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...
| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | en_US |
| Publicado em: |
2003
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| Acesso em linha: | http://hdl.handle.net/1721.1/3994 |
| _version_ | 1826217469072637952 |
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| author | Bertsimas, Dimitris J. Natarajan, Karthik Teo, Chung Piaw |
| author_facet | Bertsimas, Dimitris J. Natarajan, Karthik Teo, Chung Piaw |
| author_sort | Bertsimas, Dimitris J. |
| collection | MIT |
| description | 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 durations of individual activities in the project is available. Our computational experiments suggest that the bounds provided by the new method are stronger and often significant compared to the bounds found by alternative methods. |
| first_indexed | 2024-09-23T17:04:09Z |
| format | Article |
| id | mit-1721.1/3994 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T17:04:09Z |
| publishDate | 2003 |
| record_format | dspace |
| spelling | mit-1721.1/39942019-04-12T08:08:42Z Applications of Semidefinite Optimization in Stochastic Project Scheduling Bertsimas, Dimitris J. Natarajan, Karthik Teo, Chung Piaw project scheduling problem of moments semidefinite programming co-positivity tardiness 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 durations of individual activities in the project is available. Our computational experiments suggest that the bounds provided by the new method are stronger and often significant compared to the bounds found by alternative methods. Singapore-MIT Alliance (SMA) 2003-12-23T01:59:12Z 2003-12-23T01:59:12Z 2002-01 Article http://hdl.handle.net/1721.1/3994 en_US High Performance Computation for Engineered Systems (HPCES); 124719 bytes application/pdf application/pdf |
| spellingShingle | project scheduling problem of moments semidefinite programming co-positivity tardiness Bertsimas, Dimitris J. Natarajan, Karthik Teo, Chung Piaw Applications of Semidefinite Optimization in Stochastic Project Scheduling |
| title | Applications of Semidefinite Optimization in Stochastic Project Scheduling |
| title_full | Applications of Semidefinite Optimization in Stochastic Project Scheduling |
| title_fullStr | Applications of Semidefinite Optimization in Stochastic Project Scheduling |
| title_full_unstemmed | Applications of Semidefinite Optimization in Stochastic Project Scheduling |
| title_short | Applications of Semidefinite Optimization in Stochastic Project Scheduling |
| title_sort | applications of semidefinite optimization in stochastic project scheduling |
| topic | project scheduling problem of moments semidefinite programming co-positivity tardiness |
| url | http://hdl.handle.net/1721.1/3994 |
| work_keys_str_mv | AT bertsimasdimitrisj applicationsofsemidefiniteoptimizationinstochasticprojectscheduling AT natarajankarthik applicationsofsemidefiniteoptimizationinstochasticprojectscheduling AT teochungpiaw applicationsofsemidefiniteoptimizationinstochasticprojectscheduling |