Probability in the Engineering and Informational Sciences

Articles

On Optimal Permutation Scheduling in Stochastic Proportionate Flowshops

Michael Pinedoa1, Dequan Shawa1 and Xiuli Chaoa2

a1 Department of Industrial Engineering and Operations Research Columbia University, New York, New York 10027

a2 Division of Industrial and Management Engineering New Jersey Institute of Technology, Newark, New Jersey 07102

Abstract

Consider m machines in series with unlimited intermediate buffers and n jobs available at time zero. The processing times of job j on all m machines are equal to a random variable Xj with distribution Fj. Various cost functions are analyzed using stochastic order relationships. First, we focus on minimizing S0269964800002709_inline1 where cj is the weight (holding cost) and Tj the completion time of job j. We establish that if S0269964800002709_inline2 are in a class of distributions we define as SIFR, and S0269964800002709_inline3 and S0269964800002709_inline4 are increasing sequences of likelihood ratio-ordered and stochastic-ordered random variables, respectively, the job sequence [1, 2, … n ] is optimal among all static permutation schedules. Second, for arbitrary processing time distributions, if S0269964800002709_inline4 is an increasing sequence of likelihood ratio-ordered (hazard rate-ordered) random variables and the costs S0269964800002709_inline5 are nonincreasing, then a general cost function is minimized by the job sequence [1,2,…, n] in the stochastic ordering (increasing convex ordering) sense.