ISSN:
1436-4646
Keywords:
Scheduling
;
Chance constrained programming
;
Integer programming
;
Decomposition
;
Gröbner basis
;
Polynomial ideals
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We study here a problem of schedulingn job types onm parallel machines, when setups are required and the demands for the products are correlated random variables. We model this problem as a chance constrained integer program. Methods of solution currently available—in integer programming and stochastic programming—are not sufficient to solve this model exactly. We develop and introduce here a new approach, based on a geometric interpretation of some recent results in Gröbner basis theory, to provide a solution method applicable to a general class of chance constrained integer programming problems. Out algorithm is conceptually simple and easy to implement. Starting from a (possibly) infeasible solution, we move from one lattice point to another in a monotone manner regularly querying a membership oracle for feasibility until the optimal solution is found. We illustrate this methodology by solving a problem based on a real system.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01585566
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