IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v302y2022i2p438-455.html
   My bibliography  Save this article

Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations

Author

Listed:
  • Novak, Antonin
  • Gnatowski, Andrzej
  • Sucha, Premysl

Abstract

In this paper, we study a distributionally robust parallel machines scheduling problem, minimizing the total flow time criterion. The distribution of uncertain processing times is subject to ambiguity belonging to a set of distributions with constrained mean and covariance. We show that the problem can be cast as a deterministic optimization problem, with the objective function composed of an expectation and a regularization term given as an ℓp norm. The main question we ask and answer is whether the particular choice of the used ℓp norm affects the computational complexity of the problem and the robustness of its solution. We prove that if durations of the jobs are independent, the solution in terms of any ℓp norm can be solved in a pseudopolynomial time, by the reduction to a non-linear bipartite matching problem. We also show an efficient, polynomial-time algorithm for ℓ1 case. Furthermore, for instances with dependent durations of the jobs, we propose computationally efficient formulation and an algorithm that uses ℓ1 norm. Moreover, we identify a class of covariance matrices admitting a faster, polynomial-time algorithm. The computational experiments show that the proposed algorithms provide solutions with a similar quality to the existing algorithms while having significantly better computational complexities.

Suggested Citation

  • Novak, Antonin & Gnatowski, Andrzej & Sucha, Premysl, 2022. "Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations," European Journal of Operational Research, Elsevier, vol. 302(2), pages 438-455.
  • Handle: RePEc:eee:ejores:v:302:y:2022:i:2:p:438-455
    DOI: 10.1016/j.ejor.2022.01.002
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377221722000029
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ejor.2022.01.002?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chang, Zhiqi & Ding, Jian-Ya & Song, Shiji, 2019. "Distributionally robust scheduling on parallel machines under moment uncertainty," European Journal of Operational Research, Elsevier, vol. 272(3), pages 832-846.
    2. Shehadeh, Karmel S. & Cohn, Amy E.M. & Jiang, Ruiwei, 2020. "A distributionally robust optimization approach for outpatient colonoscopy scheduling," European Journal of Operational Research, Elsevier, vol. 283(2), pages 549-561.
    3. Kramer, Arthur & Dell’Amico, Mauro & Iori, Manuel, 2019. "Enhanced arc-flow formulations to minimize weighted completion time on identical parallel machines," European Journal of Operational Research, Elsevier, vol. 275(1), pages 67-79.
    4. Peter Brucker, 2007. "Scheduling Algorithms," Springer Books, Springer, edition 0, number 978-3-540-69516-5, November.
    5. Wang, Yu & Zhang, Yu & Tang, Jiafu, 2019. "A distributionally robust optimization approach for surgery block allocation," European Journal of Operational Research, Elsevier, vol. 273(2), pages 740-753.
    6. Balakrishnan, N. & Scarpa, Bruno, 2012. "Multivariate measures of skewness for the skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 73-87, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yin, Yunqiang & Luo, Zunhao & Wang, Dujuan & Cheng, T.C.E., 2023. "Wasserstein distance‐based distributionally robust parallel‐machine scheduling," Omega, Elsevier, vol. 120(C).
    2. Lu, Haimin & Pei, Zhi, 2023. "Single machine scheduling with release dates: A distributionally robust approach," European Journal of Operational Research, Elsevier, vol. 308(1), pages 19-37.
    3. Chen, Claire Y.T. & Sun, Edward W. & Miao, Wanyu & Lin, Yi-Bing, 2024. "Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1086-1107.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Novak, Antonin & Sucha, Premysl & Novotny, Matej & Stec, Richard & Hanzalek, Zdenek, 2022. "Scheduling jobs with normally distributed processing times on parallel machines," European Journal of Operational Research, Elsevier, vol. 297(2), pages 422-441.
    2. Lu, Haimin & Pei, Zhi, 2023. "Single machine scheduling with release dates: A distributionally robust approach," European Journal of Operational Research, Elsevier, vol. 308(1), pages 19-37.
    3. J. Behnamian & Z. Gharabaghli, 2023. "Multi-objective outpatient scheduling in health centers considering resource constraints and service quality: a robust optimization approach," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-35, March.
    4. Shehadeh, Karmel S. & Padman, Rema, 2021. "A distributionally robust optimization approach for stochastic elective surgery scheduling with limited intensive care unit capacity," European Journal of Operational Research, Elsevier, vol. 290(3), pages 901-913.
    5. Yanıkoğlu, İhsan & Yavuz, Tonguc, 2022. "Branch-and-price approach for robust parallel machine scheduling with sequence-dependent setup times," European Journal of Operational Research, Elsevier, vol. 301(3), pages 875-895.
    6. de Lima, Vinícius L. & Alves, Cláudio & Clautiaux, François & Iori, Manuel & Valério de Carvalho, José M., 2022. "Arc flow formulations based on dynamic programming: Theoretical foundations and applications," European Journal of Operational Research, Elsevier, vol. 296(1), pages 3-21.
    7. Vincent T’kindt & Federico Della Croce & Mathieu Liedloff, 2022. "Moderate exponential-time algorithms for scheduling problems," 4OR, Springer, vol. 20(4), pages 533-566, December.
    8. Hanke, Michael & Penev, Spiridon & Schief, Wolfgang & Weissensteiner, Alex, 2017. "Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness," European Journal of Operational Research, Elsevier, vol. 263(2), pages 510-523.
    9. Loperfido, Nicola, 2018. "Skewness-based projection pursuit: A computational approach," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 42-57.
    10. Talebiyan, Hesam & Dueñas-Osorio, Leonardo, 2023. "Auctions for resource allocation and decentralized restoration of interdependent networks," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    11. Peiyu Zhang & Yankui Liu & Guoqing Yang & Guoqing Zhang, 2022. "A multi-objective distributionally robust model for sustainable last mile relief network design problem," Annals of Operations Research, Springer, vol. 309(2), pages 689-730, February.
    12. Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2021. "Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
    13. Yu Wang & Yu Zhang & Minglong Zhou & Jiafu Tang, 2023. "Feature‐driven robust surgery scheduling," Production and Operations Management, Production and Operations Management Society, vol. 32(6), pages 1921-1938, June.
    14. Guo, Xiaotong & Caros, Nicholas S. & Zhao, Jinhua, 2021. "Robust matching-integrated vehicle rebalancing in ride-hailing system with uncertain demand," Transportation Research Part B: Methodological, Elsevier, vol. 150(C), pages 161-189.
    15. Karmel S. Shehadeh & Amy E. M. Cohn & Ruiwei Jiang, 2021. "Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times," Naval Research Logistics (NRL), John Wiley & Sons, vol. 68(1), pages 89-111, February.
    16. Jorge M. Arevalillo & Hilario Navarro, 2019. "A stochastic ordering based on the canonical transformation of skew-normal vectors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 475-498, June.
    17. Jorge M. Arevalillo & Hilario Navarro, 2021. "Skewness-Kurtosis Model-Based Projection Pursuit with Application to Summarizing Gene Expression Data," Mathematics, MDPI, vol. 9(9), pages 1-18, April.
    18. Mehdi Amiri & Ahad Jamalizadeh & Mina Towhidi, 2015. "Inference and further probabilistic properties of the $$ SUN_{n,2}$$ S U N n , 2 -distribution," Statistical Papers, Springer, vol. 56(4), pages 1071-1098, November.
    19. Delorme, Maxence & Iori, Manuel & Mendes, Nilson F.M., 2021. "Solution methods for scheduling problems with sequence-dependent deterioration and maintenance events," European Journal of Operational Research, Elsevier, vol. 295(3), pages 823-837.
    20. Pei, Zhi & Lu, Haimin & Jin, Qingwei & Zhang, Lianmin, 2022. "Target-based distributionally robust optimization for single machine scheduling," European Journal of Operational Research, Elsevier, vol. 299(2), pages 420-431.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:302:y:2022:i:2:p:438-455. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.