Combinatorial optimization of stochastic multi-objective problems: an application to the flow-shop scheduling problem

  • Authors:
  • Arnaud Liefooghe;Matthieu Basseur;Laetitia Jourdan;El-Ghazali Talbi

  • Affiliations:
  • INRIA Futurs, Laboratoire d'Informatique Fondamentale de Lille, CNRS, Villeneuve d'Ascq cedex, France;INRIA Futurs, Laboratoire d'Informatique Fondamentale de Lille, CNRS, Villeneuve d'Ascq cedex, France;INRIA Futurs, Laboratoire d'Informatique Fondamentale de Lille, CNRS, Villeneuve d'Ascq cedex, France;INRIA Futurs, Laboratoire d'Informatique Fondamentale de Lille, CNRS, Villeneuve d'Ascq cedex, France

  • Venue:
  • EMO'07 Proceedings of the 4th international conference on Evolutionary multi-criterion optimization
  • Year:
  • 2007

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Abstract

The importance of multi-objective optimization is globably established nowadays. Furthermore, a great part of real-world problems are subject to uncertainties due to, e.g., noisy or approximated fitness function(s), varying parameters or dynamic environments. Moreover, although evolutionary algorithms are commonly used to solve multi-objective problems on the one hand and to solve stochastic problems on the other hand, very few approaches combine simultaneously these two aspects. Thus, flow-shop scheduling problems are generally studied in a single-objective deterministic way whereas they are, by nature, multi-objective and are subjected to a wide range of uncertainties. However, these two features have never been investigated at the same time. In this paper, we present and adopt a proactive stochastic approach where processing times are represented by random variables. Then, we propose several multi-objective methods that are able to handle any type of probability distribution. Finally, we experiment these methods on a stochastic bi-objective flow-shop problem.