Continuous Nonlinear Programming Techniques to Solve Scheduling Problems
Volume 20, Issue 2 (2009), pp. 203–216
Pub. online: 1 January 2009
Type: Research Article
Received
1 July 2008
1 July 2008
Accepted
1 February 2009
1 February 2009
Published
1 January 2009
1 January 2009
Abstract
One of the most known applications of Discrete Optimization is on scheduling. In contrast, one of the most known applications of Continuous Nonlinear Optimization is on the control of dynamic systems. In this paper, we combine both views, solving scheduling problems as dynamic systems, modeled as discrete-time nonlinear optimal control problems with state and control continuous variables subjected to upper and lower bounds. Complementarity constraints are used to represent scheduling decisions. One example we discuss in detail is the crude oil scheduling in ports, with numerical results presented.