Related papers: Optimal Factory Scheduling using Stochastic Domina…

This paper studies a scheduling problem in a parallel machine setting, where each machine must adhere to a predetermined fixed order for processing the jobs. Given $n$ jobs, each with processing times and deadlines, we aim to minimize the…

Resource constrained job scheduling is a hard combinatorial optimisation problem that originates in the mining industry. Off-the-shelf solvers cannot solve this problem satisfactorily in reasonable timeframes, while other solution methods…

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

Dual averaging and gradient descent with their stochastic variants stand as the two canonical recipe books for first-order optimization: Every modern variant can be viewed as a descendant of one or the other. In the convex regime, these…

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

In this paper, we focus on the solution of a hard single machine scheduling problem by new heuristic algorithms embedding techniques from machine learning field and scheduling theory. These heuristics transform an instance of the hard…

Modern manufacturing systems must meet hard delivery deadlines while coping with stochastic task durations caused by process noise, equipment variability, and human intervention. Traditional deterministic schedules break down when reality…

We present a scheduler that improves cluster utilization and job completion times by packing tasks having multi-resource requirements and inter-dependencies. While the problem is algorithmically very hard, we achieve near-optimality on the…

This paper studies the formation mission design problem for commercial aircraft in the presence of uncertainties. Specifically, it considers uncertainties in the departure times of the aircraft and in the fuel burn savings for the trailing…

Same-day delivery for e-commerce has become a popular service. Companies usually offer several time delivery options with the earliest one being next hour delivery. Due to tight delivery deadlines and thin margins, companies often find it…

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

Production systems deteriorate stochastically due to usage and may eventually break down, resulting in high maintenance costs at scheduled maintenance moments. This deterioration behavior is affected by the system's production rate. While…

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

Stochastic dominance serves as a general framework for modeling a broad spectrum of decision preferences under uncertainty, with risk aversion as one notable example, as it naturally captures the intrinsic structure of the underlying…

In this paper we consider several constrained activity scheduling problems in the time and space domains, like finding activity orderings which optimize the values of several objective functions (time scheduling) or finding optimal…

Limiting flight delays during operations has become a critical research topic in recent years due to their prohibitive impact on airlines, airports, and passengers. A popular strategy for addressing this problem considers the uncertainty of…

This paper aims to propose a two-step approach for day-ahead hourly scheduling in a distribution system operation, which contains two operation costs, the operation cost at substation level and feeder level. In the first step, the objective…

The hierarchical structure of production planning has the advantage of assigning different decision variables to their respective time horizons and therefore ensures their manageability. However, the restrictive structure of this top-down…