Stochastic scheduling on unrelated machines

Martin Skutella, Maxim Sviridenko, Marc Jochen Uetz

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Two important characteristics encountered in many real-world scheduling problems are heterogeneous machines/processors and a certain degree of uncertainty about the actual sizes of jobs. The first characteristic entails machine dependent processing times of jobs and is captured by the classical unrelated machine scheduling model.The second characteristic is adequately addressed by stochastic processing times of jobs as they are studied in classical stochastic scheduling models. While there is an extensive but separate literature for the two scheduling models, we study for the first time a combined model that takes both characteristics into account simultaneously. Here, the processing time of job $j$ on machine $i$ is governed by random variable $P_{ij}$, and its actual realization becomes known only upon job completion. With $w_j$ being the given weight of job $j$, we study the classical objective to minimize the expected total weighted completion time $E[\sum_j w_jC_j]$, where $C_j$ is the completion time of job $j$. By means of a novel time-indexed linear programming relaxation, we compute in polynomial time a scheduling policy with performance guarantee $(3+\Delta)/2+\epsilon$. Here, $\epsilon>0$ is arbitrarily small, and $\Delta$ is an upper bound on the squared coefficient of variation of the processing times. We show that the dependence of the performance guarantee on $\Delta$ is tight, as we obtain a $\Delta/2$ lower bound for the type of policies that we use. When jobs also have individual release dates $r_{ij}$, our bound is $(2+\Delta)+\epsilon$. Via $\Delta=0$, currently best known bounds for deterministic scheduling are contained as a special case.
Original languageUndefined
Place of PublicationEnschede
PublisherCentre for Telematics and Information Technology (CTIT)
Number of pages17
Publication statusPublished - 3 Apr 2013

Publication series

NameCTIT Technical Report Series
PublisherUniversity of Twente, Centre for Telematica and Information Technology (CTIT)
ISSN (Print)1381-3625


  • IR-85409
  • METIS-296450
  • Stochastic Scheduling
  • Approximation Algorithm
  • EWI-23246
  • minsum objective
  • unrelated machines

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