Industrial & Engineering Chemistry Research, Vol.43, No.14, 3782-3791, 2004
Short-term scheduling under uncertainty using MILP sensitivity analysis
The aim of this paper is to develop an integrated framework within which to address the issue of uncertainty in short-term scheduling. The idea of inference-based sensitivity analysis for MILP problems is utilized within a branch-and-bound solution framework to determine the importance of different parameters and constraints and to provide a set of alternative schedules for the range of uncertain parameters under consideration. Two case studies are presented to illustrate the application of the proposed approach and to provide a comparison with parametric programming and robust optimizaton studies.