T. C. E. Cheng | The Hong Kong Polytechnic University (original) (raw)

Papers by T. C. E. Cheng

Research paper thumbnail of Scheduling with delivery and earliness penalties

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Research paper thumbnail of Batch Scheduling of Deteriorating Products

Decision Making in Manufacturing and Services, 2007

In this paper we consider the problem of scheduling N jobs on a single machine, where the jobs ar... more In this paper we consider the problem of scheduling N jobs on a single machine, where the jobs are processed in batches and the processing time of each job is a simple linear increasing function depending on job’s waiting time, which is the time between the start of the processing of the batch to which the job belongs and the start of the processing of the job. Each batch starts from the setup time S. Jobs which are assigned to the batch are being prepared for the processing during time S0 S. After this preparation they are ready to be processed one by one. The non-negative number bi is associated with job i. The processing time of the i-th job is equal to bi(si − (sib + S0)), where sib and si are the starting time of the b-th batch to which the i-th job belongs and the starting time of this job, respectively. The objective is to minimize the completion time of the last job. We show that the problem is NP-hard. After that we present an O(N) time algorithm solving the problem optimal...

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Research paper thumbnail of Buyback Contracts with a Stochastic Demand Curve

SSRN Electronic Journal, 2010

Abstract: We explore buyback contracts in a supplier-retailer supply chain where the retailer fac... more Abstract: We explore buyback contracts in a supplier-retailer supply chain where the retailer faces a price-dependent downward-sloping demand curve subject to uncertainty. We formulate the problem as a supplier-led Stackelberg game and derive explicitly the equilibrium contract parameters along with the corresponding retail price and order quantity-all as functions of the demand curve uncertainty level. We examine the value of buyback and assess its impact on the supply chain's efficiency. We find that in equilibrium (i) Pareto- ...

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Research paper thumbnail of Optimal slack due-date determination and sequencing

Engineering Costs and Production Economics

ABSTRACT This paper considers the n-job, single-machine sequencing problem with slack (SLK) due-d... more ABSTRACT This paper considers the n-job, single-machine sequencing problem with slack (SLK) due-dates. The objective is to determine the optimal value of the slack allowance k* and the optimal job sequence ρ∗ to minimize a cost function based on the slack allowance and the job earliness and tardiness values. A linear-programming formulation of the problem is proposed and the optimal slack allowance is derived through solving the LP dual problem. It is shown that for a problem in the general form the optimal job sequence cannot be determined, but under a special condition it can elegantly be established. After the theoretical treatment, a numerical example is given for discussion.

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Research paper thumbnail of Fast algorithms for mobile agent routing with node-wise constraints in communications networks

Applied and computational mathematics

We consider the multi-constraint agent routing problem in a graph that seeks to find a maximum-be... more We consider the multi-constraint agent routing problem in a graph that seeks to find a maximum-benefit (or minimum-cost) route for each agent subject to quality-of-service constraints. We derive a fully polynomial-time approximation scheme (FPTAS) that extends and improves a known FPTAS for the single-constraint routing problem.

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Research paper thumbnail of Single-machine batch scheduling of linear deteriorating jobs

Theoretical Computer Science, 2015

ABSTRACT

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Research paper thumbnail of Creating a Competitive Edge in Operations and Service Management Through Technology and Innovation

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Research paper thumbnail of Modeling and simulation of manufacturing systems in interactive virtual environments

1997 IEEE 6th International Conference on Emerging Technologies and Factory Automation Proceedings, EFTA '97, 1997

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Research paper thumbnail of Optimal assignment of due-dates for preemptive single-machine scheduling

Mathematical and Computer Modelling, 1994

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Research paper thumbnail of Order acceptance and scheduling on two identical parallel machines

Journal of the Operational Research Society, 2015

We study the order acceptance and scheduling problem on two identical parallel machines. At the b... more We study the order acceptance and scheduling problem on two identical parallel machines. At the beginning of the planning horizon, a firm receives a set of customer orders, each of which has a revenue value, processing time, due date, and tardiness weight. The firm needs to select orders to accept and schedule the accepted orders on two identical parallel machines so as to maximize the total profit. The problem is intractable, so we develop two heuristics and an exact algorithm based on some optimal properties and the Lagrangian relaxation technique. We evaluate the performance of the proposed solution methods via computational experiments. The computational results show that the heuristics are efficient and effective in approximately solving large-sized instances of the problem, while the exact algorithm can only solve small-sized instances.

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Research paper thumbnail of An Empirical study of the impact of brand name on Personal Customers' adoption of internet banking in hong kong

International Journal of e-Business Research, 2010

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Research paper thumbnail of Preemptive Scheduling Policy for Multiple Loan Repayment

We study the multi-loan-repayment problem by formulating it as a single-machine scheduling proble... more We study the multi-loan-repayment problem by formulating it as a single-machine scheduling problem with preemptive and time-dependent processing times to minimize the makespan. We transform the scheduling problem into a continuous non-linear optimization problem and obtain an approximate solution by solving a series of the corresponding linear programming problems. We also identify agreeable conditions for the problem and discuss the

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Research paper thumbnail of Optimal tank-trailer routing using the ILOG constraint programming – a Taiwan case study

Transportation Planning and Technology, 2010

ABSTRACT This paper investigates the routing of pressurized tank trailers and proposes a scheduli... more ABSTRACT This paper investigates the routing of pressurized tank trailers and proposes a scheduling plan which ensures the practical delivery of industrial gases under the objective of reducing transportation costs. Using constraint programming, we solve a combinatorial optimization problem that incorporates both hard and soft constraints for routing and scheduling tank trailers. Hard constraints are resource and safety/regulation constraints, whereas soft constraints are utilization and efficiency constraints. This approach enables tank-trailer routing and scheduling management to consider different combinations of parameters and view the results in ‘real-time.’ The routing and scheduling results based on a case study in Taiwan fulfil the goals of avoiding risks associated with transporting industrial gases, and attaining efficient delivery while conforming to regulations and consistent with good business practice. The results also suggest that significant economies in distribution costs are possible.

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Research paper thumbnail of A polynomial-time algorithm for the weighted link ring loading problem with integer demand splitting

Theoretical Computer Science, 2010

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Research paper thumbnail of Scheduling jobs with step-improving processing times on a single machine

Operations Research Letters, 2004

We show that the problem of scheduling independent jobs with step-improving processing times, whe... more We show that the problem of scheduling independent jobs with step-improving processing times, where the job improving dates are identical, on a single machine to minimize makespan is only ordinary NP-hard. We further present linear time online and offline approximation algorithms for the problem and prove their worst-case performance guarantees.

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Research paper thumbnail of Forecasting Stock Price Index by Multiple Regression

Managerial Finance, 1990

ABSTRACT Over the last twenty years the financial markets of Hong Kong have developed rapidly. Al... more ABSTRACT Over the last twenty years the financial markets of Hong Kong have developed rapidly. Although empirical studies on the behaviour of the Hong Kong stock market abound, much controversy over the efficiency of the market still exists. Some recent studies have shown that the market is inefficient in the “weak” form. Therefore one can justify employing the “fundamental approach” for stock price forecasting This study explores the use of multiple regression techniques to forecast stock price index. The results show that unemployment rate, trade balance, consumer price index and money supply are all significant in leading the stock price index. However, the regression models are still short of sufficient power to effectively predict change of direction of the index. Further enhancement of the models is needed if they are to be of real use for investment purposes.

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Research paper thumbnail of A Note on the Common Due-Date Assignment Problem

The Journal of the Operational Research Society, 1986

This note considers the n-job, one-machine scheduling problem with common due-dates. Previous res... more This note considers the n-job, one-machine scheduling problem with common due-dates. Previous research has shown that the optimal value of the common due-date coincides with one of the job completion times for a given job sequence. In this note, we propose a linear programming (L.P.) formulation of the problem and obtain the same optimal result via considering the L.P. dual problem.

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Research paper thumbnail of Response to Balkhi's Response

The Journal of the Operational Research Society, 2000

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Research paper thumbnail of An Improved Solution Procedure for the Scheduling Problem

Journal of the Operational Research Society, 1991

ABSTRACT Given a set of n jobs to be processed on a single machine, the problem is to find an opt... more ABSTRACT Given a set of n jobs to be processed on a single machine, the problem is to find an optimal job sequence that hierarchically minimizes a bi-criterion objective function. The primary criterion is the maximum value of a general non-decreasing penalty function of job completion time, while the secondary criterion is total job flow time. An extension of Emmons's result is presented on the basis of which an improved solution procedue is developed to reduce the computational effort to find the optimal solution.

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Research paper thumbnail of Processing-plus-wait due dates in single-machine scheduling

Journal of Optimization Theory and Applications, 1995

ABSTRACT We study the problem of schedulingn jobs on a single machine. Each job is assigned a pro... more ABSTRACT We study the problem of schedulingn jobs on a single machine. Each job is assigned a processing-plus-wait due date, which is an affine-linear function of its processing time. The objective is to minimize the symmetric earliness and tardiness costs. We analyze a combined decision model which includes computing both the optimal job sequence and optimal due date parameters. For the quadratic objective function, we propose a heuristic solution based on a bicriterion approach. Additionally, we provide computational results to compare this model with two simpler models. For the maximum objective function, we show that it is efficiently solved by the shortest processing time sequence.

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Research paper thumbnail of Scheduling with delivery and earliness penalties

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Batch Scheduling of Deteriorating Products

Decision Making in Manufacturing and Services, 2007

In this paper we consider the problem of scheduling N jobs on a single machine, where the jobs ar... more In this paper we consider the problem of scheduling N jobs on a single machine, where the jobs are processed in batches and the processing time of each job is a simple linear increasing function depending on job’s waiting time, which is the time between the start of the processing of the batch to which the job belongs and the start of the processing of the job. Each batch starts from the setup time S. Jobs which are assigned to the batch are being prepared for the processing during time S0 S. After this preparation they are ready to be processed one by one. The non-negative number bi is associated with job i. The processing time of the i-th job is equal to bi(si − (sib + S0)), where sib and si are the starting time of the b-th batch to which the i-th job belongs and the starting time of this job, respectively. The objective is to minimize the completion time of the last job. We show that the problem is NP-hard. After that we present an O(N) time algorithm solving the problem optimal...

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Research paper thumbnail of Buyback Contracts with a Stochastic Demand Curve

SSRN Electronic Journal, 2010

Abstract: We explore buyback contracts in a supplier-retailer supply chain where the retailer fac... more Abstract: We explore buyback contracts in a supplier-retailer supply chain where the retailer faces a price-dependent downward-sloping demand curve subject to uncertainty. We formulate the problem as a supplier-led Stackelberg game and derive explicitly the equilibrium contract parameters along with the corresponding retail price and order quantity-all as functions of the demand curve uncertainty level. We examine the value of buyback and assess its impact on the supply chain's efficiency. We find that in equilibrium (i) Pareto- ...

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Optimal slack due-date determination and sequencing

Engineering Costs and Production Economics

ABSTRACT This paper considers the n-job, single-machine sequencing problem with slack (SLK) due-d... more ABSTRACT This paper considers the n-job, single-machine sequencing problem with slack (SLK) due-dates. The objective is to determine the optimal value of the slack allowance k* and the optimal job sequence ρ∗ to minimize a cost function based on the slack allowance and the job earliness and tardiness values. A linear-programming formulation of the problem is proposed and the optimal slack allowance is derived through solving the LP dual problem. It is shown that for a problem in the general form the optimal job sequence cannot be determined, but under a special condition it can elegantly be established. After the theoretical treatment, a numerical example is given for discussion.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Fast algorithms for mobile agent routing with node-wise constraints in communications networks

Applied and computational mathematics

We consider the multi-constraint agent routing problem in a graph that seeks to find a maximum-be... more We consider the multi-constraint agent routing problem in a graph that seeks to find a maximum-benefit (or minimum-cost) route for each agent subject to quality-of-service constraints. We derive a fully polynomial-time approximation scheme (FPTAS) that extends and improves a known FPTAS for the single-constraint routing problem.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Single-machine batch scheduling of linear deteriorating jobs

Theoretical Computer Science, 2015

ABSTRACT

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Creating a Competitive Edge in Operations and Service Management Through Technology and Innovation

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Modeling and simulation of manufacturing systems in interactive virtual environments

1997 IEEE 6th International Conference on Emerging Technologies and Factory Automation Proceedings, EFTA '97, 1997

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Optimal assignment of due-dates for preemptive single-machine scheduling

Mathematical and Computer Modelling, 1994

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Order acceptance and scheduling on two identical parallel machines

Journal of the Operational Research Society, 2015

We study the order acceptance and scheduling problem on two identical parallel machines. At the b... more We study the order acceptance and scheduling problem on two identical parallel machines. At the beginning of the planning horizon, a firm receives a set of customer orders, each of which has a revenue value, processing time, due date, and tardiness weight. The firm needs to select orders to accept and schedule the accepted orders on two identical parallel machines so as to maximize the total profit. The problem is intractable, so we develop two heuristics and an exact algorithm based on some optimal properties and the Lagrangian relaxation technique. We evaluate the performance of the proposed solution methods via computational experiments. The computational results show that the heuristics are efficient and effective in approximately solving large-sized instances of the problem, while the exact algorithm can only solve small-sized instances.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of An Empirical study of the impact of brand name on Personal Customers' adoption of internet banking in hong kong

International Journal of e-Business Research, 2010

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Preemptive Scheduling Policy for Multiple Loan Repayment

We study the multi-loan-repayment problem by formulating it as a single-machine scheduling proble... more We study the multi-loan-repayment problem by formulating it as a single-machine scheduling problem with preemptive and time-dependent processing times to minimize the makespan. We transform the scheduling problem into a continuous non-linear optimization problem and obtain an approximate solution by solving a series of the corresponding linear programming problems. We also identify agreeable conditions for the problem and discuss the

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Optimal tank-trailer routing using the ILOG constraint programming – a Taiwan case study

Transportation Planning and Technology, 2010

ABSTRACT This paper investigates the routing of pressurized tank trailers and proposes a scheduli... more ABSTRACT This paper investigates the routing of pressurized tank trailers and proposes a scheduling plan which ensures the practical delivery of industrial gases under the objective of reducing transportation costs. Using constraint programming, we solve a combinatorial optimization problem that incorporates both hard and soft constraints for routing and scheduling tank trailers. Hard constraints are resource and safety/regulation constraints, whereas soft constraints are utilization and efficiency constraints. This approach enables tank-trailer routing and scheduling management to consider different combinations of parameters and view the results in ‘real-time.’ The routing and scheduling results based on a case study in Taiwan fulfil the goals of avoiding risks associated with transporting industrial gases, and attaining efficient delivery while conforming to regulations and consistent with good business practice. The results also suggest that significant economies in distribution costs are possible.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A polynomial-time algorithm for the weighted link ring loading problem with integer demand splitting

Theoretical Computer Science, 2010

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Scheduling jobs with step-improving processing times on a single machine

Operations Research Letters, 2004

We show that the problem of scheduling independent jobs with step-improving processing times, whe... more We show that the problem of scheduling independent jobs with step-improving processing times, where the job improving dates are identical, on a single machine to minimize makespan is only ordinary NP-hard. We further present linear time online and offline approximation algorithms for the problem and prove their worst-case performance guarantees.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Forecasting Stock Price Index by Multiple Regression

Managerial Finance, 1990

ABSTRACT Over the last twenty years the financial markets of Hong Kong have developed rapidly. Al... more ABSTRACT Over the last twenty years the financial markets of Hong Kong have developed rapidly. Although empirical studies on the behaviour of the Hong Kong stock market abound, much controversy over the efficiency of the market still exists. Some recent studies have shown that the market is inefficient in the “weak” form. Therefore one can justify employing the “fundamental approach” for stock price forecasting This study explores the use of multiple regression techniques to forecast stock price index. The results show that unemployment rate, trade balance, consumer price index and money supply are all significant in leading the stock price index. However, the regression models are still short of sufficient power to effectively predict change of direction of the index. Further enhancement of the models is needed if they are to be of real use for investment purposes.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A Note on the Common Due-Date Assignment Problem

The Journal of the Operational Research Society, 1986

This note considers the n-job, one-machine scheduling problem with common due-dates. Previous res... more This note considers the n-job, one-machine scheduling problem with common due-dates. Previous research has shown that the optimal value of the common due-date coincides with one of the job completion times for a given job sequence. In this note, we propose a linear programming (L.P.) formulation of the problem and obtain the same optimal result via considering the L.P. dual problem.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Response to Balkhi's Response

The Journal of the Operational Research Society, 2000

Bookmarks Related papers MentionsView impact

Research paper thumbnail of An Improved Solution Procedure for the Scheduling Problem

Journal of the Operational Research Society, 1991

ABSTRACT Given a set of n jobs to be processed on a single machine, the problem is to find an opt... more ABSTRACT Given a set of n jobs to be processed on a single machine, the problem is to find an optimal job sequence that hierarchically minimizes a bi-criterion objective function. The primary criterion is the maximum value of a general non-decreasing penalty function of job completion time, while the secondary criterion is total job flow time. An extension of Emmons's result is presented on the basis of which an improved solution procedue is developed to reduce the computational effort to find the optimal solution.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Processing-plus-wait due dates in single-machine scheduling

Journal of Optimization Theory and Applications, 1995

ABSTRACT We study the problem of schedulingn jobs on a single machine. Each job is assigned a pro... more ABSTRACT We study the problem of schedulingn jobs on a single machine. Each job is assigned a processing-plus-wait due date, which is an affine-linear function of its processing time. The objective is to minimize the symmetric earliness and tardiness costs. We analyze a combined decision model which includes computing both the optimal job sequence and optimal due date parameters. For the quadratic objective function, we propose a heuristic solution based on a bicriterion approach. Additionally, we provide computational results to compare this model with two simpler models. For the maximum objective function, we show that it is efficiently solved by the shortest processing time sequence.

Bookmarks Related papers MentionsView impact