Submodular Optimisation Techniques for Scheduling with Controllable Parameters

Lead Research Organisation: University of Leeds
Department Name: Sch of Computing

Abstract

Scheduling with Controllable Processing Parameters (SCPP) has been pursued for the past 30 years and has recently developed into an important field of study with various application areas including supply chain management, operations management, imprecise computation, power-aware computer processing, etc. In the SCPP models, some problem parameters such as job processing times are often not fixed but can be controlled. Typically, the decision-maker may choose the actual durations from a given range to allow some jobs to be completed earlier. Reducing the processing times may improve the overall performance (meeting the due dates, reducing the time in the system, etc.), but this usually incurs additional costs or quality losses. The trade-off between the improvement of a scheduling objective and the cost at which that can be achieved gives the decision-maker a range of time/cost options to select from.

Many SCPP problems are known to admit efficient solution procedures. However, until recently no general methodological framework to handle these problems has been offered. Moreover, the problems arising from different application domains but sharing the same underlying model were often treated independently without a careful study of their common properties.

In our recent collaborative study we have discovered that SCPP problems can be reduced to optimisation problems over special regions that fall into the category of Submodular Systems (polymatroids and their generalisations, base polyhedra, etc.). Already our first work has shown a definite advantage of using the Submodular Optimisation (SO) methods for solving SCPP problems. The resulting algorithms are faster, more elegant and easier to justify than those known earlier and are capable of solving a wider range of SCPP models, including those with no prior history of study.

A high level of abstraction does not easily allow practitioners and researchers in OR to employ the results of SO in their work. In particular, the advantages of the SO techniques, which are especially promising for solving SCPP problems, are not fully acknowledged by the scheduling research community and often overlooked. We anticipate that combined efforts of the scheduling and SO researchers will make interesting contributions to both fields, Scheduling and SO. The current project can help in achieving this goal by joining forces and taking advantage of the complementary skills of the UK team (Dr. Shakhlevich and Prof. Strusevich with their total publication record exceeding 100 journal papers, mainly on scheduling) and of the Japanese partner (Dr. Shioura who is famous for his fundamental research in Submodular Optimisation and Combinatorial Optimisation in general).

Within this project we intend to study several representative SCPP models producing their SO reformulations and advanced procedures for solving two versions of those models: the single criterion problem of finding a feasible schedule minimizing the total compression cost and bicriteria problems of simultaneous minimisation of the maximum completion time of all jobs and total compression cost. The obtained results will make interesting contributions to both fields, SO and Scheduling, and provide a new unified methodology for tackling complex problems with controllable parameters.

Planned Impact

The proposed project brings together specialists in two branches of Operational Research (OR), namely Scheduling and Submodular Optimization, and through their collaboration will make important contributions to both these fields by designing advanced SO techniques for the SCPP models.

Scheduling theory will benefit from a unified and efficient framework for solving an important class of complex problems. Its range of solution techniques will be enhanced with advanced and intellectually challenging techniques of Submodular Optimisation. The SO methods that we intend to develop and apply to the SCPP problems will not only extend the toolkit of scheduling techniques, but lift the development of scheduling algorithms to a new, higher level.

Submodular Optimisation is an essential part of Combinatorial Optimisation and one of the most sophisticated areas related to Mathematical Programming, Computational Geometry and Computer Science in general. It has a major impact, and researchers active in this field are viewed as the top-ranked professionals. However, a high level of abstraction often prevents practitioners and researchers in general OR from an easy employment of the SO methods in their work. The advantages of the SO techniques are not fully acknowledged by the general OR community and often overlooked. We expect that this project will deliver convincing examples of effective applications of SO to Scheduling. This will encourage the SO research community to look for other possible links to applied branches of OR. On the other hand, aware of our successful experience, OR researchers motivated by practical applications may think of using methods of SO and Combinatorial Optimisation in general in their work.

The project team consists of two British investigators and a foreign collaborator. The idea of a systematic use of the SO methods for solving the SCPP problems comes from earlier papers by Dr. Shakhlevich and Prof. Strusevich, but the power of the project team has been considerably enhanced with the arrival of Dr. Shioura, who represents a new generation of the international leading specialists in SO. His proficiency in the theoretically challenging area of SO is combined with his interest and knowledge of the applied areas of combinatorial optimisation. His portfolio includes most prominent theoretical results in SO and practical results for applied problems, e.g., in the context of computer vision, combinatorial auctions, and resource allocation. This combination of two types of expertise makes Dr. Shioura the most valuable contributor to our interdisciplinary project.

Our earlier collaboration with Dr. Shioura has revealed that he has a rather unique vision of scheduling models which allows him to identify their submodular nature and to exploit their properties, often in a very unusual way. That `refracted' vision of scheduling models often leads to innovative algorithmic ideas which do not have counterparts in traditional scheduling research.
All three member of the team enjoy working together, we learn from each other and benefit from our complementary skills. We have no doubts that once elaborated in full, breakthrough ideas that we intend finalise in this project will have a major impact on the way scheduling researchers treat SCPP. On the other hand, new SO reformulations of the SCPP models emerging from our study will motivate further developments in the area of SO.

The project will contribute to building a stronger bond between the British Operational Research community and the Japanese top-ranked experts in Mathematical Programming. It will also help to stimulate co-operation between the British OR specialists with the Scheduling Society of Japan, an organisation that is unique to Japan.
 
Description The main outcome of our work is advancing the new methodology for solving scheduling problems with controllable processing times achieved via linking it with the theory of Submodular Optimisation (SO) with its strong mathematical apparatus. That link has been explored in both directions.

(1) For scheduling problems, we develop new algorithms based on Submodular Optimisation findings. The scope of scheduling models studied is broad, with models ranging in terms of the characteristics of processing machines (single or parallel machines, machines with equal or different speeds), job models (jobs with equal or different release dates/due dates) and objectives (single-criteria and bicriteria models).

The advantages of the new algorithms are:
- a common underlying theory
- efficiency (they outperform the algorithms previously known)
- their ability to handle most complicated problems, for which no prior algorithms are known.

(2) The special features of scheduling problems with controllable processing times had led to further advancement of Submodular Optimisation theoretical results and solution techniques. We have explored further the models with non-equal lower bounds on job processing times (the constraint typically not studied in Submodular Optimisation), decomposition method for optimising a linear function over submodular polyhedron intersected with a box, and optimisation of a parametric function arising in bicriteria scheduling research. In a subsequent research, we extended our study towards quadratic objective, min-max objectives, and lexicographic optimisation of two criteria of different types.
Apart from dedicated papers focused on particular types of optimisation problems, we summarised the outcomes of our study in the review
"Handling scheduling problems with controllable parameters by methods of submodular optimization"
Shioura, A., Shakhlevich, N.V., and Strusevich, V.A.,
Lecture Notes in Computer Science, 9869, 74-90, 2016, http://dx.doi.org/10.1007/978-3-319-44914-2_7
In 2018, we published a fundamental review of the methodology developed within the project in European Journal of Operational Research and gave further examples of its successful application to a new class of scheduling problems.

Overall the project has advanced both disciplines: scheduling and submodular optimisation, and had led to formulating new research directions worth studying. One such direction is related to energy efficiency in modern distributed computing systems (Grids, Clouds). Applying the techniques of submodular optimisation to innovative energy efficiency models, we develop new fast algorithms for optimising resource usage. The outcomes are published in
"Models and algorithms for energy-efficient scheduling with immediate start of jobs"
Shioura, A., Shakhlevich, N.V., Strusevich, V.A., B. Primas
Journal of Scheduling (2018) 21, 505-516,

"Machine speed scaling by adapting methods for convex optimization with submodular constraints"
Shioura, A., Shakhlevich, N.V., and Strusevich, V.A.,
INFORMS Journal on Computing (2018) 29, 724-736

"Scheduling problems with controllable processing times and a common deadline to minimize maximum compression cost"
Journal of Global Optimization (2020) 76, 471-490.

One of the recent major outcomes is the review
Shioura, A., Shakhlevich, N.V., and Strusevich, V.A. (2018) Preemptive models of scheduling with controllable processing times and of scheduling with imprecise computation: A review of solution approaches. European Journal of Operational Research, 266, 795-818,
prepared by the invitation of the journal. In the review we link the research which was treated in isolation over the last 20 years, present the submodular optimisation methodology in application to scheduling in a systematic way and illustrate its power by addressing a number of new problems which were left as open in prior research.

We are now starting a new EPSRC funded project "Algorithmic Support for Massive Scale Distributed Systems", which has one of the goals - to explore further the methods of submodular optimisation to optimising resource usage in distributed computing.
Exploitation Route - Manufacturing systems, where job processing may depend on a costly common resource such as energy, workforce, catalyser or raw materials;

- Computing systems that support imprecise computations, where time-consuming computation tasks can be performed partially in order to meet the deadlines but at a cost of less precise results and information loss;

- Supply chain scheduling, where a `win-win' situation can be achieved through simultaneous control of the processing times at different stages of the chain with additional costs paid to compensate the partners for any additional expenses incurred.

- Make-or-buy decision making, where internal production workload can be reduced via subcontracting;

- Energy aware scheduling in distributed computing (Grids and Clouds).
Sectors Digital/Communication/Information Technologies (including Software),Energy,Manufacturing, including Industrial Biotechology,Other

 
Description The advantages of the Submodular Optimisation techniques are not fully acknowledged by the general scheduling community and often overlooked. The project delivered convincing examples of effective applications of SO to Scheduling with the two major implications: - the Submodular Optimisation research community received new models arising from scheduling applications, for which there is a need to develop new SO techniques; - the Scheduling research community received a new methodology, that leads to more efficient and powerful algorithms, capable of solving the most complicated versions of the problems with two criteria optimised simultaneously. We continue our study, with new papers in top level international journals accepted every year. The citation rate of our papers has increased. In 2018, we published a fundamental review of the methodology developed within the project and gave further examples of its successful application to a new class of scheduling problems. The review has already received 15 citations in two years. There is also increased citation rate for other papers. For example, the paper "Application of submodular optimization to single machine scheduling with controllable processing times subject to release dates and deadlines" published in INFORMS Journal on Computing in 2016 has received 23 citations. The overall number of citation of our key findings attributed to the EPSRC funded project "Submodular Optimisation Techniques for Scheduling with Controllable Parameters" is above 100.
First Year Of Impact 2016
Sector Digital/Communication/Information Technologies (including Software),Energy,Manufacturing, including Industrial Biotechology,Other
Impact Types Economic

 
Description Collaborative Research with Dr. Akiyoshi Shioura (Japan) and Prof. Vitaly A. Strusevich (Greenwich) 
Organisation Tokyo Institute of Technology
Country Japan 
Sector Academic/University 
PI Contribution The collaboration is of interdisciplinary nature: the main area of expertise of the UK research team (Dr. Shakhlevich and Prof. Strusevich) is Scheduling Theory, while the Japanese collaborator Dr. Akiyoshi Shioura is internationally leading researcher in Submodular Optimisation. After the project was completed, Dr. Shioura keeps arranging annual visits to our team. We have productive meetings and continue working in-between the meetings via email. As an outcome, our collaborative research portfolio is expanding.
Collaborator Contribution The advantages of the Submodular Optimisation techniques are not fully acknowledged by the general scheduling community and often overlooked. The contribution of Dr. Shioura had led to advancing Submodular Optimisation methods in application to scheduling, resulting in a new methodology for solving scheduling problems via Submodular Optimisation.
Impact Several research papers with Dr. Akiyoshi Shioura (Japan) and Prof. Vitaly A. Strusevich (University of Greenwich). The papers are interdisciplinary, exploring the link between Scheduling and Submodular Optimisation
Start Year 2006
 
Description Collaborative Research with Dr. Akiyoshi Shioura (Japan) and Prof. Vitaly A. Strusevich (Greenwich) 
Organisation University of Greenwich
Country United Kingdom 
Sector Academic/University 
PI Contribution The collaboration is of interdisciplinary nature: the main area of expertise of the UK research team (Dr. Shakhlevich and Prof. Strusevich) is Scheduling Theory, while the Japanese collaborator Dr. Akiyoshi Shioura is internationally leading researcher in Submodular Optimisation. After the project was completed, Dr. Shioura keeps arranging annual visits to our team. We have productive meetings and continue working in-between the meetings via email. As an outcome, our collaborative research portfolio is expanding.
Collaborator Contribution The advantages of the Submodular Optimisation techniques are not fully acknowledged by the general scheduling community and often overlooked. The contribution of Dr. Shioura had led to advancing Submodular Optimisation methods in application to scheduling, resulting in a new methodology for solving scheduling problems via Submodular Optimisation.
Impact Several research papers with Dr. Akiyoshi Shioura (Japan) and Prof. Vitaly A. Strusevich (University of Greenwich). The papers are interdisciplinary, exploring the link between Scheduling and Submodular Optimisation
Start Year 2006
 
Description Linking Optimization Problems with Submodular Constraints to Scheduling with Controllable Processing Times 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact We show how various scheduling problems on parallel machines with controllable processing times, release dates and deadlines can be reformulated in terms of linear programming problems over a submodular polyhedron intersected with the box. To solve the resulting LP problem we develop a decomposition algorithm which leads to the fastest known algorithms for the initial scheduling problems of minimizing total compression cost. The approach can be extended to handling bicriteria scheduling problems of finding Pareto optima for the maximum completion time and total compression cost as the two objectives. Again, for the bicriteria scheduling, the submodular optimization approach considerably improves previously known results.

Fourth Cargese Workshop on Combinatorial Optimization.

Institut d'Etudes Scientifiques de Cargèse, Corsica (France).

Our research is if interdisciplinary nature, but until recently the main audience for disseminating our results was in the area of Scheduling.
The current presentation was the first one addressed to the experts in Submodular Optimisation.
Year(s) Of Engagement Activity 2013
URL http://www.iasi.cnr.it/~ventura/Cargese13/ContributedTalks.html
 
Description Plenary talk by Prof. Vitaly Strusevich "Handling scheduling problems with controllable parameters by methods of submodular optimization" at the International Conference Discrete Optimization and Operations Research" (DOOR'2016) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Plenary talk by Prof. Vitaly Strusevich "Handling scheduling problems with controllable parameters by methods of submodular optimization" at the International Conference "Discrete Optimization and Operations Research" (DOOR'2016)
The paper is by Shioura, A., Shakhlevich, N.V., and Strusevich, V.A. is published in Lecture Notes in Computer Science, 9869, 74-90, 2016
Year(s) Of Engagement Activity 2016
 
Description Presentation "Scheduling imprecise computations on parallel machines with linear and nonlinear error penalties" at the 12th Workshop on Models and Algorithms for Planning and Scheduling Problems (MAPSP'2015), 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Presentation "Scheduling imprecise computations on parallel machines with linear and nonlinear error penalties" at the 12th Workshop on Models and Algorithms for Planning and Scheduling Problems (MAPSP'2015), the main international forum on Scheduling Theory
Year(s) Of Engagement Activity 2015