stochastic network project scheduling with non-consumable limited resources

9
international journal of production economics ELSEVIER Int. J. Production Economics 48 (1997) 29-37 Stochastic network project scheduling with non-consumable limited resources Dimitri Golenko-Ginzburg”y*, Aharon Gonikb ‘Department of Industrial Engineering and Management, Ben-Gut-ion Universit?, of the Negev, Beer-Sheua 84105, Israel bLuxemhourg Industries. P.O. Box 205, Arad 89101, Israel Received 8 August 1995; accepted 11 March 1996 Abstract This paper presents a newly developed resource constrained scheduling model for a PERT type project. Several non-consumable activity related resources, such as machines or manpower, are imbedded in the model. Each activity in a project requires resources of various types with fixed capacities. Each type of resource is in limited supply with a resource limit that is fixed at the same level throughout the project duration. For each activity, its duration is a random variable with given density function. The problem is to determine starting time values Sij for each activity (i, j) entering the project, i.e., the timing of feeding-in resources for that activity. Values Sij are not calculated beforehand and are random values conditional on our decisions. The model’s objective is to minimize the expected project duration. Determination of values Sij is carried out at decision points when at least one activity is ready to be operated and there are free available resources. If, at a certain point of time, more than one activity is ready to be operated but the available amount of resources is limited, a competition among the activities is carried out in order to choose those activities which can be supplied by the resources and which have to be operated first. We suggest carrying out the competition by solving a zero-one integer programming problem to maximize the total contribution of the accepted activities to the expected project duration. For each activity, its contribution is the product of the average duration of the activity and its probability of being on the critical path in the course of the project’s realization. Those probability values are calculated via simulation. Solving a zero-one integer programming problem at each decision point results in the following policy: the project management takes all measures to first operate those activities that, being realized, have the greatest effect of decreasing the expected project duration. Only afterwards, does the management take care of other activities. A heuristic algorithm for resource constrained project scheduling is developed. A numerical example is presented. Keywords: Activity on-arc stochastic network project; Non-consumable resources; Resource constraint project schedul- ing; Zero-one integer programming 1. Introduction It can be clearly recognized that there is no shortage of literature on resource constrained *Corresponding author. project scheduling. Various algorithms have been formulated in terms of integer programming (e.g. Cl+]), dynamic programming [S], forms of bounded and implicit enumeration [6], branch and bound methods [7-91, various optimum seeking heuristic algorithms [l&21], resource constrained 0925-5273/97/$17.00 Copyright 8 1997 Elsevier Science B.V. All rights reserved SSDI 0925-5273(96)00019-9

Upload: dimitri-golenko-ginzburg

Post on 04-Jul-2016

215 views

Category:

Documents


2 download

TRANSCRIPT

Page 1: Stochastic network project scheduling with non-consumable limited resources

international journal of

production economics

ELSEVIER Int. J. Production Economics 48 (1997) 29-37

Stochastic network project scheduling with non-consumable limited resources

Dimitri Golenko-Ginzburg”y*, Aharon Gonikb

‘Department of Industrial Engineering and Management, Ben-Gut-ion Universit?, of the Negev, Beer-Sheua 84105, Israel

bLuxemhourg Industries. P.O. Box 205, Arad 89101, Israel

Received 8 August 1995; accepted 11 March 1996

Abstract

This paper presents a newly developed resource constrained scheduling model for a PERT type project. Several non-consumable activity related resources, such as machines or manpower, are imbedded in the model. Each activity in a project requires resources of various types with fixed capacities. Each type of resource is in limited supply with a resource limit that is fixed at the same level throughout the project duration. For each activity, its duration is a random variable with given density function. The problem is to determine starting time values Sij for each activity (i, j) entering the project, i.e., the timing of feeding-in resources for that activity. Values Sij are not calculated beforehand and are random values conditional on our decisions. The model’s objective is to minimize the expected project duration. Determination of values Sij is carried out at decision points when at least one activity is ready to be operated and there are free available resources. If, at a certain point of time, more than one activity is ready to be operated but the available amount of resources is limited, a competition among the activities is carried out in order to choose those activities which can be supplied by the resources and which have to be operated first. We suggest carrying out the competition by solving a zero-one integer programming problem to maximize the total contribution of the accepted activities to the expected project duration. For each activity, its contribution is the product of the average duration of the activity and its probability of being on the critical path in the course of the project’s realization. Those probability values are calculated via simulation. Solving a zero-one integer programming problem at each decision point results in the following policy: the project management takes all measures to first operate those activities that, being realized, have the greatest effect of decreasing the expected project duration. Only afterwards, does the management take care of other activities.

A heuristic algorithm for resource constrained project scheduling is developed. A numerical example is presented.

Keywords: Activity on-arc stochastic network project; Non-consumable resources; Resource constraint project schedul- ing; Zero-one integer programming

1. Introduction

It can be clearly recognized that there is no

shortage of literature on resource constrained

*Corresponding author.

project scheduling. Various algorithms have been

formulated in terms of integer programming (e.g.

Cl+]), dynamic programming [S], forms of

bounded and implicit enumeration [6], branch and

bound methods [7-91, various optimum seeking

heuristic algorithms [l&21], resource constrained

0925-5273/97/$17.00 Copyright 8 1997 Elsevier Science B.V. All rights reserved SSDI 0925-5273(96)00019-9

Page 2: Stochastic network project scheduling with non-consumable limited resources

30 D. Golenko-Ginzburg, A. GonikJInt. J. Production Economics 48 (1997) 29-37

project crashing problems [22, 231, etc. So far all published resource constrained project scheduling algorithms assume fixed activity durations and do not consider stochastic projects of random dura- tion. This is because those algorithms are usually very sensitive and cannot be applied to scheduling procedures based on substituting random activity durations for their average values. Such project schedules with biased estimates usually underesti- mate the project’s duration and, when used in re- source constrained project scheduling, provide resource profiles with essential errors. However, a very broad spectrum of R&D projects, including PERT, GERT or VERT type network projects with random activity durations [24], are carried out with limited resources. The need for high quality resource constrained scheduling models for such complicated projects becomes more and more im- portant. Thus, undertaking research in this area is useful both from the theoretical and applied points of view.

We will henceforth consider an activity-on-arc network project of PERT type where each activity requires non-consumable resources of various types with fixed capacities. Each type of resource is in limited supply with a resource limit that is fixed at the same level throughout the project duration. For each activity, its duration is a random variable with given density function. Several alternative density distributions - normal, uniform and beta distribution ~ will be considered. The problem is to determine starting time values Sij for each activity (i,j) entering the project, i.e., the timing of feeding- in of resources for that activity. Values Sij are not calculated beforehand and are random variables conditional on our future decisions. The model’s objective is to minimize the expected project dura- tion. Determination of values Sij is carried out at decision points when at least one activity is ready to be operated and there are free available re- sources. If, at a certain point of time, a set of more than one activity is ready to be operated but the available amount of resources is insufficient, a com- petition among the activities is carried out in order to choose a subset of those activities which has to be operated first and can be supplied by the avail- able resources. We suggest carrying out the com- petition by solving a zero-one integer program-

ming problem to maximize the total contribution of the accepted activities to the expected project duration. For each activity its contribution is the product of the average duration of the activity and its probability of being on the critical path in the course of the project’s realization. Those probabil- ity values are calculated via simulation. Solving a zero-one integer programming problem at each decision point results in the following policy: the project management takes all measures to first op- erate those activities that, being realized, have the greatest effect of decreasing the expected project duration. Only afterwards, does the management take care of other activities. The model is a stochas- tic optimization problem which cannot be solved in the general case and allows only a heuristic solution.

The structure of the paper is as follows: in Sec- tion 2, Notation will be outlined. Section 3 presents the problem of optimal feeding-in of resources in resource-constrained project scheduling. In Section 4, the description of the algorithm is presented, while Section 5 describes a numerical example. Section 6 presents conclusions and future research. In Appendix A the example’s initial data is out- lined.

2. Notation

Let us introduce the following terms: G(N, A) stochastic network project (graph) of

PERT type; (i, j) c A the project’s activity

tij random duration of activity (i,j);

aij lower bound of value tij (pregiven);

bij upper bound of value tij (pregiven);

Pij average value Of tij;

rijk capacity of the kth type resource(s) allo- cated to activity (i, j), 1 d k d II (fixed and pregiven);

:k

number of different resources; total available resources of type k at the project’s management disposal (pregiven and fixed throughout the planning horizon);

&(t) < Rk free available resources at moment t 2 0;

Page 3: Stochastic network project scheduling with non-consumable limited resources

D. Golenko-Ginzburg, A. Gonik/Int. J. Production Economics 48 (1997) 29-37 31

the time that resources rijk are fed in and activity (i, j) starts (a random value con- ditional on our decisions); random project’s duration, on condi- tion that feeding-in or resources rijk is carried out at moments Sij; maximal value of the kth resource profile at moment t on condition that activities (i, j) c G(N, A) start at mo- ments Sij the actual moment activity (i, j) is finish- ed ( = Sij + tij); earliest possible time of realization of node i; conditional probability of activity (i, j) to be on the critical path in the course of the project’s realization (dependent on the decisions already taken).

The most widely used PERT techniques (e.g. [24,25, 301) are based on the assumption that each activity duration follows a beta probability density function. We shall henceforth use a beta-distribu- tion as follows:

12 X(x) = (bij _ aij)4 (x - aij) Cbij - x)2 (1)

Besides beta distribution (l), the model developed may adopt other distributions. Three alternative distributions will be considered: 1. tij has a beta distribution with density function

(1) in the interval [aij, bij]; 2. tij has a uniform distribution in the same inter-

val; 3. tij has a normal distribution with the mean

pij = 0.5(Uij + bij) and the variance I’ij = [(bij - aij)/612.

The initial data of the model for each activity (i, j) includes:

i; j; aij; bij; rijl, . . . , rijn.

It goes without saying that relations

Maxrijk<Rk, 1 dkdn, Li

(2)

hold, otherwise the project cannot be operated.

3. The model

The problem is to determine values Sij to minim- ize the expected project duration

Min E{ T(G/S,)} (3) ‘ij

s.t. R$(t/Sij)<Rk ‘dt3O, l<k<~. (4)

We have chosen this objective because various authors, (e.g. [9, 18, 261) consider the problem of decreasing the project duration as one of the most urgent ones, especially for stochastic projects of PERT type. The latter usually do not meet their due dates on time [26].

Model (3H4) is a stochastic optimization prob- lem which cannot be solved in the general case; the problem only allows a heuristic solution.

The basic idea of the heuristic solution is as follows. Decision-making i.e., determining values Sij, is carried out at essential moments Fij and T(i) (decision points), either when one of the activities (i, j) is finished and additional resources rijk, 1 < k < n, become available, or when all activ- ities (i, j) leaving node i are ready to be processed. If one or more activities (iI, jl), . . . , (i,, j,), m 2 1, are ready to be processed at moment t and all of them can be supplied by available resources, the needed resources are fed in and activities

(i&J, 1 < 4 G m, begin to be operated at moment t, i.e., S,, = t, 1 < q < m. If, at least for one type k of resources, relation I:= 1 riqluk > Rk (t) holds, i.e., there is a lack of available resources at moment t, a competition among the activities has to be ar- ranged to choose a subset of activities that will start to be operated at moment t and can be supplied by resources.

Let us analyze in greater detail the problem of determining values Sij, i.e., the problem of choosing activities to be operated. Problem (3H4) is an opti- mal decision-making model to minimize the ex- pected project duration. Thus, supplying the chosen activities with available resources at each decision point centers on reducing the remaining project’s duration as much as possible. This means, in turn, that to carry out the competition the project management has to choose and to operate first the subset of activities that provides the

Page 4: Stochastic network project scheduling with non-consumable limited resources

32 D. Golenko-Ginzhurg A. Gonikilnt. J. Production Economics 48 (1997) 29-37

maximal total contribution to the expected project duration.

We will assume that in a stochastic network project with random activity durations each activ- ity (i, j) contributes to the expected project duration value aij = pij.p(i, j) . Here pij is the given average value of the activity duration while p(i,j) is the conditional probability for the activity to be on the critical path. Note that at each decision point f values p(i, j) for all remaining activities (i,,j) cannot be calculated beforehand: they are not only dependent on the decisions already taken but are random variables conditional on our future decisions. We suggest a heuristic procedure (see Section 4) to determine those values via simula- tion. At each decision point t, all the activities that have not yet started to be operated are simulated using one of the alternative density functions, e.g. (1). Later on, the critical path of the remaining graph (with simulated activity durations) is determined. By repeating this proced- ure many times, we obtain frequencies for each activity (i, j) to be on the critical path. Such fre- quencies are taken as p(i,j) . Note that such a simu- lation approach has been used successfully in other areas of project management, e.g., in budget reallo- cation models for stochastic network projects [27,28].

After obtaining values p(i,,j,), 1 B 4 d m, for all competitive activities at moment t, decision-mak- ing boils down to choosing the optimal subset of activities that can be supplied by available re- sources. The objective is to maximize the sum of values aij for all chosen activities. We suggest solv- ing this problem by using the zero-one program- ming approach which has been successfully used in similar resource scheduling problems, e.g. in

Cl, 2, 41. The zero-one programming problem can be for-

mulated as follows: determine integer values tiqj4, 1 d 4 < m, to maximize the objective

(5)

s.t. f (5i,j,. ri,j,/c) Q Rktt), 1 d k < 11, (6)

q=l

where

0 if activity (i,, j,) will not

CYi,j, = obtain resources;

1 otherwise.

Problem (.5)(6) is a classical zero-one integer pro- gramming problem. Its solution is outlined in many books on operations research, e.g., in [29]. Note that maximizing objective (5) results in the policy as follows: the project management takes all measures to operate first activities which being realized, de- crease more essentially the expected project dura- tion. Only afterwards, does the management take care of other activities.

After feeding-in of resources for the chosen activ- ities, the next earliest “essential” moment is deter- mined and the project’s realization proceeds until the sink node cannot be reached. The correspond- ing heuristic algorithm to schedule the project is outlined below.

4. Heuristic algorithm

The algorithm to solve problem (3H4) is per- formed in real time; namely, all activities can be operated only after obtaining necessary resources. Essential moments Fij and T(i) cannot be predeter- mined. However, if we want to evaluate the effici- ency of the resource allocation model, we can simulate the algorithm’s work by random sampling of the actual duration of activities. By simulating the algorithm’s work many times, the average pro- ject’s duration as well as the probability of accom- plishing the project by a given due date (if neces- sary) can be evaluated.

The heuristic algorithm comprises three sub- algorithms as follows:

SubaIgorithm I actually governs most of the pro- cedures to be undertaken in the course of the pro- ject’s realization, namely: - determines decision points F, and T(i); - singles out (at a routine decision point) all the

activities that are ready to be operated; _ checks the possibility of supplying these activities

with available resources (without undertaking a competition);

Page 5: Stochastic network project scheduling with non-consumable limited resources

D. Golenko-Ginzburg, A. Gonikllnt. J. Production Economics 48 (1997) 29-37 33

_ supplies the chosen activities with resources and later on simulates the corresponding activities’ durations;

~ returns the utilized non-consumable resources to the project management store (at the moment an activity is finished);

_ updates the remaining project at each routine decision point. Subalgorithrn II calculates values p(i, j) for all

activities entering the remaining project, at a rou- tine decision point. Note that the subalgorithm works only in the case when, due to restricted available resources, a competition among the activ- ities waiting to be operated, has to be undertaken. The subalgorithm is realized via simulation as follows: 1.

2.

3.

4.

5.

At any routine decision point t, determine all the activities that have not yet started to be operated. Simulate their random dura- tions using one of the alternative density func- tions. For activities (i j) entering the remaining project and being under operation at moment t, calculate their remaining durations Fij - t. Calculate the critical path length of the remain- ing graph where activity durations are deter- mined at steps 1 and 2. Determine all activities that belong to the critical path. Repeat steps l-3 M times in order to obtain representative statistics. Calculate the frequency for each activity (i, j) to be on the critical path. For a large M, such frequencies are taken as p(i, j). Note that simulation of activity durations at

step 1 of Subalgorithm II is carried out to deter- mine values p(i, j), i.e., to solve an auxiliary problem, but not to simulate actual activity realiz- ations. The latter are carried out by Subal- gorithm I. As outlined above, values p(i, j) are random variables conditional on our future decisions. When we use Subalgorithm II, we do not take future decisions into account. More- over, the convergence of the frequency values obtained at step 5, to optimal values p(i, j) is not evident. We see very little chance that these drawbacks can be avoided. However, for practi- cal applications such an approach is effective [27,28].

Subalgorithm III solves, at a routine decision point t, the multi-dimensional knapsack problem (5)<6), to choose the subset of activities to be oper- ated and supplied with available resources. Since the initial data for that problem (values pi,j, and p(i;j,), 1 d 4 < m) have already been obtained by using Subalgorithms I and II, solving the problem is not difficult. Similar integer pro- gramming models have been successfully used for solving various resource-constrained project sched- uling problems [1,2,4]. However, several other heuristics might also turn out to be applicable. We have undertaken a comparison among two procedures:

Procedure A is based on solving a zero-one pro- gramming problem (5t(6).

Procedure B is more simple in usage and is real- ized as follows:

After determining values p(i,, j,) , 1 < 4 < m, all the competitive activities are sorted in descend- ing order of values ai,j, = pi,j,. p(i,, j,). In case p(i,, j,) = 0, the corresponding activities are sorted in descending order of values cli,j,. Activ- ities with higher values 8i,j, are assumed to be of higher priority. All the sorted activities are examined one after another, in the descending order of their priori- ties, to check, for each activity, the possibility that it can be supplied with remaining available resources. If, for a certain activity (i,, j4),

1 d 4 d m, relations ri,j,k < Rk(t), 1 < k < n, hold, the needed resources,ripj,k are passed to the activity while the remaining resources Rk(t)

are updated, Rk(t) - ri,jqk * Rk(t), 1 < k < n. .

Then, the next activity (zq+ i,jq+ 1 ) is examined.

The procedure terminates either when all the available resources are reallocated among activities or all the m activities have been examined. We have compared both procedures for the nu-

merical example outlined in Section 5. It turns out that the first procedure provides better results. This can be easily explained: both procedures use one and the same objective and are based on the same initial data. However, procedure A pro- vides an exact solution while procedure B is a heuristic.

Page 6: Stochastic network project scheduling with non-consumable limited resources

34 D. Golenko-Ginsburg, A. Gonikjlnt. J. Production Economics 48 (1997) 29-37

5. Numerical example

The company is faced with realizing a stochastic network project with non-consumable limited re- sources. The initial data of the project are given in Appendix A. The project requires resources of one type, i.e., n = 1, with resource limit value R = 50. In order to check the algorithm, 100 simulation runs were undertaken. Three alternative distributions were considered-the normal, the uniform and the beta distribution. The computer program is written in the PASCAL 7 programming language on an IBM PC. For each distribution, on the basis of 100 simulation runs, the p-deciles W(p) for p = 0.9, 0.8, 0.7, 0.6, 0.5, 0.4, 0.3, 0.2, 0.1, together with the project’s average duration r{G(N, A)} were cal- culated. We have implemented the zero-one pro- gramming model in the heuristic algorithm. The summary of results is presented in Table 1.

Using Procedure B (see Section 4) results in the following values T { G(N, A)): (a) Normal distribution: T = 461.58. (b) Uniform distribution: i= = 461.35. (c) Beta-distribution: T = 447.98.

Thus, using a simplified heuristic solution versus a more complicated exact solution of problem (5H6) results in increasing the expected project duration by 3%. This seems to be unavoidable.

Other conclusions can be drawn from the sum- mary:

Introducing beta distribution results in realizing projects with smaller durations in comparison to normal and uniform distributions. For both normal and uniform distributions, the average project duration is practically the same. But using normal distribution enables a random project duration to be obtained with smaller variance than with uniform distri- bution. It can be clearly recognized that the heuristic algorithm outlined above enables the solution of several important problems in resource con- strained project scheduling, namely:

Problem 1. Given resource limit value R and confidence probability p, determine the due date D which can be met with probability not less than p.

Table 1

The summary of results

Distributions

Probability terms Normal Uniform Beta

w (0.9) 461 465 448

w (0.8) 457 458 443

w (0.7) 454 453 440

W(0.6) 451 451 437

W(O.5) 449 448 434

w (0.4) 447 445 431

w (0.3) 445 442 428

W(O.2) 440 439 424

W(O.1) 436 434 419

T{G(N, A)} 448.85 448.49 433.88

The solution of the problem is obtained via lin- ear interpolation: 1. Determine integer numbers q and q + 1,

0 d q < 9, satisfying q/10 d p d (q + l)/lO. 2. Calculate the due date

D = W(q/lO) + {W(q + l)/lO)

- WWO)MOP - 4).

Problem 2. Given value R and due date D, deter- mine confidence probability p.

The solution is similar to that of Problem 1 and is based on applying interpolation methods to stat- istical data presented in Table 1.

Problem 3. Given due date D and confidence prob- ability p, determine the minimal value R which enables meeting the deadline on time.

Problem 3 can be solved by varying value R, undertaking numerous simulation runs for each value and applying interpolation methods to the corresponding statistical data. Note that if the number II of different resources is more than one, problems 1 and 2 remain as easy as before and can be solved by using Table 1. Problem 3, however, becomes a multiobjective problem with a more difficult solution (see, e.g., [29]).

6. Conclusions and future research

(1) The heuristic algorithm presented here has some advantages. First, it is very simple to use and

Page 7: Stochastic network project scheduling with non-consumable limited resources

D. Golenko-Ginzburg, A. Gonik/Int. J. Production Economics 48 (1997) 29-37 35

intuitive. The general idea of the algorithm is to reallocate resources among the project’s activities on the basis of priority levels assigned to these activities. Those priority levels are, in essence, the activities’ contributions to the project’s average duration; they depend both on the activity’s aver- age duration and the probability of the activity to be on the critical path in the course of the project’s realization. Those probability values can be easily obtained via simulation. They have been success- fully used for other optimization problems in net- work planning and control, e.g., in optimal budget redistribution problems for PERT type projects [27,28].

(2) The algorithm can be used for practically all activity-on-arc network projects with independent activities of random duration. To be realized each activity requires non-consumable resources of sev- eral different types. The resource capacities are fixed and pregiven. The algorithm can be easily impIemented on a PC, especially for projects with a medium number of activities.

(3) The algorithm can be used for any probabil- ity distribution of activity durations. Moreover, each activity may have its individual density func- tion. With minor modifications, the algorithm can be applied to projects comprising activities that may change its probability distribution within the project’s realization. For certain activities, as a re- sult of appropriate actions, such changes may be adopted several times. Since the project is usually revised over time, the management’s sole require- ment is to introduce any alterations in the initial data of the remaining project. This includes imple- menting additional activities, changing the number of non-consumable resources together with their total available capacities R, and capacities rijk, etc. If, for example, a project becomes late and the activities’ durations depend on the assignment of manpower of varying qualifications the manage- ment may hire additional workers or may reallo- cate the most qualified personnel to the most critical activities, etc. The corresponding alter- ations result in changing the project’s initial data; they can be undertaken at any decision point t with- in the project’s realization. The heuristic algorithm can adopt these alterations when being performed in real time as well as when being simulated.

(4) For certain sets of activities the correspond- ing durations may be dependent. That means, e.g., that increasing the duration of a certain activity may result in decreasing the durations of other activities. In such cases, multi-dimensional prob- ability distributions have to be introduced. The heuristic algorithm outlined in Section 4 can be easily modified to simulate these correlated activ- ities.

(5) Future research can be carried out in two main directions:

(a) to determine the resource capacities rijk within pregiven upper and lower bounds rijmki”) < rijk < $‘x), 1 Q k < n, while the probability density function of each activity duration depends paramet- rically on values rijk. Introducing vari- able resource capacities results in in- creasing the difficulty of the general problem (3H4): besides starting times S,j, the optimized variables are rijk,

1 Q k < n. The zero-one integer pro- gramming problem (5x6) becomes more difficult (it is a NP-complete problem) and for practical applications needs heu- ristic solutions.

(b) In some cases, it is reasonable not to supply resources for certain activities (even in the case when there is no lack of resources) but to wait for the moment a “critical” activity will be ready to be operated. Such an approach is very effec- tive in stochastic scheduling and may be introduced in resource constrained pro- ject scheduling too.

In summary, the problem presented in this paper has the potential of opening new directions for future research in project management.

Acknowledgements

This research has been partially supported by the Paul Ivanier Center for Robotics and Production Management, Ben-Gurion University of the Negev.

The authors are very grateful to the anonymous referees for their very helpful comments.

Page 8: Stochastic network project scheduling with non-consumable limited resources

36 D. Golenko-Ginzburg, A. Gonikllnt. J. Production Economics 48 (1997) 29-37

Appendix A c41

Table 2

Initial data of the project c51

No i j li, 'ij hl,

8 9

10

11

12

13

14

15

16

17

18

19

20 21

22

23

24

25

26 27

28

29

30

31

32

33

34

35

36

2

2

8 8

9

9

10 11

11

11

12

13

13 14

15 15

16

17

17

18

19

20

21 22

15

14

15

9

14

13

9

8 11

12

10 11

21

19

20 21

19

17

18

16

16 17

22

22

23

20

23

22

23 23

16 40 60

15 35 70

18 25 35

19 30 45

10 26 33

18 9 15

24 38 50

25 10 18

16 16 24

19 30 38

20 18 22

18 25 32

15 31 45

16 58 78

17 35 45

19 25 35

21 35 60

24 30 50

13 35 42

16 20 30

12 14 21

14 15 20

16 30 42

15 28 40

13 22 28

14 20 35

18 16 24

22 15 22

10 13 18

18 27 38

16 35 55

17 20 30

19 25 37

20 17 38

15 38 55

24 12 22

References

Cl1

PI

c31

Luss, H., 1991. A non-linear minimax allocation problem

with multiple knapsack constraints. Oper. Res. Lett., lO(4): 183-187.

Thesen, A., 1976. Heuristic scheduling of activities under

resource and precedence restrictions. Mgmt. Sci., 23(4): 412-442. Thesen, A., 1978. Computer Methods in Operations Re-

search. Academic Press. New York.

C61

[71

PI

c91

Cl01

1111

ll51

Cl61

1171

Cl81

Cl91

c201

WI

PI

~231

1241

Pritzker, A.A.B., Walters, L.J. and Wolfe, P.M., 1969. Multiproject scheduling with limited resources: a zero-one

programming approach. Mgmt. Sci., 16(l): 93-108.

Lofts, N.R., 1974. Multiple allocation of resources in a net-

work; an optimum scheduling algorithm. Can. J. Oper.

Res. Inform. Process., 12: 25538.

Davis, E.W. and Heidorn, G.E., 1971. An algorithm for

optimal project scheduling under multiple resource con-

straints. Mgmt. Sci., 17(12): B8033B816.

Hastings, N.A.J. and Willis, R.J., 1976. Project scheduling

with resource constraint using branch and bound. Oper.

Res. Quart., 27(2): 341-345.

Willis, R.J., 1981. A note on the generation of project network diagrams. J. Oper. Res. Sot., 32(3): 2355238.

Willis, R.J., 1985. Critical path analysis and resource con- strained project scheduling. Theory and practice. Eur. J.

Oper. Res., 21: 149-155.

Bell, C.E. and Han, J., 1991. A new heuristic solution

method in resource-constrained project scheduling. Nav.

Res. Logist., 38(3): 315-331.

Davis, E.W., 1973. Project scheduling under resource con- straints. Historical review and categorization of proced-

ures. AIIE Trans., 5(4): 297-3 13.

Davis, E.W., 1974. Networks: Resource allocation. J. Ind. Eng., 6(4): 22232.

Herroelen, W.S., 1972. Resource-constrained project sched-

uling. The state of art. Oper. Res. Quart., 2B: 261-275. Wiest, J.D., 1967. A heuristic model for scheduling large

projects with limited resources. Mgmt. Sci., 13(6):

B3599B377.

Wiest, J.D. and Levy, F.K., 1977. A Management Guide to

PERT/CPM, 2nd ed. Prentice-Hall, New Jersey. Lorterapong, P., 1994. A fuzzy heuristic method for re-

source constrained project scheduling. Project Mgmt. J., 25(4): 12-18.

Minciardi. R., Paolucci, M. and Puliafito, P.P., 1994. De- velopment of a heuristic project scheduler under resource

constrains. Eur. J. Oper. Res., 79(2): 176-l 82.

Ulisoy, G. and Ozdamar, R., 1995. A heuristic scheduling

algorithm for improving the duration and net present

value of a project. Int. J. Oper. Prod. Mgmt., 15(l): 89998.

Sampson, S.E. and Weiss, E.N., 1993. Local search tech- niques for the generalized resource constrained project

scheduling problem. Navel. Res. Logist., 40(5): 6655675.

Zhan, J., 1994. Heuristics for scheduling resource-con- strained projects in MPM networks. Eur. J. Oper. Res.,

76( 1): 192-205.

Toker, A., Kondacsi, S. and Erkip, N., 1991. Scheduling under a non-renewable resource constraint. J. Oper. Res.

Sot., 42(9): 811-814.

Deckro, R.F. and Hebert, J.E., 1989. Resource constrained project crashing. Omega, 17( 1): 69979.

McBride, R., 1985. Solving embedded generalized network problems. Eur. J. Oper. Res., 21(l): 82292.

Kidd, J., 1987. A comparison between the VERT program and other methods of project duration estimates. Omega, 15(2): 1299134.

Page 9: Stochastic network project scheduling with non-consumable limited resources

D. Golenko-Ginzburg, A. Gonik/Int. J. Production Economics 48 (1997) 29-37 37

[25] Williams, T., 1992. Practical use of distributions in activity

analysis. J. Oper. Res. Sot., 43(3): 265-270.

[26] Schonberger, RI., 1981. Why projects are always late:

a rationale based on simulation of a PERT/CPM method.

Interfaces, 1 l(5): 66-70.

[27] Golenko-Ginzburg, D., 1993. A two-level decision-making

for controlling stochastic projects. Int. J. Prod. Econom., 32: 117-127.

[28] Golenko-Ginzburg, D. and Gonik, A., 1996. On-line

model for COST-Simulation network projects. J. Oper. Res. Sot., 47: 2666283.

[29] Taha, H.A., 1976. Operations Research. An Introduction, Collier Macmillan, New York.

[30] Golenko-Ginzburg, D., 1988. On the distribution of activ-

ity time in PERT. J. Oper. Res. Sot., 39(8): 767-771.