Robust optimization of specific scheduling problems
Langue, Valentin
Promotor(s) :
Crama, Yves
Date of defense : 2-Sep-2020/8-Sep-2020 • Permalink : http://hdl.handle.net/2268.2/10275
Details
Title : | Robust optimization of specific scheduling problems |
Author : | Langue, Valentin ![]() |
Date of defense : | 2-Sep-2020/8-Sep-2020 |
Advisor(s) : | Crama, Yves ![]() |
Committee's member(s) : | Baratto, Marie ![]() Paquay, Célia ![]() |
Language : | English |
Keywords : | [en] Robust [fr] Optimization [fr] Scheduling |
Discipline(s) : | Business & economic sciences > Production, distribution & supply chain management Physical, chemical, mathematical & earth Sciences > Mathematics |
Institution(s) : | Université de Liège, Liège, Belgique |
Degree: | Master en ingénieur de gestion, à finalité spécialisée en Supply Chain Management and Business Analytics |
Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] In this thesis, we explore optimization problems whose parameters are uncertain. We speak about optimization under uncertainty. Specifically, we are interested in Robust Optimization (RO), a methodology used to tackle uncertain problems and which utilizes concepts like uncertainty sets and worst case scenarios. In the context of Supply Chain Management, we discuss how RO can be applied to scheduling problems under uncertainty. We mainly consider the flexible approach introduced in (Bertsimas & Sim, 2003) and study how it can be applied to three uncertain scheduling: the maximum lateness under uncertain due dates, the weighted sum of completion times under uncertain processing times and under uncertain weights.
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The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.