A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity

Publication year: 2011
Source: Computers & Operations Research, Volume 38, Issue 12, December 2011, Pages 1747-1759

Talal, Al-Khamis , Rym, M’Hallah

This paper proposes a two-stage stochastic programming model for the parallel machine scheduling problem where the objective is to determine the machines’ capacities that maximize the expected net profit of on-time jobs when the due dates are uncertain. The stochastic model decomposes the problem into two stages: The first (FS) determines the optimal capacities of the machines whereas the second (SS) computes an estimate of the expected profit of the on-time jobs for given machines’ capacities. For a given sample of due dates, SS reduces to the deterministic parallel weighted number of on-time jobs problem which can be solved using…