
shown in Table 4.
Step 7. END WHILE
412 Y. ALIPOURI ET AL.
Figure 4. Results of the sensitivity analysis.
For each of the scenarios in Table 4, the mean of the
defuzzified makespans for both sets J30 and J60 are
reported in Figure 4. In this figure, the x-axis shows the
name of the scenarios and the y-axis shows the mean
of the defuzzified makespans. The well-known centroid
of area (COA) method is employed to defuzzify fuzzy
numbers. As seen in Figure 4, an increase in the value
of ω2 (from scenario 1 to 8 for 5000, 50,000, and 100,000
computed schedules and from scenario 1 to 9 for 500
computed schedule) leads to a decrease in defuzzified
makespans of both sets. However, from scenario 8 to
scenario 10 (from scenario 9 to scenario 10 for 500 com-
puted schedule), increasing the value of ω2 increases the
defuzzified makespans. Therefore, based on this sensitiv-
ity analysis we focus on scenarios 8 and 9 to set suitable
values for the weights 𝜔i ≥ 0, i = 1, 2, 3. Since scenario
8 results in better values for the mean of the defuzzified
makespans for 6 out of 8 cases, we have adopted the
values in this scenario for calculating the fitness values
in SADESP.
5.3.  Computational results
In the literature, so far Alipouri et al. (2017) and Nematian
et al. (2010) are the only two studies that have proposed
a method to solve FS-RCPSP. The latter study did not
report any results from applying their MILP model on
Table 4. Different scenarios for the setting of weights.
Weights Scenario 1 Scenario 2 Scenario 3 Scenario 4
ω1 and ω3 0.45 0.4 0.35 0.3
ω2 0.1 0.2 0.3 0.4
any benchmark problems, and only provided an exam-
ple comprising 7 activities to illustrate their procedure.
Hence, in this paper, the performance of the proposed
SADESP algorithm will be compared with that obtained
by Alipouri et al. (2017) using the CPLEX solver in
AIMMS software to solve the 960 benchmark problem
instances identified earlier. Comparing against CPLEX
provides quantitative results that are easily reproducible
by other researchers.
Based on the sensitivity analysis carried out in Section
5.2, the values of ω1, ω2, and ω3 are set to 0.1, 0.8, and 0.1,
respectively. Based on some pre-evaluation experiments,
the parameter τ in SADESP is set to 10 and 15 for J30
and J60 problem sets, respectively. Tables 5 and 6 depict
the results obtained by applying the proposed SADESP
algorithm to solve the project instances generated from
J30 and J60 sets. In both tables, for each group the mean
of the objective values (Mean of Z) and the mean of the
computation times used (Mean of CPU) for 500, 5000,
50,000, and 100,000 computed schedules are reported.
In addition, the results reported in Alipouri et al. (2017)
are reproduced in this table under the CPLEX column
for comparison.
5.3.1.  Results for J30
The CPLEX solver was unable to find an integer solution
for all problem instances in groups j30_9, j30_13, j30_25,
Scenario
Scenario 5 Scenario 6 Scenario 7 Scenario 8 Scenario 9 10
0.25 0.2 0.15 0.1 0.05 0
0.5 0.6 0.7 0.8 0.9 1
 JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 413

Table 5. Results of SADESP from solving 480 problems (48 groups) generated from J30 sets.
CPLEX SADESP (500) SADESP (5000) SADESP (50,000) SADESP (100,000)
Mean of Mean of Mean of Mean of Mean of
No. Group Mean of Z CPU (s) Mean of Z CPU (s) Mean of Z CPU (s) Mean of Z CPU (s) Mean of Z CPU (s)
1 j30_1 40.40 365.57 43.31 39.40 43.01 385.59 42.93 3744.78 40.75 7568.43
2 j30_2 38.62 13.11 39.48 40.39 39.34 403.35 39.07 3985.62 38.62 8126.23
3 j30_3 48.84 1.14 49.85 43.54 49.77 423.81 49.77 4124.54 49.15 8243.15
4 j30_4 42.06 0.38 42.04 42.56 42.02 415.40 41.97 4127.96 41.93 7992.04
5 j30_5 58.50 5308.60 62.24 45.34 59.85 456.06 58.35 4415.81 56.94 8342.16
6 j30_6 41.15 3821.49 44.19 42.19 43.4 416.32 42.84 4162.82 42.09 8265.25
7 j30_7 38.09 45.18 39.63 42.36 39.13 417.71 38.79 4174.76 38.39 8326.16
8 j30_8 40.82 1.99 40.93 40.70 40.93 395.31 40.91 3659.13 40.78 7953.77
9 j30_9 N/A 4934.15 69.7 43.75 67.26 433.49 64.76 4292.28 62.9 8234.62
10 j30_10 43.64 3767.31 42.99 45.06 42.46 445.10 42.32 4172.70 42.32 8122.30
11 j30_11 45.67 3027.07 46.45 41.57 46.07 423.93 45.81 4156.25 45.35 8256.12
12 j30_12 40.20 8.87 40.23 40.64 40.23 393.72 40.23 3944.05 40.23 8066.26
13 j30_13 N/A 3369.70 68.12 44.00 65.48 438.91 64.31 4316.21 61.88 8421.26
14 j30_14 42.89 6517.80 44.11 43.80 43.43 432.28 42.98 4245.28 42.31 8168.16
15 j30_15 43.85 2620.86 44.49 44.21 44.06 436.07 43.9 4282.68 43.6 8421.11
16 j30_16 37.27 178.35 37.48 43.85 37.38 426.10 37.23 4131.68 37.23 7939.15
17 j30_17 47.82 38.83 49.92 41.60 49.61 419.81 48.84 4137.58 47.87 8224.40
18 j30_18 44.53 1.43 45.39 41.68 45.03 421.08 44.6 4216.36 44.42 8061.22
19 j30_19 42.25 16.53 43.4 43.14 43.02 422.39 42.55 4270.34 42.25 8155.12
20 j30_20 41.43 3.23 41.87 42.24 41.81 416.74 41.52 4210.13 41.44 8325.32
21 j30_21 58.96 13,411.07 62.73 47.56 60.77 436.29 59.65 4366.68 57.87 8065.16
22 j30_22 44.54 2702.73 46.25 44.80 46.12 440.41 45.56 4362.68 44.61 8233.13
23 j30_23 45.84 385.11 47.72 44.59 47.55 442.14 46.71 4408.77 45.88 8316.14
24 j30_24 42.19 4.47 42.66 42.13 42.47 430.38 42.26 4282.74 42.19 8398.46
25 j30_25 N/A 5482.67 71.59 45.46 68.61 684.36 66.55 4501.33 64.00 8763.16
26 j30_26 46.92 4101.51 48.36 45.01 47.73 451.02 47.16 4407.45 46.68 8536.15
27 j30_27 46.57 141.04 48.05 44.69 47.84 433.36 47.58 4401.14 46.43 8011.56
28 j30_28 46.15 3196.74 46.17 44.07 46.17 432.77 46.17 4279.27 46.14 8077.82
29 j30_29 N/A 4596.00 82.13 49.68 78.4 459.98 77.42 4542.69 72.95 8043.55
30 j30_30 48.82 10,739.64 48.15 48.97 47.52 454.92 47.25 4364.46 47.16 8079.88
31 j30_31 45.28 4716.09 45.65 45.03 45.54 440.97 45.47 4382.81 44.89 8012.43
32 j30_32 44.90 48.66 44.95 43.53 44.95 429.71 44.95 4296.50 44.86 8623.18
33 j30_33 49.54 4.65 52.18 45.95 51.96 392.54 51.9 4446.71 50.38 8466.58
34 j30_34 47.85 1.90 48.1 44.67 48.07 440.81 48.07 4385.19 47.83 8523.55
35 j30_35 46.89 10.30 46.89 41.71 46.89 418.25 46.89 4277.12 46.89 8433.15
36 j30_36 46.65 7.03 46.65 42.78 46.65 427.12 46.65 4252.53 46.65 8442.10
37 j30_37 64.03 10,471.41 67.81 45.99 66.26 451.48 65.54 4504.58 64.04 8823.16
38 j30_38 49.55 964.60 51.24 45.51 51.01 452.24 50.3 4488.47 49.83 8522.13
39 j30_39 47.93 13.14 48.24 42.23 47.93 426.32 47.93 4238.93 47.93 8321.16
40 j30_40 45.69 1.72 45.87 41.83 45.69 423.41 45.69 4186.02 45.69 8522.88
41 j30_41 86.41 6045.91 82.93 49.35 80.61 483.00 79.52 4727.40 75.04 8369.16
42 j30_42 51.61 9401.20 52.11 47.02 51.74 459.20 51.52 4397.38 51.21 8590.20
43 j30_43 47.51 5734.81 49.23 45.45 48.86 448.23 48.52 4477.95 47.68 8566.16
44 j30_44 44.65 3.22 44.64 42.24 44.64 431.27 44.64 4288.79 44.64 8346.13
45 j30_45 89.08 6211.25 87.03 46.36 85.08 467.26 83.94 4509.05 82.77 8324.08
46 j30_46 51.78 10,143.28 51.34 46.37 50.8 461.02 50.6 4516.25 50.17 8346.50
47 j30_47 45.95 3577.96 47.45 45.88 47.22 448.94 46.9 4465.96 46.00 8003.18
48 j30_48 45.31 3.13 45.31 42.67 45.31 424.43 45.31 4269.96 45.31 8046.13

and j30_29, resulting in a corresponding “N/A” entry in
Table 5. This was also the case for two instances in group
j30_41, and five instances in group j30_45. The results of
CPLEX for these two groups are only for those problem
instances for which it was able to find integer solutions
and are differentiated in italics from other results in
Table 5. In contrast, SADESP was able to find integer
solutions for all 480 instances of J30. The computation
time taken by SADESP scales proportionally with the
number of schedules evaluated, and the distribution of
computation times for SADESP was fairly uniform –
a testimony to the low computational cost of applying
low-level heuristics. On the other hand, the computation
time taken by CPLEX was highly variable, from a low of
0.38s to a high of 13,411.07s. Corresponding figures for
SADESP are a low of 39.402s and a high of 49.682s for
500 schedule evaluations.
Bold numbers in the columns of Table 5 show where
either CPLEX or SADESP has performed better. In 31
of the 48 groups, SADESP performed better in terms of
the mean of the schedules for problem instances in these
groups, whilst for the remaining 17 groups, CPLEX per-
formed better in 10 of the groups, and both algorithms
were tied in 7 groups. SADESP was able to improve the
quality of the solution with more trials. In 12 groups,
SADESP was only able to do better than CPLEX with
100,000 trials, although the margin between the two
results was small. Results in the greyed cells indicate
where SADESP was able to come within 2% of the
exact solution. Where SADESP beat CPLEX, the aver-
age margin between the mean results was 0.96% with
some groups showing larger margins, e.g., j30_5 (2.67%),
j30_10 (3.0%), j30_30 (3.4%) and j30_46 (3.11%). Where
CPLEX beat SADESP, the average margin was 0.41%
414 Y. ALIPOURI ET AL.

Table 6. Results of SADESP from solving 480 problems (48 groups) generated from J60 sets.
CPLEX SADESP (500) SADESP (5000) SADESP (50,000) SADESP (100,000)
Mean of Mean of Mean of Mean of Mean of
No. Group Mean of Z CPU (s) Mean of Z CPU (s) Mean of Z CPU (s) Mean of Z CPU (s) Mean of Z CPU (s)
1 j60_1 61.95 13,712.01 70.97 74.99 68.03 751.82 64.54 7353.53 62.19 14,362.25
2 j60_2 55.09 327.22 57.39 79.39 56.57 806.38 55.60 8448.72 55.21 15,263.11
3 j60_3 57.73 897.56 58.85 66.93 58.34 662.83 57.96 5861.45 57.73 14,900.88
4 j60_4 56.97 0.87 56.95 63.63 56.95 660.33 56.95 6341.98 56.95 14,766.54
5 j60_5 N/A 8926.37 88.41 73.98 84.23 733.13 80.99 7386.01 78.21 14,908.26
6 j60_6 56.89 14,128.38 59.53 76.12 58.05 735.20 57.09 7255.06 56.98 14,866.57
7 j60_7 57.76 230.03 59.01 64.54 58.48 635.99 58.32 6447.55 57.96 14,004.26
8 j60_8 56.50 25.09 56.53 67.46 56.53 654.08 56.53 6512.90 56.50 13,994.45
9 j60_9 N/A 15,389.13 98.64 72.17 95.44 701.72 90.55 6881.58 86.49 13,958.22
10 j60_10 59.95 21,836.5 63.43 73.04 62.22 716.05 61.49 7288.70 61.06 14,696.55
11 j60_11 54.91 3721.25 55.30 72.94 55.08 732.79 54.99 7044.60 53.89 14,776.45
12 j60_12 53.10 122.26 53.09 69.31 53.09 683.41 53.09 6567.98 53.09 13,980.22
13 j60_13 N/A 3369.7 102.71 74.19 99.83 725.54 98.67 7120.30 92.36 14,378.93
14 j60_14 60.48 4490.7 58.99 73.64 57.77 728.28 57.64 7157.34 57.59 14,425.78
15 j60_15 60.60 1871.2 61.13 70.70 60.79 706.77 60.74 7215.42 60.65 14,680.23
16 j60_16 53.02 253.22 53.16 66.01 53.16 640.05 53.16 6830.72 53.09 13,457.65
17 j60_17 61.42 11,746.37 73.17 70.59 71.13 703.39 70.67 7026.26 68.54 14,030.49
18 j60_18 63.37 124.58 67.41 69.86 66.79 695.68 66.78 7083.53 64.86 14,365.32
19 j60_19 59.86 27.45 61.19 68.40 61.15 665.94 61.06 6577.94 59.86 13,908.25
20 j60_20 60.87 0.56 61.13 65.41 60.97 637.68 60.95 6355.65 60.87 13,963.24
21 j60_21 N/A 17,342.3 99.55 73.13 92.13 720.93 84.20 7480.96 81.29 14,805.46
22 j60_22 N/A 213,782.2 64.45 71.86 62.55 715.67 61.20 7067.81 60.14 14,069.19
23 j60_23 59.04 147.28 60.17 70.81 60.02 694.64 60.02 6883.10 59.04 13,904.29
24 j60_24 58.30 22.41 58.33 64.73 58.33 638.03 58.33 6329.22 58.30 14,334.45
25 j60_25 N/A 8937.23 107.67 66.41 103.13 692.33 93.38 7030.44 83.65 14,288.71
26 j60_26 52.97 4138 65.53 70.28 63.81 704.45 63.64 7062.02 63.64 14,375.12
27 j60_27 61.60 5026.36 62.37 71.01 62.10 720.64 62.08 7100.68 61.73 14,322.45
28 j60_28 61.91 54.86 61.90 68.76 61.90 691.77 61.89 6825.07 61.89 13,864.22
29 j60_29 N/A 16,283.7 120.46 72.71 117.04 720.55 104.47 7159.03 95.33 14,364.66
30 j60_30 66.46 12,562.18 68.88 74.41 67.82 723.68 67.44 7076.12 67.44 13,949.28
31 j60_31 58.24 6221.54 58.62 70.58 58.38 704.59 58.29 6975.94 58.29 13,761.44
32 j60_32 65.12 178.37 65.13 67.10 65.13 687.44 65.13 6867.81 65.12 14,076.16
33 j60_33 73.02 4605.7 82.74 76.02 80.56 717.23 80.08 7141.38 74.26 14,792.13
34 j60_34 62.51 1398.67 65.81 69.77 65.24 692.57 65.19 7051.22 63.48 14,041.46
35 j60_35 63.10 13.5 65.52 71.23 65.40 701.63 65.16 6895.33 64.26 13,908.26
36 j60_36 60.44 0.62 60.48 71.15 60.48 697.73 60.42 6923.23 60.42 13,983.23
37 j60_37 N/A 11,231.45 104.77 76.35 100.03 732.17 90.98 7292.32 88.49 14,720.47
38 j60_38 63.59 7525.78 67.00 71.17 66.02 724.42 65.87 7105.25 65.55 14,853.73
39 j60_39 64.34 4845.14 65.71 72.71 65.22 718.27 64.67 7216.23 64.36 14,315.29
40 j60_40 64.43 5.25 64.41 73.52 64.41 746.35 64.41 7051.77 64.41 13,952.16
41 j60_41 N/A 14,651.5 124.31 74.07 120.49 752.74 112.17 7243.21 99.28 14,762.11
42 j60_42 N/A 7638.2 70.65 78.28 68.63 747.88 67.39 7271.19 66.16 14,236.19
43 j60_43 65.34 7834.66 66.57 73.42 66.32 713.17 66.32 7035.51 65.34 14,729.10
44 j60_44 62.08 45.82 62.14 68.07 62.12 685.93 62.08 6906.80 62.08 13,942.72
45 j60_45 N/A 19,456.3 118.43 77.00 119.22 820.96 105.45 7362.46 98.22 14,326.30
46 j60_46 N/A 6738.4 72.14 75.49 70.54 744.04 68.16 7203.48 66.28 14,235.16
47 j60_47 60.67 11,851.27 61.50 74.32 60.94 732.21 60.91 7161.23 60.64 13,992.15
48 j60_48 64.37 149.32 64.36 71.65 64.36 698.52 64.35 7036.00 64.35 14,233.20

with some large margins occurring for groups j30_6
(2.28%) and j30_33 (1.7%). For all the groups SADESP
was able to find solutions within 3% of the exact solution.
The average margin between the results returned by the
two algorithms was 0.29% in favour of SADESP.
In the case of 500 computed schedules, SADESP could
find better objective values than CPLEX for 97 out of
480 problems and the objective values for 120 out of 480
problems were the same for both algorithms, while in 96
instances SADESP values were close (by a margin of 2%
or less) to those of CPLEX. Therefore, with regards to the
stopping criteria of 500 schedules, the proposed SADESP
algorithm worked well on about 65.21% (i.e., 313 out of
480) of the problems. For the 5000 schedule stopping cri-
teria, objective values of SADESP were better than, equal
to, and close to (by a margin of 2% or less) those of CPLEX
in 111, 137, and 98 instances, respectively. With more
schedules evaluated, the algorithm improved its perfor-
mance and worked well on about 72.08% (i.e., 346 out of
480) of the problems. The performance of the algorithm
improved further with the 50,000 schedule stopping cri-
teria. It could get better results than CPLEX for 126 out
of 480 problems; the objective values of both algorithms
were equal in 157 instances, and close (by a margin of 2%
or less) in 105 instances. Therefore, with regards to the
stopping criteria of 50,000 schedules, SADESP worked
well on about 80.84% (i.e., 388 out of 480) of the prob-
lems. With 100,000 computed schedules, objective values
of SADESP were better than, equal to, and close to (by a
margin of 2% or less) those of CPLEX in 165, 246, and 54
instances, respectively. Therefore, SADESP worked well
on about 96.88% (i.e., 465 out of 480) of the problems.

5.3.2.  Results for J30
Table 6 reports the results obtained on the more chal-
lenging J60 problem set. Only integer solutions were
considered in the calculation of the results. The CPLEX
was unable to find a solution for all problem instances
in several groups resulting in a N/A entry. For 8 other
groups, CPLEX was not able to solve all problems in
the group (the largest instance being 6 of 10 unsolved
problems in j60_10). In Table 6, the results of CPLEX for
these eight groups are only for those problem instances
for which it was able to find integer solutions and are
differentiated in italics from other results. In contrast,
SADESP was again able to find integer solutions for all
480 instances of J60. The computational time taken by
SADESP to solve J60 problems was fairly uniform, from
a low of 63.63s to a high of 73.39s for 500 schedule evalu-
ations. However, the computation time taken by CPLEX
was again highly variable, from a low of 0.56s to a high
of 213,782.20 s.
Bold numbers in the columns of Table 6 show where
either CPLEX or SADESP has performed better. In 28
of the 48 groups, SADESP performed better in terms
of the mean of the schedules for problem instances
in these groups, whilst for the remaining 20 groups,
CPLEX performed better in 11 of the groups, and both
algorithms were tied in 9 groups. In groups j60_11 and
j60_47, SADESP was only able to do better than CPLEX
with 100,000 trials, although the margin between the
two results was small. For those groups where CPLEX
did better, with more trials SADESP was able to come
within 2% of the exact solution in 16 of the 22 groups
(indicated by entries in greyed cells of Table 6). For all
the groups, SADESP was able to find solutions within
3% of the exact solution. Where SADESP beat CPLEX,
the average margin between the mean results was 0.26%.
Where CPLEX beat SADESP, the average margin was
0.8% with some large margins occurring for groups
j60_18 (2.35%), j60_33 (1.7%), j60_34 (1.55%), and
j60_35 (1.84%). The average margin between the results
returned by the two algorithms for problem set J60 was
0.24% in favour of CPLEX.
In the case of 500 computed schedules, SADESP could
find better objective values than CPLEX for 183 out of
480 problems and the objective values for 96 out of 480
problems were the same for both algorithms, while in 92
instances SADESP values were close (by a margin of 2%
or less) to those of CPLEX. Therefore, with regards to the
stopping criteria of 500 schedules, the proposed SADESP
algorithm worked well on about 77.29% (i.e., 371 out of
480) of the problems. For the 5000 schedule stopping
criteria, objective values of SADESP were better than,
equal to, and close to (by a margin of 2% or less) com-
pared to those of CPLEX in 187, 107, and 96 instances,
respectively. Thus, in comparison to its performance
using 500 computed schedules, the algorithm improved
its performance and could work well on about 81.25%
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 415
(i.e., 390 out of 480) of the problems. The performance of
the algorithm improved further with the 50,000 schedule
stopping criteria. It could get better results than CPLEX
for 188 out of 480 problems; the objective values of both
algorithms were equal in 133 instances, and close (by a
margin of 2% or less) in 83 instances. Therefore, with
regards to the stopping criteria of 50,000 schedules,
SADESP worked well on about 84.17% (i.e., 404 out of
480) of the problems. With 100,000 computed schedules,
objective values of SADESP were better than, equal to,
and close to (by a margin of 2% or less) those of CPLEX
in 203, 158, and 96 instances, respectively. Therefore,
SADESP worked well on about 95.21% (i.e., 457 out of
480) of the problems.
6. Conclusion
In this study, we proposed a self-adaptive differential
evolution hyper-heuristic algorithm, named SADESP,
for solving the fuzzy stochastic resource-constrained
project scheduling problem (FS-RCPSP). The main
objective was to minimise the expected makespan of the
project subject to precedence and resource constraints
when randomness and fuzziness co-exist in the esti-
mates of the durations of activities. These uncertainties
were represented by fuzzy random variables and opti-
mised schedules were constructed from three estimates
of the expected duration of activities. A new solution
representation scheme for policy-based scheduling
was also proposed. The proposed hyper-heuristic was
tested on an extensive set of 960 problems created by the
ProGen benchmark scheduling problem generator and
benchmarked against numerical results obtained with
the CPLEX solver. The results showed that SADESP
can obtain very good solutions (within a 2% margin of
solutions from an exact solver) with low and predictable
computational effort. This makes it a promising can-
didate for use on real-world problems which involve
uncertain estimates of activity durations.
The results also indicate the efficacy of a policy-based
approach to dynamic scheduling. SADESP was able to
perform well across a wide variety of problem instances
with non-trivial complexity without the need for custom-
ising heuristics or control parameters. Future research
should consider testing the DE based hyper-heuristic
on a wider variety of benchmark problems in order to
validate both the generality and robustness of this pol-
icy-based hyper-heuristic approach to fuzzy stochastic
resource-constrained project scheduling. Currently, only
the mean of the activity durations, modelled as fuzzy
random variables, is used in the calculations of the pro-
posed algorithm. Future studies can consider modelling
other project parameters (e.g., the resource requirements
of activities) as fuzzy random variables and include the
variance of uncertain parameters along with the mean
value in the model.
416 Y. ALIPOURI ET AL.
Disclosure statement
No potential conflict of interest was reported by the authors.
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418 Y. ALIPOURI ET AL.

Appendix A. Notations

1. Notations in problem formulation

Z    Objective function value of FS-RCPSP

ω1, ω2, ω3  User-defined weights in Z
n  Number of non-dummy activities
i, j, κ    Activity index, i = 0, …, n + 1, j = 0,…, n + 1, κ = 0,…, n + 1
V       Set of all activities
T      Planning horizon
t      Time index, t = 1, …, T
B(t)     Set of activities being processed at time t
L      Number of renewable resources
l      Renewable resource index l = 1, …, L
E       Set of all precedence relations
IPj      Immediate predecessors of activity j
Rl      Capacity of resource l, l = 1, …, L
rjl      Resource requirement of activity j from resource l, l = 1, …, L, j = 0, …, n + 1
d̃ j      Fuzzy random processing time of activity j, j = 0, …, n + 1
s̃j      Fuzzy random start time of activity j, j = 0, …, n + 1
f̃      
j Fuzzy random finish time of activity j, j = 0, …, n + 1
Cijl      Amount of resource l directly transferred from activity i to activity j
xij     Binary variable that equals 1 if activity j is started immediately after completion of activity i, otherwise
it equals 0
𝜇̄ dj     Mean of fuzzy random duration of activity j, j = 0, …, n + 1
𝜇̄ fj      Mean of fuzzy random finish time of activity j, j = 0, …, n + 1
dj,1     The most optimistic point of fuzzy number 𝜇̄ d , j = 0, …, n + 1
j

dj,2     The most likely point of fuzzy number 𝜇̄ d , j = 0, …, n + 1

j

dj,3     The most pessimistic point of fuzzy number 𝜇̄ d , j = 0, …, n + 1

j

fj,1      The most optimistic point of fuzzy number 𝜇̄ f , j = 0, …, n + 1
j

fj,2      The most likely point of fuzzy number 𝜇̄ f , j = 0, …, n + 1
j

fj,3      The most pessimistic point of fuzzy number 𝜇̄ f , j = 0, …, n + 1
j

2. Notations in solution representation

NP  Number of population

k   Individual index, k = 1, …, NP
G  Generation index
IkG   Individual k in generation G, k = 1, …, NP
HkG   Heuristic sequence vector in individual IkG, k = 1, …, NP
CkG  Heuristic call vector in individual IkG, k = 1, …, NP
D  Length of each individual
d  Individual length index, d = 1, …, D
HCLGk   Heuristic call list corresponding individual IkG, k = 1, …, NP
HP  Low-level heuristics pool
TL  Tabu list
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τ  Maximum number of times a low-level heuristic can be called successively

n  Number of non-dummy activities
, ,  
IrG1 IrG2 IrG3 Mutually different individuals, being also different from IkG
VIkG+1  Mutant solution derived from IrG, IrG, and Ir3G
1 2

UIkG+1  Trial solution derived from IkG and VIkG+1 using crossover process
FkG     random number selected in the range (0,2] with normal distribution of mean 0.5 and standard deviation
A
0.3 for mutation
CRkG   Crossover constant randomly selected in the range[0, 1]
rndd(k)  A random number for crossover index position
randh(d)  A random number for HkG compared to CRkG
randc(d)  A random number for CkG compared to CRkG
Z(IkG )   Value of objective function for individual k of generation G
LP    Learning period