A compact reformulation of the two-stage robust resource-constrained project scheduling problem
•We consider a two-stage robust resource-constrained project scheduling problem.•Activity durations are uncertain and lie in a budgeted uncertainty set.•A new compact mixed-integer programming formulation for the problem is derived.•In computational experiments we compare against the current best me...
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| Published in | Computers & operations research Vol. 130; p. 105232 |
|---|---|
| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
New York
Elsevier Ltd
01.06.2021
Pergamon Press Inc |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0305-0548 1873-765X 1873-765X 0305-0548 |
| DOI | 10.1016/j.cor.2021.105232 |
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| Abstract | •We consider a two-stage robust resource-constrained project scheduling problem.•Activity durations are uncertain and lie in a budgeted uncertainty set.•A new compact mixed-integer programming formulation for the problem is derived.•In computational experiments we compare against the current best method.•Our approach is easy to apply and solve 49% more instances given the same time.
This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker must resolve resource conflicts subject to the problem uncertainty, but can determine activity start times after the uncertain activity durations become known.
We introduce a new reformulation of the second-stage problem, which enables us to derive a compact robust counterpart to the full two-stage adjustable robust optimisation problem. Computational experiments show that this compact robust counterpart can be solved using standard optimisation software significantly faster than the current state-of-the-art algorithm for solving this problem, reaching optimality for almost 50% more instances on the same benchmark set. |
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| AbstractList | •We consider a two-stage robust resource-constrained project scheduling problem.•Activity durations are uncertain and lie in a budgeted uncertainty set.•A new compact mixed-integer programming formulation for the problem is derived.•In computational experiments we compare against the current best method.•Our approach is easy to apply and solve 49% more instances given the same time.
This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker must resolve resource conflicts subject to the problem uncertainty, but can determine activity start times after the uncertain activity durations become known.
We introduce a new reformulation of the second-stage problem, which enables us to derive a compact robust counterpart to the full two-stage adjustable robust optimisation problem. Computational experiments show that this compact robust counterpart can be solved using standard optimisation software significantly faster than the current state-of-the-art algorithm for solving this problem, reaching optimality for almost 50% more instances on the same benchmark set. This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker must resolve resource conflicts subject to the problem uncertainty, but can determine activity start times after the uncertain activity durations become known. We introduce a new reformulation of the second-stage problem, which enables us to derive a compact robust counterpart to the full two-stage adjustable robust optimisation problem. Computational experiments show that this compact robust counterpart can be solved using standard optimisation software significantly faster than the current state-of-the-art algorithm for solving this problem, reaching optimality for almost 50% more instances on the same benchmark set. |
| ArticleNumber | 105232 |
| Author | Bold, Matthew Goerigk, Marc |
| Author_xml | – sequence: 1 givenname: Matthew surname: Bold fullname: Bold, Matthew email: m.bold1@lancaster.ac.uk organization: STOR-i Centre for Doctoral Training, Lancaster University, United Kingdom – sequence: 2 givenname: Marc surname: Goerigk fullname: Goerigk, Marc organization: Network and Data Science Management, University of Siegen, Germany |
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| Snippet | •We consider a two-stage robust resource-constrained project scheduling problem.•Activity durations are uncertain and lie in a budgeted uncertainty set.•A new... This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted... |
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| SubjectTerms | Algorithms Budgeted uncertainty Decision making Job shops Operations research Optimization Project management Project scheduling Resource constraints Resource scheduling Robust optimisation Uncertainty |
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| Title | A compact reformulation of the two-stage robust resource-constrained project scheduling problem |
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