[Alzahrani *, Vol.6 (Iss.

1): January 2019] ISSN: 2454-1907

DOI: https://doi.org/10.29121/ijetmr.v6.i1.2019.347

JOB-SHOP SCHEDULING OPTIMIZATION WITH STOCHASTIC

PROCESSING TIMES
Jaber S. Alzahrani *1
*1
Department of Industrial Engineering, Engineering College at Alqunfudah, Umm Al-Qura
University, Saudi Arabia
Abstract:
In this study, a job shop scheduling optimization model under risk has been developed to
minimize the make span. This model has been built using Microsoft Excel spreadsheets and
solved using @Risk solver. A set of experiments have been also conducted to examine the
accuracy of the model and its effectiveness has been proven.

Keywords: JSSP; Genetic Algorithm; Optimization; @Risk.

Cite This Article: Jaber S. Alzahrani. (2019). “JOB-SHOP SCHEDULING OPTIMIZATION

WITH STOCHASTIC PROCESSING TIMES.” International Journal of Engineering
Technologies and Management Research, 6(1), 73-83. DOI: 10.29121/ijetmr.v6.i1.2019.347

1. Introduction

Job Shop Scheduling (JSS) problems with random processing times under various costs have been
considered by researchers for its subsequent costs of the uncompleted job on its due time, to
minimize the average value of its total costs. The general procedure of heuristic decision-making
rules is used in situations when several jobs are ready to be served on one machine [4-6]. Flow
Shop Scheduling (FSS) with random processing times has been studied by Singer [3] to minimize
the expected total weighted tardiness. Moreover, a simulation-based genetic algorithm for solving
a job shop with random processing times has been proposed by Yoshitomi [7] in order to minimize
the expected makespan. Yoshitomi and Yamaguchi [8] have enhanced this genetic algorithm by
applying a new cross over operator. In these two algorithms, solutions having very high frequency
through all generations are selected as good solutions. Tavakkoli-Moghaddam et al. [9] have also
considered a job shop with random operations, where the time difference between the delivery and
completion of jobs as well as related operational or idle cost of machines that must be minimized.
They have presented a hybrid method consisting of a neural network to generate an initial solution
and a simulated annealing algorithm to improve the quality of the initial solution. Some authors
have developed exact and heuristic algorithms for job shop scheduling problems with the
makespan or mean flow time criterion subject to random processing times, which can take any real
value between known lower and upper bounds [10-12]. Luh et al. [13] have presented a job shop
approach based on a combined Lagrangian relaxation and stochastic dynamic programming by
taking into consideration uncertain arrival times, processing times, due dates, and part priorities,
in order to achieve minimizing of expected job tardiness and earliness cost. Neumann and
Schneider [14] have proposed heuristics based on aggregate schedules for a job shop scheduling
problem with stochastic precedence constraints, where the expected makespan is to be minimized.

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[Alzahrani *, Vol.6 (Iss.1): January 2019] ISSN: 2454-1907
DOI: 10.5281/zenodo.2562266
Finally, Alcaide et al. [15] have studied open shop scheduling problems of random processing
times, breakdowns and repair times, where the expected makespan must be minimized. They
developed a general dynamic procedure that converts any problem into a set of scheduling
problems without breakdowns.

In the recent literature, two new criteria have been brought to the attention of researchers for their
consideration: robustness and stability [1]. Robustness means that schedule performance is still
acceptable when something unforeseen happens. However, Stability means that schedule does not
deviate significantly due to disruption and revision. In general, there are two methodologies to deal
with the uncertainty in a scheduling environment: proactive and reactive scheduling. Incorporating
the knowledge of uncertainty at the decision stage, proactive approaches focus on generating more
robust predictive schedules to minimize the effects of disruptions. On the other hand, reactive
scheduling algorithms are implemented at execution time to adjust the schedule according to the
real-time situation when the uncertainty is realized, or disruptions occur. This paper proposes a
proactive approach to generate a long-term initial schedule under uncertainty to jointly determine
the production planning and preventive maintenance to simultaneously optimize system bi-
objective of robustness and stability.

Zhiqiang Lu et al. [2] addressed the problem of finding a robust and stable schedule for a single
machine with availability constraints. The machine suffers unexpected breakdowns and follows
the Weibull failure function.

The mission of the scheduling process is to optimally allocate the suitable equipment to perform
the required jobs over a period to achieve the business goals. Therefore, many efforts have been
devoted to solve most optimal Job Shop Scheduling Problems (JSSP), as most of the researches
aimed at minimizing the maximum completion time. JSSP is an NP-hard problem; so, it is difficult
to find an exact solution in a reasonable computation time [16]. Number of optimization methods
have been developed to solve JSSP, Tabu Search [17, 18], Simulated Annealing [19, 20], Genetic
Algorithms [21, 22], Particle Swarm Optimization [23, 24], Ant Colony Optimization [25, 26],
differential evolution algorithm [27], Memetic Algorithm [28], Mathematical Programming [29,
30], and Goal Programming [31].

Genetic Algorithm has the advantage to solve scheduling problems. It can reach optimal or sub-
optimal solutions. It has gained the advantage of getting the global optimization solution in a huge
population.

Risk analysis in @RISK is known as a quantitative method that seeks to determine the probability
distributions of outcomes resulting from decisions. In general, the techniques in a @RISK risk
analysis encompass four steps:
1) Developing a Model. Define your problem or situation in an Excel model.
2) Identifying Inputs and Outputs. Determine uncertain inputs in the model, specify their
possible values with probability distributions and identify the important outputs you want
to analyze.
3) Analyzing the Model with Simulation. Run many scenarios with sampled values in each
one for the uncertain inputs, to determine the probability distributions of your outputs.
4) Deciding. Use the simulated results and personal preferences to make informed choices.

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The first three steps of @RISK help in providing a powerful and flexible set of tools in Excel to
facilitate model building and risk analysis. The results generated by @RISK can then be used by
a decision maker to choose a course of action.

The aim of this paper is to present a job shop scheduling (JSS) optimization model under risk is
developed to minimize the makespan. The model has been built using the Microsoft Excel
spreadsheets and solved using @Risk.

2. Problem Description and Assumptions

The goal of this model is to Solve a JSS problem where spreadsheet-based commercial genetic
algorithm solver “@Risk” [32] is used to optimize the makespan function in below mentioned
Equation 4.

Classical Job Shop Scheduling Problems (JSSP) considers the allocation of n jobs to m different
machines or equipment. Each job has to undergo multiple operations in various equipment, with
its own set of processing times and routing characteristics. The processing time of each job on an
equipment Phj is known as well as the due date for each job Dj.

The model assumes the following:

• The processing times are stochastic;
• Each job has its own due date;
• Each job will not visit “undergone” by the same equipment twice;
• All jobs are ready for processing at time zero;
• All equipment are available at time zero;
• Each equipment can process only one job at a time;
• Only one job can be processed by an equipment at any instant in time;
• Set-up time for any operation is included in the processing time;
• The required transportation time for the movement of jobs between equipment is assumed
to be negligible;
• The operation couldn’t be interrupted;
• There are no precedence constraints among operations of different jobs.

3. Model Formulation

Parameters
N: Number of jobs
M: Number of machines
Pji: Processing time for job j on m/c, j = 1, 2, …, N and i = 1, 2, …, M
Dj: Due date of job j, j =1, 2, …, N
SEQ: Processing sequence array
NUMT: No. of machines (tasks) for each job
NUMJ: No. of jobs per machine J
DISJ: Disjunction array.

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Decision Variables
Cj: Completion time of job j
Sji: Starting time of job j on machine i
Fji: Finishing time of job j on machine i
Pji: Processing time for job j on m/c, j = 1, 2, …, N and i = 1, 2, …, M

3.1. Objective Functions

The objective of this model is to minimize the makespan which has been defined in Equation 1.

Makespan = MAX (C𝑗 ), ∀ j ∈ N (1)

3.2. Constraints

1) Disjunction constraints (to avoid overlapping between tasks)

(Shi − Shj ) ≥ Phj − M Yhij , ∀i, j ∈ N, ∀h ∈ M (2)

(Shj − Shi ) ≥ Phi − M (1 − Yhij ) , ∀i, j ∈ N, ∀h ∈ M (3)

2) Conjunction constraints (to satisfy operational precedence)

∑ℎ∈𝑀(𝑆𝑆𝐸𝑄(𝑗,𝑙),𝑗 + 𝑃𝑆𝐸𝑄(𝑗,𝑙),𝑗 ) ≥ ∑ℎ∈𝑀 𝑆𝑆𝐸𝑄(𝑗,𝑙+1),𝑗 , ∀ 𝑗 ∈ 𝑁, ∀𝑙 ∈ 𝑀 − 1 (4)

4. Computational Results and Analysis

In this section, the results of the proposed model application are introduced. In consequence, the
model has been solved using @Risk optimizer which operates in an Intel® Core™ i3-2310M CPU
@2.10 GHz (3 GB of RAM). The GA parameters include; population size N = 50, number of
generations G = 40,000, probability of crossover Pc = 0.5, and probability of mutation Pm = 0.1.

To avoid doubt, it is meaningful to distinguish between the terms “trials” and “iterations” in the
RISK Optimizer process. The overall process involves a sequence of “trials,” where a given set of
adjustable cell values is tested on each trial. For the evaluation of the target cell (and the constraint
cells) for a trial, a standard @RISK simulation is run for a specified number of “iterations.” This
distinction helps in understanding why RISK Optimizer can take some time. For example, it might
require 1000 trials to converge to optimality, and each of these trials might require a 500-iteration
simulation. There will be a lot of computer calculation, especially for complex models.

As in traditional optimizers, constraints can be entered in RISKOptimizer. When the value of the
constrained cell does not change during a simulation, the constraint is called non-probabilistic.
Otherwise, it is called probabilistic. A probabilistic constraint is based on a statistic of the
distribution of the cell’s values, such as “the mean of A1 <= 100.” RISKOptimizer calculates the
statistic at the end of each simulation to decide whether the constraint is satisfied or not.
The model accuracy and capability are verified by solving and analyzing a 5J*4M problem.
The model inputs, processing sequences, and durations are assumed as shown in Tables 1.

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DOI: 10.5281/zenodo.2562266
Table 1: Job’s processing sequences
Job Processing Sequence (Duration)
J1 M1 (19) M3 (10) M4 (19)
J2 M1 (10) M2 (30) M3 (18) M4 (10)
J3 M4 (15) M3 (18) M2 (31)
J4 M2 (14) M3 (10) M4 (20) M1 (19)
J5 M1 (15) M3 (16)

Initially, the problem has been solved as a deterministic to set the base of comparison and
discussion for the stochastic solutions. The Gantt chart of the deterministic case is shown in Figure
1.

M1 0-10 10-29 29-44 50-64

M2 0-10 10-40 58-73

M3 10-30 30-40 40-58 58-76 76-92

M4 0-31 31-50 50-69 76-87

J1 J2 J3 J4 J5

Figure 1: Gantt chart of the makespan objective

In Figure 1, the dotted red line represents the critical path operations which include operations
O42, O43, O13, O23, O33, and O53.

It may be noticed in the Gantt chart that there is a slack time of 18 units of time after finishing the
second operation of the second job on the second machine. So that, the effect of changing the
processing time of this operation into stochastic for the optimal makespan will be studied.

The duration P22 is assumed to follow a uniform distribution among a minimum value 27, a
maximum value 33 and random value as shown in Figure 2.

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Duration P22
Comparison with Uniform(27,33)
27.28 32.66
5.0% 90.0% 5.0%
4.7% 89.6% 5.7%
0.25

0.20

0.15

0.10

0.05

0.00
26

27

28

29

30

31

32

33

34
Figure 2: Duration distribution of job 2 on machine 2

Figure 3, shows operation finishing time in which it has a uniform distribution. As this operation
is not a critical one form those shown in Figure 1, the optimal makespan remains the same of about
92. It was in the deterministic case as shown in Figure 4.

Finsh time F22

37.28 42.66
5… 90.0% 5.0%
0.25

0.20

0.15

0.10

0.05

0.00
37

38

39

40

41

42

43

44

Figure 3: Finishing time distribution of job 2 on machine 2

Make Span1
Mean = 91.9986 (Best RISKOptimizer Trial)
92.00
5.0% 5.0%
120%
100%
80%
60%
40%
20%
0%
86
82

84

88

90

92

94

96

98

100

102

Figure 4: Makespan optimal distribution due to the uncertainty of job 2 duration on machine 2

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It may be noticed in the Gantt chart in Figure 1 that the second operation of job 5, machine 3 is
one of the critical operations. Therefore, this experiment has to study the effect of changing the
processing time of this operation into stochastic for the optimal makespan. The duration P53 of this
critical operation is assumed to follow a uniform distribution of a minimum value by 14, a
maximum value by 18 and random value as shown in Figure 5.

Duration time P53

Comparison with Uniform(14,18)
14.163 17.765
5.0% 90.0% 5.0%
4.1% 90.1% 5.9%
0.35

0.30

0.25

0.20

0.15

0.10

0.05

0.00
17.0
13.5

14.0

14.5

15.0

15.5

16.0

16.5

17.5

18.0

18.5
Figure 5: Duration distribution of job 5 on machine 3

Figure 6 shows the operation finishing time in which it has a uniform distribution shape. As this
operation is one of the critical operations, the optimal makespan will not have a single value as in
the previous case but it will have a probabilistic distribution of uniform shape as shown in Figure
7.

Finsh time F53

90.163 93.765
5… 90.0% 5.…
0.35

0.30

0.25

0.20

0.15

0.10

0.05

0.00
90.0

90.5

91.0

91.5

92.0

92.5

93.0

93.5

94.0

Figure 6: Finishing time distribution of job 5 on machine 3

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Make Span 2
Mean = 91.9986 (Best RISKOptimizer Trial)
90.163 93.765
5… 90.0% 5.…
0.35

0.30

0.25

0.20

0.15

0.10

0.05

0.00
90.0

90.5

91.0

91.5

92.0

92.5

93.0

93.5

94.0
Figure 7: Makespan optimal distribution due to uncertainty of job 5 duration on machine 3

In this experiment, the processing times of all jobs are assumed to be stochastic and follow a
normal distribution. Since the normal distribution has two parameters, the standard deviation is
given as a ratio to the mean; the ratio of the standard deviation to the mean is known as the
variability and assumed to be 10%; N (µij, σij) where σij equals 10 % of µij.

Figure 8 shows the distribution of resulted optimal makespan by 10% variability. In addition,
Figure 9 depicts the correlation between the resulted makespan and all other uncertain processing
times in which it is obvious that the most correlated operations to the makespan are those of O53
and O42 which represent the first and last operations of the critical path.

103.27 108.54
5.0% 90.0% 5.0%
0.30

0.25

0.20

0.15

0.10

0.05

0.00
108

111
102

103

104

105

106

107

109

110

112

Figure 8: Makespan optimal distribution due to 10% variability

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1.00
P53 0.16
P42
-0.08
-0.07
-0.06
0.05
-0.05
-0.04
-0.03
0.03
-0.01
0.01
0.01
0.01
-0.2

0.0

0.2

0.4

0.6

0.8

1.0

1.2
Coefficient Value

Figure 9: Correlation Coefficients (Spearman Rank)

In Figure 10, the change in makespan mean across a range of uncertain processing times is studied
and presented. It is noticed that duration P53 has the greatest effect on the makespan which may
assure the last conclusion in Figure 9.

109

108

107
Make Span

106
P53

105

104

103
0%

100%
70%
10%

20%

30%

40%

50%

60%

80%

90%

Input Percentile%
Figure 10: Change in makespan mean Across Range of Input Values

5. Conclusion

The JSS optimization problem has been successfully solved to optimize the makespan under the
situation of the uncertainty of the processing times of all jobs.

A developed JSS optimization model has been built using the Microsoft Excel spreadsheets and
solved using @Risk solver. A set of four experiments have been conducted to solve the problem

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[Alzahrani *, Vol.6 (Iss.1): January 2019] ISSN: 2454-1907
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using deterministic processing times, uncertain non-critical operation processing time, uncertain
critical operation processing time and uncertainty of all operations processing times.

Finally; the accuracy of the model and its effectiveness have been proven through the analysis of
the obtained results.

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*Corresponding author.
E-mail address: jszahrani@ uqu.edu.sa

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