Application of chance-constrained programming for stochastic group shop scheduling problem

Abstract

In this paper, we study a group shop scheduling (GSS) problem subject to uncertain release dates and processing times. The GSS problem is a general formulation including the other shop scheduling problems such as the flow shop, the job shop, and the open shop scheduling problems. The objective is to find a job schedule which minimizes the total weighted completion time. We solve this problem based on the chance-constrained programming. First, the problem is formulated in a form of stochastic programming and then prepared in a form of deterministic mixed binary integer linear programming such that it can be solved by a linear programming solver. To solve the problem efficiently, we develop an efficient hybrid method. Exploiting a heuristic algorithm in order to satisfy the constraints, an ant colony optimization algorithm is applied to construct high-quality solutions to the problem. The proposed approach is tested on instances where the random variables are normally, uniformly, or exponentially distributed.