Exact solutions to a class of stochastic generalized assignment problems

Maria Albareda-Sambola, Maarten H. van der Vlerk and Elena Fernandez
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Elena Fernandez: Groningen University

No 02A11, Research Report from University of Groningen, Research Institute SOM (Systems, Organisations and Management)

Abstract: This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment of each job to an agent is decided a priori, and once the demands are known, reassignments can be performed if there are overloaded agents. We construct a convex approximation of the objective function that is sharp at all feasible solutions. We then present three versions of an exact algorithm to solve this problem, based on branch and bound techniques, optimality cuts, and a special purpose lower bound. numerical results are reported.

Date: 2002
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