A sensitivity analysis to assess the completion time deviation for multi‐purpose machines facing demand uncertainty

A sensitivity analysis to assess the completion time deviation for multi‐purpose machines facing demand uncertainty

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Article ID: iaor201111687
Volume: 191
Issue: 1
Start Page Number: 219
End Page Number: 249
Publication Date: Nov 2011
Journal: Annals of Operations Research
Authors: , ,
Keywords: stochastic processes, markov processes, allocation: resources, forecasting: applications, scheduling, programming: linear, combinatorial optimization
Abstract:

This paper addresses multi‐purpose machine configuration in an uncertain context through sensitivity analysis. The so‐called configuration is the machine’s ability to process products, and the uncertain context is modelled as a demand variation affecting the forecast demand. Given a configuration, this work aims at assessing the completion time deviation when the workshop demand is subject to perturbation. Such quantitative information can be used in a robustness approach for selecting the most appropriate configuration. To do so, the configuration impact on the completion time value that can be reached by solving the attached scheduling problem is first investigated. Then, the completion time deviation is written as a piecewise linear function of the magnitude of demand variation. The proposed approach, which is based on the solution of a set of linear programs, is illustrated through a detailed example. It is shown to be polynomial, and fast enough for addressing real‐world instances. Finally, how to compare two configurations on the basis of completion time deviation in an uncertain context is demonstrated.

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