Applications of Semidefinite Optimization in Stochastic Project Scheduling

We propose a new method, based on semidefinite optimization, to find tight upper bounds on the expected project completion time and expected project tardiness in a stochastic project scheduling environment, when only limited information in the form of first and second (joint) moments of the duration...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J., Natarajan, Karthik, Teo, Chung Piaw
Format: Article
Language:en_US
Published: 2003
Subjects:
Online Access:http://hdl.handle.net/1721.1/3994