A chance-constrained optimization approach integrating project scheduling and material ordering to manage the uncertain material supply

Abstract

To deal with the impact of uncertain material supply on the implementation of projects, we investigate a problem of concurrently finding a robust baseline schedule and a material ordering plan under different levels of uncertainty. Assuming the material warehouses are restricted, a chance-constrained model of the integrated resource-constrained project scheduling and material ordering problem with a confidence level (1−θ) is thus formulated. To tackle the difficult joint chance constraints, we firstly transform the chance-constrained model into a scenario-based integer programming model by the sample average approximation approach. Based on dominance relationship among scenarios, we then derive an exact branch-and-bound algorithm and a sampling-based genetic algorithm (SGA) to solve the model. For the branch-and-bound algorithm, a tailor-made branching scheme and four pruning rules are developed to accelerate the search process. For the SGA, two sampling methods and a local search procedure are presented to boost solution quality. Furthermore, extensive numerical experiments are carried out to test the performance of the proposed algorithms. Specifically, 4608 instances with four different confidence levels and six different sample sizes are generated. Then the Taguchi method is employed to calibrate the parameters of the SGA. Besides, the numerical results demonstrate that the proposed branch-and-bound algorithm can solve more instances with shorter CPU times than the CPLEX solver, and the solution quality of the proposed SGA is far better than that of two existing meta-heuristics and two variants of SGA. Finally, a sensitivity analysis for the key parameters of the model is conducted. By considering the uncertain material supply, limited warehouse capacity and various confidence levels, our research contributes to the effective decision on project scheduling and material ordering in real-world contexts.