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4035. Preventive maintenance in fixed interval scheduling problems under endogenous uncertainty - a stochastic optimization approach and exact decomposition algorithm
Invited abstract in session TD-35: Location and transportation problems under uncertainty, stream Stochastic, Robust and Distributionally Robust Optimization.
Tuesday, 14:30-16:00Room: 44 (building: 303A)
Authors (first author is the speaker)
| 1. | Martin Branda
|
| Charles University |
Abstract
Fixed interval scheduling deals with the problem of assigning jobs with fixed processing intervals to available machines. We consider the problem where the finishing times are subject to random delays. We elaborate the problem with expected number of overlaps objective which penalizes the number of additional machines needed to process the jobs when the delays appear and some jobs cannot be processed by the assigned machines. We consider preventive maintenance operations which can improve machine reliability and positively influence the distribution of the random delays of the jobs assigned to the same machine. This leads to a two-stage stochastic optimization problem with endogenous uncertainty for which we propose an extended robust coloring reformulation. We design a Benders decomposition algorithm to solve larger instances to optimality and perform a numerical study on simulated instances.
Keywords
- Programming, Stochastic
- Scheduling
- Programming, Integer
Status: accepted
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