On a stochastic sequencing and scheduling problem

We present a framework for solving multistage pure 0–1 programs for a widely used sequencing and scheduling problem with uncertainty in the objective function coefficients, the constraint matrix and the right-hand side. The problem has the following form: given a set of operations to be executed along a time horizon, find a schedule to minimize a function included by the expected operations cost over the scenarios under consideration, subject to a set of constraints. Typical elements are: limited availability of the resources, multiperiod operations, subsets of operations with exclusivity and implicative constraints, precedence relationships in the execution of the operations, etc. The stochasticity is in the resources’consumption by the operations, their availability and the operations cost along the time horizon. A multistage scenario analysis with complete recourse is used. Given the high dimensions of the problem and its combinatorial nature, it is not realistic to obtain th...

• Type: Journal
• Year: 2007
• Where: COR
• Authors: Antonio Alonso-Ayuso, Laureano F. Escudero, M. Teresa Ortuño, C. Pizarro
• Keywords: COR 2007, COR 2008, Non-anticipativity Constraints, Pure 0–1 Programs, Time Horizon