Applications of Semidefinite Optimization in Stochastic Project Scheduling
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HPCES002.pdf
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121.8 KB
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Author(s)
Bertsimas, Dimitris J.
Natarajan, Karthik
Teo, Chung Piaw
Date Issued
January 2002
Series/Report no.
High Performance Computation for Engineered Systems (HPCES);
Abstract
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.
Subjects
project scheduling
problem of moments
semidefinite programming
co-positivity
tardiness
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