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88

European Journal of Operational Research 81 (1995) 88-104


North-Holland

Theory and Methodology

Multiple and bicriteria scheduling:


A literature survey
Amit Nagar, Jorge Haddock and Sunderesh Heragu
Department of Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy,
N Y 12180-3590, USA
Received September 1992; revised March 1993

Abstract: Real life scheduling problems require the decision maker to consider a number of criteria
before arriving at any decision. A solution which is optimal with respect to a given criterion might be a
poor candidate for some other. The trade-offs involved in considering several different criteria provide
useful insights to the decision maker. Thus considering problems with more than one criterion is more
relevant in the context of real life scheduling problems. Surprisingly, research in this important field has
been scarce when compared to research in single criterion scheduling. In this paper, we provide a
detailed literature survey of multiple and bicriteria problems in scheduling. We also provide a broad
classification scheme for scheduling problems.
Keywords: Scheduling; Survey

1. Introduction
Scheduling is an important aspect of operational level shop floor decisions. Its importance
and relevance to industry has prompted researchers to study it from different perspectives
over the past three decades. Scheduling literature
ranges from deterministic case to the stochastic
case, from single machine problem to the multiple machine problem and from static to dynamic
problem. Research on multiple and bicriteria
scheduling has been scarce, especially when compared to research in single criterion scheduling.
Dileepan and Sen (1988) list only sixteen papers
in their survey paper on bicriteria scheduling. A
Correspondence to: Prof. S. Heragu, Department of Decision
Sciences and Engineering Systems, Rensselaer Polytechnic
Institute, Troy, NY 12180-3590, USA.

similar study undertaken by Fry et al. (1989) for


multi-objective single machine scheduling yielded
thirty-two papers. The thrust of research on
scheduling has been on a single criterion problems; the complexity of scheduling problems provides a possible explanation for the lack of published research in problems involving multiple
criteria. It is well known that optimal solutions
can be found for only relatively small single criterion problems. In fact, only two algorithms (polynomial or pseudo-polynomial) have been reported for the single machine bicriteria problem
- the pseudo-polynomial algorithm was developed by Van Wassenhove and Gelders (1980) and
the polynomial algorithm was developed by Cheun
and Bulfin (1990). Both of these algorithms generate a set of efficient solutions for the bicriteria
problem. Van Wassenhove and Gelders' approach is shown to solve problems with up to 50

0377-2217/95/$09.50 1995 - Elsevier Science B.V. All rights reserved


SSDI 0 3 7 7 - 2 2 1 7 ( 9 3 ) E 0 1 4 0 - S

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

jobs in the model. It should be noted however


that the branch and bound algorithms in Dileepan
and Sen (1991), Sen and Gupta (1983), and Sen
et al. (1988) amongst others, have the potential to
generate all efficient solutions if the parametric
approach is taken. However due to the nature of
branch and bound algorithm, these algorithms
are not polynomial or pseudo-polynomial. Since
multiple criteria problems are even more complex, literature in multiple criteria scheduling is
scarce. However, in most applications it is beneficial and necessary to measure the goodness of a
schedule with respect to different criteria. In the
absence of optimal solutions, this provides more
flexibility to the decision maker by allowing
h i m / h e r to consider multiple schedules corresponding to the different sub-optimal solutions.
Dudek et al. (1992) note that the absence of
multiple criteria from flowshop scheduling problems may have been one of the reasons for lack of
practical applications for these problems.
In a survey paper on bicriteria static scheduling, Dileepan and Sen (1988) list sixteen papers.
They classify the bicriteria scheduling problems
into two classes. The first class of problems consists of problems in which one of the criteria is
included in the objective function and the other
in the constraint. In the second class of problems,
both criteria are included in the objective function, with the requirement that the schedule be
feasible.
Another survey of multiple objective single
machine scheduling papers published by Fry et al.
(1989), argues that classification based on articulation of preferences by the decision maker (e.g. a
priori, a posteriori or interactive) is not sufficient
due to the problem specific nature of scheduling
algorithms. According to Fry et al. (1989) such
classification must be secondary. The primary
classification must be based on specific criteria
involved in the model. Fry et al. (1989) prefer this
classification because solution procedures for
scheduling problems largely depend on the criteria included in the model.
In this paper, we present a survey of previous
research on multiple and bicriteria scheduling.
The objective is to encompass the developments
in the field, as well as to provide avenues for
further research. We begin by developing a classification scheme for the available literature in the
next section. In Section 3, we discuss scheduling

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papers that are concerned with multiple and bicriteria problems. Observations based on literature survey are given in Section 4, followed by
summary and conclusions in the final section.

2. A classification scheme

Dileepan and Sen (1988) develop a classification scheme which categorizes papers based on
the number of criteria included in the objective
function. Fry et al. (1989) take a different approach and develop a classification scheme based
on the criteria involved in the model.
However, both the surveys are restricted to
single machine scheduling problems. In this paper, we develop a new classification scheme (see
Figure 1) which provides a natural categorization
of the literature in multiple and bicriteria
scheduling.
Some issues which we seek to address through
this classification scheme are:
types of models considered in literature;
criteria that have been popular with researchers;
solution techniques most widely used for
solving these problems.
The above classification amply describes the
breadth of literature available for multiple and
bicriteria scheduling problems.
2.1. Nature o f the problem

If the processing times of the jobs or other


parameters can be ascertained with certainty, we
model the problem as a deterministic scheduling
problem. Otherwise, we have a stochastic problem. In the latter, the parameters are modeled as
random variables, which follow some known
probability distribution. Stochastic models, in
general, capture real life situations better than
deterministic models as they do not assign specific values to the parameters. An important aspect of stochastic models is the fitting of a distribution to reflect the behavior of parameters.
2.2. Shop configuration

Different configurations are possible based on


the number of machines available on the shop
floor. Scheduling literature identifies two cases,

A. Nagar et a L / Multiple and bicriteria scheduling: Literature survey

90

Input(NewJobs)

N A T U R E O F THE P R O B L E M
deterministic
stochastic

SHOP C O N F I G U R A T I O N
single machine
multiple machines
parallel machines
flowshop
jobshop

Output(CompletedJobs)
Fig. 2. A p u r e flowshop

SOLUTION METHODOLOGY APPLIED


traditional optimization methods
dynamic programming
branch and bound
use of trade-off curves
integer programming formulations
more recent methods
genetic algorithm
simulated annealing
tabu search
PERFORMANCE MEASURE INVOLVED
regular (e.g., flowtime, makespan)
non regular (e.g., job earliness)
CRITERIA
bicriteria
- multi-criteria
A P P L I C A T I O N S (e.g., production scheduling)
Fig.

1. Classification s c h e m e for m u l t i p l e
scheduling problems

and bicriteria

namely, single and multiple machines. When only


one machine processes all the jobs, it is known as
the single machine problem. In this case, the
problem is to find an order in which the jobs
must be processed on this machine. In contrast to
real world situations, this case is highly simplistic;
nevertheless it lays the foundation for the more
complex multiple machine case. It is also useful
to model and study bottleneck problems, which
occur frequently on the shop floor, An overall
shop can also be seen as a 'single machine' in an
aggregate formulation of the problem.
More complex configurations arise when there
are multiple machines on t h e shop floor. The

configurations, in increasing order of their complexity, are


parallel machine;
flowshop;
jobshop.
A shop is said to have parallel machine configuration when there are a number of one operation jobs which can be processed on any of the
machines. The level of complexity of this configuration is more than that for the single machine.
Theory of parallel machines is a stepping stone
for development of the theory for multiple machines
Flowshop is a configuration in which machines
are arranged in a serial fashion; each job has to
pass through each machine. In particular, such a
configuration is called a pure flowshop and is
depicted in Figure 2. As the jobs are processed by
each machine, they are multi-stage in nature.
Each stage defines an operation, and each joboperation pair can be identified by a 2-tuple
(i, j), representing the i-th job's j-th operation.
The most complex of all cases is the jobshop
configuration in which the operations of the jobs
are equally likely to be assigned to any machine
for processing (see Figure 3). In this case, there is
no common pattern for job routing.

New Jobs

In-ProcessJobs
Y[~i"

roach,k~

In-ProcessJobs

Completed Jobs
Fig. 3. W o r k f l o w at a typical m a c h i n e in a j o b s h o p

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey


2.3. Solution methodology

Traditionally researchers have employed well


established techniques such as branch and bound
(Sen and Gupta, 1983), dynamic programming
(Van Wassenhove and Gelders, 1978), and tradeoff curves (John, 1989) to solve scheduling problems. The technique of pairwise job interchange
has also been widely used. These techniques have
been reasonably successful in solving a large
number of combinatorial problems, including
scheduling problems.
Both branch and bound and dynamic programming are implicit enumeration techniques,
wherein a number of candidate solutions are
eliminated by judiciously applying certain restrictive criteria. Unfortunately, both the techniques
are not efficient for large problems. It is well
known that dynamic programming suffers from
state space explosion. This is a phenomenon in
which calculations to solve the problems become
enormous as the number of state variables increases. This restricts the scope of dynamic programming approach in solving large problems. In
branch and bound, the execution time varies considerably over different data sets. The choice of
branching variable and the bounding approach
strongly influence the algorithm's performance.
Due to the difficulty in obtaining optimal solutions, a large number of problem specific heuristic techniques have been developed. These
heuristics are designed to consider the trade-offs
between solution quality and computational time
complexity.
Many researchers have developed integer programming models for different versions of the
scheduling problem. The idea is inherently appealing since the scheduling problem formulated
as an integer program can be solved by the available integer programming algorithms. However, it
has long been realized that such an approach is
applicable to only small problems. The reason for
this is that the mathematical programming formulation of scheduling problems are usually large
and the available integer programming algorithms
are not able to solve them efficiently.
However, an advantage of these formulations
is that they are able to accommodate a variety of
criteria in a single model. Another approach is to
solve the integer programs without the integer
restrictions, thus enabling the use of available

91

linear programming algorithms. These algorithms


can handle problems of much larger size without
requiring excessive memory. The disadvantage of
such an approach is that the non-integer solutions have to be rounded up to the nearest integer. In many cases, this has shown to produce
inferior solutions when compared to the optimal
solutions.
In recent years some promising new heuristic
techniques have been developed. Examples of
these are simulated annealing, tabu search, and
genetic algorithm. Compared to the latter two,
simulated annealing has been more widely used
in scheduling literature. Recently there has been
an increasing interest in genetic algorithms as a
tool to solve complex combinatorial optimization
problems.
Complexity analysis forms an important part of
heuristic solution procedures. Wherever possible
we discuss the complexity of the solution procedure. However, for papers which develop branch
and bound and dynamic programming based solution procedure we do not discuss the complexity,
as they exhibit exponential behavior.
2.4. Performance measure

A measure of performance is said to be regular if it is a non-decreasing function of job completion times and the scheduling objective is to
minimize the performance measure. Examples of
regular measures are job flowtime ( F ) , schedule
makespan (Cmax) and tardiness based performance measures. A large number of scheduling
problems have been studied with regular measures of performance. The most widely used measures are related to job flowtime and job tardiness. Traditionally it has been most difficult to
find optimal solutions for tardiness-based objectives, such as number of tardy jobs.
The focus has shifted from regular to non-regular measures with the advent of the just-in-time
philosophy. A non-regular performance measure
is usually not a monotone function of the job
completion times. An example of such a measure
is job earliness, wherein jobs are penalized if they
are completed earlier than their due-dates. The
non-regular characteristic of the performance
measure led researchers to develop completely
new methodologies for scheduling problems, as
the earlier ones were no longer applicable.

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~S
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A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

Raghavachari (1988) and Baker and Scudder


(1990) present extensive literature reviews of papers involving non-regular penalty measures.
Hence, we review literature involving regular
measures only. Some literature has been cited on
multiple and bicriteria factory scheduling
(Pauline, 1990), and dynamic resource constrained scheduling problems (Norbis, 1988).

3. Discussion of the cited literature

A fairly broad classification scheme for


scheduling problem was presented in the previous
section. However, for our discussion it will be
sufficient to use a smaller classification scheme
based on the number of machines and criteria
present in the model. The discussion will be
categorized under four different types of models,
namely,
single machine bicriteria;
single machine multiple criteria;
multiple machine bicriteria;
multiple machine multiple criteria.
As far as possible, the discussion will be arranged in a chronological order so as to emphasize on the evolution of literature. To the extent
possible, we will cite any linkages between the
papers. The integer programming formulations
will be discussed in a separate section. Table 1
provides a complete tabulated classification of
the papers discussed in the survey. The papers
have been referenced by the first four alphabets
of the first author's last name and year of publication in Table 1.

3.1. Single m a c h i n e bicriteria m o d e l

Most papers in research involving more than


one criterion can be categorized under single
machine bicriteria problems. The first of these
was published by Smith in 1956. However, the
next paper in this category was published only in
1972 by Heck and Roberts. Since then a number
of researchers have chosen to study Smith's problem while others have studied different multiple
and bicriteria problems. The most widely used
criteria have been related to job flowtime and job
tardiness.

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As there are a large number of papers in this


category, a further sub-classification based on the
criteria used in the model is provided below:
flowtime and tardiness based criteria;
weighted flowtime and tardiness based criteria;
cost component with any secondary criteria;
miscellaneous.
The first three classes cover the breadth of available literature, with the fourth class including
papers that cannot be included in other classes.

3.1.1. F l o w t i m e a n d tardiness based criteria

One of the earliest results in bicriteria scheduling was published by Smith (1956). H e develops
an algorithm for minimizing the sum of completion times subject to the restriction that no jobs
are late. His algorithm is based on a theorem
which states: Given that no jobs are tardy, the
last job (k) in the sequence has the following
properties:
(i))2in=lti - d~ < O, and
(ii) t k > ti, for all i for which E]=ltj - d i < O,
where t i is the processing time and d i is the
due-date for job i. An extension of this result was
also proposed for weighted sum of completion
times in this paper. It asserted that to minimize
F w (weighted flowtime) subject to the constraint
that no jobs are tardy, the jobs must be ordered
in increasing order of the ratio ( t i / a i ) , where t i is
defined as before and a i is the weight attached to
the flowtime of job i. Smith's algorithm has been
shown by Lenstra et al. (1979) to be bounded by
O(n log n), where n is the number of jobs.
Heck and Roberts (1972) extend Smith's result
by relaxing the no tardiness condition. Instead,
they place a user specified bound on maximum
tardiness. Given that Tm~x is the maximum tardiness, mathematically the extension is equivalent
to rewriting property (i) as

ti

d k < Tm~.

i--1

Emmons (1975b) uses mean flowtime and


number of tardy jobs as the two criteria. A simple
procedure is first proposed to schedule the jobs
so as to minimize the flowtime, with a specified
number of jobs on time. This is then used in

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A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

conjunction with the algorithm in Moore (1968)


to produce good sub-optimal schedules. A branch
and bound algorithm which uses efficient fathoming criterion to produce optimal schedules quickly
is also presented. Emmon's (1975b) provides an
example to illustrate the methodology, and compares the performance of his algorithm with that
of Moore (1968).
Sen and Gupta (1983) consider a dual criteria
problem. The objective is to minimize a linear
combination of flowtime and maximum tardiness
of a number of jobs on a single machine. They
develop a branch and bound approach and present computational results. As determined by Van
Wassenhove and Gelders (1980) their approach is
able to generate all the efficient points. (For a
bicriteria problem involving criteria C 1 and C2, a
point i is said to be efficient if Cl(i) < C I ( j ) and
C2(i) < C2(j), with one of the inequalities holding
strictly, for all j in the solution space.) Sen and
Gupta (1983) also determine the dominant factors that can affect the computational time required to arrive at optimal solutions.
Chand and Schneeberger (1986) analyze
Smith's (1956) heuristic for the single machine
scheduling problem. Several cases of the constrained weighted completion time (CWCT) problem, where Smith's heuristic will lead to an optimal solution, are identified. They also provide an
analysis of Smith's heuristic and show that the
fractional increase in objective function value for
his heuristic is unbounded in the worst case. They
also note that results in their paper can be useful
in developing branch and bound methods for
solving the single machine scheduling problem.
Lenstra (1972) and Chand and Schneeberger
(1984) have shown that the CWCT problem with
unequal weights is an NP-hard problem.

3.1.2. Weighted flowtime and tardiness based criteria


For a long time it was considered that the
problem of minimizing the sum of weighted completion times subject to a secondary constraint is
the same as that of minimizing the sum of completion times subject to the same constraint. As
mentioned above, Smith (1956) provides an algorithm for the latter and extended the results for
the former case. Heck and Roberts (1972) also
present an algorithm for an extended version of

Smith's problem and claim that it can be extended to the problem of weighted completion
times. However, Burns (1976) has shown that this
was not the case by providing a counter example
for the problem of weighted completion times. A
new algorithm that converges to a local optimum
for both the weighted and unweighted problems
is presented in Burns (1976).
Van Wassenhove and Gelders (1978) compare
four procedures for the mean flowtime and
weighted tardiness single machine problem.
Branch and bound algorithms are developed in
three procedures; the lower bounds for these
algorithms are obtained from a transportation
problem relaxation, an assignment problem relaxation, and a Lagrangian relaxation algorithm. The
best bound is provided by the Lagrangian relaxation method. A dynamic programming approach
is also developed, which requires large memory
but is efficient with respect to computational
time.
Bansal (1980) extends Burns' (1976) algorithm,
which finds a locally optimal solution for the
problem of minimizing weighted sum of completion times subject to the condition that every job
be completed by its due-date. Bansal (1980) asserts that Burns' (1976) algorithm may sometimes
provide a local optimum solution which is far
from the global optimum. He presents a branch
and bound approach to find a globally optimal
solution and illustrates the solution procedure
through an example.
Miyazaki (1981) considers a single machine
bicriteria problem with mean weighted flowtime
and job tardiness as the two criteria. Interestingly, this problem was first studied by Smith
(1956) and later extended by Heck and Roberts
(1972). Miyazaki's approach is also to treat one of
the criteria, namely, mean weighted flowtime as
objective and the other as a constraint. The approach is to develop a necessary condition under
which the local and global solutions are different,
and consequently develop an efficient algorithm
to obtain an improved schedule based on the
locally optimal schedule. Computational experiences including CPU time to obtain the results,
and the core memory size required for the algorithm are reported to provide insight into the
quality of solution. Comparisons are made with
similar results from Smith (1956) and Burns
(1976).

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

Bianco and Ricciardelli (1982) consider the


problem of minimizing weighted flowtime subject
to release dates. The authors argue that whenever different ready times (ready time is the time
at which jobs are released in the system) are
considered, the models using the same ready times
for all the jobs are no longer adequate. This is
true since inserting idle times may now become
beneficial. Using certain dominance properties,
they develop an improved branch and bound algorithm for this problem. Computational results
are given for a ten job problem and the proposed
algorithm is shown to provide satisfactory results.
No results are provided for larger problems.

3.1.3. Cost component with a secondary criteria


A note on scheduling problem with dual criteria was published by Emmons (1975a) in which
the primary objective was to minimize the maximum penalty, Cm~x = maxj{cj(F/), V] = 1, 2 , . . . , n},
where, ci(t) is the cost of completing the job at
time t. Within the subset of schedules which
minimizes the maximum penalty, a schedule with
minimal total flowtime is sought. Lawler's (1973)
theorem, is incorporated in the results obtained
by Heck and Roberts (1972) to arrive at good and
often optimal solutions, Emmons cautions that
extending this result to the weighted flowtime
problem is not possible as simply as has been
stated by Smith (1956). A counter example is
provided to support this assertion.
Van Wassenhove and Gelders (1980) consider
a scheduling problem with holding costs and maximum tardiness as the criteria. Instead of considering the holding costs directly, they use flowtime
as an equivalent criterion, presumably because it
is traditionally a more popular criterion with the
researchers. Their approach is based on the traditional methods of multiple criteria decision making (MCDM), primarily to make use of their
theoretical foundations. They determine an efficient set of points and give a pseudo polynomial
algorithm to enumerate all these efficient points.
For a minimization problem, a sequence 7r* is
considered efficient if there does not exist any
other sequence ~-, such that H ( ~ - ) < H(Tr*) and
T(~-) < T(~-*), where H(~-) is the job flowtime
and T(Tr) is its tardiness. This requires their
algorithm to search only in the region of efficient
points, thus effectively reducing the search. The
complexity analysis of the algorithm shows that it

95

exhibits polynomial behavior only for special


cases. The authors also provide computational
results to illustrate the functioning of their algorithm. It was hoped that the paper will provide
motivation for using the existing literature on
multiple criteria optimization to solve multiple
criteria scheduling problems.
A single machine sequencing problem with
total weighted flow cost plus job processing cost
was considered by Vickson (1980). The processing
costs for jobs are considered to be linear functions of processing times. The paper is unique in
that both sequencing of the jobs and their processing times are considered to be controllable.
The problem formulation includes the development of a total cost function, which includes job
flow and job crashing costs. The solution procedure fixes the status or processing time of a job
and uses Smith's (1956) weighted ratio test to
minimize the cost function. This is followed by
some tests to determine the optimal status of the
jobs. For example, it determines whether or not
to expedite certain jobs. The size of the problem
is reduced using these tests and the residual
problem of optimizing over all jobs with undecided status is formulated as one of optimal row
and column selection from a symmetric matrix.
Objective function bounds, theorems providing
optimal solutions under special conditions on
crashing and uncrashing costs are also discussed
in the paper. For the more general case, a minimum penalty heuristic (MPH) is developed and
results are obtained to determine its performance
bounds. Computations are carried out to determine the performance of the heuristic on medium
sized problems. It is shown to provide optimal
solutions in all but one of the test problems.
Van Wassenhove and Baker (1982) discuss a
bicriteria approach to scheduling with time/cost
trade-offs, wherein processing times are a function of resource availability. Similar problems with
time/cost trade-offs are considered by Vickson
(1980) and Elmaghraby (1979). The difference is
that they combine the resource allocation and
sequencing costs into a one-dimensional cost
function, whereas Van Wassenhove and Baker
deal with these costs separately. Their approach
uses a greedy algorithm to produce an efficient
frontier of schedules; the efficient frontier is a set
of efficient points in which the end points are
connected. The analysis is extended to a more

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A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

general case, where cost of completing a job is


represented by a non-decreasing function of completion time. The bicriteria problem then becomes that of minimizing a weighted function of
completion times and total crashing cost. An algorithm using three different procedures is used
to find the efficient frontier for this extended
problem. An argument based on mathematical
induction is used to show that the solution algorithm indeed provides optimal solutions. The approach developed in this paper finds all efficient
points in at most O(n 2) time. In contrast, the
algorithm proposed by Vickson (1980) generates
one efficient point in O(n 2) time. Computational
aspects of the solution approach are also discussed.
John (1989) generalizes the problem involving
maximum tardiness and sum of completion times,
which was earlier studied by Van Wassenhove
and Gelders (1980). He develops an algorithm for
an n-job single machine problem, n / 1 / / G m a x,
Tmax, where Gmax represents a non-decreasing
penalty function based on completion times. His
algorithm is based on Emmon's (1975a) theorem
which uses Lawler's minimum penalty rule. As
each step of his algorithm requires O(n 2) steps,
he provides certain theorems to ease the computational burden. Completeness of the algorithm is
proved by showing that it generates one sequence
corresponding to each efficient point in the objective function space. To further illustrate the
solution procedure, he provides an example and
computational results based on the experimentation.
Cheng (1991) discusses a bicriterion static
scheduling problem, in which the primary objective is to minimize the maximum penalty function, yi(Ci), of job completion times, while the
secondary objective is to minimize the total job
flow time. He extends the results of Emmons
(1975a) and develops an improved algorithm to
reduce the computational effort to find the optimal solution. An interesting comparison based on
the number of steps required to find optimal
solution, is made with Emmons' procedure. It is
shown that Cheng's procedure consistently takes
fewer steps to arrive at an optimal solution. Based
on the second order derivative of the difference
in number of steps, it is shown that function of
differences is monotone and hence achieves global
minimum. The global minimum provides the max-

imum possible reduction over Emmons' method.


The maximum and minimum improvements are
of the order O(n 2) and O(n) respectively.
3.1.4. Miscellaneous

Barnes and Vanston (1981) discuss a single


machine scheduling problem involving sequence
dependent setup times and linear delay penalties.
The delay penalty for each job is a linear function
of the sum of various processing times for preceding jobs, i.e., it is based on the delay induced past
the start time. The setup cost of each job is
dependent only upon the job that immediately
precedes it. The paper discusses several branch
and bound algorithms which use depth first search
and priority rules to traverse the tree. The lower
bound is derived using the matrix reduction
method [Little et al., 1963]. A hybrid algorithm
analogous to Morin and Marsten's (1976) approach to the travelling salesman problem is also
used. The hybrid algorithm consists of a dynamic
programming approach, in which the fathoming
criterion of branch and bound is used to reduce
storage and computational requirements. Computational results are reported for a set of randomly
generated problems, which endorse effectiveness
of the heuristic. They also show the superiority of
the hybrid approach over pure branch and bound
methods in yielding confirmed optimal solutions
for a given set of problems.
Shanthikumar (1983) considers a single machine problem with the dual objective of minimizing the maximum tardiness with minimum number of jobs tardy. An algorithm for the maximum
tardiness problem is first developed, which is
then incorporated in the branch and bound algorithm to obtain optimal solutions. Considerable
amount of branching is eliminated by using certain theorems and conditions. The algorithm is
compared to the one provided by Kao (1980).
Nelson et al. (1986) consider a problem where
desirability of a schedule is based on more than
one performance measure. They develop procedures that are used to construct trade-off curves.
These curves are advantageous since they provide
a complete set of possibly optimal solutions for
any objective function. Algorithms are presented
for three two-criteria and one three-criteria problems involving mean flowtime (F), maximum tardiness (Tm~) and number of tardy jobs (ha-). In
particular, (F and na-), (ff and Tmax), and (na-

A. Nagar et a L / Multiple and bieriteria scheduling: Literature survey

and Tma~) problems are considered for the bicriteria case and (n T, if, and Tma~) problem is
considered for the three criteria case. To reduce
the size of search space restrictive theorems are
applied. Thus the algorithms provide a very small
number of efficient solutions when compared to
the number of permutation schedules. This has
much significance to the decision maker, since
good decisions can be made quickly. The computational times are the lowest for (if, Tma0 and
largest for (nT, Tmax) problems. The computational complexity is calculated for the three problems. It is noted that the algorithms for (if, n T)
and (n T, Tm~x) problems are not polynomial. The
complexity of the (if, Tmax) problem is given to be
O(n2~ log n), where ~ is the average processing
time and n is the number of jobs. They also
discuss some research directions that are possible
for heuristic approaches, e.g., man-machine interactive approaches, with computational efficiency based on the type of problem studied.
According to the author, work in this paper has
the potential to stimulate research in complex
multiple criteria scheduling models.
Another aspect of the bicriteria scheduling
problem is studied by Sen et al: (1988) involving
total flowtime and range of lateness of the jobs.
They develop a lower bound for the weighted
objective function, for use in a branch and bound
algorithm. They also provide a necessary condition for optimality. The authors note that the
procedure h a s the potential to identify all efficient solutions characterized by Van Wassenhove
and Gelders (1980).
Dileepan and Sen (1991) consider another aspect of the problem involving total flowtime and
range of lateness by using a linear combination of
total flowtime and squared lateness. They develop sufficient optimality conditions and a lower
bound based on these conditions. A branch and
bound approach is used in which a priori information about precedence relationships is used to
fathom the nodes. The authors also report their
computational experiences with the branch and
bound procedure.
Cheun and Bulfin (1990) consider a single machine bicriteria problem, where all jobs have
identical processing times. When the processing
times are equal to one, the problem is commonly
referred to as the unit execution time problem
(UET). They provide a polynomial time algorithm

97

for the secondary criteria problem which is represented as 1 / U E T / C 2 / C 1 . (Secondary criteria


problems are those in which the most important
criterion is first minimized, followed by minimization of other criteria while retaining the previous
optimal as a constraint.) The criteria C1 and C2
are chosen from F (flowtime), T (tardiness), U
(number of tardy jobs) or weighted versions of
these three criteria. They also develop an algorithm for 1/UET/C1,C2 problem, in which a set
of non-dominated points is generated and the
decision maker makes explicit trade offs to arrive
at an acceptable solution. Their approach to solving these problems is to formulate the UET problem as an assignment problem, as shown below:
Min

E Ecijxij,
i

s.t.

~xii=l ,
J

~.,xii=l,

i=l,...,n,

j = l . . . . . n,

xii>O, i= l,...,n,

j= l,...,n,

where i, j represent the job and schedule position respectively and c(i, j) denotes the cost of
scheduling job i in position j. They used the
assignment model to solve the primary criterion
component of the problem. Then the best solution for the secondary criterion was found from
among the alternative solutions to the primary
criterion problem. It was also claimed that the
bicriteria problem can be solved by any technique
available for multiple criteria linear programming
(MCLP). This is due to the uni-modular structure
of the constraint matrix. Complexity analysis was
provided for the algorithms developed in their
paper. In particular, for the secondary criterion
problems, it is noted that in the worst case all
unit processing time problems can be solved by
solving two assignment problems. An assignment
problem can be solved in O(n 3) time, so all the
secondary criterion problems discussed in this
paper can be solved in polynomial time. For the
bicriteria problems, the time complexity is polynomial if the number of efficient solutions is
bounded by a polynomial, It is shown that except
for I / U E T / W F , WU, 1 / U E T / W F , WT and
1 / U E T / W T , WU, all other bicriteria problems
discussed in this paper can be solved in polynomial time.

98

A. Nagar et al. / Multiple and bieriteria scheduling: Literature survey

De et al. (1991) provide further insights into


the problem first studied by Cheun and Bulfin
(1990). The paper provides an interpretation of
the Cheun and Bulfin solution for the value function case, 1 / / f ( C a , C2), which assumes the availability of a function f(C1, C2). It notes that their
solution may not always be consistent with the
traditional objective and develops ways of obtaining consistent solutions. The authors note that
there are several flaws in the Cheun and Bulfin
solution for the simultaneous case, 1 / / C 1 , C 2.
They argue that the MCLP algorithms do not
always produce all the efficient solutions because
of the discrete nature of assignment problem. To
prove this assertion an example is provided with
weighted flowtime and weighted number of tardy
jobs as the criteria. They develop a new procedure which generalizes Van Wassenhove and
Gelders (1980) algorithm and guarantees to produce a completely representative set of efficient
schedules. It is noted that the computational
complexity of their procedure depends on the
range (zl) of C2. Even though the complexity of
1 / U E T / C 1 , C2 < A is undetermined, specific instances of this problem can be solved in polynomial time. They also show that, the procedure
developed in their paper can solve the
1 / U E T / C 1 , Tmax problem in order O(n 4) time.
3.2. Single machine multiple criteria models

Research in the single machine multiple criteria scheduling has been scarce when compared to
single machine bicriteria problem. In this section,
we review four papers that deal with the multiple
criteria problem.
Kao (1980) presents a decision theoretic approach to the single machine scheduling problem
with multiple criteria. He encodes the value
trade-offs over performance criteria such as flowtime, tardiness and number of tardy jobs in a
multi-attribute value function. An implicit enumeration procedure is used for finding preferred
job processing sequences that maximize this value
function. To validate his findings he complements
them with examples, and reports some computational experiences. He points out that when tardiness is one of the criteria included in the value
function, his solution procedure is constrained by
the problem size. He also notes that his solution
approach merits consideration only when trade-

offs between competing criteria are compelling


desiderata.
Ignizio (1984) notes that the conventional approach to modeling and solving most scheduling
problems involves the development of a mathematical model employing discrete variables and a
single criterion. He points out that such models
are inherently combinatorially explosive and require an alternative modeling approach. He made
an important observation which distinguishes his
model from the classical model. His model considers the job-to-job interference which can degrade or delay the schedule completion. An example of such interference occurs in a chemical
processes when a noxious gas or contaminants
might delay start of the next job. One of the
objectives of his model is to minimize such interference. Another objective is to minimize the
makespan of schedule. The model itself is in
vector maximization linear form with linear functions and continuous variables. The absence of
discrete variables is an advantage when compared
to the classical models. It is hoped that his model
will find applications in diverse areas such as,
frequency planning and air defense, interceptor
scheduling and production scheduling. Numerical
results are provided for randomly generated
problems ranging in size from 10 to 120 jobs.
Daniels (1990) considers the problem of resource allocation in a single machine scheduling
environment. Such a problem requires not only
job scheduling but also the distribution of resources to individual jobs. The approach adopted
in this paper generalizes the work of Van
Wassenhove and Baker (1982). It measures
schedule performance using maximum and individual job tardiness, and then achieves the processing time requirements through the application of different resources. Construction algorithms are developed with the objective of minimizing the amount of available resources required to satisfy the specified tardiness limits.
The algorithms are designed to reduce the computational burden involved in constructing trade
off curves amongst the two objectives, namely,
resource allocation and maximum tardiness. Finally, numerical examples are provided to explain
the concepts developed in the paper.
Norbis and Smith (1988) formulate the NPhard resource constrained scheduling problem
(RCSP) as a multiple objective mathematical pro-

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

gramming problem. The dynamic nature of the


RCSP necessitates the use of dynamic and quasidynamic approaches to this problem. The approach is called quasi-dynamic when data-updating and re-scheduling are done only on the occurrence of an event such as: change in resource
availability, new job arrivals, or changes in duedate or expected processing time. The difference
between the two approaches is that quasi-dynamic is used when a static schedule has been
obtained while the dynamic is used on a continuous basis. A multilevel, multi-priority heuristic is
designed, where different objectives are used to
rank priorities at each level. The main contribution of the paper is that decision making is done
in an interactive setting, where the decision maker
is allowed to specify hi s / he r trade offs before
arriving at a solution. Apart from providing flexibility, such an approach prevents a large increase
in computational requirement. Complexity analysis of the proposed algorithm is discussed and
computational results are also provided. The
complexity of heuristic developed in this paper is
shown to be of the order O(n3), where n is the
number of jobs.
3.3. Multiple machine bicriteria models

As was previously mentioned, research on the


multiple machine scheduling problem has not
been dealt with adequately in the literature. In
this section, four papers that attempt to minimize
two criteria are surveyed.
Lin (1983) incorporates the concept of dominance precedence relationships into a multicriteria framework to develop a solution algorithm for
the single machine problem. A schedule s is
defined as non-dominated if and only if for any
other schedule s', H ( s ' ) < H ( s ) ,
implies that
H ( s ' ) = H ( s ) , where H ( s ) = (hi(s), h2(s)) is a
vector representing the two criteria. Theoretical
results of precedence which are applicable to all
non-dominated schedules are first derived. The
dominance precedence relations (DPR) are then
incorporated into a multiple criteria dynamic programming framework to improve the computational efficiency. Computational time required to
arrive at optimal solutions and algorithm efficiency are also reported.
Selen and Hott (1986) formulate the standard
flowshop scheduling problem as a goal program.

99

The objective of the goal programming model is


to schedule jobs in a flowshop to minimize a
linear combination of makespan and flowtime.
The model consists of m n + n + m constraints, n 2
binary integer, and 2 m n - 2n + 1 continuous
variables (where m is the number of machines
and n is the number of jobs). An empirical verification of the model is done by comparing the
solutions to their mathematically derived counterparts, for a semi-ordered flowshop. In addition, they also choose a randomly generated problem to show the general applicability of the derived formulation.
Wilson (1989) presents an improvement over
Selen's (1986) formulation. His formulation uses
substantially fewer variables (ran) at the expense
of certain additional constraints (2ran + n - m),
the number of integer variables being the same as
before. The major limitation of both models is
the presence of n 2 binary variables. Thus, a 50-job
problem will contain 2500 binary integer variables. Computation times are compared for the
two formulations for small problems and results
reported.
Nagar et al. (1992) discuss a branch and bound
approach for a two machine flowshop scheduling
problem. The criteria included in the model are
job flowtime and schedule makespan. Both linear
and convex combinations of the objective function are used. It is shown that a lower bound can
be obtained by arranging jobs using the shortest
processing time rule (SPT) on the first machine.
SPT means that the jobs are arranged in a nondecreasing order of their processing times. A
heuristic is developed to provide a n upper bound.
It is shown that in many instances, the upper
bound provided by the heuristic algorithm serves
to improve the computational performance of
branch and bound algorithm. In fact, the heuristic provides optimal solutions for a large number
of problems when the second machine is dominant. It is shown that the SPT rule is optimal for
the class of problems where processing times on
the two machines are equal. Computational resuits, as shown below, are provided for different
classes of the problem:
The branch and bound algorithm works best
when the processing time for each job is greater
on the second machine. In this case, we can even
solve up to 400 job problems.
When the processing times are random, the

100

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

algorithm provides solutions only for 14 job problems. It does not provide solutions for larger
problems.
3.4. Multiple machine multiple criteria models

Multiple criteria models involving multiple machines represent the most general class of
scheduling models. These models include flowshop and jobshop configurations, which are difficult to analyze even when they involve a single
criterion. Our literature survey revealed a scarcity
of papers dealing with these models. We have
come across only two papers which discuss different aspects of this problem. It must also be noted
that these models have extensive practical applications, since they emulate real world situations
very closely. The paper by Deckro et al. (1982)
presents a goal programming model for job shop
scheduling problem which considers a multiple
performance system of evaluations and incorporates multiple organizational goals. The single
criterion model in Pritsker et al. (1969) is modified to include multiple criteria. Deckro et al.
(1982) provides an example to illustrate the solution procedure. This problem is further intensified by the inclusion of priorities in the model.
An advantage of the goal programming formulation over the integer program is the existence of
optimality conditions, i.e., if the priorities are
satisfied, an optimal solution has been found.
The solution procedure require 45% less computational time to arrive at the solution compared
to the integer programming formulation. The authors note that there are no computer codes that
will take advantage of the special structure of the
formulation. In the absence of such codes, large
problems can become computationally intractable.
Wein and Chevalier (1992) model the job-shop
as a two-station multiclass queueing network and
consider three scheduling decisions, namely,
due-date setting, job release, and priority sequencing. These decisions are made such that
work-in-process inventory (WIP) and due-date
lead time (DDLT) are minimized subject to an
upper bound restriction on the proportion of
tardy jobs. DDLT is defined as the intervening
period of time between the time a job arrives and
its due-date. Their approach is to decompose the
problem into two easier ones. The first problem

is modeled as a dynamic, stochastic system


scheduling problem where the performance measures are mean cycle time, mean throughput, and
mean WIP inventory. The second problem is
modeled as a dynamic, stochastic due-date
scheduling problem where the performance measures are mean DDLT and proportion of tardy
jobs. Simulation studies are conducted under
moderate and heavy loading of two machine jobshop. Comparisons are made with different combinations of other scheduling policies under different due-date setting, job release, and priority
sequencing rules. As a result of the simulation
experiments, three scheduling principles are proposed which can improve the performance of the
jobshop considered in this paper.
3.5. Integer programming formulations

Integer programming formulations of scheduling problems have generated interest in the 1960s.
These formulations provide insights into the
structure of the problem and are useful in development of heuristic procedures and priority rules.
Bowman (1959) presents an integer programming formulation of the scheduling problem. The
objective of his model is to complete the final
operation of all jobs as early as possible. Bowman
mentions that even for a problem of moderate
size his method requires large amount of computation; hence the practical applicability of the
model was rather restricted.
Wagner (1959) formulates an integer programming model for a general machine scheduling
problem, where the objective is to minimize
makespan. Two special cases of this model,
namely, an n-machine and a three-machine flowshop are also considered. He notes that the proposed model is useful only for small problems
and is computationally intractable for larger ones.
His formulation is later used to solve six
6 / 3 / P / C m a x problems, using an integer programming algorithm due to Gomory.
Dantzig (1960) formulates a machine-job
scheduling model as a linear program. He develops a compact network representation of the
possible activities which permits generating just
the activity to enter the basis of each iteration
without explicitly generating the others. This is
done by using an efficient algorithm for computing the shortest route through a network.

A. Nagar et al. / Multiple and bicriteria scheduling: Literature survey

Manne (1960) gives an integer programming


formulation of the jobshop model. The model
includes sequencing restrictions and also restrictions on job-to-job interference. He claims that
his formulation is considerably smaller than either Bowmans' (1960) or Wagners' (1959) models
and thus merits computer experimentation. Wagners model had almost twice as many variables as
Manne's model.
Greenberg (1968) presents a mixed integer
programming formulation for the general
scheduling problem. He develops separate models with the objective of minimizing makespan
and idle time. The formulation is computationally
intractable, even for small problems, due to t h e
presence of m n 2 variables of which m n ( n - 1)
were integer variables (m is the number of machines and n is the number of jobs). So, he
develops a branch and bound technique for which
the formulation reduces to a series of non-integer
linear programs of moderate sizes. However, he
notes that his technique is computationally feasible only for smaller problems.
Frieze and Yadegar (1989) describes a new
integer programming formulation of the permutation flowshop problem, in which the objective is
to minimize the makespan. They present an algorithm for solving a linear programming relaxation
of the integer program, giving a lower bound.
This lower bound is then compared and found
better than the known lower bounds provided by
Brown and Lomnicki (1966) and Ignall and
Schrage (1965). They note that even though their
formulation can have an exponential number of
constraints, its linear programming relaxation can
be solved in polynomial time. Computational experiments are carried out to evaluate the performance of proposed bounds, using several existing
problems. The bounds developed in this paper
are found to be either independent or superior to
the known bounds.

4. O b s e r v a t i o n s b a s e d o n literature survey

A number of observations can be made from


the discussion of Section 3 and the classification
which was developed in Section 2. The advantage
of linking the discussion with the classification is
that it helps in indicating the strengths and weak-

101

nesses of papers on scheduling. This was also the


motivation for developing the classification
scheme. We will list these observations and elaborate upon them, where necessary.
Not much research has been done with
stochastic models. Nearly all of the research has
been carried out under the assumption that the
processing times are deterministic.
Most of the work can be categorized under
the single machine case; only a few papers have
considered multiple machines in their models.
This is true despite the fact that most shop floors
employ more than one machine. Once again, we
feel that the lack of interest in the multiple
machine case has been due to the complex nature
of scheduling problems. It also indicates a shortcoming of the conventional techniques, and hence
the need to develop new methodologies to successfully deal with these problems.
The criteria most often used by researchers
seem to be related to job flowtime. Specifically,
performance measures involving individual, average or total, and weighted flowtime have been
most commonly used. Tardiness based performance measures, such as, number of tardy jobs
(n T) and maximum tardiness (Tmax) have also
been widely used. To provide a more realistic
criterion to measure schedule performance, researchers have often used cost functions. These
functions are usually in the form of penalties
based on some performance characteristics.
The solution methodology primarily comprises of implicit enumeration techniques such as,
branch and bound, dynamic programming, and
trade off curves. Successful implementation of
these techniques largely depends on identifying
special problem structure, i f any, and using this
information to devise fathoming criteria, A major
drawback of the implicit enumeration procedures
is the computation time requirement for larger
problems. Certain new procedures primarily designed to efficiently deal with large search spaces
have gained popularity over the past few years.
These include simulated annealing, tabu search,
and genetic algorithm. However, we have not
come across any paper using these techniques to
solve the multiple machine multiple criterion
scheduling problem.
Existing algorithms for integer programming
models have not been very successful in efficiently solving large scale scheduling problems.

102

A. Nagar et aL / Multiple and bieriteria scheduling: Literature survey

5. Summary and conclusions

- A branch and bound approach", European Journal of


Operational Research 5/3, 177-181.

A discussion o f p u b l i s h e d l i t e r a t u r e on m u l t i p i e a n d b i c r i t e r i a s c h e d u l i n g is p r e s e n t e d in this
p a p e r . T h e p a p e r s a r e g r o u p e d a c c o r d i n g to t h e
n u m b e r o f m a c h i n e s a n d c r i t e r i a i n c l u d e d in t h e
model. Only regular measures of performance
have b e e n i n c l u d e d in this review, since extensive
l i t e r a t u r e is a v a i l a b l e for n o n - r e g u l a r m e a s u r e s
n e c e s s i t a t i n g a s e p a r a t e survey. M o r e o v e r , F r y et
al. (1989) i n c l u d e s o m e p a p e r s involving n o n - r e g u l a r m e a s u r e s in t h e i r survey o n single m a c h i n e
m u l t i p l e objective r e s e a r c h . R a g h a v a c h a r i (1988)
a n d B a k e r a n d S c u d d e r (1990) p r o v i d e extensive
surveys for s c h e d u l i n g l i t e r a t u r e involving n o n regular performance measures. A possible reason
for s c a r c e r e s e a r c h in m u l t i p l e a n d b i c r i t e r i a
s c h e d u l i n g is t h e c o m b i n a t o r i a l n a t u r e o f t h e s e
p r o b l e m s . O u r survey shows t h a t t h e c o n v e n t i o n a l
t e c h n i q u e s have n o t b e e n v e r y successful a n d
h e n c e n e w p r o c e d u r e s n e e d to b e d e v e l o p e d .
T e c h n i q u e s such as, s i m u l a t e d a n n e a l i n g , t a b u
search, a n d g e n e t i c a l g o r i t h m s have b e e n successful in d e a l i n g w i t h c o m b i n a t o r i a l o p t i m i z a t i o n
p r o b l e m s . This m a k e s t h e m a g o o d c a n d i d a t e for
m u l t i p l e c r i t e r i a p r o b l e m s . It s h o u l d b e h o w e v e r
n o t e d t h a t all t h e s e t e c h n i q u e s a r e g e n e r i c in
n a t u r e a n d h e n c e n e e d to b e c o m p l e m e n t e d with
p r o b l e m specific k n o w l e d g e . This k n o w l e d g e is
u s u a l l y i n c o r p o r a t e d in t h e f o r m o f s p e c i a l i z e d
heuristics. It is h o p e d t h a t using p r o b l e m specific
h e u r i s t i c s in c o n j u n c t i o n with t h e s e g e n e r i c t e c h n i q u e s will p r o v i d e h y b r i d a l g o r i t h m s w h i c h a r e
a b l e to solve c o m p l e x m u l t i p l e a n d b i c r i t e r i a
s c h e d u l i n g p r o b l e m s . A n o t h e r issue t h a t n e e d s to
b e a d d r e s s e d in f u t u r e r e s e a r c h is t h e d e v e l o p ment of interactive models. The decision maker
can extract maximum possible information from
such m o d e l s . It also p r o v i d e s d e c i s i o n m a k e r s
w i t h m o r e l a t i t u d e in specifying a p r i o r i i n f o r m a tion or making decisions a posteriori.

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