When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are uncertain, which brings uncertain values in the constraints, and thus repair of an initial schedule may be needed. Historical realizations of the stochastic processing times are available. We show how existing decision-focused learning techniques based on stochastic smoothing can be adapted to this scheduling problem. We include an extensive experimental evaluation to investigate in which situations decision-focused learning outperforms the state of the art, i.e., scenario-based stochastic optimization.

We study a highly complex scheduling problem that requires the generation and optimization of production schedules for a multi-product biomanufacturing system with continuous and batch processes. There are two main objectives here; makespan and lateness, which are combined into a cost function that is a weighted sum. An additional complexity comes from long horizons considered (up to a full year), yielding problem instances with more than 200 jobs, each consisting of multiple tasks that must be executed in the factory. We investigate whether a rolling-horizon principle is more efficient than a global strategy. We evaluate how cost function weights for makespan and lateness should be set in a rolling-horizon approach where deadlines are used for subproblem definition. We show that the rolling-horizon strategy outperforms a global search, evaluated on problem instances of a real biomanufacturing system, and we show that this result generalizes to problem instances of a synthetic factory.