Distributionally robust single machine scheduling with risk aversion
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- 作者：Zhiqi Changa ; changzq13@mails.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Shiji Song ; a ; shijis@mail.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author ; gaohuang.thu@gmail.com" class="auth_mail" title="E-mail the corresponding author ; Yuli Zhangb ; zhangyuli@mail.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Jian-Ya Dinga ; ding-jy12@mails.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Rui Zhangc ; r.zhang@ymail.com" class="auth_mail" title="E-mail the corresponding author ; Raymond Chiongd ; Raymond.Chiong@newcastle.edu.au" class="auth_mail" title="E-mail the corresponding author
- 关键词：Robustness and sensitivity analysis ; Distributionally robust optimization ; Single machine scheduling ; CVaR ; Total flow time
- 刊名：European Journal of Operational Research
- 出版年：2017
- 出版时间：1 January 2017
- 年：2017
- 卷：256
- 期：1
- 页码：261-274
- 全文大小：962 K
文摘
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A first distributionally robust approach is proposed for production scheduling.
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An explicit expression is provided to calculate the robust CVaR.
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Three Cauchy-relaxation algorithms have been proposed to solve the problem.
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Experimental results show that the proposed algorithms outperform a CPLEX solver.
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Robustness of the optimal job sequence is verified via simulation experiments.
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