Decision-Focused Learning for Scheduling Problems with Uncertainty in the Constraints

Abstract

When addressing combinatorial optimization problems, the focus is predominantly on their computational complexity, and it is often forgotten to look at the bigger picture. As a result, it is common to miss critical details which could play a major role in the overall process. One such detail is the presence of uncertainty in the real world. A naive approach might directly predict values for the uncertain parameters, without taking into account that the ultimate goal is to obtain sound decisions. Consequently, in many cases, the resulting solutions are suboptimal. This challenge is precisely the premise behind Decision-Focused Learning (DFL) framework, which is a core of this work. This study pioneers the application of the DFL framework to scheduling problems with uncertain processing times, utilizing contextual features to predict these uncertainties. By employing the promising Score Function Gradient Estimation method, the research tackles the issue of non-differentiable regret loss functions in DFL. Key contributions include the development of techniques to enhance the performance of the Score Function, an in-depth analysis of DFL's applicability to complex scheduling scenarios, and a detailed evaluation of its strengths and weaknesses. This work not only demonstrates the potential of DFL in this new context but also lays the groundwork for future research and improvements in handling uncertainty in combinatorial optimization.