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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A compact reformulation of the two-stage robust resource-constrained project scheduling problem
AU - Bold, Matthew
AU - Goerigk, Marc
PY - 2021/6/1
Y1 - 2021/6/1
N2 - This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker must resolve resource conflicts subject to the problem uncertainty, but can determine activity start times after the uncertain activity durations become known. We introduce a new reformulation of the second-stage problem, which enables us to derive a compact robust counterpart to the full two-stage adjustable robust optimisation problem. Computational experiments show that this compact robust counterpart can be solved using standard optimisation software significantly faster than the current state-of-the-art algorithm for solving this problem, reaching optimality for almost 50% more instances on the same benchmark set.
AB - This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker must resolve resource conflicts subject to the problem uncertainty, but can determine activity start times after the uncertain activity durations become known. We introduce a new reformulation of the second-stage problem, which enables us to derive a compact robust counterpart to the full two-stage adjustable robust optimisation problem. Computational experiments show that this compact robust counterpart can be solved using standard optimisation software significantly faster than the current state-of-the-art algorithm for solving this problem, reaching optimality for almost 50% more instances on the same benchmark set.
KW - project scheduling
KW - Robust optimisation
KW - resource constraints
KW - budgeted uncertainty
U2 - 10.1016/j.cor.2021.105232
DO - 10.1016/j.cor.2021.105232
M3 - Journal article
VL - 130
JO - Computers and Operations Research
JF - Computers and Operations Research
SN - 0305-0548
M1 - 105232
ER -