《1999 Lagrangian Relaxation Neural Networks for Job Shop Scheduling》.doc

Lagrangian Relaxation Neural Networks for Job Shop Scheduling Peter B. Luh, Xing Zhao, and Yajun Wang Department of Electrical Systems Engineering University of Connecticut, Storrs, CT 06269-2157, USA Lakshman S. Thakur School of Business Administration University of Connecticut, Storrs, CT 06269,USA Abstract. Manufacturing scheduling is an important but difficult task. In order to effectively solve such combinatorial optimization problems, this paper presents a novel Lagrangian Relaxation Neural Network (LRNN) for separable optimization problems by combining recurrent neural network optimization ideas with Lagrangian relaxation for constraint handling. The convergence of the network is proved, and a general framework for neural implementation is established allowing creative variations. When applying the network for job shop scheduling, the separability of problem formulation is fully exploited, and a new neuron-based dynamic programming is developed making innovative use of the subproblem structure. Testing results obtained by software simulation demonstrates that the method is able to provide near optimal solutions for practical job shop scheduling problems, and the results are superior to what has been reported in the neural network scheduling literature. In fact, the digital implementation of LRNN for job shop scheduling is similar to the traditional Lagrangian relaxation approaches. The method, however, has the potential to be implemented in hardware with much improved quality and speed. Keywords. Manufacturing scheduling, integer optimization, neural networks, Lagrangian relaxation. 1. Introduction Production scheduling is a major issue faced daily by almost all manufacturers. Deriving benefits from effective scheduling, however, has been recognized to be extremely difficult because of the inherent problem complexity and the sizes of real problems. This paper is to explore novel neural network optimization techniques to effectively solve job sh