A distributionally robust approach for the two-machine permutation flow shop scheduling

Abstract

We consider the two-machine permutation flow shop scheduling problem with uncertain job processing time, which is sampled from no specific distribution type. For the ease of discussion, an ambiguity set with a priori mean and support set information is constructed. We then introduce a distributionally robust optimization (DRO) perspective to handle the uncertainty. To the best of our knowledge, this is the first time that a DRO method is applied to this problem setting. Given that the original DRO model is nonlinear and intractable in nature, we first reformulate the inner maximization problem into a linear programming model with a fixed sequence, based on the duality theory and optimality conditions. By including the sequence decision, we further transform it into an equivalent mixed-integer linear programming (MILP) problem via incorporating the valid lower and upper bounds and McCormick inequalities. The obtained MILP could be solved to optimality with the off-the-shelf commercial solvers. In the numerical study, it is demonstrated that the DRO-based model could effectively solve the large scale instances with up to 100 jobs optimally within 30 s. Compared with the SLP, DRO model always triumphs on the worst-case indicator. And as the problem scale increases, the DRO model gradually outperforms the SLP in terms of the Up-90% and Up-75% indicators. Furthermore, the optimal sequence obtained by the deterministic model is less stable than the DRO model, which can enhance the robustness of the manufacturing system against processing uncertainty.

Publication
Annals of Operations Research