A Robust Scheduling Approach for a Single Machine to Optimize a Risk Measure

Robustness in scheduling addresses the capability of devising schedules which are not sensitive – to a certain extent – to the disruptive effects of unexpected events. The paper presents a novel approach for protecting the quality of a schedule by taking into account the rare occurrence of very unfavourable events causing heavy losses. This calls for assessing the risk associated to the different scheduling decisions. In this paper we consider a stochastic scheduling problem with a set of jobs to be sequenced on a single machine. The release dates and processing times of the jobs are generally distributed independent random variables, while the due dates are deterministic. We present a branch-and-bound approach to minimize the Value-at-Risk of the distribution of the maximum lateness and demonstrate the viability of the approach through a series of computational experiments

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

Approximation Results for Preemptive Stochastic Online Scheduling

We present first constant performance guarantees for preemptive stochastic scheduling to minimize the sum of weighted completion times. For scheduling jobs with release dates on identical parallel machines we derive policies with a guaranteed performance ratio of 2 which matches the currently best known result for the corresponding deterministic online problem. Our policies apply to the recently introduced stochastic online scheduling model inwhich jobs arrive online over time. In contrast to the previously considered nonpreemptivesetting, our preemptive policies extensively utilize information on processing time distributions other than the first (and second) moments. In order to derive our results we introduce a new nontrivial lower bound on the expected value of an unknown optimal policy that we derive from an optimal policy for the basic problem on a single machine without release dates. This problem is known to be solved optimally by a Gittins index priority rule. This priority index also inspires the design of our policies.computer science applications;

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

Fuzzy uncertainty modelling for project planning; application to helicopter maintenance

Maintenance is an activity of growing interest specially for critical systems. Particularly, aircraft maintenance costs are becoming an important issue in the aeronautical industry. Managing an aircraft maintenance center is a complex activity. One of the difficulties comes from the numerous uncertainties that affect the activity and disturb the plans at short and medium term. Based on a helicopter maintenance planning and scheduling problem, we study in this paper the integration of uncertainties into tactical and operational multiresource, multi-project planning (respectively Rough Cut Capacity Planning and Resource Constraint Project Scheduling Problem). Our main contributions are in modelling the periodic workload on tactical level considering uncertainties in macro-tasks work contents, and modelling the continuous workload on operational level considering uncertainties in tasks durations. We model uncertainties by a fuzzy/possibilistic approach instead of a stochastic approach since very limited data are available. We refer to the problems as the Fuzzy RoughCut Capacity Problem (FRCCP) and the Fuzzy Resource Constraint Project Scheduling Problem (RCPSP).We apply our models to helicopter maintenance activity within the frame of the Helimaintenance project, an industrial project approved by the French Aerospace Valley cluster which aims at building a center for civil helicopter maintenance