Robust scheduling of parallel machines with sequence-dependent set-up costs

In this paper we propose a robust approach for solving the scheduling problem of parallel machines with sequence-dependent set-up costs. In the literature, several mathematical models and solution methods have been proposed to solve such scheduling problems, but most of which are based on the strong assumption that input data are known in a deterministic way. In this paper, a fuzzy mathematical programming model is formulated by taking into account the uncertainty in processing times to provide the optimal solution as a trade-off between total set-up cost and robustness in demand satisfaction. The proposed approach requires the solution of a non-linear mixed integer programming (NLMIP), that can be formulated as an equivalent mixed integer linear programming (MILP) model. The resulting MILP model in real applications could be intractable due to its NP-hardness. Therefore, we propose a solution method technique, based on the solution of an approximated model, whose dimension is remarkably reduced with respect to the original counterpart. Numerical experiments conducted on the basis of data taken from a real application show that the average deviation of the reduced model solution over the optimum is less than 1.5%.