Abstract
This paper concerns networks of precedence constraints between tasks with random durations, known as stochastic task networks, often used to model uncertainty in real-world applications. In some applications, we must associate tasks with reliable start-times from which realized start-times will (most likely) not deviate too far. We examine a dispatching strategy according to which a task starts as early as precedence constraints allow, but not earlier than its corresponding planned release-time. As these release-times are spread farther apart on the time-axis, the randomness of realized start-times diminishes (i.e. stability increases). Effectively, task start-times becomes less sensitive to the outcome durations of their network predecessors. With increasing stability, however, performance deteriorates (e.g. expected makespan increases). Assuming a sample of the durations is given, we define an LP for finding release-times that minimize the performance penalty of reaching a desired level of stability. The resulting LP is costly to solve, so, targeting a specific part of the solution-space, we define an associated Simple Temporal Problem (STP) and show how optimal release-times can be constructed from its earliest-start-time solution. Exploiting the special structure of this STP, we present our main result, a dynamic programming algorithm that finds optimal release-times with considerable efficiency gains.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
As in Bidot et al. [3], stability here refers to the extent that a predictive schedule (planned release-times in our case) is expected to remain close to the realized schedule.
- 2.
Knowing the distribution of D, we assume to be able to draw \(\mathcal {P}\).
- 3.
The reader can easily recognize the similarity of the proposed LP with a so-called Sample Average Approximation (SAA) of a stochastic optimization problem [14].
- 4.
Since \((s,t)\in \varLambda ^*\) implies \(\max _{p'} s_{jp'} - w = t_j\) for all j.
References
Adlakha, V., Kulkarni, V.G.: A classified bibliography of research on stochastic pert networks: 1966–1987. INFOR 27, 272–296 (1989)
Beck, C., Davenport, A.: A survey of techniques for scheduling with uncertainty (2002)
Bidot, J., Vidal, T., Laborie, P., Beck, J.C.: A theoretic and practical framework for scheduling in a stochastic environment. J. Sched. 12, 315–344 (2009)
Blaauw, D., Chopra, K., Srivastava, A., Scheffer, L.: Statistical timing analysis: from basic principles to state of the art. IEEE Trans. Comput. Aided Des. Integr. Circuits Syst. 27, 589–607 (2008)
Bonfietti, A., Lombardi, M., Milano, M.: Disregarding duration uncertainty in partial order schedules? Yes, we can!. In: Simonis, H. (ed.) CPAIOR 2014. LNCS, vol. 8451, pp. 210–225. Springer, Cham (2014). doi:10.1007/978-3-319-07046-9_15
Calafiore, G., Campi, M.C.: Uncertain convex programs: randomized solutions and confidence levels. Math. Program. 102, 25–46 (2005)
Chrétienne, P., Sourd, F.: Pert scheduling with convex cost functions. Theoret. Comput. Sci. 292, 145–164 (2003)
Davenport, A., Gefflot, C., Beck, C.: Slack-based techniques for robust schedules. In: Sixth European Conference on Planning (2014)
Dechter, R., Meiri, I., Pearl, J.: Temporal constraint networks. Artif. Intell. 49, 61–95 (1991)
Godard, D., Laborie, P., Nuijten, W.: Randomized large neighborhood search for cumulative scheduling. In: ICAPS. vol. 5 (2005)
Hagstrom, J.N.: Computing the probability distribution of project duration in a pert network. Networks 20, 231–244 (1990)
Herroelen, W., Leus, R.: Project scheduling under uncertainty: survey and research potentials. EJOR 165, 289–306 (2005)
Igelmund, G., Radermacher, F.J.: Preselective strategies for the optimization of stochastic project networks under resource constraints. Networks 13, 1–28 (1983)
Kleywegt, A.J., Shapiro, A., Homem-de Mello, T.: The sample average approximation method for stochastic discrete optimization. SIAM J. Optim. 12, 479–502 (2002)
Lamas, P., Demeulemeester, E.: A purely proactive scheduling procedure for the resource-constrained project scheduling problem with stochastic activity durations. J. Sched. 19, 409–428 (2015)
Leus, R.: Resource allocation by means of project networks: dominance results. Networks 58, 50–58 (2011)
Malcolm, D.G., Roseboom, J.H., Clark, C.E., Fazar, W.: Application of a technique for research and development program evaluation. Oper. Res. 7, 646–669 (1959)
Mountakis, S., Klos, T., Witteveen, C., Huisman, B.: Exact and heuristic methods for trading-off makespan and stability in stochastic project scheduling. In: MISTA (2015)
Pallottino, S.: Shortest-path methods: complexity, interrelations and new propositions. Networks 14, 257–267 (1984)
Policella, N., Oddi, A., Smith, S.F., Cesta, A.: Generating robust partial order schedules. In: Wallace, M. (ed.) CP 2004. LNCS, vol. 3258, pp. 496–511. Springer, Heidelberg (2004). doi:10.1007/978-3-540-30201-8_37
Potra, F.A., Wright, S.J.: Interior-point methods. J. Comput. Appl. Math. 124, 281–302 (2000)
Shestak, V., Smith, J., Maciejewski, A.A., Siegel, H.J.: Stochastic robustness metric and its use for static resource allocations. J. Parallel Distrib. Comput. 68, 1157–1173 (2008)
Tarjan, R.E.: Edge-disjoint spanning trees and depth-first search. Acta Informatica 6, 171–185 (1976)
Van de Vonder, S., Demeulemeester, E., Herroelen, W.: Proactive heuristic procedures for robust project scheduling: an experimental analysis. EJOR 189, 723–733 (2008)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer International Publishing AG
About this paper
Cite this paper
Mountakis, K.S., Klos, T., Witteveen, C. (2017). Stochastic Task Networks. In: Salvagnin, D., Lombardi, M. (eds) Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2017. Lecture Notes in Computer Science(), vol 10335. Springer, Cham. https://doi.org/10.1007/978-3-319-59776-8_25
Download citation
DOI: https://doi.org/10.1007/978-3-319-59776-8_25
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-59775-1
Online ISBN: 978-3-319-59776-8
eBook Packages: Computer ScienceComputer Science (R0)