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Integrating Machine Learning and Mathematical Optimization for Job Shop Scheduling
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  • Anbang Liu ,
  • Peter Luh ,
  • Kailai Sun ,
  • Mikhail Bragin ,
  • Bing Yan
Anbang Liu
Tsinghua University, Tsinghua University, Tsinghua University

Corresponding Author:[email protected]

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Peter Luh
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Kailai Sun
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Mikhail Bragin
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Job-shop scheduling is an important but difficult combinatorial optimization problem for low-volume and high-variety manufacturing, with solutions required to be obtained quickly at the beginning of each shift. In view of the increasing demand for customized products, problem sizes are growing. A promising direction is to take advantage of Machine Learning (ML). Direct learning to predict solutions for job-shop scheduling, however, suffers from major difficulties when problem scales are large. In this paper, a Deep Neural Network (DNN) is synergistically integrated within the decomposition and coordination framework of Surrogate Lagrangian Relaxation (SLR) to predict good-enough solutions for subproblems. Since a subproblem is associated with a single part, learning difficulties caused by large scales are overcome. Nevertheless, the learning still presents challenges. Because of the high-variety nature of parts, the DNN is desired to be able to generalize to solve all possible parts. To this end, our idea is to establish “surrogate” part subproblems that are easier to learn, develop a DNN based on Pointer Network to learn to predict their solutions and calculate the solutions of the original part subproblems based on these predictions. Moreover, a masking mechanism is developed such that all the predictions are feasible. Numerical results demonstrate that good-enough subproblem solutions are predicted in many iterations, and high-quality solutions of the overall problem are obtained in a computationally efficient manner. The performance of the method is further improved through continuous learning.
2023Published in IEEE Transactions on Automation Science and Engineering on pages 1-22. 10.1109/TASE.2023.3303175