IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v249y2017i1d10.1007_s10479-014-1776-2.html
   My bibliography  Save this article

Dual relaxations of the time-indexed ILP formulation for min–sum scheduling problems

Author

Listed:
  • Yunpeng Pan

    (South Dakota State University)

  • Zhe Liang

    (Tongji University)

Abstract

Linear programming (LP)-based relaxations have proven to be useful in enumerative solution procedures for $$\mathbf {NP}$$ NP -hard min–sum scheduling problems. We take a dual viewpoint of the time-indexed integer linear programming (ILP) formulation for these problems. Previously proposed Lagrangian relaxation methods and a time decomposition method are interpreted and synthesized under this view. Our new results aim to find optimal or near-optimal dual solutions to the LP relaxation of the time-indexed formulation, as recent advancements made in solving this ILP problem indicate the utility of dual information. Specifically, we develop a procedure to compute optimal dual solutions using the solution information from Dantzig–Wolfe decomposition and column generation methods, whose solutions are generally nonbasic. As a byproduct, we also obtain, in some sense, a crossover method that produces optimal basic primal solutions. Furthermore, the dual view naturally leads us to propose a new polynomial-sized relaxation that is applicable to both integer and real-valued problems. The obtained dual solutions are incorporated in branch-and-bound for solving the total weighted tardiness scheduling problem, and their efficacy is evaluated and compared through computational experiments involving test problems from OR-Library.

Suggested Citation

  • Yunpeng Pan & Zhe Liang, 2017. "Dual relaxations of the time-indexed ILP formulation for min–sum scheduling problems," Annals of Operations Research, Springer, vol. 249(1), pages 197-213, February.
  • Handle: RePEc:spr:annopr:v:249:y:2017:i:1:d:10.1007_s10479-014-1776-2
    DOI: 10.1007/s10479-014-1776-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-014-1776-2
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10479-014-1776-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pasquale Avella & Maurizio Boccia & Bernardo D’Auria, 2005. "Near-Optimal Solutions of Large-Scale Single-Machine Scheduling Problems," INFORMS Journal on Computing, INFORMS, vol. 17(2), pages 183-191, May.
    2. DYER, Martin E. & WOLSEY, Laurence A., 1990. "Formulating the single machine sequencing problem with release dates as a mixed integer program," LIDAM Reprints CORE 878, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Francis Sourd, 2004. "The Continuous Assignment Problem and Its Application to Preemptive and Non-Preemptive Scheduling with Irregular Cost Functions," INFORMS Journal on Computing, INFORMS, vol. 16(2), pages 198-208, May.
    4. Pascal Babu & Laurent Peridy & Eric Pinson, 2004. "A Branch and Bound Algorithm to Minimize Total Weighted Tardiness on a Single Processor," Annals of Operations Research, Springer, vol. 129(1), pages 33-46, July.
    5. E. DYER, Martin & WOLSEY, Laurence A., 1990. "Formulating the single machine sequencing problem with release dates as a mixed integer program," LIDAM Reprints CORE 917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Chris N. Potts & Luk N. Van Wassenhove, 1985. "A Branch and Bound Algorithm for the Total Weighted Tardiness Problem," Operations Research, INFORMS, vol. 33(2), pages 363-377, April.
    7. J.M. van den Akker & C.A.J. Hurkens & M.W.P. Savelsbergh, 2000. "Time-Indexed Formulations for Machine Scheduling Problems: Column Generation," INFORMS Journal on Computing, INFORMS, vol. 12(2), pages 111-124, May.
    8. Vanderbeck, F. & Wolsey, L. A., 1996. "An exact algorithm for IP column generation," LIDAM Reprints CORE 1242, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    9. Richard K. Congram & Chris N. Potts & Steef L. van de Velde, 2002. "An Iterated Dynasearch Algorithm for the Single-Machine Total Weighted Tardiness Scheduling Problem," INFORMS Journal on Computing, INFORMS, vol. 14(1), pages 52-67, February.
    10. Marco E. Lübbecke & Jacques Desrosiers, 2005. "Selected Topics in Column Generation," Operations Research, INFORMS, vol. 53(6), pages 1007-1023, December.
    11. Leslie A. Hall & Andreas S. Schulz & David B. Shmoys & Joel Wein, 1997. "Scheduling to Minimize Average Completion Time: Off-Line and On-Line Approximation Algorithms," Mathematics of Operations Research, INFORMS, vol. 22(3), pages 513-544, August.
    12. Kedad-Sidhoum, Safia & Solis, Yasmin Rios & Sourd, Francis, 2008. "Lower bounds for the earliness-tardiness scheduling problem on parallel machines with distinct due dates," European Journal of Operational Research, Elsevier, vol. 189(3), pages 1305-1316, September.
    13. Peter Cramton & Yoav Shoham & Richard Steinberg (ed.), 2006. "Combinatorial Auctions," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262033429, December.
    14. Sven de Vries & Rakesh V. Vohra, 2003. "Combinatorial Auctions: A Survey," INFORMS Journal on Computing, INFORMS, vol. 15(3), pages 284-309, August.
    15. Rolf H. Möhring & Andreas S. Schulz & Frederik Stork & Marc Uetz, 2003. "Solving Project Scheduling Problems by Minimum Cut Computations," Management Science, INFORMS, vol. 49(3), pages 330-350, March.
    16. Ibaraki, Toshihide & Nakamura, Yuichi, 1994. "A dynamic programming method for single machine scheduling," European Journal of Operational Research, Elsevier, vol. 76(1), pages 72-82, July.
    17. Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser & Martin W. P. Savelsbergh & Pamela H. Vance, 1998. "Branch-and-Price: Column Generation for Solving Huge Integer Programs," Operations Research, INFORMS, vol. 46(3), pages 316-329, June.
    18. SOUSA, Jorge P. & WOLSEY, Laurence A., 1992. "A time indexed formulation of non-preemptive single machine scheduling problems," LIDAM Reprints CORE 984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    19. Tuomas Sandholm & Subhash Suri & Andrew Gilpin & David Levine, 2005. "CABOB: A Fast Optimal Algorithm for Winner Determination in Combinatorial Auctions," Management Science, INFORMS, vol. 51(3), pages 374-390, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Stéphane Dauzère-Pérès & Sigrid Lise Nonås, 2023. "An improved decision support model for scheduling production in an engineer-to-order manufacturer," 4OR, Springer, vol. 21(2), pages 247-300, June.
    2. Jun Pei & Qingru Song & Baoyu Liao & Xinbao Liu & Panos M. Pardalos, 2021. "Parallel-machine serial-batching scheduling with release times under the effects of position-dependent learning and time-dependent deterioration," Annals of Operations Research, Springer, vol. 298(1), pages 407-444, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Louis-Philippe Bigras & Michel Gamache & Gilles Savard, 2008. "Time-Indexed Formulations and the Total Weighted Tardiness Problem," INFORMS Journal on Computing, INFORMS, vol. 20(1), pages 133-142, February.
    2. Francis Sourd, 2009. "New Exact Algorithms for One-Machine Earliness-Tardiness Scheduling," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 167-175, February.
    3. Natashia Boland & Riley Clement & Hamish Waterer, 2016. "A Bucket Indexed Formulation for Nonpreemptive Single Machine Scheduling Problems," INFORMS Journal on Computing, INFORMS, vol. 28(1), pages 14-30, February.
    4. Arthur Kramer & Anand Subramanian, 2019. "A unified heuristic and an annotated bibliography for a large class of earliness–tardiness scheduling problems," Journal of Scheduling, Springer, vol. 22(1), pages 21-57, February.
    5. J.M. van den Akker & C.A.J. Hurkens & M.W.P. Savelsbergh, 2000. "Time-Indexed Formulations for Machine Scheduling Problems: Column Generation," INFORMS Journal on Computing, INFORMS, vol. 12(2), pages 111-124, May.
    6. Pasquale Avella & Maurizio Boccia & Bernardo D’Auria, 2005. "Near-Optimal Solutions of Large-Scale Single-Machine Scheduling Problems," INFORMS Journal on Computing, INFORMS, vol. 17(2), pages 183-191, May.
    7. Lotte Berghman & Roel Leus & Frits Spieksma, 2014. "Optimal solutions for a dock assignment problem with trailer transportation," Annals of Operations Research, Springer, vol. 213(1), pages 3-25, February.
    8. Martin W. P. Savelsbergh & R. N. Uma & Joel Wein, 2005. "An Experimental Study of LP-Based Approximation Algorithms for Scheduling Problems," INFORMS Journal on Computing, INFORMS, vol. 17(1), pages 123-136, February.
    9. Kedad-Sidhoum, Safia & Solis, Yasmin Rios & Sourd, Francis, 2008. "Lower bounds for the earliness-tardiness scheduling problem on parallel machines with distinct due dates," European Journal of Operational Research, Elsevier, vol. 189(3), pages 1305-1316, September.
    10. Kerem Bülbül & Philip Kaminsky & Candace Yano, 2004. "Flow shop scheduling with earliness, tardiness, and intermediate inventory holding costs," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(3), pages 407-445, April.
    11. Omid Shahvari & Rasaratnam Logendran & Madjid Tavana, 2022. "An efficient model-based branch-and-price algorithm for unrelated-parallel machine batching and scheduling problems," Journal of Scheduling, Springer, vol. 25(5), pages 589-621, October.
    12. Artur Alves Pessoa & Teobaldo Bulhões & Vitor Nesello & Anand Subramanian, 2022. "Exact Approaches for Single Machine Total Weighted Tardiness Batch Scheduling," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1512-1530, May.
    13. Tjark Vredeveld & Cor Hurkens, 2002. "Experimental Comparison of Approximation Algorithms for Scheduling Unrelated Parallel Machines," INFORMS Journal on Computing, INFORMS, vol. 14(2), pages 175-189, May.
    14. Rachid Benmansour & Oliver Braun & Saïd Hanafi, 2019. "The single-processor scheduling problem with time restrictions: complexity and related problems," Journal of Scheduling, Springer, vol. 22(4), pages 465-471, August.
    15. Jans, Raf, 2010. "Classification of Dantzig-Wolfe reformulations for binary mixed integer programming problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 251-254, July.
    16. Daniel Oliveira & Artur Pessoa, 2020. "An Improved Branch-Cut-and-Price Algorithm for Parallel Machine Scheduling Problems," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 90-100, January.
    17. Stéphane Dauzère-Pérès & Sigrid Lise Nonås, 2023. "An improved decision support model for scheduling production in an engineer-to-order manufacturer," 4OR, Springer, vol. 21(2), pages 247-300, June.
    18. van den Akker, J.M. & Savelsbergh, M.W.P. & van Hoesel, C.P.M., 1997. "A polyhedral approach to single-machine scheduling problems," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    19. de Lima, Vinícius L. & Alves, Cláudio & Clautiaux, François & Iori, Manuel & Valério de Carvalho, José M., 2022. "Arc flow formulations based on dynamic programming: Theoretical foundations and applications," European Journal of Operational Research, Elsevier, vol. 296(1), pages 3-21.
    20. Baptiste, Philippe & Sadykov, Ruslan, 2010. "Time-indexed formulations for scheduling chains on a single machine: An application to airborne radars," European Journal of Operational Research, Elsevier, vol. 203(2), pages 476-483, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:249:y:2017:i:1:d:10.1007_s10479-014-1776-2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.