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

Project scheduling under undertainty – survey and research potentials.

The vast majority of the research efforts in project scheduling assume complete information about the scheduling problem to be solved and a static deterministic environment within which the pre-computed baseline schedule will be executed. However, in the real world, project activities are subject to considerable uncertainty, that is gradually resolved during project execution. In this survey we review the fundamental approaches for scheduling under uncertainty: reactive scheduling, stochastic project scheduling, stochastic GERT network scheduling, fuzzy project scheduling, robust (proactive) scheduling and sensitivity analysis. We discuss the potentials of these approaches for scheduling projects under uncertainty.Management; Project management; Robustness; Scheduling; Stability;

Exact and suboptimal reactive strategies for resource-constrained project scheduling with uncertain resource availabilities.

In order to cope with the uncertainty inherent in practical project management, proactive and/or reactive strategies can be used. Proactive strategies try to anticipate future disruptions by incorporating slack time or excess resource availability into the schedule, whereas reactive strategies react after a disruption happened and try to revert to a feasible schedule. Traditionally, reactive approaches have focused on obtaining a good schedule with respect to the original objective function or a schedule that deviates as little as possible from the baseline schedule. In this paper, we present various approaches, exact as well as heuristic, for optimizing the latter objective and thus encouraging schedule stability. Furthermore, in contrast to traditional rescheduling algorithms, we present a new heuristic that also takes future uncertainty into account when repairing the schedule. We consider a variant of the resource- constrained project scheduling problem in which the uncertainty is modeled by means of unexpected resource breakdowns. The results of an extensive computational experiment are given to compare the performance of the proposed strategies.Schedule stability; Stability; Algorithms; Heuristic; Uncertainty; Project scheduling; Scheduling; Performance; Strategy; Order; Project management; Management; Time;

Design and Analysis of an Estimation of Distribution Approximation Algorithm for Single Machine Scheduling in Uncertain Environments

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing research coping with optimization problems in uncertain environment aims at finding a single sufficiently robust solution so that random noise and unpredictable circumstances would have the least possible detrimental effect on the quality of the solution. The measures of robustness are usually based on various kinds of empirically designed averaging techniques. In contrast to the previous work, our algorithm aims at finding a collection of robust schedules that allow for a more informative decision making. The notion of robustness is measured quantitatively in terms of the classical mathematical notion of a norm on a vector space. We provide a theoretical insight into the relationship between the properties of the probability distribution over the uncertain delivery times and the robustness quality of the schedules produced by the algorithm after a polynomial runtime in terms of approximation ratios

Design choices for agent-based control of AGVs in the dough making process

In this paper we consider a multi-agent system (MAS) for the logistics control of Automatic Guided Vehicles (AGVs) that are used in the dough making process at an industrial bakery. Here, logistics control refers to constructing robust schedules for all transportation jobs. The paper discusses how alternative MAS designs can be developed and compared using cost, frequency of messages between agents, and computation time for evaluating control rules as performance indicators. Qualitative design guidelines turn out to be insufficient to select the best agent architecture. Therefore, we also use simulation to support decision making, where we use real-life data from the bakery to evaluate several alternative designs. We find that architectures in which line agents initiate allocation of transportation jobs, and AGV agents schedule multiple jobs in advance, perform best. We conclude by discussing the benefits of our MAS systems design approach for real-life applications

Project portfolio management: capacity allocation, downsizing decisions and sequencing rules.

This paper aims to gain insight into capacity allocation, downsizing decisions and sequencing rules when managing a portfolio of projects. By downsizing, we mean reducing the scale or size of a project and thereby changing the project's content. In previous work, we have determined the amount of critical capacity that is optimally allocated to concurrently executed projects with deterministic or stochastic workloads when the impact of downsizing is known. In this paper, we extend this view with the possibility of sequential processing, which implies that a complete order is imposed on the projects. When projects are sequenced instead of executed in parallel, two effects come into play: firstly, unused capacity can be shifted to later projects in the same period; and secondly, reinvestment revenues gain importance because of the differences in realization time of the sequenced projects. When project workloads are known, only the second effect counts; when project workloads are stochastic, however, the project's capacity usage is uncertain so that unused capacity can be shifted to later projects in the same period. In this case, both effects need to be taken into account. In this paper, we determine optimal sequencing rules when the selection and capacity-allocation decisions for a set of projects have already been made. We also consider a combination of parallel and sequential planning and we perform simulation experiments that confirm the appropriateness of our capacity-allocation methods.Project portfolio management; Downsizing; Sequencing;