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Job Shop Scheduling by Simulated Annealing

Author

Listed:
  • Peter J. M. van Laarhoven

    (Nederlandse Philips Bedrijven, Eindhoven, The Netherlands)

  • Emile H. L. Aarts

    (Philips Research Laboratories, Eindhoven, The Netherlands, and Eindhoven University of Technology, Eindhoven, The Netherlands)

  • Jan Karel Lenstra

    (Eindhoven University of Technology, Eindhoven, The Netherlands and CWI, Amsterdam, The Netherlands)

Abstract

We describe an approximation algorithm for the problem of finding the minimum makespan in a job shop. The algorithm is based on simulated annealing, a generalization of the well known iterative improvement approach to combinatorial optimization problems. The generalization involves the acceptance of cost-increasing transitions with a nonzero probability to avoid getting stuck in local minima. We prove that our algorithm asymptotically converges in probability to a globally minimal solution, despite the fact that the Markov chains generated by the algorithm are generally not irreducible. Computational experiments show that our algorithm can find shorter makespans than two recent approximation approaches that are more tailored to the job shop scheduling problem. This is, however, at the cost of large running times.

Suggested Citation

  • Peter J. M. van Laarhoven & Emile H. L. Aarts & Jan Karel Lenstra, 1992. "Job Shop Scheduling by Simulated Annealing," Operations Research, INFORMS, vol. 40(1), pages 113-125, February.
    • Handle: RePEc:inm:oropre:v:40:y:1992:i:1:p:113-125
    DOI: 10.1287/opre.40.1.113
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