Título: | A SIMHEURISTIC ALGORITHM FOR THE STOCHASTIC PERMUTATION FLOW-SHOP SCHEDULING PROBLEM WITH DELIVERY DATES AND CUMULATIVE PAYOFFS | ||||||||||||
Autor: |
PEDRO ARAUJO VILLARINHO |
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Colaborador(es): |
LUCIANA DE SOUZA PESSOA - Orientador FERNANDO LUIZ CYRINO OLIVEIRA - Coorientador |
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Catalogação: | 19/OUT/2020 | Língua(s): | ENGLISH - UNITED STATES |
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Tipo: | TEXT | Subtipo: | THESIS | ||||||||||
Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=49945&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=49945&idi=2 |
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DOI: | https://doi.org/10.17771/PUCRio.acad.49945 | ||||||||||||
Resumo: | |||||||||||||
This master s thesis analyzes the Permutation Flow-shop Scheduling
Problem with Delivery Dates and Cumulative Payoffs under uncertainty
conditions. In particular, the work considers the realistic situation in which
processing times and release dates are stochastics. The main goal is to
solve this Permutation Flow-shop problem in the stochastic environment
and analyze the relationship between different levels of uncertainty and
the expected payoff. In order to achieve this goal, first a biased-randomized
heuristic is proposed for the deterministic version of the problem. Then, this
heuristic is extended into a metaheuristic by encapsulating it into a variable
neighborhood descent framework. Finally, the metaheuristic is extended
into a simheuristic by incorporating Monte Carlo simulation. According
to the computational experiments, the level of uncertainty has a direct
impact on the solutions provided by the simheuristic. Moreover, a risk
analysis is performed using two well-known metrics: the value at risk and
the conditional value at risk.
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