TITLE:
Robust Optimization of Performance Scheduling Problem under Accepting Strategy
AUTHORS:
Hui Ding, Yuqiang Fan, Weiya Zhong
KEYWORDS:
Performance Scheduling, Robust Optimization, Duality Theory, 0 - 1 Mixed Linear Programming
JOURNAL NAME:
Open Journal of Optimization,
Vol.7 No.4,
January
16,
2019
ABSTRACT: In this paper, the problem of program performance scheduling with accepting strategy is studied. Considering the uncertainty of actual situation, the duration of a program is expressed as a bounded interval. Firstly, we decide which programs are accepted. Secondly, the risk preference coefficient of the decision maker is introduced. Thirdly, the min-max robust optimization model of the uncertain program show scheduling is built to minimize the performance cost and determine the sequence of these programs. Based on the above model, an effective algorithm for the original problem is proposed. The computational experiment shows that the performance’s cost (revenue) will increase (decrease) with decision maker’s risk aversion.