Robust Optimization on Unrelated Parallel Machine Scheduling with Setup Times
Chutong Gao (1), Weihao Wang (1), Leyuan Shi (2) ((1) Peking, University, (2) University of Wisconsin-Madison)

TL;DR
This paper develops a robust optimization model for unrelated parallel machine scheduling with sequence-dependent setup times under uncertain processing times, introducing a heuristic algorithm and an enhanced evaluation method to improve solution quality.
Contribution
It formulates a min-max regret robust model for scheduling with setup times and proposes a multi-start heuristic with an accelerated regret evaluation technique.
Findings
The worst-case regret scenarios are finite and identifiable.
The proposed heuristic effectively finds high-quality solutions.
Computational results demonstrate the method's efficiency and robustness.
Abstract
The parallel machine scheduling problem has been a popular topic for many years due to its theoretical and practical importance. This paper addresses the robust makespan optimization problem on unrelated parallel machine scheduling with sequence-dependent setup times, where the processing times are uncertain, and the only knowledge is the intervals they take values from. We propose a robust optimization model with min-max regret criterion to formulate this problem. To solve this problem, we prove that the worst-case scenario with the maximum regret for a given solution belongs to a finite set of extreme scenarios. Based on this theoretical analysis, the procedure to obtain the maximum regret is proposed and an enhanced regret evaluation method (ERE) is designed to accelerate this process. A multi-start decomposition-based heuristic algorithm (MDH) is proposed to solve this problem.…
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Taxonomy
TopicsScheduling and Optimization Algorithms · Risk and Portfolio Optimization · Supply Chain and Inventory Management
