Minimizing value-at-risk in the single-machine total weighted tardiness problem

The vast majority of the machine scheduling literature focuses on deterministic problems, in which all data is known with certainty a priori. This may be a reasonable assumption when the variability in the problem parameters is low. However, as variability in the parameters increases incorporating this uncertainty explicitly into a scheduling model is essential to mitigate the resulting adverse effects. In this paper, we consider the celebrated single-machine total weighted tardiness (TWT) problem in the presence of uncertain problem parameters. We impose a probabilistic constraint on the random TWT and introduce a risk-averse stochastic programming model. In particular, the objective of the proposed model is to find a non-preemptive static job processing sequence that minimizes the value-at-risk (VaR) measure on the random TWT at a specified confidence level. Furthermore, we develop a lower bound on the optimal VaR that may also benefit alternate solution approaches in the future. In this study, we implement a tabu-search heuristic to obtain reasonably good feasible solutions and present results to demonstrate the effect of the risk parameter and the value of the proposed model with respect to a corresponding risk-neutral approach

Stochastic scheduling on unrelated machines

Two important characteristics encountered in many real-world scheduling problems are heterogeneous machines/processors and a certain degree of uncertainty about the actual sizes of jobs. The first characteristic entails machine dependent processing times of jobs and is captured by the classical unrelated machine scheduling model.The second characteristic is adequately addressed by stochastic processing times of jobs as they are studied in classical stochastic scheduling models. While there is an extensive but separate literature for the two scheduling models, we study for the first time a combined model that takes both characteristics into account simultaneously. Here, the processing time of job $j$ on machine $i$ is governed by random variable $P_{ij}$, and its actual realization becomes known only upon job completion. With $w_j$ being the given weight of job $j$, we study the classical objective to minimize the expected total weighted completion time $E[\sum_j w_jC_j]$, where $C_j$ is the completion time of job $j$. By means of a novel time-indexed linear programming relaxation, we compute in polynomial time a scheduling policy with performance guarantee $(3+\Delta)/2+\epsilon$. Here, $\epsilon>0$ is arbitrarily small, and $\Delta$ is an upper bound on the squared coefficient of variation of the processing times. We show that the dependence of the performance guarantee on $\Delta$ is tight, as we obtain a $\Delta/2$ lower bound for the type of policies that we use. When jobs also have individual release dates $r_{ij}$, our bound is $(2+\Delta)+\epsilon$. Via $\Delta=0$, currently best known bounds for deterministic scheduling are contained as a special case

Scheduling Jobs in Flowshops with the Introduction of Additional Machines in the Future

This is the author's peer-reviewed final manuscript, as accepted by the publisher. The published article is copyrighted by Elsevier and can be found at: http://www.journals.elsevier.com/expert-systems-with-applications/.The problem of scheduling jobs to minimize total weighted tardiness in flowshops,\ud with the possibility of evolving into hybrid flowshops in the future, is investigated in\ud this paper. As this research is guided by a real problem in industry, the flowshop\ud considered has considerable flexibility, which stimulated the development of an\ud innovative methodology for this research. Each stage of the flowshop currently has\ud one or several identical machines. However, the manufacturing company is planning\ud to introduce additional machines with different capabilities in different stages in the\ud near future. Thus, the algorithm proposed and developed for the problem is not only\ud capable of solving the current flow line configuration but also the potential new\ud configurations that may result in the future. A meta-heuristic search algorithm based\ud on Tabu search is developed to solve this NP-hard, industry-guided problem. Six\ud different initial solution finding mechanisms are proposed. A carefully planned\ud nested split-plot design is performed to test the significance of different factors and\ud their impact on the performance of the different algorithms. To the best of our\ud knowledge, this research is the first of its kind that attempts to solve an industry-guided\ud problem with the concern for future developments

Greed Works -- Online Algorithms For Unrelated Machine Stochastic Scheduling

This paper establishes performance guarantees for online algorithms that schedule stochastic, nonpreemptive jobs on unrelated machines to minimize the expected total weighted completion time. Prior work on unrelated machine scheduling with stochastic jobs was restricted to the offline case, and required linear or convex programming relaxations for the assignment of jobs to machines. The algorithms introduced in this paper are purely combinatorial. The performance bounds are of the same order of magnitude as those of earlier work, and depend linearly on an upper bound on the squared coefficient of variation of the jobs' processing times. Specifically for deterministic processing times, without and with release times, the competitive ratios are 4 and 7.216, respectively. As to the technical contribution, the paper shows how dual fitting techniques can be used for stochastic and nonpreemptive scheduling problems.Comment: Preliminary version appeared in IPCO 201

Experimental Analysis of Algorithms for Coflow Scheduling

Modern data centers face new scheduling challenges in optimizing job-level performance objectives, where a significant challenge is the scheduling of highly parallel data flows with a common performance goal (e.g., the shuffle operations in MapReduce applications). Chowdhury and Stoica introduced the coflow abstraction to capture these parallel communication patterns, and Chowdhury et al. proposed effective heuristics to schedule coflows efficiently. In our previous paper, we considered the strongly NP-hard problem of minimizing the total weighted completion time of coflows with release dates, and developed the first polynomial-time scheduling algorithms with O(1)-approximation ratios. In this paper, we carry out a comprehensive experimental analysis on a Facebook trace and extensive simulated instances to evaluate the practical performance of several algorithms for coflow scheduling, including the approximation algorithms developed in our previous paper. Our experiments suggest that simple algorithms provide effective approximations of the optimal, and that the performance of our approximation algorithms is relatively robust, near optimal, and always among the best compared with the other algorithms, in both the offline and online settings.Comment: 29 pages, 8 figures, 11 table

The robust single machine scheduling problem with uncertain release and processing times

In this work, we study the single machine scheduling problem with uncertain release times and processing times of jobs. We adopt a robust scheduling approach, in which the measure of robustness to be minimized for a given sequence of jobs is the worst-case objective function value from the set of all possible realizations of release and processing times. The objective function value is the total flow time of all jobs. We discuss some important properties of robust schedules for zero and non-zero release times, and illustrate the added complexity in robust scheduling given non-zero release times. We propose heuristics based on variable neighborhood search and iterated local search to solve the problem and generate robust schedules. The algorithms are tested and their solution performance is compared with optimal solutions or lower bounds through numerical experiments based on synthetic data