A modified simulated annealing method for Flexible Job Shop Scheduling

Problem
Najib.M. Najid, Stephane Dawere-Perks, Ali Zaidat
IRCCyN
lnstitut de Recherche en Communications et Cybernetique de Nantes
U M R CNRS 6597
1 rue de la NoC,4l300 Nantes, FRANCE
(najib.najid, stephane.Dauzere-Peres)@irccyn.ec-nantesk

Abmon- The problem considered In this paper Is so imporbut
erteasion of the classical job shop scheduling problem, where the
same opention e m be performed on more than one machine.
The problem is to assign each opemtioo to B machine and to
sequence the oprmtions on the mchlner, such that the
makespan of a set of jabs Is mlnlmlzed A generalizedJab Shop
Problem Is defined in &fall. A variation of the simulated
annealing method b proposed nod eompufatiooal results are
pr0vidd.
Keywordr: Flexible Job Shop Scheduling, simulated
UMdkIg.
I. INTRODUCTlON
The classical job shop scheduling problem (JSSP) consists in
scheduling a set of jobs on a set of machines with the
objective to minimize a certain criterion, subject to the
constraint that each job has a specified processing order
through the machines (routing) which is fued and known in
advance. Processing times are also fixed and known. Set-up
times between operations are either negligible or included in
processing times (sequence-independent). Each machine is
continuously available from time zero, and operations are
processed without pre-emption, i.e., once started, an
operation cannot be intermpted. Each machine can process at
most one operation at a time.
The Flexible job shop scheduling problem (FJSSP), extends
JSSP by assuming that a machine may be capable of
performing more than one type of operations. (For a given
operation. there must exist at least one machine capable of
performing it.) The objective is to assign each operation to one
machine able to perform it and to determine starting times for
each operation in order to minimize some criterion
between simultaneous approaches and hierarchical
approaches. In hierarchical approaches [ I , 2,4,5, I I, 131 the
assignment of operations to resources and the sequencing of
operations on the resources are treated separately i.e.
assignment and sequencing are considered independently,
whereas in simultaneous approaches, assignment and
sequencing are not differentiated [3, 6, 8, 14, 181. Note that
all of the approaches mentioned above use tabu search
method.
The remaining of the paper is organized as follows. The
notation is introduced, and the problem is described in section
II. In section Ill., the disjunctive graph representation, is
modified to take the different extensions into account and a
neighborhood function is presented. The modified simulated
annealing is developed. Findly, the efficiency of the procedure
is shown on various numerical experiments in section IV .
II. NOTATION
The flexible job shop scheduling problem (FJSSP) may be
formulated as follows. There is a set of n jobs
J={A, ..., J n ) and a set of m machines
M = { M I ..., Mm.). Each job 4 consists of a
sequence of operations (routing) a l . ..., ;each muting
has to be performed to complete a job. Each operation O,( i
- I , ..., n: j =I, ..., nJ has to be processed by one
machine out of a set M, of given machines which 0, can be
performed, MqS M . The problem is thus to both
determine an assignment and a sequence of the operations on
the machines that minimize some criterion, in our case the
makespan (the maximal completion time).

Being an extension of the standard job-shop scheduling
problem which is known to be'NP-hard [IO], the FJSSP is
NP-hard as well. Few results are available in the literahue for
the flexible job-shop scheduling problem except for the
flexible job shop scheduling problem with one resource per
operation. Bmker and Schlie [7] were among the fwst to
address this problem, they develop a polynomial graphical
algorithm for a 2-job problem. More realistic studies have
investigated heuristic procedures [9,10]. The heuristics based
on local search techniques are classified mainly according to
the way they solve the assignment and the sequencing
problem, during research. Ofbn a distinction is made
Let 0 be the set of all operations. Assigning the operations to
the machines means determining a mapping p from 0 to M,
such that p(OJ= k is the machine on which operation 0, has
to be processed with pur unit bok >O denotes the processing
time of 0, on machine k). p(0J is a feasible solution
ifp(U(Oi,)EMvfor i=l, __.,
n: j = I . _ .pi.
. For a given
assignment p starting time a, is defmed by the date of starting
0, so that the completion time C of all operations 0, is
minimized. An assignment and a sequence are optimal if they
mini- a given regular objective functionf(p ,C).

0 2002 IEEE SMC

TPlKZ

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Simulatrd Annealing IS a metaheunstic based on thc idea of
annealing ~n physics [ 121. This technique illluws physicists io
create configurations in matcnals. preferably with low
encrgetic values. l h c rdea that IS used IS that the matenal I S
heated up IO a very hi& temperature 7,and then coolcd
down slowly. While cooling, the tanperam allows thc
matenal to try out configurations of the matcml, each ullh
some cncrgetic value whilc i t is still hot, the annealing
technique will expcrimcnt with very differing configurations
(since the material I S hot, i t s cumponenu can move around
easily and try out configurations), but when i t gets colder. the
configurations will try to scnle in those configurations that
havc a low energutic value. and this configuntion ulll not
change that much sin=. the IOW temperature kecps the
molecules frum moving around.
This technique can also be used IO solve combinatonal
oplirmzation pmblcmr. espccially to avoid local minima that
causc problems when uslng simpler local search methods.
The algorithm starts out with an ininal solution, and
neighbors of that solunon are randomly visited. At each
itcratton of the algorithm neighbors which amclioratc the
current solurion are alway; accepted Those which arc worse
than the current sol~tion arc accepted with a ccnain
probability p (PClJ. At the begmning ofthc algoithm, most
of the solutions (though "not g o o d ) arc accepted. As the
algorithm progresses. the coolmg process takes place and thc
probability of accepting non-improwng solutions is
dccrwcd.
This technique g i v e a simple local search algorithm the
possibility (with a minonty of changcz IO the algorithm) to
eseapc hum local optima, and thus a chance to find bcner
solutions than those that would be found wiih local search.
Simulated annealing his produced good results for large
combinatorial problems, in parlicular in scheduling prublcms.
SA has bccn applied to single-machme, flow-shop and job
shop problems a. well to some practical scheduling
problem. Pons and Van Wassenhovc [I61 compared SA
with other hcunstrcs for solvlng single-machine weighted
tardiness problems. They found that SA produced bcncr
solutions than thc dcscent mcthods Osman and Pons [IS]
formulated the flow-shop scheduling problem as a simulated
anncaling problem. They considered four SA heuririics, each
with a different neighborhood strucfurc. Among the
neighborhood smctures used are the shifl neighborhood and
a random rmnsition mechanism which was proved lo be the
best. Van Laarhoven et. al. [I91 used SA fur finding the
minimum m&cspan in JSSP. They found that SA i s not
efftxttve and efficicnt as some other hcunsncs they used.
In pramw, to apply simulated annealing. threc basic
ingredients are needcd: a concise problem representation, a
neighborhood function, and a cooling schedule. As for the
choice of the cooling schcdulc, thmc exist some general
guidelines. Howcvcr. no gcncral NICSare known that guide
the choice ofthc other ingrcdicnts. The m y they arc handlcd
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is still a matter of experience, taste, and a skill left to the
annealing practitioner.
A. Problem Representation
In general it is not possible to represent the FJSSP by the
disjunctive graph of a JSSP [I71 . because an operation can
be assigned to several machines. For the FJSSP a modified . . ~ .
disjunctive graph model is used. For a process data of the
FJSSP,the graph is defmed by G=(v,UD) Vis the set .
ofnodes, representing all operations ofjobs plus the dummy
start and finish operations 0 and *, pie = ppi = 0 and
Mjo = M.. = 4 fori= 1,,,.,n. and all k E M.C is the set of
conjunctive ares between every two consecutive operations
on a routing, between 0 and every fmt operation on a
routing, and between every last o p a t i o n on a routing and *.
D i s the set of disjunctive arcs (non oriented). Such arcs exist
between pairs of operations that can be assigned to the same
machine.
As in the case of the disjunctive graph of the JSSP, the
assignment of operations on a machine is achieved by fixing
directions of ares forming cliques ofseverance. A set of fixed
disjunctive ares is called selection
Let's note that a selection i s always based on a panial feasible
assignment ofoperations on machines. A composed graph of
such a selection and such an assignment contains :
. A set of the disjunctive arcs oriented between
operations assigned to the same machine, afler
. precedence relations are established between those;
A set of the non oriented disjunctive ares between
operations assigned to the same machine, if
precedence relations are not yet established
between those ;
A selection based on feasible assignment of operations on
machines is called complete selection if between each pair of
operations assigned to the same machine, there exists a
conjunctive are and the resulting disjunctive graph is acyclic.
In this disjunctive graph a finite sequence of conjunctive
arcs between fwo operations is called (2 path. A cycle i s a
path which starts from and ends at the same operation. The
length o f a path is equal to the sum afthe lengths ofthe arcs
on the paths. A longest path between two operations is a path
with the maximum length. Let L(ij) be the longest path
between hua operations 0, and Ojv(=0 if there is no path).
r. = L(0.u) denotes the release date (head) of operation 0,
d. = L(u, *)+pjur its delivery time (tail) and U~its starling
time in a schedule ( O i u > E ) . Two operations 0,and 0,are
said path-adjacent ifL(u.v)=pa i.e., rv=nr+pik andd.=dv+
p* Note that every pair of consecutive operations on a
longest path are path-adjacent.
A longest path between the start and finish operations is
called a critical path. Its length
(r.=L(0;)=max (r.+pi.x+d.) ) is equal to the
ro
 minimum mount of time required to complete all jobs, i.e.,
makespan.
B. Neighborhood Function
The representationof solution may be the full sequence of all
jobs or a p h a l sequence which is proved sufficient to
represent the full sequence. The choice of neighbourhood,
search manner and the initial solution is a specific problem
Common rypes of neighbourhood used to generate new
solutions are the shift (S), interchange (I) and adjacent
pairwise as in Osman and PORS[IS]. The S neighbourhood
shifts a chosen job in the current sequence either before or
after another chosen job. The I neighbourhood will simply
interchange the two chosen jobs to obtain the neighbour.
Adjacent paimise neighbourhood interchanges a pair of
adjacent jobs. Their advantage is the easy computability.
More sophisticated neighbourhoods, tailored to the specific
problem, may be defined at the expense of more
computational time.
For our problem, we choose a neighbourhood function
developed by S. Dame-Perks et al. [Sland improved by
Maslrolilli [I41 .This neighbourhood function is very
efficient and very easy to compute. It is based on small
displacements.Their main contribution is the reduction of the
set of neighbours of a solution while proving that the
resulting subset contains the best neighbours (small values of
Makespan). An efficient approach to calculate every possible
neighbour subset is developed.
A neighbour of a solution S is obtained while displacing an
operation. Firsf an operation 0,"is chosen and is suppressed
of its current machine sequence. Secondly, this operation is
assigned to a candidate machine (possible), this one can be a
previously assigned machine. Finally, it is inserted in the
sequence of the chosen machine so that the solution obtained
is feasible. An insertion is said a p t i d if it yields a smaller
value of ,c, . One reduces the possible set of neighbour to
a subset that always contains an optimal solution. In
particular for an operation 0," and a machine chosen k, an
efficient method is proposed to calculate a restricted subset of
solutions, that contain still the optimal solution. For more
details see Dawre-P&&sand Paulli [8] and Mastmlilli [I41
C Cooling Schedule
The temperature Tsan he chosen to be equal to b' for some
b between 0 and 1. Another approach is to set Tt+l=aTk, To
=# ,. where a is a positive constant smaller than but close
to 1. Typical values lie between 0.8 and 0.99 . 4- is the
maximal difference in cost between any two neighboring
solutions (Generally estimated).
An approach to allow the algorithm SA to conlrol the
acceptance of the criteria of new solution in different search
environments is to adapt its temperahre T and the new
solution acceptance. For problems where the objective
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timction consists in a lot of local minimas or maxima, it will
be difficult for standard SA to locate the global minimum
for a problem of minimizntion. The initial temperature values
are set to be large for the search to accept a large number of
solutions. These values are generally adjusted experimentally.
Moreover, in our algorithm, the temperam is adjusted by a
procedure after each I iterations. Every this is done according
to the performance of the search of the last temperam. It is
worth noting that the measure of the search performance used
here is the number of iterations tliat doesn't improve the
function objective.
In the calculation of the variation of the cost we use the
approximate value of the longest path passing by the
operation that permits to get the new solution. Knowing that
this value is a lower bound in this solution, it will prevent us
from calculating at every iteration its longest path and
permits us thus to win a considerabletime.
In the goal to explore a maximum number of
neighbourhoods, we chose a diagram of cooling of the
temperam step by step (i.e. ; T b l = a T k ). The length of a
step is a hade-off between the running time and the solution
quality. when T reaches a value lower than 1, we multiply
the cost variation by R in order to attenuate penalty toward
solutions already found and which do not improve the
objective function. The value ofR is determined by:
R=RS(vY' (l+nb-iter)lN
Where m(u,k)is the number of times that operation U
has been assigned to the machine k. N is the number of all
operations. Nl-iter is the current iteration. R 1 is the
average of the assignment of U to k. R is multiplied by the
variation of cost in the decision to adopt the new solution or
not, while penalizing couples which were visited several
times.
Since in standard SA the regulating of parameten is vely
delicate, it would be then wise to foresee two supplementary
stop criteria. The first limits the number of iterations to a
doorstep (Mar-iter), and the second limits the number of
iterations without improvement to another doorstep (Ab-
m).h'b-mar must be big enough because SA method can
take out a horizonml tray by m f o m t i o n s to hopeless cost
IV. IMPLEMENTAIION
A. inirial solution
In general, the initial solution is chosen from a good
sequencing rule or heuristic with low complexity. The choice
of the initial solution will effect the m e of neighbourhood
used if improvement is to be made effectively
For us, the initial solution is given by a heuristic specific to
the problem this one is constructed progressively while using
the disjunctive graph associated to the solution. This method
uses the SPT (Shortest Processing Time) d e , operations are
 placed according to their starting dates and while taking into
account the potential load of machines with the progression
of the construction of the solution. This heuristic builds the
schedule step by step from t = 0. At every stage, one first
determines the machine to charge, this machine is obviously
loaded in the current state of the system. An operation is said
available if all its predecessors have already been assigned.
Among the set of available operations, we choose the one
with minimal starting time. In the case where several
operations have the same starting time, one applies the SPT
rule.
known lower bound value (LB): 100. (UB - Opf)/opf, or
100. (UB - LB)/LB .
In table I , we reported the results obtained by Brandimarte.
Results obtained on the first and the second test samples by
our procedure arc shown in table 2 and table 4 respectively.
The results obtained by Daw&-Per& and Paulli are shown
in table 3 .

B. Computational results

The procedure was implemented in C++ on a Personal

Computer with a Pentium 650 MHz processor. In order to
reduce the running time Mar_itpr parameter (the maximum
number of iterations) has been set to 4*105and the M - m a
( the number of iterations without improvement) has been set
to 0.5*105.The temperabxe T,has been initialised to (CO-
W.
We wnducted two different sets of computational
experiments. Table 1 Results obtained by Brandimarte

The fimt set of data is taken from Brandimarte 151. The data
were randomly generated using a uniform distribution (Problem (LE 1 c,, IC, (CPU (RE% 1
between given limits. They consist of ten problems h e r e the
number ofjobs ranges from 10 to 20, the number of machines
ranges from 6 to 15, operations for each job range from 5 to
15 and maximum number of equivalent machines per
operation ranges from 3 to 6.

The second test sample is taken from Dauzdre-P6r& and

Paulli [SI. The data consist of I8 test problems where the
number ofjobs ranges from 10 to 20, the number of machines
ranges from 5 to 10, operations for each job range from 5 to
25. The set of machines capable of performing an operation
was constructed by letting a machine be in that set with a
probability that ranges from 0.1 to 0.5. Table 2. Results obtained by our procedure with set
of data from Bandimart
The effectiveness of the proposed procedure was analysed in
terms of best solution found and computational time by the
procedure compared to the results obtained by the authors. A comparison of the amount of CPU for these m s is
In the following, LB denotes a lower bound on the solution, not possible since Brandimme does not report computing
CO denote the statting solution for our procedure, C@ times. Concerning the C ., our procedure yields better
denotes the stnning solution for solution obtained by results than those obtained by Btandimarte
DauZere-PCr.5s and Paulli [SI and C a denotes the starting The computational times is not large (max. 56.3
solution for solution obtained by Brandimarte [51. C , seconds).
denotes the final solution found using the procedure, CPU is The results seem to suppa the hypothesis that
the required computing time in seconds on a spccific test simultaneous approaches, like ours, perform bener than
problem. U&, denotes the best solution obtained by Dauzke- hierarchical ones.
Peres and Paulli and U& denotes the best solution obtained
by B r a n d m e . When an optimal solution is known, UB
obviously equals the lower bound (in which case the lower
bound is marked with an asterisk).

The relative e m r RE% was calculated for each instance of

problem, as a percentage by h i c h the solution obtained is
above the optimal value (Opt) if it is !mown or the best

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Table 3. Results obtained by Dauzke-P&ts and Paulli
Table 4. Results obtained by our procedure using set of data
froom Dauz6re-Wds and Paulli.
Results obtained by our procedure are not very far fromthose
obtained by Dawkre-Pkes and Paulli, but the computational
times are better than those obtained by results of Dauzke-
P e d s and Paulli. The results seem to support the hypothesis
that Tabu search method gives better results that the
simulated annealing method in this kind ofproblem
V. CONCLUSION
The simulated annealing method, is implanted while using a
neighbourhood function that showed its efficiency for the
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tabu search method [E]. Our procedure gives good results in a
reasonable ~ m p u t a t i o ~time,
l In most of the cases, OUT
procedure gives values around the upper bound within a very
short time. For the 28 problems, that we tested, in 13
problems, we improved the upper bound. For the 15 other
problem, we found results that are not far from the upper
bound but with one better computational time.
We have, throughout the developmen< med to adjust
parameters. We developed approaches of solution penalty
that may repeat several times in the optimum search. We
could avoid the local minimas while assuring a good solution
with one good computational time.
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