کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
11012403 1799047 2019 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Distributionally robust scheduling on parallel machines under moment uncertainty
ترجمه فارسی عنوان
برنامه ریزی دقیق توزیع بر روی دستگاه های موازی تحت عدم قطعیت لحظه ای
کلمات کلیدی
استحکام و حساسیت، بهینه سازی توزیع بهینه، برنامه نویسی مخروط درجه دوم عدد صحیح، برنامه ریزی،
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
چکیده انگلیسی
This paper investigates a distributionally robust scheduling problem on identical parallel machines, where job processing times are stochastic without any exact distributional form. Based on a distributional set specified by the support and estimated moments information, we present a min-max distributionally robust model, which minimizes the worst-case expected total flow time out of all probability distributions in this set. Our model doesn't require exact probability distributions which are the basis for many stochastic programming models, and utilizes more information compared to the interval-based robust optimization models. Although this problem originates from the manufacturing environment, it can be applied to many other fields when the machines and jobs are endowed with different meanings. By optimizing the inner maximization subproblem, the min-max formulation is reduced to an integer second-order cone program. We propose an exact algorithm to solve this problem via exploring all the solutions that satisfy the necessary optimality conditions. Computational experiments demonstrate the high efficiency of this algorithm since problem instances with 100 jobs are optimized in a few seconds. In addition, simulation results convincingly show that the proposed distributionally robust model can hedge against the bias of estimated moments and enhance the robustness of production systems.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 272, Issue 3, 1 February 2019, Pages 832-846
نویسندگان
, , ,