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ORIGINAL ARTICLE Project scheduling with limited resources using an efficient differential evolution algorithm Behrouz Afshar-Nadjafi * , Hamid Karimi, Amir Rahimi, Somayeh Khalili Faculty of Industrial and Mechanical Engineering, Islamic Azad University, Qazvin Branch, P.O. Box 34185-1416, Qazvin, Iran Received 19 February 2013; accepted 20 August 2013 Available online 4 September 2013 KEYWORDS Project scheduling; Resource constraints; Differential evolution; Makespan minimization Abstract Extensive research has been devoted to resource constrained project scheduling problem (RCPSP). Resources are renewable and there is a unique way to perform the activities. This work develops a population based evolutionary algorithm namely differential evolution (DE) to schedule project activities to minimize makespan subject to precedence constraints and resources availability. The proposed DE uses a priority value based representation to encode a project schedule and a serial generation scheme to obtain the schedule. The DE algorithm is compared with some existing algorithms available in the literature on the basis of a computational experiment performed on Patt- erson’s test bed. Obtained results show that the performance of the proposed DE is quite satisfac- tory. ª 2013 Production and hosting by Elsevier B.V. on behalf of King Saud University. 1. Introduction The resource-constrained project scheduling problem (RCPSP) is a combinatorial optimization problem consisting of activi- ties that must be scheduled such that makespan be minimized. Constraints include observation of precedence relation be- tween activities and satisfaction of the resources limitation. These constraints make the problem as a NP-hard one (Blaz- ewicz et al., 1983). There are three basic solving approaches for RCPSP including exact methods, heuristics or priority-rule based approaches and meta-heuristic resolution procedures. Some good reviews about solution approaches can be found in Hartmann and Kolisch (2000), Kolisch and Padman (2001) and Kolisch and Hartmann (2006). As mentioned above RCPSP belongs to NP-hard optimiza- tion problems, therefore application of exact algorithms lead to impractical execution time when the number of activities in- creases. Many studies solve the RCPSP by applying the meta- heuristics approaches. Some of these methods are briefly de- scribed below. Genetic algorithm (GA) is a problem solving technique based on the evolutionary ideas of natural selection as global evolution which have been successfully applied to a noticeable number of project scheduling problems (Hartmann, 1998; Hartmann, 2002; Kim et al., 2003; Kohlmorgen et al., 1999; Lee and Kim, 1996; Leon and Ramamoorthy, 1995; Mendes et al., 2009; Valls et al., 2008). It states a likeness be- tween a set of solution problems to be solved and the set of individuals in a natural population. Solution information is codified in a string called chromosome. Then the algorithm * Corresponding author. Tel.: +98 9125817105. E-mail addresses: [email protected] (B. Afshar-Nadjafi), [email protected] (H. Karimi), [email protected] (A. Rahimi), [email protected] (S. Khalili). Peer review under responsibility of King Saud University. Production and hosting by Elsevier Journal of King Saud University – Engineering Sciences (2015) 27, 176184 King Saud University Journal of King Saud University – Engineering Sciences www.ksu.edu.sa www.sciencedirect.com 1018-3639 ª 2013 Production and hosting by Elsevier B.V. on behalf of King Saud University. http://dx.doi.org/10.1016/j.jksues.2013.08.003
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Page 1: Project scheduling with limited resources using an ... · any project. In this section we present a formulation of the ba-sic resource-constrained project scheduling problem, referred

Journal of King Saud University – Engineering Sciences (2015) 27, 176–184

King Saud University

Journal of King Saud University – Engineering Sciences

www.ksu.edu.sawww.sciencedirect.com

ORIGINAL ARTICLE

Project scheduling with limited resources using

an efficient differential evolution algorithm

* Corresponding author. Tel.: +98 9125817105.

E-mail addresses: [email protected] (B. Afshar-Nadjafi),

[email protected] (H. Karimi), [email protected] (A. Rahimi),

[email protected] (S. Khalili).

Peer review under responsibility of King Saud University.

Production and hosting by Elsevier

1018-3639 ª 2013 Production and hosting by Elsevier B.V. on behalf of King Saud University.

http://dx.doi.org/10.1016/j.jksues.2013.08.003

Behrouz Afshar-Nadjafi *, Hamid Karimi, Amir Rahimi, Somayeh Khalili

Faculty of Industrial and Mechanical Engineering, Islamic Azad University, Qazvin Branch, P.O. Box 34185-1416, Qazvin, Iran

Received 19 February 2013; accepted 20 August 2013

Available online 4 September 2013

KEYWORDS

Project scheduling;

Resource constraints;

Differential evolution;

Makespan minimization

Abstract Extensive research has been devoted to resource constrained project scheduling problem

(RCPSP). Resources are renewable and there is a unique way to perform the activities. This work

develops a population based evolutionary algorithm namely differential evolution (DE) to schedule

project activities to minimize makespan subject to precedence constraints and resources availability.

The proposed DE uses a priority value based representation to encode a project schedule and a

serial generation scheme to obtain the schedule. The DE algorithm is compared with some existing

algorithms available in the literature on the basis of a computational experiment performed on Patt-

erson’s test bed. Obtained results show that the performance of the proposed DE is quite satisfac-

tory.ª 2013 Production and hosting by Elsevier B.V. on behalf of King Saud University.

1. Introduction

The resource-constrained project scheduling problem (RCPSP)

is a combinatorial optimization problem consisting of activi-ties that must be scheduled such that makespan be minimized.Constraints include observation of precedence relation be-

tween activities and satisfaction of the resources limitation.These constraints make the problem as a NP-hard one (Blaz-ewicz et al., 1983). There are three basic solving approaches

for RCPSP including exact methods, heuristics or priority-rule

based approaches and meta-heuristic resolution procedures.Some good reviews about solution approaches can be found

in Hartmann and Kolisch (2000), Kolisch and Padman(2001) and Kolisch and Hartmann (2006).

As mentioned above RCPSP belongs to NP-hard optimiza-tion problems, therefore application of exact algorithms lead

to impractical execution time when the number of activities in-creases. Many studies solve the RCPSP by applying the meta-heuristics approaches. Some of these methods are briefly de-

scribed below. Genetic algorithm (GA) is a problem solvingtechnique based on the evolutionary ideas of natural selectionas global evolution which have been successfully applied to a

noticeable number of project scheduling problems (Hartmann,1998; Hartmann, 2002; Kim et al., 2003; Kohlmorgen et al.,1999; Lee and Kim, 1996; Leon and Ramamoorthy, 1995;

Mendes et al., 2009; Valls et al., 2008). It states a likeness be-tween a set of solution problems to be solved and the set ofindividuals in a natural population. Solution information iscodified in a string called chromosome. Then the algorithm

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Project scheduling with limited resources using an efficient differential evolution algorithm 177

tries to improve the chromosome’s potential called fitnessfunction by some operators. Zamani (2013) has recently devel-oped a new GA that the innovative component of the algo-

rithm is the use of a magnet-based crossover operator thatcan preserve up to two contiguous parts from the receiverand one contiguous part from the donator genotype. For this

purpose, a number of genes in the receiver genotype absorbone another to have the same order and contiguity they havein the donator genotype. The ability of maintaining up to three

contiguous parts from two parents distinguishes this crossoveroperator from the powerful and famous two-point crossoveroperator, which can maintain only two contiguous parts, bothfrom the same parent. Simulated annealing algorithm (SA) is a

stochastic method for combinatorial optimization problem.This algorithm tries to minimize the thermal energy of the sys-tem by cooling down temperature parameter. When the ther-

mal energy of the system minimized that means this solutionis a stable state and so is good solution. Also the SA uses amechanism to avoid trapped on the local optimum. There

are some papers about SA application to solve project sched-uling problems (Boctor, 1996; Bouleimen and Lecocq, 2003).Tabu search (TS) is an approach that records the solutions

which have been ever obtained, therefore prevents the searchfrom sinking into the local minimum (Glover, 1989, 1990;Thomas and Salhi, 1998). Ant colony optimization (ACO)mimics behavior of ants in finding food. In ACO a colony of

artificial ants based on modifying pheromone trails iterativelyconstructs solution during the algorithm’s execution (Lo et al.,2008; Merkle et al., 2002). Another meta-heuristic that has

been widely applied for solving scheduling problems is particleswarm optimization (PSO) (Zhang et al., 2006). In PSO aswarm of particles searches the solution space and the position

of a particle indicates a solution of problem. In each genera-tion each particle would searches for the best position withbest fitness based on the global experience of the swarm and

the individual experience of the particle. Artificial bee colony(ABC) is one of the most recently defined algorithms byKaraboga (2005), motivated by the intelligent behavior of hon-ey bees. It is as simple as particle swarm optimization (PSO)

and differential evolution (DE) algorithms, and uses only com-mon control parameters such as colony size and maximum cy-cle number. Jia and Seo (2013) proposed two alternative

approaches, applying the facility layout problem (FLP) con-cept and integrating the permutation-based artificial bee col-ony (PABC) algorithm, to effectively tackle the resource-

constrained project scheduling problem (RCPSP). In theFLP formulation, the constraints are expressed to design theactivities in the space constructed by resource and temporalrestrictions, without violating the precedence relationships

and overlaps between the activities. For dodging the difficultyof the FLP-based model to treat large-sized instances of NP-hard RCPSP, the permutation representation scheme of the

PABC algorithm is in turn introduced utilizing the artificialbee colony (ABC) process to search the best solution forRCPSP. Variable neighborhood search (VNS) designed to find

near-optimal solutions. VNS performs a systematic change ofneighborhood in conjunction with a set of typical local searchmoves, and it has been successfully applied to scheduling prob-

lems (Fleszar and Hindi, 2004).In this research evolutionary meta-heuristic algorithm DE

to solve the RCPSP is investigated. DE invented by Stornand Price (1997), is a powerful technique to combine simple

arithmetic operators with the classical crossover, mutationand acceptance operators. The basic scheme in DE is generat-ing trial parameter vectors. Mutation and crossover are used

to generate new vectors (trial vectors), and selection thendetermines which of the vectors will survive the next genera-tion. There are researches about DE application to solve pro-

ject scheduling problems. Damak et al. (2009) solved the multimode resource constrained project scheduling problem(MRCPSP) with a differential evolution algorithm. In this ap-

proach a solution is represented by a mode assignment vectorand a Position vector. Neighbor solutions are generated usingtwo mutation and crossover operators. Selection operator usesthe values of the objective function which is penalized for

infeasible solutions. The performance of this algorithm is eval-uated on the benchmark instances. The obtained results arecompared with the results obtained by two other approaches,

simulated annealing by Bouleimen and Lecocq (2003) and par-ticle swarm optimization by Jarboui et al. (2008). Rahimi et al.(2013) used a DE algorithm to solve the project scheduling

problem under the mode identity constraints (MIRCPSP). Inorder to improve the quality of the employed DE a local searchand learning module is combined with the proposed algorithm.

The performance of the DE is evaluated on various test prob-lems by statistically comparing their solution in term of theobjective function and computational times.

Rest of the paper is organized as follows: Section 2 explains

the RCPSP. Section 3 describes the DE algorithm and itsadoption to RCPSP. Section 4 shows the results. Finally con-cluding remarks come in Section 5.

2. Problem definition

Practice shows that resources constitute an essential feature of

any project. In this section we present a formulation of the ba-sic resource-constrained project scheduling problem, referredto as the RCPSP. The RCPSP is a classical discrete problem,

i.e. the planning horizon is divided into a discrete number oftime periods, activity durations are discretely-divisible, and re-sources are discrete.

Let us consider a set of n non-preemptable activities ofdurations di, i= 1, 2,. . .., n. Precedence constraints betweenactivities mean that no activity may start before all its prede-cessors are completed. Activities are labeled from A0 to

An+1, with activity A0 being the unique initial activity withoutpredecessors (source), and An+1 being the unique terminalactivity without successors (sink). If such an activity A0 (or

An+1) does not naturally exist, then a dummy activity of zeroduration and zero resource requirements is added appropri-ately. Moreover, each activity requires some discrete renewable

resources, i.e. such that only their temporary availability atevery moment is constrained. We assume that there are Rscarce resources and the number of available units of resourcek, k = 1, . . ., R, is Rk. Moreover, all activities and resources

are available at the start of the project. The objective of theRCPSP is to find precedence- and resource-feasible completion(or start) times for all activities such that the duration of the

project is minimized.The RCPSP may be formulated as an integer programming

problem. The 0–1 decision variable xjt = 1 if activity Aj is as-

signed a completion time at the end of period t; otherwise,xjt = 0. Associated with each activity Aj are its earliest finish

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178 B. Afshar-Nadjafi et al.

time EFj, and latest finish time LFj, calculated as in (Kelley andWalker, 1959). The value of LFn+1 is set equal to the schedul-ing horizon H, which never exceeds the sum of all activity

durations. Mathematical model of problem can be showed asfollow (Pritsker et al., 1969):

MinimizeXLFnþ1

t¼EFnþ1

txnþ1;t ð1Þ

Subject to:

XLFj

t¼EFj

xjt ¼ 1 for j ¼ 0; . . . ; nþ 1 ð2Þ

XLFi

t¼EFi

txit 6

XLFj

t¼EFjtxjt � dj for all ðAi;AjÞ 2 P ð3Þ

Xnj¼1

Xminftþdj�1;LFjg

q¼maxft;EFjgrjkxjq 6 Rk for k ¼ 1; . . . ;R;

t ¼ 1; . . . ;H

ð4Þ

xjt 2 f0; 1g fori ¼ 0; . . . ; nþ 1; t ¼ EFj; . . . ;LFi ð5Þ

Constraints (2) ensure that each activity is completed exactlyonce. The set of all pairs of activities (Ai, Aj) such that Ai di-

rectly precedes Aj is denoted by P. Hence, precedence con-straints are represented by inequalities (3). Constraints (4)guarantee that no more than the available number of units

of each resource are required in any time period, and con-straints (5) state that we consider binary decision variables.The solution of the problem (1)–(5) defines an optimal sche-

dule as a list of activity completion times.

3. Differential evolution

Differential evolution (DE) is a stochastic, population-basedoptimization. DE utilizes concepts borrowed from the broadclass of evolutionary algorithms (EAs) like genetic algorithm

(GA). Several mechanisms, such as mutation, crossover andacceptance, are applied to recombine existing solutions to ob-tain new ones and to find a near-optimal or at least satisfyingsolution. Individuals in DE are represented by D-dimensional

vectors xi, "i e {1, . . ., NP}, where D is the number of objectiveparameters and NP is the population size. The evolution pro-cess starts with the creation of an initial population, containing

individuals with randomly generated element (gene) values.Initially, the mutation operation is applied, in which three indi-viduals are selected randomly and then the gene values of the

first individual are added to the differences of the gene valuesof the two other individuals. It can be stated as:

mi ¼ xi1 þ F � � � ðxi2 � xi3Þ ð6Þ

where i1, i2, i3 e [1, NP] are mutually different integers and theyare also different with the vector index i. scale factor F> 0 is a

real constant factor and is which affects the differential varia-tion between two vectors. Then, a new individual, called trialindividual, is created by performing a crossover operation be-

tween the mutated individual (vi) and the individual xi, calledtarget individual, from the current population according to:

yiðkÞ ¼miðkÞ; if Rk 6 cr or k ¼ krandom

xiðkÞ; otherwise

�ð7Þ

cr e (0,1) is the predefined crossover rate constant, Rk e (0,1)drown randomly for each k, and krandom is a randomly chosen

integer in the set {1, 2, . . .., D}. After mutation and crossoverprocesses, acceptance is applied. The trial individual’s fitness iscalculated and compared to that of the target individual and

the fitter of the two individuals (x’i) is accepted to move tothe next generation:

x0i ¼yi; if fðyiÞ 6 fðxiÞxi; otherwise

�ð8Þ

A new population results from the execution of the above pro-cedure for all individuals of a population, and this is repeateduntil a predefined termination criterion is reached. The bestindividual of the last generation is taken as the solution to

the problem. The components of the proposed DE algorithmare explained as follows:

3.1. Solution representation

A solution is represented by a n element vector (I), in which thejth element pmIj e {1, 2, . . ., n}, j= 1, 2, ..., n indicates the pri-

ority value of activity j (priority list):

I ¼ ðpmI1; pmI2; . . . ; pmInÞ ð9Þ

We employ the serial schedule generation scheme (SSGS) toderive the schedule related to an individual. Since the make-span criterion is a regular performance measure, i.e. a measurewhich is non-decreasing in activity completion times, we may

use the serial SGS rule to construct the schedule. As a result,there is no danger of omitting an optimal schedule by usingthe serial SGS here. Hence, having got an individual I, the cor-

responding schedule is computed by the following procedure:

(1) Let l = 1.

(2) Set the dummy start activity 1 at time 0.(3) l = l + 1.(4) Select the activity j with the priority value pmI

j equal to l.

(5) Compute the earliest precedence and resource feasiblestart time of activity j.

(6) If the dummy end activity n is a scheduled activity, stop(where the finish time of the dummy end activity is

defined as the objective function value of the relatedsolution), otherwise go to step 3.

3.2. Initial population

Each individual I of initial population is randomly computed

as follows: Starting with an empty n element vector, we obtaina priority value list with respect to the precedence constraintsby repeatedly applying the following step: the next activity j israndomly determined from the set of eligible activities (EJ),

that is, those activities the predecessors of which are alreadyscheduled. Then the next member of the set {1, 2, . . ., n} (theset of order numbers from 1 to n) is assigned to the priority va-

lue of the activity j (pmIj ). The same process is repeated for apre-specified number of solutions equal to the size of popula-tion (pop-size).

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Figure 1 Precedence relationship between activities in Patterson’s test bed.

Table 1 Obtained schedule by DE.

1 2 4 3 8 5 6 7 10 9 11 16 18 17 12 13 14 19 20 15 21 22 23 25 26 24 27

Total makespan = 64.

Figure 2 Comparison of the proposed DE with other approaches.

Figure 3 Convergence of makespan with the number of generations.

Project scheduling with limited resources using an efficient differential evolution algorithm 179

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180 B. Afshar-Nadjafi et al.

3.3. Recombination operators

Each individual of new population is formed by applying theDE operators to the individuals in the previous generation asfollows:

Mutation operators: Let Ii1 , Ii2 , Ii3 ; i1, i2, i3 e [1, NP] be threerandomly chosen individuals from current population. Tocreate a new (mutant) individual, the mutation operation isimplemented in the three priority lists with scale factor Fpv

according to the equation mmi ¼ pmi1 þ Fpm:ðpmi2 � pmi3Þ, wherevmi is the mutant individual and pvx is the priority value listof individual x.

Crossover operators: The crossover operator create a new(trial) individual by combining parts from two individuals,involving an individual of current population (target individ-

ual) and the mutant individual with a crossover rate equal tocrpv. To do this, a random number Rk e (0,1) is generated foreach element k of priority list. If Rk 6 crpv, the element of

the mutant individual is selected to copy into the trial individ-ual, else the element of the target individual is selected.

After applying the crossover operator, the structure of thetrial individual may violate from the defined solution represen-

tation (because the elements of the trial individual may trans-form into the undetermined values). To overcome this, afterthe crossover operator is implemented, the trial individual is

converted into the prior representation by applying the follow-ing procedure:

(1) Let l= 1.(2) Set the priority value of the dummy start activity to 1.(3) l= l+ 1.(4) Determine the set of eligible activities (EJ), that is, those

activities the predecessors of which are alreadyscheduled.

(5) Select the eligible activity j with the lowest priority value:

pmIj ¼ min pmI

i

� ��i 2 EJg and convert the value of pmIj into

the l.(6) If the dummy end activity n is a selected activity, stop,

otherwise go to step 3.

Acceptance operator: After completion of the mutation and

crossover operations, the objective function value of the trialindividual is compared to that of target individual. If objectivefunction value of the trial individual is equal or less than thevalue at the target individual, the trial individual is selected

to enter the next generation. Otherwise, the target individualis accepted to move to the next generation.

4. Implementation and comparisons

This section tests the performance of proposed algorithm onRCPSP by means of computational experiment using a specific

problem.

The adopted DE algorithm to the RCPSP has been codedin the Borland C++ version 5.02. Details of the programcode are provided in Appendix section. The experiment has

been performed under windows XP professional on a personalcomputer with an Intel Core2Dou, 2.5 GHz processor and3 GB memory. To compare proposed algorithm with other

existing methods in the literature as presented in Wu et al.2011, well-known Patterson’s test bed is selected. Accordingto Patterson’s test bed there are 27 activities which start and

end activities are dummies. Each activity uses fixed unitrequirements of three types of resources. Other informationneeded to solve the problem is presented in Fig. 1.

According to Patterson’s test bed there are 27 activities that

start and end activities are dummies. Each activity has fixedunit requirements of three different resources. Fig. 1 presentsall the details required to solve the problem.

By implementing DE on mentioned test bed we reached thetotal makespan of 64. Obtained final schedule is presented inTable 1.

In Fig. 2 comparison of DE with other approaches in theliterature (Wu et al., 2011) is provided.

As shown in Fig. 2 DE is superior to LFT, GRU, SIO,

MINSLK, RSM, RAN, and MJP. Both DE and CBIIA havethe same makespan of 64. But when the computational timeare examined, it is founded the time needed to reach sameexcellent makespan in DE is 0.1 s while in CBIIA is

0.41185 s. Therefore DE is preferred algorithm when the timeelapsed to reach near-optimal solution is investigated. Anothersignificant index to compare 2 algorithms is number of itera-

tions to get final result. It shows more the importance whenthe problem size is increased, hence number of iteration willget larger to explore whole solution space. DE reaches to excel-

lent solution at 20 iterations while total iterations in CBIIA are52. Consequently DE With less than half the number of itera-tions strictly is better than CBIIA. The convergence trend of

DE is shown in Fig. 3.

5. Conclusion

In this paper well-known RCPSP with minimization of make-span was investigated which is a well-known computationallycomplex problem. The importance of the objective in todaycompetition world is clear that force companies to finish the

project in a minimum time. Because of NP-hardness of theproblem heuristic or meta-heuristic approaches was neededto solve the problem. So we developed an efficient evolutionary

algorithm named DE. Then the results compared with someexisting algorithms available in the literature. Results showedthat DE is superior to compared approaches. In future, the

DE can be hybrid with different types of local search, heuris-tics, meta-heuristics and constraint handling approaches in or-der to improve its performance to solve more complex RCPSPtest instances (J30, J60 and J120) provided in PSPLIB.

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Appendix. Programcode of the proposed DE

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182 B. Afshar-Nadjafi et al.

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184 B. Afshar-Nadjafi et al.

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