A two-stage robust approach for {minimizing} the weighted number of tardy jobs with objective uncertainty
Résumé
Minimizing the weighted number of tardy jobs {on one machine} is a classical and intensively studied scheduling problem.
In this paper, we develop a two-stage robust approach,
where exact weights are known after accepting to perform the jobs, and before sequencing them on the machine. This assumption allows diverse recourse decisions to be taken in order to better adapt one's mid-term plan.
The contribution of this paper is twofold: first, we introduce a new scheduling problem and model it as a min-max-min optimization problem with mixed-integer recourse by extending existing models proposed for the deterministic case.
Second, we take advantage of the special structure of the problem to propose two
solution approaches based on results from the recent robust optimization literature:
namely the finite adaptability (Bertsimas and Caramanis, 2010)
and a convexification-based approach (Arslan and Detienne, 2022).
We also study the additional cost of the solutions if the sequence
of jobs has to be decided before the uncertainty is revealed.
Computational experiments are reported to analyze the effectiveness of our approaches.
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