Methods of Sequencing in Job Shops-A Review Author(s): Roger L. Sisson Source: Operations Research, Vol. 7, No. 1 (Jan. - Feb.

, 1959), pp. 10-29 Published by: INFORMS Stable URL: http://www.jstor.org/stable/167590 Accessed: 03/03/2009 12:31
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/action/showPublisher?publisherCode=informs. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit organization founded in 1995 to build trusted digital archives for scholarship. We work with the scholarly community to preserve their work and the materials they rely upon, and to build a common research platform that promotes the discovery and use of these resources. For more information about JSTOR, please contact support@jstor.org.

INFORMS is collaborating with JSTOR to digitize, preserve and extend access to Operations Research.

http://www.jstor.org

METHODS OF SEQUENCING IN JOB SHOPS-A REVIEW

Roger L. Sissont
Management Sciences Research Project, University of California, Los Angeles, California (Received May 21, 1958) In a job shop the sequence of operations required to process a job lot varies from job to job. At any time there are many jobs in the shop comThe problem of sepeting for the use of the manufacturing facilities. quencing the jobs so as to optimize profits has not been solved. A number of solutions are available for special cases. Simulation appears to be a promising method of study for this problem. This paper reviews the definition of the job shop, the models proposed to date, solutions based on these models, and surveys prospects for the future.

manufacturing companies are, or have as a component, a 'job shop.' Roughly, a job shop is characterized by the fact that the sequence of operatiolns performed on any one lot or group of units to be fabricated is independent of the sequence required for any other lot. As a result each lot 'competes' for the use of the facilities available for processing. Processing one lot delays another, since, in the interesting cases, facilities are limited. The problem is to determine the sequence in which the work should be performed at each facility so as to optimize some factor. This assignment of sequences is often called scheduling. As CHURCHMAN, ET AL., ]5 p. 450, point out, this process should be called "sequencing"; scheduling being taken to mean the timing of arrivals, e.g., of buses. This sequencing is also called 'dispatching.' In the broad sense the factor to optimize is company profits, suitably defined, or altruistically, service to customers. Actually, in research to date, less general criteria have been considered, such as minimizing tardiness (lateness of delivery). The 'job shop' will be defined more definitely below. Lest anyone expect solutions to the problem of sequencing a job shop, we summarize the status of the research first. An actual job shop is a relatively complex sociological unit, and is usually a key department in the company. It is not surprising then, that the models proposed for representing or studying the job shop tend to appear too simple, that is, unrealistic. Even these
t This work was supported by a contract from the Office of Naval Research. The author is now with Aeronutronic Systems, Inc., Santa Ana, California.
10

MANY

Sequencing

in Job Shops

11

simplified models have no complete solutions, so there is some procedural justification for not attempting more complex models. As a result, there is no solution to the job-shop sequencing problem. There are, however, two basic models proposed that aid in understanding (intuitively) the situation, and that suggest rules for sequencing which, although not optimum, may be better than the rules of thumb now used in industry.
DEFINITIONS

A JOB SHOP consists of colonies or groups of machines. Within each group the machines are similar, e.g., drill presses, but in actual case, not necesMACHINE TYPE, e

V
I
1

MACHINE NUMBER
-27, 2 1
1

|IDLE 16, 3

|28,.

lll V

27, 29,7

_4

2 1 1. 2 2
2 2

4
4 5 ,

IDLE
|

27
19, 7
|

3
JOB NUMER, i i

2 3
3

6 7
8 29,
. -

37, 15 32 2

j OPERATION NUMBER,

9 1

I
2

13, 3

15 4

29, 6 5

16, 4 6

TIME PERIOD Fig. 1. Typical Gantt chart.

sarily identical. Thus we have M machines of types e= 1, 2, 3, , ,u; ,uM. At any time there are a number of job lots, or simply, jobs in process. For each job i, i= 1, 2, 3, , I, the following factors (at least) are important: Due time, D=D(i), the time at which the job should be completed. [We will let A(i) be the actual completion time.] Ready time, R=R(i), is the time when the first operation on the job can be started. (Before this, materials, tools, engineering data, etc., are presumed to be unavailable.) The job must be processed through a series of 'operations' that must be performed in the specified sequence, j =1, 2, 3, , N. For each

12

Roger L. Sisson

operation, the machine type e is known. The sequence of machine types for job i (ei,e2,e3,.-) is called the 'routing.' (It is necessary to assign operations whenever it is possible for a job to require processing on the same machine type at two or more points in the routing.) The situation in a job shop is often shown schematically on a Gantt chart (Fig. 1), which is a location-time diagram. The length of a bar represents the processing time, P(i, j). In actual shops there may be optional routings for a given job lot, but in most models the routing is assumed fixed. For each operation there is a certain processing time P=P(i,j) that is subject to random variations. There may be a minimum time that must be allowed for transportation, etc., after each operation, T = T(i,j,j+ 1)
for another discussion of the formulation of the problem.) (see SALVESON['18

Some of the possible objectives (i.e., criteria or optimizers) of the sequencing process are (see reference 10, Part IT, p. 9 for others): A(i) -D(i)]. 1. Minimizetotal tardiness::2 I1(i), where11(i)=max[O, 2. Minimizemaximumtardiness:max 11(i). 3. Minimize in-process inventory cost: 2; U(i), where U(i) =total costs accumulatedon the job to date. 4. Maximizemachineutilization: jj P(i,j) /M(tf -to), wheretf -to = time span under consideration. (A more complicatedformulais needed if machinesare on variouslength shifts.) 5. Minimizethe cost of being late (reference 3, p. 2): i V(i) where
,

V(i)-S(i)

[exp(-A (i) -D(i))_]

and whereS is the selling price and k is a 'time-scaleconstant.'

RELATIONSHIP TO THE OVER-ALL MANUFACTURING PROBLEM

IS an intimate relation between shop 'loading' and shop sequencing or scheduling. The 'load' on a machine center is a measure of backlog of work for that type of machine. That is the load, a?ek i,j,e(k P(i,j,e). A load is often computed by periods (say weeks), which of course implies that a schedule is known. Load data is used to determine whether there are sufficient facilities to handle the work on hand. [If not, overtime and/or subcontracting are required (reference 10, Part II).] In fact, the job shop can be viewed as a number of queues consisting of jobs waiting to be processed through each machine center. However, it should be clear that an operation in a particular queue for machine e cannot be started if the previous operation of that job is not completed (or at least partially completed). The length of the queue then is the load; the arrangement or sequence of jobs in each line is the 'schedule.'
THERE

Sequencing

in Job Shops

13

This paper discusses approaches to the problem from the sequencing aspects, in that loading is only implicitly covered. Job-shop sequencing should be distinguished from the related but separately considered problems of production leveling or programming (soinetimes also called scheduling). In these problems a decision is made as to whether to adjust inventory or to adjust work force in the face of a fluctuating demand, the decision to be made so as to minimize costs. In sequencing a job shop, it is assumed, in fact, that decisions related to the factors listed below have all been made: 1. The ordershave been accepted, or alternatively,a sales forecasthas been made. In either case the items and quantitiesto build have been determined. 2. Lot size and due dates are set. 3. The facilities are given; that is, the length of time each machine will be available is determined(e.g., overtime); subcontractedfacilities are known and large T). as part of the facilitiesavailable (with appropriately considered These decisions, especially as to lot size,[16] are not independent of sequencing, but most models under consideration make this assumption.
MODELS THAT HAVE BEEN PROPOSED

of the job shop problem being considered by various research THE MODELS groups fall into two categories: 'mechanical' models, in which there is an attempt to predict the progress of each job in detail, and stochastic models, in which the distribution of the progress of each job is predicted. Let us call the latter 'thermodynamic' models. For example, if one subjects a mechanical model to many trials in which parameters are subject to random variations, one is in effect studying the distribution of the progress of the jobs. Mechanical Models

The JACKSON-NELSON11,141 model, in its initial form, makes these assumptions; there are I jobs and M machines (a group of machines of the same type is simplified to one machine): "(1) No lot may be processedby more than one machinetool at one time. "(2) No machinetool may processmore than one lot at a time. "(3) The lots must be processedby the requiredmachine tools, each for the corresponding expected processingtimes, and in the requiredtechnologicalorderings (routing). "(4) A lot must be processedas a unit, i.e., once started by a machinetool, its processingby that tool must be finishedwithout delay, and the lot becomesavailable for the next operationin its requiredsequenceafter its processinghas been completedby the presenttool." (Reference14, p. 3.) (5) The lot size is predetermined.

14

Roger

L. Sisson

Note the use of expected times. This makes the model 'deterministic' but unreal. Formally, the problem is simple. One has I job lots and M machines. Each job has a given sequence of operations on some or all of the M machines, with given processing times. There are (I!)M possible schedules. Of these some are not feasible because they conflict with the prescribed routings. There are (M!)I possible routings.[15] Of the feasible set, the problem is to select the schedule(s) that optimize the desired quantities. This combinatorial problem has not been solved. Some methods for eliminating infeasible and 'obviously' nonoptimum solutions have been suggested.[14] These methods do not appear to be computationally practical, however. Mechanical models are perhaps useful in developing an understanding of the scheduling problem and in developing, empirically, scheduling rules that can then be tested to determine if they are better than existing methods. Mechanical models are intuitively quite unrealistic, however, since most of the factors describing a job are not predeterminable, but vary stochastically. Certainly, process time P, move or transportation times T, and ready times R vary stochastically in a real shop. Even the required due date can change (because of changing customer or engineering requirements). Just what distributions apply to these variables does not seem to be discussed in the literature, although some studies have been made. [11,14 ,E] It is even possible that these are not stationary processes in actual cases. In order to include these stochastic variationis in the model, two approaches have been taken: (a) The deterministic model described above is expanded, and (b) a new model has been developed. 'Mechanical' Models with Stochastic Properties

The deterministic model has been complicated in the way expected: instead of determined variables, the variables are given distributions. No analytic approaches to this problem have been successful (which is not surprising, since the deterministic case is not solved"2'). This stochastic model has been used in simulation efforts, however (see below). When considering a stochastic model the choice of criteria becomes more difficult. Y. KURATANI at U.C.L.A. has suggested that the method must be developed not only so as to optimize the particular criterion for sequencing methods applied to standard or expected values, but also so as to keep the criterion near optimum under stochastic variations in various factors, particularly the processing times and the spacing of scheduled due dates. Suppose the criterion chosen is to minimize the sum of tardiness, E Hi, where Hi = max(O, A - D) and A = A (i) = actual completion time of job lot i. One would want E HTto remain small for wide variations in

Sequencing

in Job Shops

15

vs. o- gives the , and D. For example, suppose O-D=O; plotting E IiW curves in Fig. 2. For some shops, sequencing process B might be preferable for, although it results in 'poorer' sequences based on deterministic process times, it gives better results with the variances that actually exist.
A

I 1Ti
(TARDINESS)

(VARIANCE IN PROCESS TINES) Figure 2

'Thermodynamic'

Model [20]

In the 'thermodynamic' model no attempt is made to know the location of the job at any particular time; instead, one defines the probabilities of its being in various locations:

Xi x2
X?= job state= ...
XN

where x,=1 and X, O is the probability of the job Xi being at machine station e,. X' is a function of time (usually quantized). (I am following STOWENS' notation.) The routing may be expressed as a matrix:
R == 11 .

Here r, =1 if ep-oe is a required transition and r, =0 if not; that is, if the routing contains the pair ,e,e,,- . (B. GRAD of General Electric has suggested that a job shop may be defined as one in which, considering all routings in use, the number of nonzero rp, is considerably larger than the number of machine centers.) To describe the dynamics of the process, two additional matrices are used, F and B:
Fn F' (n IT )\

16

Roger L. Sisson

where F,,(n) represents the conditional probability that the processing on a job which is at machine group e, will be completed during time period [nh, (n+ 1) h] where h is the unit of time. Note that F has nonzero elements only on the diagonal. Bk(n) is the transition matrix such that: 1. X (n +1) = {B (n) }{Xi(n) } and X(0) can be determinedfroma survey of present conditionsin the shop. 2. Bi(n) = lm+ (R -ilm)F(n), where lm is the m Xm unit matrix, and whereit is assumedthat B is not directly a function of the job size nor of the machine types, but dependsupon conditionsat each machinecenterat the time. One key problemin establishingthis model is to determinethe characterof F(n). Two choices possible are: (a) F(n) is not a function of time. (b) F(n) is inversely proportional to the load; that is F,, = cvx (probabilitythat Ji is being processed). This might take such forms as Fvv=cvx(1/expected numberof job lots waiting at ev). 3. fv =cV/E[kv(n)j. 4. kv=1iXvi(n). The progress in a shop can then be predicted (but not necessarily optimized) by determining X(O) from a survey of the shop. By 4, this gives k(O). If cv is known from previous history, some equation like 3 gives the F(n); 2 gives the B(n) and so 1 gives the X(n) that describes progress in the shop. Comments on the Thermodynamic Model

The thermodynamic approach has two advantages over mechanical models: (a) it is easier to test since data from any given shop can be fitted into the model (split jobs, changes, etc., will give trouble, but perhaps less trouble than in testing mechanical models, wherein each step is followed in detail). "The accuracy of the model can be established-without in any way interfering with the normal, vital operation of the business" (reference 20, p.3). (b) Sequencing methods based on this model may not require an unreasonably large number of computations as compared to say priority-rule systems, described below. (Possibly inexpensive analog computers can be developed.) However, this model is still under development and may become computationally more complex as it is expanded to allow optimizing the sequence in some manner. It should be noted that the basic thermodynamic model is concerned [through F(n)] only with when a job will be completed at a given machine. The introduction of E(kQ), the expected number of jobs at M, introduces into B(n) some measure of when the job starts. The mechanical model takes starting and completion time into account explicitly. It is possible that the thermodynamic model will be of great value in the design and engineering of actual shop-scheduling systems. In fact,

Sequencing

in Job Shops

17

initially, the thermodynamic model can be used in a manner simiilar to thermal thermodynamics; that is, the basic factors, e.g., the form of F(n), can be determined empirically from experiments and simulation. Waiting-Line Approach
JACKSON [12,C

views the shop as a network of waiting lines, and assumes

that: 1. Jobs are assignedto machinesM on a first-come,first-served basis. 2. Arrivalsfrom outside the shop are in a Poisson-typetime series. 3. A job leaving one machinecentergoes to anotheror is finishedaccordingto a probabilitydistributionassociatedwith the centerit is leaving. 4. Processtimes are exponentially distributed. Jackson shows that, with these assumptions, the steady-state distributions of the machine centers are independent. That is, the shop acts like a collection of independent elementary waiting-lines. This approach would appear to be 'thermodynamic' in nature, in that t deals only with the probabilities of job progress.
SEQUENCING METHODS BASED ON THESE MODELS

Priority-Function

Methods

The mechanical model has suggested to one group[14] a method of sequencing that appears empirically to give good results, although there is no proof the sequences are even near-optimum. This method is called the 'priority-function' method. In this method a priority, 0, is assigned to each job. Whenever an operation is completed and a machine is 'free,' the set of jobs ready and waiting for that machine type is examined and the job with the highest priority is assigned to be processed next. (Thus we have a multiple queuing problem in which jobs are to be processed in priority order rather than on a first-come first-served basis.) There are various ways of calculating 4. In the method considered to date 0 is some function of these factors: 1. Due date, D(i). 2. Processingtimes to come, e.g., Xi P(i,j) for operationsnot completed. 3. Some estimateof the delays whichmay occurin the futureto job i, because of long waitinglines at required machines,that is, some estimateof the load on the machinesrequiredby routingi: {e,e2,- .. 4. The possibilityof jobs with a higher prioritythan any in the waiting line enteringthe queue in the near future. Simple optimizers such as 'minimize max D(i)' or 'minimizeEi (0, A - D)' are used in studying the efficiency of these methods. max

18

Roger L. Sisson

The priorities may be assigned at two different times, in general, (a) the at beginning of each 'scheduling period' (e.g., weekly), based on mean or expected processing times. Or (b) priorities may be re-computed for all jobs waiting for a particular machine whenever that machine becomes free. The second procedure implies a rapid data-processing system. [4] The first procedure (a) allows, in theory, iterative processes. That is, a sequence for the coming period can be computed, using some estimate of waiting-line times, and then recomputed using the waiting-line times predicted by the first schedule to obtain a better sequence. There appears to be evidence that such iterative procedures are of little value, because (1) in view of the stochastic nature of the process, and the use of expected values in the method, it is not possible to obtain more predictability than one iteration provides, and (2) the iterations do not appear to lead to a 'good' sequence in any well-behaved way. [1415] Generally, research in the use of priority rules is directed now towards one-shot calculations of priority each time a machine becomes free. For
example [11]

NT(inJJ- 1 )- kI:_ ?(i)j)=D(i) _Ej=

3*P(i,),

where j* =next operation to be done, c =empirically determined constant. RoWE[17 Fl is experimenting with assigning priorities in two steps. An initial schedule is calculated at the beginning of the scheduling period by one set of rules based on expected processing and waiting times. Then the schedule is adjusted by another set of rules based on actual nonprocessing time (slack) left for each job when a machine actually becomes free and a job is to be 'dispatched' to the machine.
Berners-Lee Method

Another scheduling method that has been suggested,[3"but, so far as known, not tested, involves calculation of a cost V(i) of being late (see above). A mechanical model is assumed. There is a set of jobs waiting for each machine group. As each job arrives, it is to be fitted in-to the Qlueuein the position that minimizes the total penalty, considering both the delay in the final delivery of the new order and the additional delay caused to jobs in the queue after the new job. Just how this calculation is to be made is not stated in the reference; it is not straight-forward as it involves a prediction of the future progress of each job in the queue. Further, since a rearrangement of the entire queue is not contemplated, the procedure is not necessarily optimum. Other than these methods, there appears to be no other computably feasible sequencing method under development.

Sequencing

in Job Shops

19

SIMPLE CASES

WHENEVER difficulty is experienced in solving a complex problem it is sometimes useful to examine simplified cases, both because they may be of interest in themselves and because they may offer clues to the solution of complex cases. The simplifications made to date in the study of shop sequencing have been to reduce the number of machines to one, two, or sometimes three, and usually to introduce restrictions on the nature of the jobs and on the criteria which can be optimized. One Machine The one-machine problem is actually of interest in itself. An integrated production-line can be considered as one machine. The modern electronic computer is usually a one-machine installation. In fact, the trend towards 'automation' will create more and more situations in which all processes are integrated and so can be considered as one machine. This one-machine problem has been attacked by SMITHand JACKSON. [8,9,191 Smith["' shows that (using a deterministic model) for the criteria that one wishes a sequence which minimizes the maximum tardiness A = max HI(i), that the sequence is obtained by ordering the jobs by due dates: That is, if \=maxi{P1+P2+P3+ then A is -+Pi-Di, minimized by the ordering of jobs {a,b,c,.** } suchthat Da < Db<D, ** -Dn. =0.] [RJ(i) Consider another criteria: minimizing the sum of all waiting times. The waiting time for job i (on one machine) is kP(k). The sum of all waiting times is =jP(k). The sum of completion times is Z =1 L P(i,j), so minimizing the sum of completion times is the same criteria as minimizing all waiting time (they differ only by the constantZ_1 Pj). Smith shows that Z is minimized by the order {a,b,c, ... such that Pa< Pb < Pi < **< P-. Similarly, one may weight the importance of the jobs and minimize z=ZE where A-Sk-DZIA(i), P(k), by the order {a,b,c,.*. } such that Pa/ga < Pb/gb ?< Pn/gn. It is shown that an ordering {a,b,c... } that minimizes Ekt A=(i) subject to the restrictioni that all jobs are completed by their due dates. A(i)<D(i) is: (a) All jobs can be completed by their due dates. (b) The last job is the one with max{P(i)/gq} for i among those with D(i)_?$-j P(i). Repeated use of (b) determines a complete ordering. Little progress has been made even in this one-machine case, for criteria like: total tardiness or weighted tardiness-=_1 gi [max{ 0, A (i) - D(i) }]. Jackson[8' has developed a relatively complicated computing procedure for developing one-machine sequencing in which R(i), the time at which job i is ready, is greater than 0. He considers the case where the machin-e

20

Roger L. Sisson

may be left idle and also the case where some job must be placed on the machine, if any jobs are ready (the latter case called an availability schedule). The criterion is to minimize the maximum tardiness. The computation procedure has not been proved efficient; for example, scheduling 10 jobs may require more than 252 trials (each trial involving several computing steps). Actual problems of 10 jobs have required less than 15 trials, so that the procedure may actually be efficient. A few larger examples indicated that the number of trials may be of the order of the number of jobs. Simple Two-Machine Cases
JOHNSON[131 and BELLMAN,[21 by different techniques, have solved the case where: (a) There are two machines, A and B. (b) There are a finlite number of jobs. (c) All jobs following the routing sequence A,B. (d) There are no due dates; the object is only to minimize the total time required to process all jobs. It is shown that the minimizing sequence will occur with the jobs processed on B in the same sequences as on A. It is then shown that the optimal ordering is determined as follows: Job r precedes s if:

min[P(r,A), P(s,B)] <min[P(s,A), P(r,B)]. The computing procedure for this case is interesting [here ai=P(i,A) bF=P(i,B)]: "Follow the steps given below: 1. List the ai and bi in two vertical columns
i
I
2

and

ai
a,
a2

bi b1

b2
bn

a,,

2. Determinethe minimumof all the at and bi. 3. If it is an a?, place the corresponding item first. 4. If it is a bi, place the corresponding item last. 5. Crossoff both times for that item. 6. Repeat the steps on the reducedset of (n-1) items. 7. In case of ties, orderthe items with smallestsubscriptfirst, for the sake of to the a-rule. definiteness. If a tie betweenai and bi, orderthe item according "To illustrate the method, consider the following example:
i
I
2

ai
4

bi
5
I

3
4

4 30 6
2

4
30

Sequencing in Job Shops

21

The rule yields (5,1,4,3,2) as the minimal order with a total time of 47 units, and 4 units of idle time. For the reversed order, the total time is 78, the longest time." (Reference 2, p. 170.) Three Machines and More It can be shown[131 that the optimum case will occur in the extension of the above to the three-machine problem, when the jobs are processed in the same order on the three machines; but this rule does not extend to four machines. As yet the optimizing procedure for three machines has not been found. Bellman has approximated this discrete sequencing problem with conltinuous functions. For the three-machine case even the continuous functionals are difficult. "The importance of this result is that it shows that the three-stage process presents a genuinely difficult problem." (Reference 2, p. 181.) Jackson has developed computing techniques for the 'continuous' case for one-machine, which Jackson calls developing a 'program.' In a program, the assignment (of work to machine) is made by designating the fraction of the machine's efforts devoted to each item at each moment.[91 Allowing for the usual time-lag before theory is put into practice, the scheduling techniques for small numbers of machines may eventually be of value in some actual situations. The analysis of simple cases has not, however, shed much light on approaches to the larger problem.
EXPERIMENTATION AND SIMULATION

THE PROBLEM of experimentally testing scheduling methods is fraught with difficulties. No shop manager has yet been willing to allow his shop to be 'controlled,' so as to make a series of experimental runs comparable. Possible losses, especially of customer goodwill, are too high. Even pilot plant studies seem to be prohibitively expensive. In any case, only two scheduling techniques for reasonably large shops are actually known (a) priority methods (see above) and (b) one empirical method we might call the 'Las Vegas' method (see below). Only one experimental attempt has been described (in relation to the Las Vegas method), which will be discussed shortly. An actual shop has so many factors which are not included in any of the models that comparison between predicted results and actual, even to determine if a particular scheduling methods is better than existing rules of thumb, is very difficult. Such factors as engineering changes, splitting of job lots, use of overtime, and changes in due dates are not considered in the models. In addition, there is a lack of data in actual shops; for example, there are no data on expected processing time and certainly none on its distribution. There is some hope that these factors can be ignored in

22

Roger L. Sisson

testing thermodynamic models, since such facts can be considered to merely add to the stochastic variation. There is little hope of including them in mechanical models and still less of developing analytic techniques. In view of the lack of analytic results, and the difficulty of direct experiment, it is natural that researchers have turned to simulation and 'gaming' techniques. A number of projects are under way to simulate a We describe briefly some job shop on an electronic computer. [10,11,A,B,D,] of these.
Simulation of Mechanical Models

The Management Sciences Research Project at U.C.L.A. has sponsored several such projects, using simple models based on the mechanical approach. The SWAC computer was used. In all, empirically chosen priority functions of the following type are used:
k W(i,j)- c P(i,7c), P(i,j) - b =D(i) -a where W is some estimate of waiting time before operation j and k is the next operation. Generally, the criterion was to minimize the sum of tardiness. Attempts to develop iterative systems in which continually better estimates of E W are obtained, using small deterministic models, were tried. These do not appear to converge, although 'the best' sequence can be selected from a given number of iterations. Since the computations for one iteration are large for a shop of realistic size, these schemes are even more unwieldly for several iterations. Further it is hard to reconcile iterating over a fixed period into the future in the face of continually changing and randomly varying conditions that actually occur. Later work has concentrated on noniterative schemes under stochastic conditions. A model now (May 1957) being used for simulated studies consists of 8 machine centers, one machine in each; 64 jobs of a total 336 operations are to be processed. Standard (expected) processing times are given and, for any specific run, actual processing time is computed by multiplying the standard by a factor chosen from a distribution according to a random number. As an example of the kind of experiments performed, in one case the criterion was chosen as r=Zi max(Ai-Di, 0) (sum of tardiness). The priority rule si =K- {D(i)-aEi=n 1P(i) -bE PF(k)} [where K is arbitrary, but greater than maxD(i)] was applied before the run. Whenever a machine is free, the job waiting for that machine with maxsbis chosen to process next. One series of tests was made to determine how the criteria r varied with a and b, where for each a and b, 10 to 20 runs were made and the average r used. It was found (for one set of jobs at least) that

Ei=n1

Sequencing in Job Shops

23

-rwas minimized for a = b=1. (b <0 was tested as a way of giving preference to jobs with short operations; but this did not reduce r.) In another series using a-b= 1, the effect on r of varying the variance of the distribution of processing times (the same for all machines incidentally) was studied. r increased slowly (statistically insignificantly) until o> 5 was reached, at which point random variation apparently began actually to affect the sequencing. The 'Las Vegas' Approach A major effort to simulate a job-shop was made by one group using a large gear fabricating shop as a source of data. In general, no conclusion was reached in this study except that sequencing is a difficult problem. The program was instructive from two points of view: (a) it indicated some of the areas wherein the problem is complex, and (b) it pinpointed the validity problem, which is discussed below. In this project the researchers simulated the shop by a mechanical model with 100 machines grouped into 78 classes; 200 to 300 jobs were in process at any one time; there were 40 to 45 operations per job. The sequencing method proposed was that weekly a 'priority list' would be established to rank the jobs. When a machine became free the job with the highest priority waiting would be assigned. The priorities were calculated as follows: (a) All jobs were arranged by D-E P(j). (b) Then the list was divided into groups of 6 jobs each. (c) For each group 24 permutations were tried. The 24 were chosen from the 6!= 720 possible permutations of six jobs by assuming that only the two top jobs are significant and the ordering of the last four not significant. (d) Each permutation was tried four times allowing the following 'noises' or stochastic variations to operate: absenteeism, machine breakdown (expressed as breakdown-free running time), operator effort (which varied with shift and day because of incentive plans), and rejections. (e) The average manufacturing cost for the four runs was calculated and the permutation with the lowest cost was selected for that group. Interchanging the order of jobs between groups was not permitted. The highest priority group is assumed to occupy the machines first, and so on. The cost factor included linear measure of late delivery and of unusually early delivery, work-inprocess costs (material and labor), the cost of man-machine idle time, and setup costs. The following special cases were allowed in scheduling: (a) Reversal: two lots could be interchanged if no increased costs resulted. (b) Overlap (lap-phasing): a job could start operation j+1 while j was still in process if no other job was delayed. The job could not be split into more than

24

Roger L. Sisson

two parts. (c) Sneak-in: a low priority job was not started if a high priority job would be available before the other was completed. Lot size was held constant at 60 units (then shop practice), reworks were not considered, and move time was assumed constant. Based on this complex model, runs using an IBM 701 indicated that (based on a three-month period) material idle time would be reduced 7 per cent and man-machine idle time 16 per cent, when compared to the nonpermuted ordering. This model includes many factors not in other models being simulated (about which results have been published). Yet the scheduling method is open to several logical objections: 1. Is testing each permutationfour times sufficient? No studies of the stability of the data weremade. machinetime a function of the past history of the 2. Is not breakdown-free machine? (A commondistributionwas used.) time be assumedas fixed? 3. Can transportation 4. Reworksshouldbe included. 5. What of other noise factors:expediting,emergencyjobs, etc.? prioritylist valid (suboptimizing)? 6. Is the groupingof jobs on the preliminary legitimate? Also is an examinationof 24 out of 720 permutations 7. Is issuing a priority list weekly of sufficientfrequenceto keep up with actual conditionsin a shop? In general the complexity of the job-shop sequencing problem and the difficulty of testing sequencing methods is exemplified by these questions.
MACHINE LOADING AND SCHEDULING

IT IS evident that a.m, the load ahead of a machine m, is related to a schedule. If for example, we calculate the load for weekly intervals, we must know, at least, during what week a job will be scheduled for the machine being loaded. Several computer programs whose principal objective is to determine shop load become involved therefore in sequencing aild scheduling." 7' 17) In all projects of this type the procedure is essentially this: The 'schedule' for each job is calculated by determining the start time = start date on S(j) for each operation j. S(j) =5S(j+1)-P(j)-T(j) operation j. S(n+ 1) = D(i), that is, the last operation is completed on the due date. Thus start dates are found for each operation, usually in days. For each day, t' and each machine e', then, the load can be found by summing over the operations in process that day: a(e',t') = The scheduling aspects of this type of procedure are ZeEe',tEtt P(e,t). minimal and very approximate, and so simulation efforts of this type shed little light on the sequeneing problem defined here.

Sequencing in Job Shops VALIDITY

25

ONE OF the principal difficulties in research irn the job-shop scheduling area is in determining the validity of a model; symbolic or simulated. The converse problem of finding the proper coefficients (e.g., of priority rules) and data to 'plug-in' to a model to test it is equally vexing. The one actual simulation study described above brought out many of these validity problems. Generally, they are due to the fact that many things occur in an actual shop which are left in the model only in the form of 'noise.' In fact, there are two types of 'noise' in a shop: (a) those that perturb the system and can probably be subsumed by a properly designed stochastic model; (b) those that affect the situation in a gross way and therefore are difficult to include as random fluctuations, but that are also difficult to include specifically because of the increase in complexity of the model. Some perturbing 'noises' are: Variationin processtime. Variationin move time. Variationin specifieddue dates (this can be a gross changein some cases). Minormachinebreakdowns. Rejectionsthat do not bring quantity below a minimumlevel. Slight delays in obtainingtools or material. of work;lot being processedat severaloperationsat once. Overlapping Some gross changes are: Cancellations. New jobs, emergencyjobs, reworks. Split jobs (changesin lot size duringprocessing). Gross tool or material shortages. of operationsor whole jobs. Subcontracting Alternativeroutings. Caseswhereset-up cost and time dependupon the sequenceof jobs (reference 3,
p. 3).

In many groups the problem of validity is bypassed by admitting that the object is not to find actually optimum schedules, but merely to do research in certain combinatorial and waiting-line problems. But let us assume we do wish to apply the results to at least one specific shop. The first problem is to choose a suitable criterion. A suitable criterion ultimately is related to top-management objectives, measured by profit. To relate the study of a narrow subsystem to company profits is difficult, so let us suboptimize. Suppose we find by questioning, ranking, and study (reference 5, Chap. 6) that management has a number of objectives that are affected by sequencing and can weight these objectives, so that some

26 measure of effectiveness

Roger L. Sisson is obtained: Eff. =f(al

01, a2 02,
a3 03,
***)

where

the objectives Oi might be some of those mentioned above. Now let us suppose that there is a model which has to be constructed and a method developed which can be shown by anialysis or by simulation to provide, over the long run, in a stable fashion, sequences optimum for the model, i.e., those which maximize this effectiveness. It is also known that the model is not completely analogous to the shop. Two types of questions
arise.

1. What can be said about the probabilitythat the methodwill be optimumor near optimumin the actual shop? Will it even be better than existing methods? 2. How can we test the method under 'actual' conditions? Only some general remarks will be made in answer to these questions. If the model is judged (intuitively) to be 'realistic' and if the new method is significantly better than the present method on the model (tested by simulation, perhaps), one may hope to gain something by use of the new method in the actual shop. A further question here is: what is the present method? Usually the present method involves 'expediting,' a procedure difficult to characterize analytically. (This author feels further study of existing scheduling practices is in order.) If the model and the actual shop differ, there arises the question of what actual data to use to test either existing or proposed scheduling methods in the model. Often the question of aggregation arises here, e.g., cases where all the machines of a colony are actually not identical, but are so assumed in the model. As Jackson-points out,[11] it may be sufficient to provide rules that are near optimum for most situations, and to assume that the responsible executive will take corrective action in the exceptional situations. In order to perform meaningful experiments it would be necessary (but probably not sufficient) to: (a) Standardizeproceduresin the shop (e.g., clearly defined rules for interchangingthe orderof jobs, i.e., expediting,splitting lots, etc., would be required. Such rules are somethingmost shops shouldhave anyway.) (b) Develop some way of comparingsequencingrules. Neither trials during successivetime periods,nor trials in differentshops duringthe same periodseem satisfactory. Perhapsone method would be to divide each job lot into two equal parts (if two rules are being tested). The shop would be consideredtwo shops A and B, in which the actual facilitieswould be consideredoperatingas A in the morning of one day and as B in the afternoonof the same day (interchanging fatigueeffects,etc.). Both morningand afternoonfromtime to time to randomize shops would have the same input data as far as urgent requirementsgo. For for 10 units for part X occurred,each 'shop' example,if an urgent requirement for 5 units. There shouldbe no interchange wouldbe given an urgentrequirement

Sequencing in Job Shops

27

of informationbetween 'shops' A and B. Over a period of time this method shouldtest variousrulesin a mannerthat would establishas comparableenvironments as possible. As to the further possibilities of experimentation in actual shops, I leave the question of the difficulties involved to the reader's imagination. One should not, however, leap to the conclusion that such experimentation is forever impossible; the military today is using such operational tests.
CONCLUSIONS IT is evident that the development of optimum methods for scheduling

the job shop is in an early stage. Hope for practical approaches probably lies between Churchman's optimistic: "The solution of large-scale sequencing problems by the use of simulation has just begun to be explored. Further development can be expected in the near future," (reference 5, p. and 468) and Bellman's pessimistic "Formidable difficulties appear..., there is at present no solution for the general case," (reference 2, p. 173). It would appear that the thermodynamic model should be the subject of serious developmental efforts, since it promises to give practical scheduling data and techniques. The combinatorial problems associated with the mechanical models are extremely difficult, but research on these models through simulation may give insight into not only sequencing, but also into other combinatorial and waiting-line problems. In reaching useful solutions to the sequencing problem there are some factors that have been left out of the models which, when added, may help to develop methods of reaching 'optimum' combinations. Such factors are the energy in the system and the information content of the system. Considering the shop as a competitive situation, wherein the jobs waiting for a machine are in competition with each other for the machine's time, might be an interesting approach, and one that would allow the use of game-theoretical concepts. The usefulness of techniques based on deterministic models and on models for a small number of machines will become greater as plants become more automated. In any case, sequencing is a small part of the entire manufacturirng control problem, and many research man-years have yet to be expended before manufacturing control is solved as easily as transportation problems.
REFERENCES 1.
AKERS,

S. B., JR., AND J. FRIEDMAN, "A Non-Numerical Approach to Production Scheduling Problems," J. Opns. Res. Soc. Am. 3, 429-442 (1955).

28

Roger L. Sisson
BELLMAN,

2.

3.
4. 5. 6.

7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20.

R., "Mathematical Aspects of Scheduling Theory," J. Soc. Ind. and Ap. Math. 4, 168-205 (1956). BERNERs-LEE, C. M., "The Industrial Application of Computer; with Particular Reference to Machine Loading," privately circulated paper, Ferranti, Ltd., London, W. 1. CANNING, R. G., "Electronic Scheduling Machine Requirements," Department of Commerce, Office of Technical Services, Report No. PB 111580. CHURCHMAN, ACKOFF, AND ARNOFF, Introduction to OperationsResearch, Wiley, New York, 1957. DECARLO,C. R., "The Use of Automatic and Semi-Automatic Processing Equipment in Production and Inventory Control," Proc. Conf. Opns. Res. in Production Inventory Control, Case Institute of Technology, Cleveland, 1954. HAGER, MINER, AND WILBUR, "Optimum Shop Scheduling and Machine Loading," Form 32-6943, International Business Machines Corp., 590 Madison Ave., New York, 22. JACKSON, JAMES R., "Notes on Some Scheduling Problems," Management Sciences Research Project, Research Report No. 35, UCLA, Oct. 1, 1954. , "Scheduling a Production Line to Minimize Maximum Tardiness," Management Sciences Research Project, Research Report No. 43, UCLA, 7-19-55. , AND R. SISSON, "Machine Shop Simulation Using SWAC; Parts I and II," Management Sciences Research Project, Discussion Papers No. 57 and 58, UCLA, March 13, 1956 (out of print). , "Job Shop Simulation by the Logistics Computer," Management Sciences Research Project, Research Report No. 49, UCLA, March 22, 1956 (to appear in the Aaval Res. Log. Quart.). , "Networks of Waiting Lines," Management Sciences Research Project, Research Report No. 53, UCLA, Feb. 13, 1957. JOHNSON, S. M., "Optimal Two and Three Stage Production Schedules and Setup Times Included," Naval Res. Log. Quart. 1, 61-68 (1954). NELSON, Ross T., "Priority Function Methods for Job-Lot Scheduling," Management Sciences Research Project, Discussion Paper No. 51, UCLA, Feb. 24, 1955 (out of print). "An Engineering Analysis of the Scheduling Problem-Initial Results," ---, Dec. 16, 1953 (out of print). ROWE, ALAN J., AND J. R. JACKSON, JR., "Research Problems in Production Routing and Scheduling," J. Ind. Eng. VII, 116-121 (1956). ROWE, ALAN J., General Electric Company, 570 Lexington Ave., New York 22, (unpublished paper dated 11-1-56). SALVESON, M. E., "Miathematical Methods in Management Programming," Operations Research in Production and Inventory Control, Case Institute of Technology, Cleveland, January 1954. WAYNE E., "Various Optimizers for Single Stage Production," Naval SMITH, Res. Log. Quart. 3, 59-66 (1956). STOWENS, B. H., "Management for Sciences in Support of a Computer Application Program; Part II: A Model for Job Shop Scheduling," paper delivered at 3rd annual meeting, Institute of Management Sciences, Oct. 1956 (Copies may be available from author, Sperry Gyroscope Co., Great Neck, L.I., New York).

Sequencing in Job Shops

29

REFERENCES to projects reported since this review was written, the content of which is not included (courtesy R. NELSON, U.C.L.A.):

A. B. C. D. E.

P. G. H.

C. T., AND B. P. OZIELINSKI, "Simulation of a Simplified Job Shop Process," I.B.M. System Research Center, Yorktown Heights, N.Y., Aug. 1958. CONNWAY, R. W., ET AL., The Cornell Research Simulator, Dept of Industrial and Engineering Administration, Cornell Univ., October, 1958. JACKSON, J. R., Research in Production Sequencing, Management Sciences Research Project, Research Report No. 57, U.C.L.A., October, 1958. KURATANI, Y., AND J. MCKENNEY, A Preliminary Report on Job Shop Simulation Research, Management Sciences Research Project, Discussion Paper No. 65, U.C.L.A., March, 1958. NELSON, R. T., Arrival and Service Time Distributions in Intermittent Production Processes, M.S. Thesis, U.C.L.A. (Dept. of Engineering) Dec., 1958. "Waiting-Time Distributions for Application to Series of Service Centers," Opns. Res. 6, 856-862 (1958). ROWE, A. J., Sequential Decision Rules in Production Scheduling, Ph.D. Dissertation, U.C.L.A. (Dept. of Engineering), Aug., 1958. SMITH, W. E., Application of a Posterion Probability to the Analysis of the rFrequency of Demand, etc., Management Sciences Research Project, Discussion Paper No. 56, U.C.L.A., Sept., 1958. VAZSONYI, A., Scientific Programming in Business and Industry, Chap. 12, 13, Wiley, New York, 1958.
BAKER,