EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

ELSEVIER

European Journal of Operational Research 96 (1996) 274-288

Theory and Methodology

Job sequencing rules for minimizing the expected makespan in flexible machines
Amiya K. Chakravarty a, Nagraj Balakrislman u,,
a A.B. Freeman Sctu~ol ofBuMness, Tulane University, New Orleans, LA 70118, USA b Department of Management, Clemson Unioersity, Clemson, SC 29634, USA

Received 1 August 1994; accepted 1 October 1995

Abstract

We consider scheduling of a deteriorating flexible machine that is capable of processing a number of diverse jobs with negligible setup times between jobs. Specifically, we develop rules for sequencing N jobs on such a machine such that its expected makespan (sum of all job processing times and machine down-time) is minimized. Using the Weibull distribution to characterize machine failures in our model, we permit different jobs to contribute to machine deterioration (and hence its failure) at different failure rates, and do not require these rates to remain constant with machine-use time. We validate the effectiveness of these job sequencing rules for different cases, using extensive simulation tests.
Keywords: Machine failure; Machine reliability; Job scheduling; Expected makespan; Flexible machines

1. Introduction

In job scheduling problems where each job is processed on several machines, minimization of makespan (defined as the sum of job processing and setup times) also maximizes machine-utilization. Minimization of makespan, however, is typically not an objective in single-machine scheduling problems, as now makespan is independent of job sequence (assuming sequence-independent set up times). In the case of a flexible machine capable of processing a number of diverse jobs with negligible setup times between jobs, makespan is just the sum of all job processing times. However, if machine stoppages occur before the completion of all jobs, makespan would obviously be extended by the total machine down-time. The primary causes of such down-time are tool-magazine changes and machine failures. While the impact of job sequence on tool-magazine changes has been well documented [5,20-23], the relationship between job sequence and machine failures has not been addressed. In practice, the minimization of makespan in a flexible machine, which is equivalent to minimization of machine down-time due to unexpected failures, would be an important objective for several reasons. Recent surveys [ 18,24] have shown that controlling unplanned machine down-time due to failures is especially critical for flexible machines which incur four times the wear of dedicated machines during a given time interval, due

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275

to increased load. The effect of such accelerated wear clearly enhances the importance of preventive maintenance for such machines [13], and there have been many studies on the optimal timing for maintenance of deteriorating machines [ 15,17]. Kennedy [10] states that the indirect cost o f unplanned machine down-time is much greater than that for scheduled maintenance, and is the most significant cost of the system. Further, a flexible machine typically has a high premium on productivity due to the complexity of the machine which now includes not only mechanical parts but also electronic, hydraulic, software, and human elements [24] - an issue that clearly argues for minimization of machine down-time due to failures. Finally, if the flexible machine produces all components for an assembly, these components must be ready by the scheduled assembly start time, which would again call for minimization of component makespan, especially in vertically integrated JIT systems [8]. Since a flexible machine performs different manufacturing operations from job to job, the machine deterioration due to each job would be a function of that job's engineering-determined parameters such as the job feed rate, drilling or cutting speed, chip removal rate, cooling efficiency for the type of cut, etc. Essentially, each job, based on the complexity and speed of its operations, may be viewed as placing a certain amount of "stress" on the machine, and the machine fails when the total stress exceeds some threshold value. Such shock failure models have been used extensively in the literature [3]. The stress accentuates the failure rate differentials in the components of the machine [24] and different jobs would, therefore, contribute to machine deterioration (and hence, its failure) at different rates. Observe that the failure rate due to each job may either be constant over time or increasing with machine-use time [2]. In either situation, as we will establish later, the frequency of machine failures (and hence, machine down-times for repairs) would be job sequence dependent. In this paper, we study the relationship between job sequence and makespan assuming that the tools required for processing all jobs fit in a single tool-magazine (i.e., there is no machine down-time for changing the tool-magazine). Specifically, we develop rules for sequencing N jobs on a deteriorating flexible machine such that its expected makespan is minimized. The machine failure distribution associated with a job is assumed to be weibull, so that both constant and increasing failure rate scenarios can be analyzed. In a follow-up paper [4], using the results of this research, we study the impact of the job sequence on both expected makespan and number of tool-magazine changes. A number of authors have analyzed deteriorating non-flexible production systems [12,15,19]. Because of its analytical simplicity, the machine failure distribution is characterized by the exponential distribution [6,11,16,17]. While a few authors [ 1,16] have attempted to justify use of the exponential distribution, others [2,7,14] point out that the results obtained are likely to be invalid and overly optimistic, especially if there are components that contribute to machine failure at increasing rates. A typical objective in such studies is to find the optimal timing for inspection and maintenance of deteriorating systems such that the average cost of the repair policy is minimized in the long run. The effect of multiple jobs, contributing to machine deterioration at different rates, has not been addressed. Further, cases where these rates increase with time have also not been considered. This paper is organized as follows. In Section 2, we describe the theoretical basis of our analyses. In Section 3, we first develop the optimal job sequencing rule assuming the machine failure rate due to each job is constant over time, and then use simulation tests to show its effectiveness. In Section 4, we develop the optimal job sequencing rule for problems where these machine failure rates increase with machine-use time, and again use simulation tests to show its effectiveness. In Section 5, we present our conclusion and discuss extensions to this problem.

2. Expected makespan and its equivalents

If there are n machine failures before a flexible machine processes all jobs, and the down-time for repairs at each failure is assume to be R, the makespan (MS) of the job-mix is given by: MS = T + nR, (1)

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where T is the sum of all job processing times. Now, if we let p(n) denote the probability of n failures before the completion of all jobs, the expected makespan (EMS) can be written as: EMS = r,~= 0 [ r + nR] p ( n ) = r + R Z ; . , n p ( n ) . (2) Observe that p(0) is the probability that the makespan equals T. We call this measure the makespan probability, MSP (i.e., p(0) = MSP). As we will show later, the mathematical expression for MSP, although it requires rather complex reasoning to establish, is tractable. The mathematical expressions for p(n), however, become increasingly intractable as the value of n increases. Therefore, in order to facilitate further mathematical analysis of job sequencing rules, we explore the substitution of the objective function (minimization of EMS) by a surrogate function that would: (i) be monotonically related to EMS; and (ii) be mathematically tractable. Since a strong inverse relationship would exist between EMS and MSP, maximization of MSP can be established as being equivalent to minimization of EMS. Observe that maximization of MSP would also be equivalent to maximization of the probability that makespan is within some target time window such as T and T + R. Such an objective may be relevant, for example, if some common due date exists for the completion of all jobs. In what follows, we establish a mathematical expression for MSP assuming machine failures to be characterized by the weibull distribution. The weibull distribution provides a more generalized approach in the analysis of mechanical systems [2] than the exponential distribution since the weibull PDF can be shaped to represent different distributions by adjusting its parameter values. It may be of interest to note that a model based on the weibull distribution is used to estimate computer software failures [9]. The Weibull failure density function is given as [2]: (3) where t is the elapsed time, a is the scale parameter, and 13 is the shape parameter. It is well known [1] that there is a significant difference in the shape of the PDF curve for 13= 1 (which is the exponential distribution) and 13 > 1. Some of the results we derive in later sections are also markedly different for these two situations. It has also been established [2] that 13 < 1 during the "wear-in" phase of a machine, 13= 1 during the steady or "normal life" phase, and 13> 1 when "wear-out" phase sets in. Moreover, for mechanical components, the normal life (13 = 1) phase is extremely narrow [2]. To permit different jobs to cause machine deterioration at different rates, the machine failure distribution due to job i may be represented using a job-dependent scale parameter c(; [2]. Since 13 only describes the shape of the PDF (based on the machine's operating phase), it would possess a fixed value for a given problem scenario, independent of jobs. Observe that at a transition from one job to another, the failure distribution switches from one PDF to another. However, each succeeding PDF must be conditioned upon the machine surviving up to that point in time, having processed some mix of jobs. To understand the effect of job switches on the machine, consider Fig. 1 which shows the Weibull PDF for jobs i and j (with ot i < orj, and 13= 3). If job i precedes job j, the failure distribution between time 0 and t i is governed by f~(t) as shown by the lightly-shaded region. At time t i, the machine switches from job i to job j. Due to the machine's flexible nature, this switch is instantaneous and no adjustments are made to the machine. Now, from time ti to t i + tj, the machine failure distribution is governed by fflt) (shown by the darkly-shaded region), conditioned on the event that the machine did not fail till time t~. Observe that the conditioning of the failure distribution fflt) should reflect the fact that the machine deterioration between time 0 and t~ is due to job i, and not job j. That is, as the machine instantaneously switches from one job to another, there is a continuous "carry-forward" of memory which would exist even when the machine failure distributions with individual jobs are exponential (i.e., the process is not totally memory-less). In Appendix A, we develop the expression shown below for P(i,j), defined as the probability of at least one machine failure before the completion of both jobs i and j, processed in that order:

f ( t) = ( fit tJ- '/or ~) e x p ( - - t / a ) t~,

p(i,j)=(fo,f.(t)dtWft[,+t,fj(t)dt)/(fot,f~(t)dt+

J.ft'ti

+tjfj(t) dtWft,+tfD(t)dt),~

(4)

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277

fi(t)

A
I I t I I

j(t)

4-} ~4 0 P4

t ,

ti+

tj

time

.... >

Fig. 1. Weibull PDF for [3 = 3 and different tx values.

where fD(t) is the machine failure distribution associated with a dummy job at the end of any job sequence (see Appendix A for an explanation). From the above expression, we note that for all [3 values, P(i,j) depends on the order in which the jobs are processed. Let PM(i,j) denote the MSP of processing jobs i and j in that order. Substituting for f/(t), ~(t),and fD(t) in Eq. (4), we obtain:
ij) = l - P( i,j)=exp(-[ t, +

/(l- exp(- t,/a,)"+expf-t,/a,)"-exp(-[t, tjl/a:)" exp(-[t,+ tjl/ao)'). + +

(5)
A similar analysis may be used to calculate the MSP of processing any sequence involving multiple jobs. Let t i denote the processing time of job i. If jobs 1 to N are processed in the sequence 1,2 . . . . . N, and Tk = ~ = tti, then the MSP be expressed as: PM(1,2 . . . . . N ) = exp(--TN/OtD) /(1

~
(6)

--.Yff=,exp(--Tk/ak)~+~ff__-l'exp(--Tk/ak+,)/~+exp(--TN/aO)~).

In what follows, for given values of the parameters [3, u i, and t~, we develop job sequencing rules to maximize the MSP.

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3. S e q u e n c i n g rules w i t h constant failure rates

In this section, we identify the job sequence that maximizes MSP, assuming the machine failure rate due to each job is constant over time (i.e., 13 = 1). All jobs are assumed to be available at time t = 0. We first consider an interchange of jobs in a 2-job sequence. The following theorem now applies: T h e o r e m 1. If 13 = 1, and jobs j and k are defined such that cry < et k , then Pm( k,j) >_PM( j,k ), i.e., the jobs should be processed in non-increasing order of ct. Proof. Assume Pm(k,j) < PM(j,k). Expressing Pm(j,k) and PM(k,j) using Eq. (5), it can be shown that the following inequality must hold for this assumption to be true: e x p ( - t , / a 2 ) - exp( - t k / a k ) - e x p ( - [ tj + t, ] / a j ) + e x p ( - t j / % )
- exp(-tj/a,)

+ e x p ( - [t~ + t , l / a , ) > O .

(7)

Let exp( - tj/ct j) = a and exp( - tk/et k) = b. Since ot j < a k, exp( - tJ o t k) and exp( - tk/et i) may be written as (a + h) and (b - m) respectively, where h,m > O. Eq. (7) may then be written (after simplification) as:

h( b - 1 )

+re(a-1)>

0,

(8)

which cannot be true since 0 < a, b < 1. Hence, PM(k,j) > PM(j,k).

[]

Using Theorem 1, it is possible to optimally sequence pairs of jobs. We note that when 13 = 1, et 2 denotes the mean time between failures for the machine failure distribution due to job j, and would depend on the stress of job j on the machine. Hence, a conceptual interpretation of Theorem 1 may be to process the "simpler" job first. Next, we examine whether the above rule holds even when there are more than two jobs in the sequence.
T h e o r e m 2. If 13 = 1, and jobs j and k are such that ct i < ct k, then it is optimal to process job k before job j, provided the total processing time of all jobs preceding this pair does not exceed a non-negative threshold TB, where:

T8 =

4,-

log ( ([1 - exp( - t J a,)][1 - exp( - t , / 4 , ) 1 ) / ( [ 1 - exp( - t , / 4 , )l[1 - exp( - t j / a , )1) }.

(9)
Proof. Consider sequences (1 . . . . . i,(j,k),m . . . . . N ) and (1 . . . . . i,(k,j),m . . . . . N). Let T/ be the sum of processing times of all jobs from job 1 to job i, i.e., all jobs preceding the job pair (j,k). Assume PM(1 . . . . . i,(k,j) . . . . . N ) < PM(1 . . . . . i , ( j , k ) . . . . . N ) , where T i < TB. Expressing PM(1 . . . . . i,(k,j) . . . . . N ) and PM(1 . . . . . i,(j,k) . . . . . N ) using Eq. (6), it can be shown that the following inequality must hold for this assumption to be true: exp( - T~/ak) - exp(-- [T~ + t , ] / 4 , ) + exp(-- [T, + t , ] / % ) - e x p ( - [ T ~

+ t k + tj]/a2)
(10)

>exp(-T~/%)-exp(-[T~+tj]/%)+exp(-[Ti+tj]/ak)-exp(-[T~+tj+t~]/4~)
which, after rearranging the terms, becomes:
exp(r/[,,,-

(([1-exp(-tk/4,)][1-exp(-tJak)])/([1-exp(-tJaj)][1-exp(-tk/a2)])

) > 1.

(11)

This can be simplified to 7], > TB, which is a contradiction. Hence, if the total processing time Ti of all jobs preceding the pair ( j , k ) is < TB, it is optimal to process job k before job j. []

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279

R e m a r k 1. We note that since otj < or,, the threshold TB is non-negative. Further, for each job pair (j,k), TB is a function of tj, t,, orj, and ot k.
3.1. L o w e r bound on threshold TB

In what follows, we investigate the lower limit on TB in Eq. (9). Our objective is to determine an upper bound on T~ that would ensure validity of the sequencing rule established in Theorem 2, as long as a production run does not exceed this bound. T h e o r e m 3. F o r [3 = 1, and j o b s j and k defined such that ot j < ot k , i f tj < ot ~ and t, < et k , then TB > eli.
P r o o f . Let r = a J e t k < 1 (given); x = t J c t j ; and y = t k / a k. By definition, 0 < x < 1 and 0 < y < 1. Eq. (9)

for TB may be now re-written as: TB = M a j , where M - - 1 / ( 1 - r)log{([1 - e x p ( - x ) ] [1 - e x p ( - y / r ) ] ) / ( [ l - e x p ( - y ) ] [1 - e x p ( - r x ) ] ) } . (12)

First, consider the value of M at r = 1. Since M becomes indeterminate, using L'Hospital's rule we obtain: Limiting value of M ( a t r - - 1) = x / ( e x p ( x ) - l) + y / ( e x p ( y ) - 1) = f ( x ) +f(y). (13)

Consider the derivative of f ( x ) with respect to x:

df( x ) / d x

=f'(x)

= { ( e x p ( x ) - l) - x exp( x ) } / ( e x p ( x )

- l) 2.

(l 4)

At x = 0, f ' ( x ) is indeterminate. Applying L'Hospital's rule once again, the limiting value of f ' ( 0 ) is negative ( = - 0 . 5 ) . Further, f ( x ) is continuous in x, and has no stationary point (i.e., there exists no x > 0 where f ' ( x ) = 0). Hence, f ' ( x ) is always negative. Since 0 _< x _< 1, this implies that f ( x ) attains its minimum value at x = 1. In a similar fashion, we can show that f ( y ) attains its minimum value at y = 1. Substituting x = 1 and y = 1 in Eq. (13), we obtain: M = {1/(e1) + 1 / ( e 1)} = 1.16. (15)

Thus M > 1.16 at r = 1. Next, we observe that M = oo at r = 0, and that d M / d r < 0 for all r, x, and y (see Lemma 1 in Appendix B. Hence, it follows that the minimum value of M is obtained at the extreme point ( r = 1) of a feasible space, defined by r < 1. Therefore, TB = Mcty > 1.16ctj > ctj. [] Corollary 1. F o r ~5 = 1, and j o b s j a n d k defined such that ot j < eL, , it f o l l o w s that i f tj < ct j, and t k < ~ k, it is sufficient to have T i < ot j f o r the sequencing rule established in Theorem 2 to be valid. As stated earlier, when [3 = 1, ta is the mean time between machine failures. The processing time of each job may hence be assumed to be smaller than its corresponding ot value. For all practical purposes, it may be reasonable to assume that the sum of processing times of all jobs in a production run would not exceed the smallest a value. The assumptions in Corollary 1 are therefore true and T, (sum of processing times of all jobs from job 1 to job i) will never exceed otj (and hence, the threshold TB). Extending the results of Theorems 2 and 3 to each pair of jobs ( j , k ) , it follows that the optimal sequence should process these jobs in non-increasing ot order. For convenience, we call such a sequence the A-optimal

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A.K. Chakravarty, N. Balakrishnan / European Journal of Operational Research 96 (1996) 274-288

sequence. It is especially interesting to note that the individual job processing times do not play a part in the sequencing rule itself.
3.2. Simulation results f o r A-optimal j o b sequencing rule

We now use simulation tests to show the validity and effectiveness of the job sequencing rule developed above. All tests are run on a sequence of 5 jobs. For convenience, jobs 1 through 5 are always numbered such that eL i < u /, i < j. The A-optimal sequence is therefore 5,4,3,2,1. In all our simulation tests, the smallest ot value ( u , ) is set to 30. The remaining ui are then randomly selected over small (30-35), medium (30-50), or large (30-85) ranges such that u~ < u j, i < j . Once the u i values are set, T5 ( = ~ = ~t,) is varied over values from l0 to 30. Observe that in keeping with the explanation following Corollary l, the maximum T5 value may not exceed u i. For each T5 value, 100 different combinations of t i values (i = 1 to 5) are randomly generated such that each t i ~ ( 1 , c t J 2 ) , and E~=lti = T 5. For each set of t i values, the MSP for all 120 ( = 5!) sequences are first calculated. The probability differences (percentage) between the best and worst sequences, and between the A-optimal and worst sequences, are then noted. In Fig. 2, the percentage differences (average of 100 runs) are shown at various T5 values, for different s-ranges. It can be seen that for all T5 values shown, the A-optimal sequence is always optimal, and that

o"

Small alpha-range /

15

210
Sum of proaessing times ....... ( B e a t ) - ( W o r a t ) - -

;5
.... (A-Optimal)-(Worst) i

30

Fig. 2. Percentage difference in probabilities ([3 = 1).

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281

significant improvements in MSP may be achieved by using the A-optimal sequence (as compared to a random sequence). Further, these benefits increase with both T5, and the range of a values.

4. Sequencing rules with increasing failure rates

The A-optimal sequencing rule assumes that the machine failure rate due to each job is constant over time. However, in applications such as those using mechanical components, the significant change in the shape of the PDF for jobs with machine failure rates that increase with machine-use time (i.e., [3 > 1) would strongly suggest that the A-optimal rule may not remain valid. When 13 > 1, the PDF curve increases for a while before decreasing [2]. This would indicate that at least up to certain values of processing times, the optimal sequence may be just the opposite of the A-optimal sequence. In Theorem 4 below, we first investigate this phenomenon for a situation involving only 2-jobs.

Theorem 4. If 13 > 1, and jobs j and k are defined such that ~t j < ot k , then it is sufficient to have tj + tk < TB
( a non-negative threshold) for PM( j,k ) > PM(k,j), i.e., the jobs must be processed in non-decreasing order of et values. Proof. Expressing PM(j,k) and PM(k,j) using Eq. (5), the following inequality must hold if PM(j,k) > PM(k,j): exp( - t J % ) ~ - e x p ( - t J % ) a + exp( - t k / % ) - e x p ( - t , / % ) - e x p ( - [tj + t , ] / % ) ~ < 0 . ~ + e x p ( - [tj + t k ] / % ) ~ (16)

Letting r = e t j / a k < 1 (given); x = t J o t fi y = tk/otj; and u = (tj + tk)/ot j = ( x + y), Eq. (16) becomes (for a given r and [3): { e x p ( - r x ) ~ - e x p ( - x ) O + e x p ( - r y ) a - e x p ( - y ) ~ + e x p ( - u ) O- e x p ( - r u ) ~ }

= { f ( x ) + f ( y ) - f ( u ) } <0.

(17)

Observe that f ( x ) , f ( y ) , and f ( u ) are identical functions. Consider the behavior of f(to) where to = x, y, or u. Clearly, f(to) is continuous and non-negative in to. Further, f(0) = 0 and f ( ~ ) = 0. Next, we examine the derivative of f(to) with respect to to: df( oJ)/dto = f ' ( t o ) =/3o~ t3- ' (exp( - to)t3 _ r t~exp( _ rto) t~). (18)

From Eq. (18), we find that f(to) has non-negative stationary points (i.e., f ' ( t o ) = 0) at to = 0 and S, where: S = (/3 log( 1 / r ) / ( 1 - r t3))i/t3. (19)

The existence of these stationary points implies that f(to) has a point of inflection (denoted by qb) between to = 0 and S (i.e., d 2 f ( d ? ) / d J = f " ( t o ) = 0). Hence, f'(to) is an increasing function (i.e., f"(to) > 0) between to = 0 and ~b, and f ' ( t o ) is a decreasing function (i.e., f"(to) < 0) between to = d~ and S. Consider f(u), u _< qb (i.e., ti + t k is bounded by a non-negative multiple of a j). Under this condition, it follows from Lemma 2 in Appendix B (by setting the value of " a " to zero) that f ( u ) > { f ( x ) + f ( y)}. Observe that u > ~b may not invalidate the above inequality, and hence u _< ~b is not a necessary condition. Thus, PM(j,k) > PM(k,j). [7 As in Section 3, we next examine whether the above rule holds even when there are several jobs in the sequence.

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Theorem 5. If 13> 1, and jobs j and k are defined such that et j < et k, then it is sufficient to have Ti + tj + t k < TB (a non-negative threshold) for PM(1 . . . . . i,(j,k),m . . . . . N ) > PM(1 . . . . . i,(k,j),m . . . . . N ) (where T,. is the sum of processing times of all jobs from job 1 to job i).
P r o o f . If PM(1 . . . . . i,(j,k) . . . . . N) > PM(1 . . . . . i,(k,j) . . . . . N), it would follow that:

exp( - r,/aD ~- exp(- [r~ + tk]/ak) ~ + exp(-- It, + tk]/%)~ -- exp(-- [r, + tk + t j ] / % ) ~

> exp(- T~/%)" - exp(- [T,. +

till%)" + exp(- [T~ + ts]/a,)"- exp(- [T~ + tj + ,k]/a,) ~.

(20)

If r=oLj/etk < l (given); a = Ti/o~;; x = t j / ~ j ; becomes:

y = tk/e~;; and u = ( t j + t k ) / o t ; = ( x + y), Eq. (20)

exp( - r [ a + x ]) t3 _ exp( - [ a + x ])/~ + exp( - r [ a + y ]) a - exp( - [ a + y ]) t3 + exp( - [ a + u ]) a

- exp( - r [ a + u])/3 + e x p ( - a )

t3 - exp( - r a ) # < 0,

(21)

which, for a given r and [3, m a y be expressed as:

f(a+x)

+f(a+y)

-f(a+u)

-f(a)

<0.

(22)

I I I I
m

3-

-.4 4.J

2m r.

bIOOII~Df

.....

v~ v~ -,4 dP

.........

t m O I I Q I D DQ m Q m l I O D Q j D D D I ~ Q W m ~

.... O~m .... O~DOel

dIO~O~QOI~wO~ODOg

Beta

0 15

2;0
S u m of
prooessing times ....

l 25

30

. . . . . . .

(Best)-(Worst)

- -

(B-Optimal)-(Worst)

Fig. 3. Percentage difference in probabilities (small ~ range).

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283

Once again, we note that these are identical functions. Consider the behavior of f(to) where to---a + x, a + y, or a + u. As in Theorem 4, we find that f(o~) has non-negative stationary points (i.e., f ' ( t o ) = 0) at to = 0 and S where the expression for S is given in Eq. (19). Since x and y are both non-negative, it follows that a < S. However, as shown in what follows, this condition is never binding. Once again, the existence of the stationary points implies that f(to) has a point of inflection (denoted by ~b), such that f ' ( t o ) is an increasing function (i.e., f"(to) > 0) between to = 0 and ~b. Consider f ( a + u) where a + u < ~b (i.e., the sum of processing times T,, tj, and t k is bounded by a non-negative multiple of a t ) . This implies that a _< S (since dp < S), and hence the necessary condition stated above for the existence of S is always satisfied. Therefore, if a + u < d~, it follows from L e m m a 2 in Appendix B that:

f ( a) + f ( a + u) >_f( a + x) + f ( a + y ) .
As before, a + u < ~b is not a necessary condition. PM(1 . . . . . i,(k,j),m . . . . . N ) if TB = ~b, i.e., (Ti + tj + tk)/ct j <_dp. Hence, [] PM(1 . . . . .

(23)

i,(j,k),m . . . . . N ) >

R e m a r k 2. If there are N jobs in the system, we define this (sufficient) threshold on T (sum of all processing times) as TB = Max{T} such that a sequence of jobs processed in non-decreasing ct order always maximizes the makespan probability. It is again interesting to note that the individual processing times do not play a part in the sequencing rule itself.
15

12I

o
O,

-,4

3-

0
15

2tO

25

30

Sum of processinq times .... >

....... ( B e s t ) - ( W o r s t )

(B-Optimal)-(Worst)

Fig. 4. Percentage difference in probabilities (medium et range).

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For convenience, we call a sequence of jobs arranged in non-decreasing et order the B-optimal sequence. In what follows, we use simulation tests to study the behavior of TB with respect to 13. For a given value of 13, we also study the performance of the B-optimal sequence when T > TB.
4.1. Simulation results for B-optimal job sequencing rule

The simulation tests are designed to answer the following questions: (i) how superior is the makespan probability of the B-optimal sequence over the worst sequence?; (ii) for T > TB (i.e., B-optimal sequence is not necessarily optimal), how inferior is the B-optimal sequence on average as compared to the optimal sequence?; and (iii) for given values of ot i, ti, and 13, until what value of TB does the B-optimal sequence always maximize the makespan probability (if T < TB)? Once again, the tests are run on a sequence of 5 jobs which are numbered such that et i < etj, i < j . The B-optimal sequence is therefore 1,2,3,4,5. The mechanics of these tests are as described in Section 3, and once again, the percentage makespan probability differences between the best and worst sequences, and between the B-optimal and worst sequences, are calculated after each test. In Fig. 3, Fig. 4, and Fig. 5, these percentage differences (average of 100 runs) are shown for various values of T5. The values of a i range between 30 and 35 in Fig. 3, between 30 and 50 in Fig. 4, and between 30 and 85

25

20"~

Beta

= 3

.~

1.5-

i I0-

5-

0 15 20
Sum

5 of prooessing times
.... >

30

I .......

(Best)-(Worst)

(B-Optimal)-(Worst)

Fig. 5. Percentagedifferencein probabilities(large ct range).

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285

in Fig. 5. As in Section 3, it is reasonable to assume that T5 will not exceed Min{a i} ( = a~). Therefore, the maximum T5 value is once again set at 30. From the figures, we note that significant improvements in MSP can be achieved by using the B-optimal sequence (for example, as seen in Fig. 5, MSP of the B-optimal sequence may be over 20% better than that of the worst sequence in some cases). These MSP improvements become more pronounced as either the range of a values increases, or the 13 value defining the shape of the Weibull failure distribution increases. From the figures, we also note that for a given 13 value, as the range of a i increases, the value of the threshold TB on the sum of job processing times increases (recollect that TB = Max{T5} such that the B-optimal sequence is always optimal). In fact if T5 < Min{a i) (as in our simulation analysis), the figures show that except for small a-ranges, the B-optimal sequence is either optimal or close to optimal for all T5 (i.e., threshold TB is close to Min{a ~}). Hence, from a practical view point, the use of the B-optimal sequence is likely to yield significant benefits in terms of maximizing makespan probabilities. For T5 > TB, the average makespan probability difference between the B-optimal and best sequences increases rapidly with T5.

5. Conclusion
We have shown conclusively that job sequencing is critical in minimizing the expected makespan in a deteriorating flexible machine when it processes multiple jobs, each contributing to machine deterioration at a different rate. Optimal job sequencing rules have been developed for maximizing the surrogate objective function, makespan probability, for scenarios where the machine failure distributions due to each job are both exponential and weibull. Simulation tests have been used to show that these job sequencing rules make it possible to significantly improve the makespan probability (and hence the expected makespan). The difference in the sequencing rule structures when 13-- 1 and 13 > l is very revealing, and may hold significant insights for managers. For example, the system may start in the 13 = 1 state immediately after a maintenance, and then gradually deteriorate (as a function of time) to the 13> 1 state. Under such situations, it may be possible to use the job sequencing rules to address the following issues: (i) how should job batches be formed so as to be synchronized with scheduled maintenances; (ii) how long after a maintenance should the rule for 13= 1 be used, before switching to the rule for 13 > 1; (iii) can control charts be constructed to track the shift from 13 = l to 13 > 1?, and (iv) what is the impact on batch size of switching from one rule to another? We view this problem as part of a larger set of issues involving sequencing of jobs in flexible machines. Since minimization of expected makespan requires jobs to be processed in a specific order, such an ordering of jobs may not enable full exploitation of a machine's flexibility. Additionally, the job sequence has to consider not only expected makespan, but also factors such as holding costs and tool-magazine capacities. Hence, the rules developed here must be reconciled with other sequencing rules in order to obtain a globally optimal sequence. Yet another issue that needs to be addressed is how to respond to actual machine failures. Specifically, if our model, instead of assuming a constant repair time at each machine failure, were to incorporate the expected cost of such failures, how would the structure of the sequencing rules be impacted?

Appendix A. Development of the failure probability

P(i,j)
=

First, we consider a problem involving two s i m i l a r jobs i and j (i.e., a i Orj) with different processing times t i and tj, respectively. If job i is processed first, the probability of machine failure between time 0 (when the job is introduced) and time ti is given by:
F i ( t i ) = fo'f~.(t ) d t = 1 - e x p ( - t i / a i ) ~

(A.1)

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If the machine switches instantaneously from job i to job j at time t i, the probability of machine failure between time t i and t i + tj given that the machine is operating satisfactorily at time t i, is then:
Fj(ti,ti+tj)=[1-Fi(ti)]-l~,"+'Jfj(t)dt=l-exp([ti/cti]~-([ti+tj]/ai)~).

(A.2)

Observe that if 13= 1, due to the memory-less property of the exponential distribution, Fj.(ti,t i + tj) is the same as Fj(tj). Now, P ( i , j ) may be expressed as:
P(i,j)

= 1 -exp(-[

t i + t j ] / o t i ) ~,

(A.3)

which is independent of the order in which the jobs are processed by the machine for all values of 13. Next, we consider a problem in which jobs i and j are different, i.e., a i :~ aj. If job i is processed first, the probability of machine failure between time 0 and t i is once again given by Eq. (A.1). The choice of the conditioning event in the calculation of Fj(ti,t i + tj) is, however, unclear. As shown in Fig. 1~ while fj(t) is relevant only between time t/ and t i + tj, it is implicitly assumed to exist from time 0 itself. Therefore, the validity of the machine failure PDF is maintained if the conditioning event is [1 -Fj(ti)]. However, the use of [1 - Fj(t~)] as the conditioning event does not take into account the fact that the job processed between time 0 and t i is job i, and not job j. As the machine failure PDF switches from f~(t) to fj(t), there will be a "carry-forward" of memory regarding the wear on the machine due to job i (even when the machine failure distributions due to individual jobs are exponential). We illustrate this phenomenon using the following experiment based on the basic principles of probability. Consider K trials of job i processed on the machine (from time 0 in each trial). Let k~ denote the number of these trials in which the machine breaks down before time t~ (clearly, k i < K). Now consider K independent trials of job j processed on the machine (from time 0 in each trial). Let kji and k j2 denote, respectively, the number of these trials in which the machine breaks down before time t i and between time t i and t i + tj (clearly, kji + kj2 < K ) . With respect to our process, the only sample spaces of interest in the computation of P ( i , j ) , the probability of at least one machine failure before the completion of both jobs i and j (processed in that order), are the k i machine failures (with job i) between time 0 and t i, and the kj~ failures (with job j) between time t i and t i + tj. However, in order to ensure the validity of P ( i , j ) , this sample space needs to be normalized over the entire sample space of the process. Hence, P ( i , j ) may be expressed as:
P(i,j) = ( k i + kj2 ) / ( k i + k i2 + [ K - kjl - kj2 ]) = (k i + kj2 ) / ( k i + K - kji ). ( A.4)

Expressing this in terms of PDFs, we obtain:

P(i,j)=(f/'fi(t)dt+fD"+t'fj(t)dt)/(Sot'fi(t)dt+St2(t)dt ) .

(A.5)

We note that Eq. (A.5) implicitly assumes that fj(t) extends from time t i until ~. However, as noted earlier, fj(t) is relevant only between time t i and t i + tj in our problem. Hence, to generalize P ( i , j ) for all job sequences, we assume that at the completion of the last real job (which may be either job i or job j), the machine switches to a dummy job (i.e., the machine failure distribution between time t i + tj and oo is characterized by a weibull PDF with an arbitrary scale parameter s o ) . Hence,

P(i'J)=("fi(t)dt+~:'+SfJ(t)dt)/(So ''fi(t).

dt+ ~i'+''fj(t)dt+ ft,+ijfo(t)dt) . ~

(A.6)

Observe that the actual value of P ( i , j ) explicitly depends on the value of ot o and can therefore be made as high or as low as desired. However, when P ( i , j ) is used only for comparative purposes only, i.e., to compare

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287

the failure probability of one sequence with another (as in all our analysis), the value assigned to a o becomes irrelevant.

A p p e n d i x B. Proofs o f l e m m a s

Lemma 1. In Theorem 3, for all values of r, x, and y, d M / d r < 0 (where M given by Eq. (12)). Proof. We note that M is continuous and non-negative in r (the limiting case when r = 1 is proved in Theorem 3). The derivative of M with respect to r is:
dM

[[1- exp(-x)] [1-exp(-y/r)]] [1 ~ i [ ' 1 :~r-'~

yexp(-y/r)

d-"-~-= -[1- - - - ~ l g r]

- [1- r]-~[1--'~xp(--y/r)]

x exp( - rx) - [1 - r][1 - e x p ( - r x ) ] "

(B.1)

At r = O, d M / d r < O. Further, there exists no r ( < 1) at which riM/dr = 0 (i.e., M does not have a stationary point in r). Hence, d M / d r < 0 for all r, x, and y values. [] Lemma 2. Let f(to) be a continuous non-negative function with an increasing non-negative slope, i.e., d2f(to)/dto 2 > 0 for all to. Consider the value off(to) at four distinct points: a, a + b, a + c, and a + b + c. Then, f ( a ) + f ( a + b + c) > f ( a + b) + f ( a + c). Proof. Let O, ( > 0 ) and O2 ( > 0 ) be defined such that { @ l ( a + b + c ) + @ 2 a = a +b}, where , This may be solved to obtain 0 , = b / ( b + c) and 2 = c / ( b + c). Since f(to) is convex,
O l f ( a + b + c) + 0 2 f ( a ) > f ( a + b).

(B.2)
- 1 " O 2 ~--

1.

(B.3)

In a similar manner, let ixl(> 0) and ix2 ( > 0) be defined such that {p.,(a + b + c) + p,2 a = a + c}, where Ix, + 1~2 = 1. This may be solved to obtain I~1 = c / ( b + c) and ~x2 = b / ( b + c). Since f(to) is convex,
ix, f ( a + b + c) + ix2 f ( a) > f ( a + c).

(B.4) []

Adding Eqs. (B.3) and (B.4), we get F_,q.(B.2).

References
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