Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2512.15471

Robustness Measures for Stochastic Parallel Machine Scheduling and Train Unit Shunting

Casper Loman·Loriana Pascual·Marjan van den Akker·Roel van den Broek·Han Hoogeveen
View original source ↗Read source document ↗Export metadata ↓

Abstract

In many real world scheduling problems, the processing times of tasks are subject to uncertainty. This makes it essential to design schedules that are robust and able to handle potential disruptions. Therefore, we investigate measures that give us information about the robustness of a schedule. Although many measures can be found in literature, there is no consensus on which measures are the best. We identify 14 robustness measures from the literature, as well as introduce 4 new ones. To find out which of these measures are best used for generating robust schedules, we perform an elaborate simulation study to investigate how well these robustness measures correlate with the stability of the objective function under disturbances (quality robustness) and with the stability of the schedule itself (solution robustness). We first consider the Stochastic Parallel Machine Scheduling Problem (SPMSP) with precedence constraints, which is a very general setting that is relevant for many practical situations. We then perform a second simulation study by taking the best performing measures from the first experiment, and using them for the Train Unit Shunting Problem with Service Scheduling (TUSPwSS). After establishing the correlation with quality and solution robustness, we included the measures as objective in a local search algorithm. We make a comparison between the theoretical setting of the SPMSP and the TUSPwSS, and identify a set of robustness measures that can be applied in many different settings. We show that we can achieve up to 90% decreases in delays compared to using no robustness measures. Lastly, we also identify properties that can be used to predict the effectiveness of such a robustness measure.

Explore related subjects

math.OC

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Casper Loman, Loriana Pascual, Marjan van den Akker, Roel van den Broek, Han Hoogeveen. 2025-12-17. Robustness Measures for Stochastic Parallel Machine Scheduling and Train Unit Shunting. https://arxiv.org/abs/2512.15471

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

On the stability of proximal operators in Wasserstein spaces under different notions of convexity

The proximal operator is a fundamental tool in variational analysis and optimization. In the setting of a Hilbert space, given a proper, lower semicontinuous convex functional, its proximal operator is non-expansive, that is, 1-Lipschitz continuous. In the Wasserstein setting, the contraction properties of this operator have been investigated from different perspectives by Carlen and Craig and by Adve and Mészáros, among others, and are not completely understood. In this paper, we study the stability properties of proximal maps, with a particular focus on non-expansivity, under various notions of convexity of the functional that can be considered in the Wasserstein space.

math.OC↗
arXiv2026

Symmetry-dependence in Rounding of a Convex Body

The symmetry measure of a convex body $S\subset\mathbb{R}^n$ is given by: $\mathrm{sym}(S):=\max\{α\ge0:\text{ there exists }x\in S\text{ such that }-α(S-x)\subseteq S-x\}$, where such an $x$ is called a Minkowski center. We prove that every convex body $S$ admits a $\sqrt{\frac{n}{\mathrm{sym}(S)}}$-rounding of $S$, namely, there exists an origin-centered ellipsoid $E$ and a center $c$ such that $E\subseteq S-c\subseteq\sqrt{\frac{n}{\mathrm{sym}(S)}}\,E$. This result was conjectured in 2005 by Belloni and Freund. As special cases, this recovers an $n$-rounding of $S$ (since $\mathrm{sym}(S)\ge\frac{1}{n}$), and a $\sqrt{n}$-rounding when $\mathrm{sym}(S)=1$. In the case when $S$ is a polytope given as the convex hull of points, the desired rounding is produced by a regularized minimum-volume covering ellipsoid problem where the regularization is with respect to the Minkowski center. Similarly, when $S$ is a polytope given as the intersection of halfspaces, such a rounding is produced by a regularized maximum-volume inscribed ellipsoid problem. In both of these cases, the rounding can be computed by first solving a linear optimization problem (to compute $\mathrm{sym}(S)$ and a Minkowski center), and then solving a convex optimization problem with a logarithmic determinant objective, second-order cone constraints, and one semidefinite cone constraint. We also show that the factor $\sqrt{\frac{n}{\mathrm{sym}(S)}}$ is nearly tight in its dependence on dimension and symmetry. When $\frac{n+1}{1+\mathrm{sym}(S)}$ is an integer, we show by explicit construction that the factor $\sqrt{\frac{n}{\mathrm{sym}(S)}}$ is tight. In the more general case, for every dimension $n$ and every admissible symmetry value, we construct a polytope $S$ for which every rounding factor is at least $\sqrt{\frac{2}{3}}\sqrt{\frac{n}{\mathrm{sym}(S)}}$.

math.OC↗
arXiv2026

Improving the Last-Iterate Guarantees of Anytime Algorithms for Stochastic Monotone Variational Inequalities

We analyze a stochastic algorithm with Halpern-type anchoring for constrained convex-concave problems and monotone variational inequalities. This single-loop and single-call algorithm uses one unbiased sample of the gradient operator at every iteration, to be applicable to monotone games with noisy feedback. With $t$ denoting the iteration counter, we prove an anytime last-iterate convergence rate of $O(t^{-1/4})$ for both the gradient-mapping norm and restricted gap, bypassing the $O(t^{-1/5})$ constrained-anytime bottleneck in the literature. Specializing then to multi-point oracles, we use variance reduction to achieve the $O(t^{-1/2})$ rate with an anytime single-loop algorithm using $2$ samples per iteration. Our results allow constrained problems with a potentially unbounded feasible set; as well as a structured class of stochastic oracles whose variance need not be uniformly bounded.

math.OC↗