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Journal of the Operational Research Society (2014) 65, 777–790 © 2014 Operational Research Society Ltd.

y Ltd. All rights reserved. 0160-5682/14


www.palgrave-journals.com/jors/

A resource investment problem with


time/resource trade-offs
Erdem Colak and Meral Azizoglu
Department of Industrial Engineering, Middle East Technical University, Ankara, Turkey
In this study, we consider a Resource Investment Problem with time/resource trade-offs in project
networks. We assume that there is a single renewable resource and the processing requirement of an
activity can be reduced by investing extra resources. Our aim is to minimize the maximum resource
usage, hence, the total amount invested for the single resource, while meeting the pre-specified deadline.
We formulate the problem as a mixed integer linear model and find optimal solutions for small-sized
problem instances. For large-sized problem instances, we propose a heuristic solution procedure.
We develop several lower bounds and use them to evaluate the performance of our heuristic procedure.
The results of our computational experiments have revealed the satisfactory behaviour of our optimality
properties, lower bounds and heuristic procedure.
Journal of the Operational Research Society (2014) 65, 777–790. doi:10.1057/jors.2013.46
Published online 22 May 2013

Keywords: project scheduling; resource investment; time/resource trade-offs

Introduction problems. The scarce resource problem, so-called Resource


Constrained Project Scheduling Problem, aims to minimize
Project management deals with planning, organizing and
the project completion time given the resource availabil-
scheduling of the project activities. It finds its applications
ities. The scarce time problem assumes unlimited resources
in many areas, including but not limited to, software
and aims to minimize the resource usage cost given the
development, new product design, construction and make
project deadline. These problems were first called Resource
to order production environments where each customer
Availability Cost Problems (Demeulemeester, 1995) and
order defines a unique output.
later Resource Investment Problems (RIPs) (Hsu and Kim,
Project scheduling defines the start and completion times
2005).
of the activities and a proper allocation of the resources to
RIP assumes that the resources are bought and there are
the activities. When there are unlimited resources, the only
fixed purchase costs. When the resources are rented and
feature associated with a project activity is its duration and
costs depend on the usage levels of the resources, the
the aim of project scheduling is to minimize the project
associated problems are referred to as Resource Renting
completion time. The minimum project completion time is
Problems.
found in polynomial time by the Critical Path Method
RIPs acquire resources in the cheapest way subject to
(CPM) when activity durations are deterministic and by
a pre-specified deadline. When the resources are renewable,
the Program Evaluation Review Technique when they are
the resource expenses are usually specified by agreements
stochastic. In many practical applications the resources are
with the customers. When time is a dominant scarce
usually limited and are acquired at some cost. The resources
resource, the deadline can be set to the minimum possible
used in projects are of three types: renewable, non-
project completion time.
renewable and doubly constrained. A renewable resource is
The RIP finds its application in many practical areas
available at a fixed level for all periods whereas the level of
particularly in the construction industry where time is the
a non-renewable resource declines upon its usage. Some
scarce resource. Hsu and Kim (2005) cite an application in
resources are both renewable and non-renewable and
vehicle engineering and design where the managers that
called doubly constrained.
schedule design-related activities for the lower level vehicle
Mohring (1984) defines two problem categories under
subsystems take the subsystems’ deadlines as fixed inputs
limited resources as scarce time and scarce resource
from the higher levels.
A generalization of the RIP is the multi-mode RIP where

Correspondence: M Azizoglu, Department of Industrial Engineering, at least one activity has a processing alternative, so-called
Middle East Technical University, ODTU, Ankara 06531, Turkey. mode. A mode of an activity is characterized by its duration
778 Journal of the Operational Research Society Vol. 65, No. 5

and resource requirement. When the resource is money and time objective. Talbot (1982), Sprecher et al (1997) and
it is non-renewable, the problem is referred to as the time/ Demeulemeester et al (2000) propose branch and bound
cost trade-off problem. In time/cost trade-off problems, the algorithms to find exact solutions. There are many
trade-off is between the project completion time and total approximation studies, some noteworthy of which are due
cost. When the trade-off is between the project completion to Alcaraz et al (2003), Ranjbar and Kianfar (2007), Mori
time and renewable resource usage, the problem is referred and Tseng (1997), Van Peteghem and Vanhoucke (2009),
to as the time/resource trade-off problem. Jozefowska et al (2001) and Ranjbar et al (2009).
In this study we consider the RIP with time/resource Mohring (1984) shows that the single mode RIP with
trade-offs. We assume a single renewable resource and a a single renewable resource is strongly NP-hard. Drexl and
given project deadline. The objective is to minimize the Kimms (2001) develop two lower bounds and heuristic
maximum resource usage over all periods. When all units procedures that are byproducts of these lower bounds.
of the resource are made available at the beginning of the Demeulemeester (1995) proposes a branch and bound
project and are freed altogether when the project is com- algorithm for the non-decreasing resource cost function.
plete, the maximum usage defines the amount of resources Gather et al (2008) propose a spanning tree-based enu-
consumed by the project, hence, the total cost of buying meration method for finding exact solutions. Neumann
resources. The number of workers hired for a construction and Zimmermann (1999), Yamashita et al (2007), Shadrokh
project may be defined by the period that gives the maxi- and Kianfar (2007), and Ranjbar et al (2008) propose
mum worker requirements. In such a case the total labour approximation algorithms. Shahsavar et al (2010) consider
investment is an increasing function of the number of the the RIP with discounted cash flows and propose a genetic
workers. The number of available workers allocated to a algorithm.
project may be reduced by selecting an appropriate mode To the best of our knowledge there are only two studies
for each activity. Our main experiments take the project on the RIP with time/resource trade-offs. Yamashita and
deadline as the minimum project completion time that can Morabito (2009) propose an exact procedure to generate
be achieved by consuming the highest resource level for each all efficient schedules with respect to the resource avail-
activity. By offering such a tight deadline, we emphasize ability cost and project completion time criteria. Their
time-based competition. We also look for the effect of the computational results reveal that their procedure is capable
higher deadlines on the performance of our procedures. of solving instances with up to 15 activities. Hsu and Kim
Despite its practical importance, the research on the RIP (2005) propose a priority rule-based heuristic procedure.
with time/resource trade-offs is quite scarce. To the best of They calculate a priority value for each unscheduled
our knowledge, there is one study by Hsu and Kim (2005) activity, its mode, and starting time and select the decision
that offers a heuristic solution and one study by Yamashita leading to the smallest priority value. Their function con-
and Morabito (2009) that offers a trade-off curve for the siders the impact of the decision on the unscheduled activi-
resource availability cost and project completion time ties and resource usages. They show that their heuristic
criteria. Recognizing this gap in the literature, we develop outperforms some other priority rule-based heuristics.
powerful problem size reduction mechanisms, lower
bounds and a heuristic procedure.
The rest of the paper is organized as follows: In the next Problem definition and the model
section, we review the related literature. Next we define our
problem, give its mathematical model and discuss the mode We consider a project with a single renewable resource and
elimination properties. In the succeeding sections, we N non-preemptive activities, that is, once an activity starts
discuss our lower bounds and heuristic procedure and it should be processed until it is completed. A dummy
report on the computational experiment. Then, we present activity 0 stands for the starting activity and dummy
the extensions of our results to the multi-resource envi- activity N þ 1 stands for the ending activity. Activity i has
ronments. Finally, we give a brief conclusion of our study. mi modes. Mode j of activity i is characterized by the
following parameters.

rij ¼ amount of resource required by activity i when


Literature review
executed in mode j
In this section we review the time/resource trade-off and pij ¼ duration (processing time) of activity i when executed
RIPs. For other project scheduling problems that consider in mode j
limited resources we refer the reader to the review papers
by Herroelen et al (1998) and Hartmann and Briskorn We assume rijorik implies pij4pik and the modes of the
(2010). activities are in their increasing order of durations, that is,
The majority of the time/resource trade-off project sched- the first mode of an activity is its shortest duration mode
uling research considers the minimum project completion and consumes the highest resource level.
Erdem Colak and Meral Azizoglu—A RIP with time/resource trade-offs 779

The precedence network is defined by the immediate unique optimal solution. Properties 3 and 4 are used to
predecessor sets. Ei is the set of immediate predecessors of eliminate the modes and start times that cannot lead to
activity i. unique optimal solutions.
We let T denote the deadline of the project. ESi and LSi
are the earliest and latest possible start time of activity i, Property 1 If LCiESiopij, then modes j, j þ 1, . . . , mi of
respectively. ECi and LCi are the earliest and latest activity i cannot lead to a feasible solution.
completion time of activity i, respectively. The ESi, LSi,
ECi and LCi values are found by the CPM using the Proof LCiESi is the maximum duration allowed for
shortest duration modes and specified deadline T. activity i to maintain feasibility. Hence, a solution in which
Our main decision variable xijt gives the start time and activity i is assigned mode j such that pij4LCiESi can
selected mode of each activity and is defined as never lead to a feasible solution. &

1; if activity i starts at time t and is executed with mode j Activity i is said to be critical if its earliest start time is
xijt :
0; otherwise equal to its latest start time, that is, ESi ¼ LSi, otherwise it
8i; j ¼ 1; . . . ; mi ; t 2 ½ESi ; LSi  is non-critical. Critical activities exist only when the
deadline is set to the earliest possible completion time.
The decision variable R is defined as the maximum Property 2 defines the start times and modes of the critical
amount of resource used. activities.
The objective is to minimize the maximum resource
usage and is expressed as: Property 2 In all feasible solutions, a critical activity i is
processed between ESi and ECi at its shortest duration
Minimize R ð1Þ mode.
Our constraints are explained next.
The proof of Property 2 is omitted, as it directly follows
that of Property 1.
XX
LSi
xijt ¼ 1 8i ð2Þ We use the following additional notation to state
j2mi t¼ESi Properties 3 and 4.

N X
X X
t LB ¼ A lower bound on the optimal objective function
rij xijk pR 8t ð3Þ value
i¼1 j2mi k¼tpij þ1 LtE ¼ Amount of resource used at period t when all
activities are at their shortest duration modes and
xNþ1;1;T ¼ 1 ð4Þ
start at their earliest start times
XX
LSi X X
LSk LtL ¼ Amount of resource used at period t when all
t  xijt X ðt þ pkj Þ  xkjt activities are at their shortest duration modes and
j2mi t¼ESi j2mk t¼ESk start at their latest start times
i ¼ 1; 2; . . . ; N þ 1; 8k 2 Ei ð5Þ
Property 3 There exists an optimal schedule in which
each activity i satisfying LtEoLB for every tA[0, ECi] starts
xijt ¼ f0; 1g 8i; j ¼ 1; . . . ; mi t 2 ½ESi ; LSi  ð6Þ at ESi and is processed at its shortest duration mode.

Constraint set (2) ensures that each activity is assigned to Proof Assume an optimal schedule A1 that does not
exactly one mode and one start time between its earliest satisfy the condition of the property. That is in A1, there
and latest start times. The resource usage at any time exists an activity i with LtEoLB at every tA[0, ECi] that
cannot exceed the available number of resources as stated either starts later than ECi or assigned to a longer mode.
by constraint set (3). Constraint set (4) is the deadline Shift activity i, all its predecessors and all activities with
constraint, that is, the dummy activity starts at time T. ECjpECi and their predecessors to their earliest start times
According to constraint set (5), an activity can start only and assign them to their shortest duration modes, and get
after all of its predecessors are completed. schedule A2. Note that A2 obeys the conditions of the
property. With this shift and mode assignments, the
resource usages in some periods tA[0, ECi] may increase,
Properties of the optimal solution
however they cannot exceed LB as LtEoLB holds. It
In this section, we develop some properties that help to follows that the maximum resource usage of A2 is equal to
reduce the problem size. Properties 1, 2, 5 and 6 are used to that of the optimal schedule A1. Hence, the schedule A2 that
eliminate the modes that cannot lead to a feasible or obeys the conditions of the property is also optimal. &
780 Journal of the Operational Research Society Vol. 65, No. 5

Property 4 There exists an optimal schedule in which to its lower resource consuming modes will never improve
each activity i satisfying LtLoLB for every tA[LSi, T ] the objective function value, which is certainly not smaller
starts at LSi and is processed at its shortest duration mode. than LB. &

Proof Assume an optimal schedule B1 that does not


satisfy the condition. That is in B1, there exists an activity i Lower bounds
with LtLoLB at every tA[LSi, T] that either starts earlier Recall that the RIP with a single renewable resource is
than LSi or assigned to a longer mode. Shift activity i, all strongly NP-hard. Therefore our problem, with an
its successors and all activities with LSjXLSi and their additional complexity brought by the mode decisions, is
successors such that they start at their latest start times and also strongly NP-hard. Recognizing this fact, we develop
assign them to their shortest duration modes, and get a heuristic procedure for high quality approximate
schedule B2. Note that schedule B2 satisfies the condition solutions and four lower bounds for evaluating the
of the property. With this shift and mode assignments, performance of our heuristic procedure. In this section
the resource usages in some periods tA[LSi, T] may we present the lower bounds and in the next section we
increase, however they cannot exceed LB as LtLoLB present the heuristic procedure.
holds. It follows that the maximum resource usage of B2 is Neumann and Zimmermann (1999) define time intervals
equal to that of the optimal schedule B1. Hence, the at which certain activities have to be carried out and find
schedule B2 that obeys the conditions of the property is the base resource usage of each interval for the single mode
also optimal. & RIP. We develop Lower Bound 1 and Lower Bound 2 by
extending the minimum (base) resource usage level idea
We let UB be an upper bound on the objective funct- to multi-modes.
ion value and use the following sets to state Properties 5
and 6.
Lower bound 1
SSt ¼ Set of activities that have to be processed at time t The first lower bound is based on the idea of overlapping
SSt ¼ {i|(ECiLSi40)4tA[LSi, ECi]} activities. We call two activities overlapping if they must be
FRi ¼ Set of activities that have to be processed together processed together in at least one time period. For each
with activity i in at least one time period activity pair (i, k) such that ESipESk, we let aik be the
FRi ¼ {k|kASSt for any t such that iASSt} length of the widest interval in which both activities must
FSi ¼ Set of activities that can be processed together with be processed. Accordingly,
activity i
FSi ¼ {k|(LCi4ESk)4(ESioLCk) and (k is not a pre- aik ¼ MaxfLCi ; LCk g  MinfESi ; ESk g
decessor or successor of i)}
P Activities i and k should be processed in parallel in at
Property 5 If rik þ j2FRi rjmj 4UB then modes 1, . . . , k least one time period if their minimum total duration is
of activity i cannot lead to an optimal solution. smaller than aik. We let FR be the set of such activity pairs.
Proof In at least one time period, theP activities in FRi are FR ¼ fði; kÞjaik opi1 þ pik g
processed together with activity i. j2FRi rjmj is a lower
bound on their total resource usage. When activity i is For each pair in set FR, we find the minimum total
assigned to mode k and the activities in FRi consume resource usage, select the maximum of the minimum
minimal resources,
P the maximum resource consumed is not resource usages and obtain the following lower bound.
less than rik þ j2FRi rjmj : It follows that a solution in
which activity i is set to mode k is dominated by the upper LB1 ¼ Max frimi þ rkmk g
bound solution. & ði; kÞ2FR

P
Property 6 If rik þ j2FSi rj1 pLB then there exists an
Lower bound 2
optimal schedule in which activity i is assigned to modes
1, . . . , k. If the earliest completion time of an activity is later than its
latest start time, then the activity has to be processed
Proof Note that FSi contains every activity thatP can be between its latest start and earliest completion times.
processed together with activity i. Hence, rik þ j2FSi rjm1 Formally, for activity i if ECiLSiX0 then it is certainly
is an upper bound on the resource usage for the time processed in interval [LSi, ECi].
periods at which activity i is processed at mode k. If this Recall that SSt is the set of activities that have to be
upper bound is not bigger than LB, then setting activity i processed at time t. Activity i is in SSt if ECiLSiX0. The
Erdem Colak and Meral Azizoglu—A RIP with time/resource trade-offs 781

minimum resource usage in SSt is found by setting all minimization problem. To strengthen the relaxation we
activities to their minimum resource consuming modes. develop some valid cuts. Our cuts explain the relations that
The maximum of the minimum resource usages over all are satisfied by the original model however, not by its LPR.
periods gives our second lower bound. Formally, The first cut is an extension of Property 1 for two
activities i and k where kAEi, at respective modes a and b.
( )
X If LCiESkopia þ pkb then modes a, a þ 1, . . . , mi of
LB2 ¼ Max rimi activity i and b, b þ 1, . . . , mk of activity k cannot lead to
t
i2St
a feasible solution, as stated below.

T X
X mi T X
X mk
Lower bound 3 xijt þ xkjt p1 8ði; kÞ 2 FC ð8Þ
t¼1 j¼a t¼1 j¼b
The workload of activity i, at mode j is pij  rij . The
minimum workload for activity i over all its modes is
Minj fpij  rij g. where FC ¼ {(i, k)|kAEi4(LCiESkopia þ pkb)}
Activity i should complete before its latest completion Akkan et al (2005) use the same cut for their discrete
time, LCi, hence, it consumes at least Minj fpij  rij g units time/cost trade-off model.
of the resource before LCi. The minimum possible total The second cut is an extension of Property 5 for two
resource consumed by the end of LCi is the sum of the activities (i, k) in set FR, at respective modes a and b. If
minimum workloads of the activitiesP whose latest comple- their total resource usage exceeds a known upper bound
tion is no later than LCi, that is, k2Finii Minj fpij  rij g
(UB) then modes 1, 2, . . . , a and 1, 2, . . . , b cannot lead to
where Fini:{k|LCkpLCi}. an optimal solution. The cut is as stated below.
For activity i, we distribute the total workload evenly in
[0,PLCi] and round up to the smallest integer, that is, X
T X
a T X
X b
 
k2Finii
Minj fpij rij g xijt þ xkjt p1 8ði; kÞ 2 OC ð9Þ
LCi . To find a lower bound, we consider all
t¼1 j¼1 t¼1 j¼1
P 
Minj fpij rij g
k2Finii
activities and select the maximum of the LCi
where OC ¼ {(i, k)|kAFR4((a, b) such that ria þ ribXUB)}.
values. P
Therefore, a valid lower bound becomes Our next two cuts use the results of Properties 3 and 4.
 
Minj fpij rij g
k2Finii
Maxi LCi .
xi1ESi ¼ 1 8i 2 ESO ð10Þ
Note that this bound considers all activities that
complete no later than LCi. However, there may exist an
activity such that LCk4LCi, but LSkoLCj. For such an ESO ¼ Set of activities at their first mode and earliest
activity, the minimum processing before LCi is LCiLSk. start times by Property 3.
We include this portion with minimum weight rkmk and get
the following expression for our third lower bound. xi1LSi ¼ 1 8i 2 LSO ð11Þ

82 P P 39 LSO ¼ Set of activities at their first mode and latest start


>
< Minj fpij  rij g þ ðLCi  LSk Þ  rkmk >= times by Property 4.
6k2Finii k2Sti 7
LB3 ¼ Maxi 6 7 The strengthened LPR model is defined by objective
:6
>
6
LCi 7>
7; function (1) and constraint sets (2), (3), (4), (5), (7), (8), (9),
where Sti : fkjLCk 4LCi ^ LSk pLCi gcr (10) and (11).
We round the optimal objective function value of the
strengthened LPR to the next largest integer, to get a lower
bound (LB  4), that
 is, we let
Lower bound 4: Linear Programming Relaxation (LPR) LB4 ¼ zLP , where zLP is the objective function value
with valid cuts. of the optimal strengthened LPR.
We simply relax the integrality constraints on the xijt The ESO and LSO sets are first defined using LB ¼
variables and get the following constraint. Max fLBi g: After the LPR is solved, the sets are redefined
i¼1; 2; 3
by LB ¼ Max fLBi g: With new ESO and LSO sets, we
0pxijt p1 ð7Þ i¼1; 2; 3
resolve the LPR, get new LB4 and update LB.
The overall lower bound, that is, the best of the four
The resulting model is the LPR of the original model
lower bounds is LB ¼ Max fLBi g.
whose optimal solution provides a lower bound for our i¼1; 2; 3: 4
782 Journal of the Operational Research Society Vol. 65, No. 5

Heuristic procedure Each activity processed at the maximum resource period is


evaluated in the following four ways:
We develop a heuristic procedure to find high quality
solutions to our NP-hard problem. The procedure runs in
(i) Reducing the duration: When the duration of an activity
two steps: construction and improvement. The feasible
is reduced while keeping its start time, the maximum
solutions found in the construction step are improved in
resource usage may increase or decrease. It may decrease as
the improvement step. In construction step, we generate
the activity will no longer be processed at some of its
quick initial schedules and in improvement step, we
previously assigned periods. If those periods coincide to the
perform many improvement routines by either changing
maximum resource period, the maximum resource usage
the start times and the mode assignments.
may decrease.
We let

Construction step Rmax: the maximum resource usage


The construction step finds the mode assignments using the maxt: the earliest time using the maximum resource
optimal strengthened LPR solution. We retain the integer Smaxt: The set of activities executed at time maxt
modes by the strengthened LPR solution and move the For all iASmaxt and activity i is not at its shortest
fractional ones to their next smaller duration modes. Our duration mode
aim is to find a feasible solution while increasing the Let R1max(i) be the maximum resource usage
resource usage as little as possible. Formally we set activity found by changing the mode of activity i to the
i to mode k if piki ppiLPR opi;k1 ; hence, riki XriLPR 4ri;k1 next shorter mode while keeping all other mode
where assignments and adjusting the early start, late
start and start times of its predecessors and
piLPR ¼ duration of activity i in the optimal strengthened successors.
LPR solution
riLPR ¼ resource usage of activity i in the optimal (ii) Increasing the duration: When the duration of an
strengthened LPR solution activity is increased while keeping its start time, the
maximum resource usage may increase or decrease. It
By setting activity i to mode k, that is, to a smaller may decrease as the activity consumes less resource, which
duration mode with the optimal strengthened LPR leads to a reduction in the resource usage in the maximum
solution, we guarantee feasibility. Having set the mode of resource period.
each activity, we form the following three schedules. For all iASmaxt and activity i is not at its longest
Early Start Schedule (ESS): The start time of activity i is duration mode
set to ESi. Let R2max(i) be the maximum resource usage
Late Start Schedule (LSS): The start time of activity i is found by changing the mode of activity i to the
set to LSi. next longer mode while keeping all other mode
Alternating Early Start—Late Start Schedule (AELSS): assignments and adjusting the early start, late
The activities are sorted by their ESi and LSi values and start and start times of its predecessors and
put into the following two lists: successors. If such a change leads to a violation
in the project deadline, we set R2max(i) to
List 1: Activities in non-decreasing order of the ESi values. infinity.
List 2: Activities in non-increasing order of the LSi values.
(iii) Reducing the start time: When the start time of an
We set the start time of the first unscheduled activity in activity is reduced, while keeping its assigned mode, the
List 1 to its earliest start time. Then, we set the start time of maximum resource period may shift to another time
the first unscheduled activity in List 2 to its latest start period, which in turn may reduce the maximum resource
time. We continue by visiting the lists in rotation until all usage.
activities are scheduled. For all iASmaxt and activity i starts later than its earliest
start time
Let R3max(i) be the maximum resource usage
found by shifting activity i to its earliest start
Improvement step
time and adjusting the early start, late start and
We improve the schedules found in the construction step start times of its predecessors and successors.
by using a neighbourhood search. The neighbourhood of a
solution is found by evaluating all activities that are (iv) Increasing the start time: When the start time of an
processed at the time that utilizes the maximum resource. activity is increased, while keeping its assigned mode, the
Erdem Colak and Meral Azizoglu—A RIP with time/resource trade-offs 783

maximum resource period may shift to another time period, activity, hence, a higher CNC implies a more connected
which in turn may reduce the maximum resource usage. network. Alvarez-Valdes and Tamarit (1989) show that as
For all iASmaxt and activity i starts earlier than its latest the CNC values increase, that is, the networks become
start time more connected, the problems become easier to solve.
Let R4max(i) be the maximum resource usage In our main experiment, we generate 10 problem instances
found by shifting activity i to its latest start time for each N, hence, a total of 100 problem instances. The
and adjusting the early start, late start and start CNC values of those instances are 1.5 and their deadlines are
times of its predecessors and successors. If such a set to the minimum possible project completion times. With
shift leads to a violation in the project deadline, such tight deadlines we value time-based competition and
we set R4max(i) to infinity. with such small CNC values we consider hard-to-solve
Note that a solution in the neighbourhood is found problem instances. We analyse the effect of the deadline
by either changing the start time or mode of an activity. values by solving 20 additional problems.
We select the move that defines Mini(R1max(i), R2max(i), We solve our mathematical model and its LP relaxation
R3max(i), R4max(i)). The selected move to a neighbour with GAMS using CPLEX 12 solver. The algorithms are
solution is said to be improving if its resulting maximum coded in the C++ programming language. We conduct
resource usage is smaller than the current maximum our experiments on an Intel Core(2) Duo 2.33 GHz, 1 GB
resource usage. RAM computer.
Our procedure starts with the best of the three con- Our initial experiments have revealed that, in 1 h,
struction schedules. It generates the neighbour solutions CPLEX cannot return optimal solutions to our MILP
and each time moves to a best solution in the neighbour- model for instances with more than 20 activities.
hood. If no improving moves are found in the last five
iterations or the number of iterations reaches to 1000,
Main experiment
we continue with another construction schedule. In our
preliminary runs we try many values for iteration limits In our main runs we take the shortest possible project
(for non-improving moves from 2 to 10 and for number of completion time as the deadline and 1.5 as the CNC value.
iterations from 100 to 2000). We find that five non- We investigate the power of the mode elimination rules and
improving moves and 1000 iterations best catch the the performances of the lower bounds and heuristic
trade-off between solution speed and solution quality. procedures.
We terminate when all three construction schedules are
evaluated.
Performance of the optimality properties
We apply Properties 2, 3 and 4 with the hope of settling the
Computational experience mode decisions, and Properties 1, 5 and 6 with the hope of
eliminating some modes of the activities whose mode
Our data set includes projects with 10, 20, 30, 40, 50, 60, decisions could not be settled. Accordingly, first we define
70, 80, 90 and 100 activities. We adapt Ranjbar and the critical activities and set them to their shortest modes
Kianfar’s (2007) scheme to generate the durations and using the result of Property 2 and apply Properties 3 and 4
resource requirements. In doing so, we generate a uniform to fix the non-critical activities to their shortest modes.
random number, wi, in [10, 100] for each activity i and Then, the modes of the unfixed activities that would lead to
generate the first mode
of the activity with resource infeasible solutions are eliminated by Property 1 and that
pffiffiffiffiffi
requirement ri1 ¼ wi and processing time pi1 ¼ would lead to non-optimal solutions are eliminated by
dwi =ri1 e: The procedure then generates the second mode Properties 5 and 6.
of activity i with resource requirement ri2 ¼ ri11 and its Table 1 includes the number of activities, number of
corresponding processing requirement pi2 ¼ dwi =ri2 e: This non-critical activities found by Property 2, the number of
new mode is accepted as the second mode only if its activities fixed by Properties 3 and 4. The table also
processing requirement is higher than that of the first includes the number of modes for the unfixed activities and
mode. This mode generation scheme continues until the the number of modes reduced by Property 1.
resource requirement reduces to 1. Note that when N ¼ 10, about half of the activities are
The p maximum
ffiffiffiffiffiffiffiffi
value of wi is 100, hence, the ri1 can be at set critical by Property 2 and taken out of consideration.
most 100 ¼ 10: With unit reductions of the ri1 value, a On average, one out of five non-critical activities are fixed,
maximum of 10 modes can be found for each activity. that is, their start times are set to their early or late start
We use Project Scheduling Instance Generator (ProGen) times at their shortest modes, by Properties 3 and 4. When
of Kolisch and Sprecher (1996) to generate the networks of N ¼ 100 the average number of non-critical activities is
specified complexity. The coefficient of network complexity found to be 87 by Property 2, about six of which are fixed
(CNC ) is defined as the number of precedence relations per by Properties 3 and 4. The power of Property 2 deteriorates
784 Journal of the Operational Research Society Vol. 65, No. 5

as N increases. Table 1 shows that Property 2 leaves 70,


80 and 90% of the activities for further consideration when

Max

48
7
24
11
19
30
17
17
45
30
N ¼ 10, 40 and 100, respectively. Property 1 is effective in
Number of modes
eliminated by

reducing the number of modes, for all values of N. Note


Property 1

that when N ¼ 10 on average two out of 20 modes are


eliminated by Property 1 whereas when N ¼ 100 on average
23 out of 500 modes are eliminated. Hence, the Properties 1
Aver

23.3
2.1
6.5
6.8
7.6
11.4
10.4
10.2
21.4
18.1
through 4 are all effective in reducing the problem size.
However, we find that Properties 5 and 6 are not as
effective in eliminating modes, they eliminate only
20 modes over 100 problem instances.
Max

560
27
67
123
185
240
317
389
427
488
modes for unfixed
Total number of

Performance of the lower bounds


activities

We next study the performance of our lower bounds. We


find the percentage deviations (%dev) relative to the
optimal solutions for small-sized instances with up to 30
54.6

503.9
20.1

106.0
159.5
212.7
278.6
340.5
373.9
440.5

activities. Accordingly (%dev)i ¼ ((OPTLBi)/OPT)  100


Aver

where LBi is the maximum resource usage of lower bound i


and OPT is the optimal maximum resource usage. For
each problem instance we find the best lower bound LB ¼
Table 1 The effect of the properties

Max fLBi g and evaluate the deviations of LB from the


i¼1; 2; 3; 4
Max
fixed by Properties 3

optimal solution.
Number of activities

10
3

11
5
6
7
4
4

In Table 2, for each lower bound and the best lower


bound, we report the average and maximum percentage
and 4

deviations and the number of times they return the optimal


solution.
Table 2 reveals that the performances of LB1 and LB2
Aver

2.3
0.9

5.0

5.5
2.1
2.2
3.1
2.5
2.5

4.3

deteriorate as N increases. For N ¼ 10, 20 and 30, LB1 is


23, 35 and 48% far from the optimal solution, respectively.
LB1 considers only two activities, expectedly it is the worst
lower bound. The same situation holds for LB2. Its relative
deviation is 14% for N ¼ 10 and 44.6% for N ¼ 30. As the
Max

70.0
70.0

87.5

89.0
76.7
80.0
82.0
86.7
85.7

87.8
non-critical activities
left by Property 2

project completion time becomes larger, the activities have


Percentage of

higher slack times and they are not restricted to certain


time intervals. LB3 is found promising and performs better
when N increases. On average it is 11.3% away from the
optimal solutions. As expected LB4 is the best performing
Aver

53.0

87.4
65.0
71.7
75.2
77.8
80.0
82.4
84.0
84.0

lower bound and behaves consistently well over all pro-


blem sizes. The average deviation is below 7%, maximum
deviation is 12% and it finds optimal solutions in four out
of 30 instances. We expect this satisfactory behaviour from
LB4, as we support the LP relaxation with powerful cuts.
Number of non-critical

We can conclude that, in general, the first two lower


Max

89
23
32
41
52
60

79
14

70

bounds are not satisfactory, and are inferior to the third


activities found
by Property 2

and fourth lower bounds. The performance of the third


lower bound improves as N gets larger. The strengthened
LPR behaves consistently well over all instances and is far
superior to other lower bounds.
Aver

5.3
13.0

87.4
21.5
30.1
38.9
48.0
57.7
67.2
75.6

Note that from Table 2 the best lower bound performs


consistently well over all problem sizes with average
relative deviations of 5.7, 4.6 and 6.5% for N ¼ 10, 20
and 30, respectively. For N ¼ 10 and N ¼ 20 the best lower
100
10
20
30
40
50
60
70
80
90

bound finds four optimal solutions out of 20 instances.


N
Erdem Colak and Meral Azizoglu—A RIP with time/resource trade-offs 785

Table 2 The relative deviations of the lower bounds and best lower bound
N % dev for LB1 % dev for LB2 % dev for LB3 % dev for LB4 % dev for best LB

Aver Max Freq Aver Max Freq Aver Max Freq Aver Max Freq Aver Max Freq

10 22.8 38 0 13.6 32 1 12.3 25 0 5.7 11 2 5.7 11 2


20 35.3 52 0 21.6 36 0 11.5 22 0 4.6 9 2 4.6 9 2
30 48.0 58 0 44.6 68 0 10.2 23 0 7.0 12 0 6.5 12 0

Moreover we observe that the optimal objective function Table 3 The relative deviations and gaps of the construction
values are very low (about 22, 25 and 30 units for N ¼ 10, heuristics
20 and 30, respectively); therefore, a small difference N % dev for ESS % dev for LSS % dev for AELSS
between the optimal objective function value and best
lower bound may lead to a high relative deviation. We find Aver Max Aver Max Aver Max
that the difference between the optimal objective function
value and best lower bound is at most 3 units over all 30 10 31.8 60 28.5 85 22.0 37
20 56.5 120 51.2 136 45.6 105
instances. These observations show that the best lower 30 60.8 104 54.1 81 50.4 85
bound is quite powerful and can be used to estimate the
unknown optimal objective function values. Given this % gap for ESS % gap for LSS % gap for AELSS
performance, we use the best lower bound in evaluating the 10 40.1 78 36.9 106 29.6 53
heuristic procedures. 20 64.1 132 59.2 160 53.0 116
30 72.1 130 64.9 104 61.0 109
40 80.7 126 82.5 137 64.7 107
Performance of the heuristic procedures 50 83.8 119 89.3 134 63.6 75
60 99.3 129 95.3 128 60.9 87
Recall that our heuristic has two main phases: construction 70 94.9 159 124.5 163 86.5 116
and improvement. In the construction phase, three con- 80 80.1 117 105.4 143 72.0 104
struction heuristics, namely Early Start Schedule (ESS), 90 107.4 163 98.8 136 77.2 102
Late Start Schedule (LSS) and Alternating Early-Late 100 156.6 195 193 250 145.3 176
Start Schedule (AELSS), are used. We measure their
performance relative to the optimal solutions for small-
Table 4 The relative deviations and gaps of the construction
sized problem instances up to 30 activities and relative to
heuristics using fastest modes
the best lower bound over all problem set.
We define %dev ¼ ((CSiOPT)/OPT)  100 and %gap ¼ N % dev for ESS % dev for LSS % dev for AELSS
((CSiLB)/LB)  100 where
Aver Max Aver Max Aver Max
CSi ¼ objective function value of construction heuristic I 10 53.3 100 44.4 90 45.5 100
i¼ ESS, LSS, AELSS 20 99.0 205 78.0 164 76.8 175
30 91.3 128 87.7 128 74.2 128
Table 3 reports the relative deviations from the optimal
% gap for ESS % gap for LSS % gap for AELSS
solution and gaps from the best lower bound.
Note that even when N ¼ 10, the construction heuristics 10 63.0 122 53.6 111 54.8 122
return solutions that are about 20–30% away from the 20 108.5 221 87.3 190 85.6 189
optimal solution. This is not surprising as they consider 30 114.2 183 109.8 154 93.8 135
40 131.4 204 131.0 241 110.6 185
only the earliest or latest start times and a single specified 50 139.2 206 144.3 203 108.0 150
mode. Table 3 also reveals that when the problem size gets 60 156.7 194 154.6 233 109.7 154
larger, the performances of the construction heuristics 70 158.8 284 183.1 261 143.2 222
deteriorate. The table also shows that AELSS is by far the 80 135.3 190 175.3 267 136.5 252
best construction heuristic as it performs better than the 90 170.3 278 152.2 213 133.2 191
100 157.9 251 157.5 205 120.9 175
others over all problem sizes.
To see the effect of the mode decisions on the
performance of the construction heuristics, we set all Note that when the fastest modes are used instead of
activities to their fastest modes and report the relative the modes returned by the strengthened LPR, the
deviations from the optimal solution and gaps from the performances of the construction heuristics significantly
best lower bound in Table 4. deteriorate. The increases in the deviations and gaps are
786 Journal of the Operational Research Society Vol. 65, No. 5

Table 5 The relative and absolute gaps of the heuristics


Average % Dev
N % gap % gap Absgap Absgap
IH HKH for IH for HKH for IH for HKH

29.4 Aver Max Aver Max Aver Max Aver Max


20.3
16.5 10 7.9 22.2 23.7 38.9 1.4 4 4.6 8
1.6 5.4 6.2 20 10.4 20.0 26.0 32.2 2.6 5 6.7 10
30 13.4 21.7 38.3 53.6 3.9 5 11.5 17
10 20 30
40 13.5 15 33.2 45.9 4.4 5 11.4 21
50 16.1 22 24.2 43.0 6.4 8 24.2 43
Figure 1 The average relative deviations of the heuristics when 60 16.6 23 48.4 85.7 6.8 9 20.3 36
Np30. 70 17.7 24 57.3 80.0 9.1 11 25.2 31
80 16.1 21 38.9 47.6 8.9 11 21.7 29
90 21.3 27 61.3 83.0 11.9 14 34.6 45
100 20.8 27 61.7 83.1 11.7 13 35.0 37
more than 50%. This verifies the power of the mode
assignments made by the strengthened LPR that recognizes
the constraints of the problem. Table 6 The CPU (s) times of the algorithms
We hereafter refer to our heuristic procedure after the
N CPLEX LB4 IH HKH
improvement step as Improvement Heuristic (IH). We
compare IH with the heuristic procedure of Hsu and Kim Aver Max Aver Max Aver Max Aver Max
(HKH) (2005). Both IH and HKH are applied to the
instances that are reduced by our reduction properties. 10 0.3 0.4 0.5 0.6 0.9 1.3 0.5 0.7
Figure 1 shows the average relative deviation of the 20 2.2 5.0 1.0 1.3 2.3 4.5 1.0 1.4
30 15 083.7 108 106.6 1.9 3.2 4.8 8.4 2.1 3.7
heuristics from the optimal solution when Np30. The 40 — — 3.6 6.7 9.2 20.0 4.4 6.9
relative deviations are computed as: 50 — — 9.1 13.0 17.4 28.5 6.3 12.1
60 — — 15.0 32.9 30.9 52.9 20.6 41.0
UBi  OPT 70 — — 20.1 30.1 46.2 64.4 22.1 33.3
%dev ¼  100 80 — — 23.3 48.3 48.9 86.7 35.6 65.8
OPT 90 — — 30.4 51.2 71.0 104.7 47.8 85.3
100 — — 32.3 50.2 84.7 138.8 72.9 113.6
where UBi is the maximum resource usage of heuristic i
where i ¼ IH, HKH.
Note from Figure 1 that the relative deviations of IH are sizes, our best lower bound deteriorates as N increases.
slightly smaller than those of HKH for all problem sizes. Table 5 shows that the maximum percentage gap of IH is
When N ¼ 30, the average relative deviation of IH from the always less than 23% and the average percentage gap is
optimal solution is 6%, whereas the average relative around 15%.
deviation of HKH is 29%. We find that IH finds optimal Note from Table 5 that the maximum gap of IH is less
solutions to 8 and 1 out of 10 instances when N ¼ 10 and than half of the average gap of HKH over all problem sizes.
N ¼ 20, respectively. However, HKH could not return even All results that show the superiority of IH over HKH are
a single optimal solution. in line with our expectations, as HKH relies on a priority-
For large-sized instances with more than 30 activities, we based rule that selects an activity together with its start
compare the heuristics with the best lower bound and time and mode whereas IH performs several improvement
report the relative and absolute gaps from the best lower steps on three different schedules formed by priority rules.
bound in Table 5. The gaps are computed as: Table 6 reports the CPU times for LB4, the optimal
solution, IH and HKH. The CPU times of the other three
UBi  LB lower bounds are negligible and hence, not reported.
%gap ¼  100 and absgap ¼ UBi  LB
LB As our problem is strongly NP-hard, one should expect
that the solution times increase exponentially with the
We consider the absolute gap to measure the perfor- problem size. The results in Table 6 verify these expecta-
mance, as a small deviation from the optimal objective tions. For small problem sizes, that is, for N ¼ 10 and
function value may lead to a high relative gap when the N ¼ 20, the average CPLEX times are less than 2 s. For
objective function values are small. N ¼ 30, we observe inconsistent behaviour of CPLEX.
The absolute gap of IH is very small, 1.4 and 2.6 units Two instances are solved in about 4 h and one instance is
for N ¼ 10 and N ¼ 20, respectively. This is due to the fact solved in a second.
that, both the best lower bound and IH are very close to The LPR times used to find LB4 are almost less than a
the optimal objective function values. For larger problem minute and slightly increase with the problem size. The
Erdem Colak and Meral Azizoglu—A RIP with time/resource trade-offs 787

CPU times by IH and HKH are also quite small. Note from heuristic procedures. Table 8 compares the power of the
the table that when N ¼ 80 the maximum times used by IH properties for the deadline value of the shortest project
and HKH are less than 90 and 70 s, respectively, and when completion time and 1.5 times the shortest project
N ¼ 100 the maximum times used by IH and HKH are less completion time for N ¼ 20 and 80. Each problem instance
than 140 and 115 s, respectively. For all problem instances is solved using two deadline values.
HKH produces slightly quicker solutions than IH, however, As can be observed from the table, all activities are
at an expense of significantly lower quality. non-critical when the deadline is above the shortest
We computeP the PtotalPamountPof resource idle time left project completion time. We can conclude that our
as T  R  Tt¼1 N i¼1 r
j2mi ij
t
k¼tpij þ1 xijk : Note that properties are effective for all deadline values and their
the smaller the total idle time the better the resource effect increases as the deadline values decrease. Note
levelling. We report the total idle time values for IH and that for N ¼ 80, when the deadline is the shortest
HKH in Table 7. possible completion time, Properties 2, 3 and 4 leave
As can be observed from the tables, our heuristic an average of 374 modes, 21 of which are further
algorithm IH levels the resource usages significantly better reduced by Property 1. When the deadline increases by a
than HKH. Note that the idle times of IH are about two factor of 1.5, the average number of modes left by
times smaller than those of HKH, for all problem sizes. Properties 2, 3 and 4 is 559, 15 of which are removed by
These results are in line with our expectations that IH gives Property 1. This is due to the fact that low deadline
smaller maximum loads that lead to smaller idle times and values lead to small activity slack times. Small slack time
better resource levelling. values directly affect the elimination power of the
properties.
Table 9 reports on the performances and solution times
Effect of the deadline values of the heuristic procedures for two different deadline
We analyse the effect of the deadline values on the values. We observe that in nine out of 10 instances LPR
performance of the reduction properties, lower bounds and produce optimal solutions and in one solution the
deviation is about 10%. The optimal LPR solutions
become closer to the optimal Integer Program (IP)
Table 7 The total resource idle time kept solutions for high deadline values, as the activities have
higher slack times, hence, higher choices for mode assign-
N IH HKH ments, thereby, a higher chance of integer mode assign-
ments. The CPU times of the strengthened LP relaxation
Average Maximum Average Maximum
are also given in Table 9.
10 21.08 32.81 36.59 49.38 Note that the performances of the heuristic procedure
20 19.85 32.42 37.87 52.13 deteriorate as the deadline values increase. The average
30 17.73 25.54 39.40 46.95 and maximum percentage gaps of IH are about 20
40 15.58 20.14 37.58 44.45
50 16.79 23.33 38.45 54.73 and 30%, respectively, when the deadline is set to
60 16.81 25.60 37.34 46.23 1.5 shortest project completion time. These gaps for
70 15.52 20.61 37.89 46.15 HKH are about 60 and 90% when N ¼ 20 and 45 and
80 19.59 35.99 37.69 42.39 75% when N ¼ 80.
90 17.49 25.32 37.70 45.57 As can be observed from the table, the CPLEX times
100 19.71 27.45 37.51 46.82
significantly increase as the deadline values increase. This is

Table 8 The problem size reductions for different deadline values


N Deadline Number of Percentage of Number of Total number Number of
non-critical non-critical activities fixed of modes for modes eliminated
activities found activities left by by Properties 3 unfixed activities by Property 1
by Property2 Property2 and 4

Aver Max Aver Max Aver Max Aver Max Aver Max

20 Shortest 13.0 14 65.0 70.0 2.3 8 54.6 67 6.5 24


1.5*Shortest 20.0 20 100 100 2.9 5 127.0 144 3.9 13

80 Shortest 67.2 70 84.0 87.5 5.0 11 373.9 427 21.4 45


1.5*Shortest 80.0 80 100 100 4.6 6 559.1 584 15.2 27
788 Journal of the Operational Research Society Vol. 65, No. 5

Table 9 The deviations and gaps of the heuristics and CPU times for different deadline values

N Deadline % dev for IH % dev for HKH % gap for IH % gap for HKH

Aver Max Aver Max Aver Max Aver Max

20 Shortest 5.0 12 23.1 31.0 10.4 19.4 29.3 40.0


1.5*Shortest 19.8 30 71.4 106.7 21.1 30.2 60.54 88.9
80 Shortest — — — — 16.1 21.0 38.9 48.1
1.5*Shortest — — — — 19.4 28.1 46.26 74.1

CPLEX time CPU time of LB4 CPU time of IH CPU time of HKH

20 Shortest 2.2 5.0 1.0 1.3 2.3 4.5 1.0 1.4


1.5*Shortest 243.2 883.1 2.6 3.3 2.7 3.9 0.1 0.2
80 Shortest — — 23.3 48.3 48.9 86.7 35.6 65.8
1.5*Shortest — — 45.5 65.1 50.4 77.8 12.3 23.0

due to the fact that the activities have higher slack times, Properties of the optimal solution
thereby, a higher number of choices for their start times.
Properties 1 and 2 hold for the multi-renewable resources,
The CPU times of the strengthened LPRs increase about
as they are related to feasibility.
two times as the deadline values increase by 1.5 times.
We extend the other properties using the following
There is no significant effect of the deadline values on the
additional notation.
solution times of the heuristic procedures. All CPU times
are below 1.5 min.
LBs(UBs) ¼ A lower (an upper) bound on the usage of
resource s
LstE(LstL) ¼ Amount of resource s used at period t when
Extensions to multi-resource environments all activities are at their shortest duration
In this section we discuss some possible extensions of our modes and start at their earliest (latest) start
results, in particular our reduction procedures and lower times
bounds, to multi-renewable resource environments. We
assume there are S renewable resource types and mode j of We omit the proofs of the properties as they directly
activity i for resource s is characterized by the following follow their single resource counterparts.
parameters.
Property 3 (extended) There exists an optimal schedule in
rijs ¼ amount of resource s required by activity i when which activity i satisfying LstEoLBs for all s and every
executed in mode j tA[0, ECi], starts at ESi and is processed at its shortest
pij ¼ duration (processing time) of activity i when executed duration mode.
in mode j
Property 4 (extended) There exists an optimal schedule in
We assume pijopij þ 1 for all i and j, accordingly, the first which activity i satisfying LstLoLBs for all s and every
mode of an activity is its shortest duration mode and tA[LSi, T] starts at LSi and is processed at its shortest
rijsoriks implies pij4pik for at least one s. duration mode.
The objective is to minimize the total resource cost,
that is,
Minimize SSs ¼ 1csRs where cs is the cost of buying P 5 (extended) If rijsoriks implies pij4pik and
Property
resource s and Rs is the maximum amount of resource s riks þ j2FRi rjmj s 4UBs for all s then modes 1, . . . , k of
used. activity i cannot lead to an optimal solution.
Note that when S ¼ 1, the objective function reduces to
minimize R, that is, the maximum amount of the single Property P 6 (extended) If rijsoriks implies pij4pik
resource used. and riks þ j2FSi rj1s pLBs for all s then there exists an
PTheN P
multi-resource
PMinftþpij 1;LSi g constraint becomes optimal schedule in which activity i is assigned to modes
i¼1 r
j2mi ijs k¼Maxft;ESi g xijk pRs 8s and t. 1, . . . , k.
Erdem Colak and Meral Azizoglu—A RIP with time/resource trade-offs 789

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