Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10377489" target="_blank" >RIV/00216208:11320/18:10377489 - isvavai.cz</a>

Výsledek na webu

<a href="https://doi.org/10.1016/j.cor.2018.05.025" target="_blank" >https://doi.org/10.1016/j.cor.2018.05.025</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.cor.2018.05.025" target="_blank" >10.1016/j.cor.2018.05.025</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times

Popis výsledku v původním jazyce

We deal with fixed interval scheduling (FIS) problems on parallel identical machines where the job starting times are given but the finishing times are subject to uncertainty. In the operational problem, we construct a schedule with the highest worst-case probability that it remains feasible, whereas in the tactical problem we are looking for the minimum number of machines to process all jobs given a minimum level for the worst-case probability that the schedule is feasible. Our ambiguity set contains joint delay distributions with a given copula dependence, where a proportion of marginal distributions is stressed and the rest are left unchanged. We derive a trackable reformulation and propose an efficient decomposition algorithm for the operational problem. The algorithm for the tactical FIS is based on solving a sequence of the operational problems. The algorithms are compared on simulated FIS instances in the numerical part.

Název v anglickém jazyce

Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times

Popis výsledku anglicky

We deal with fixed interval scheduling (FIS) problems on parallel identical machines where the job starting times are given but the finishing times are subject to uncertainty. In the operational problem, we construct a schedule with the highest worst-case probability that it remains feasible, whereas in the tactical problem we are looking for the minimum number of machines to process all jobs given a minimum level for the worst-case probability that the schedule is feasible. Our ambiguity set contains joint delay distributions with a given copula dependence, where a proportion of marginal distributions is stressed and the rest are left unchanged. We derive a trackable reformulation and propose an efficient decomposition algorithm for the operational problem. The algorithm for the tactical FIS is based on solving a sequence of the operational problems. The algorithms are compared on simulated FIS instances in the numerical part.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

<a href="/cs/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamické modely v ekonomii</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2018

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Computers and Operations Research

ISSN

0305-0548

e-ISSN

—

Svazek periodika

98

Číslo periodika v rámci svazku

October 2018

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

9

Strana od-do

231-239

Kód UT WoS článku

000440526800017

EID výsledku v databázi Scopus

2-s2.0-85048708257