《2016 A time-indexed LP-based approach for min-sum job-shop problems》.pdf

Ann Oper Res (2011) 186:175–198 DOI 10.1007/s10479-010-0832-9 A time-indexed LP-based approach for min-sum job-shop problems Giuseppe Lancia · Franca Rinaldi · Paolo Serafini Published online: 14 January 2011 © Springer Science+Business Media, LLC 2011 Abstract In this paper we propose two time-indexed IP formulations for job-shop schedul- ing problems with a min-sum objective. The first model has variables associated to job scheduling patterns. The exponential number of variables calls for a column generation scheme which is carried out by a dynamic programming procedure. The second model is of network flow type with side constraints. This model can be strengthened by adding cut- ting inequalities of clique type. It turns out that the two models are equivalent, since the dual of the second formulation is equivalent to the compact dual of the first model. However, they require significantly different solution approaches and may behave differently in terms of computing time and memory usage. Good upper bounds are found by a heuristic proce- dure that randomly generates schedules from fractional solutions. These features allow for an effective pruning of the branch-and-bound tree and narrowing the gap between lower and upper bounds. However, the size of both models is critically affected by the time-indexed formulation which may heavily slow down the computation. Keywords Job-shop · Flow-shop · Total weighted completion time · Time-indexed formulation 1 Introduction The job-shop problem has been extensively studied in the last three decades especially in the formulation of makespan minimization. Although there are good heuristic procedures based on local search (for instance, the celebrated shifting bottleneck procedure (Adams et G. Lancia ( ) · F. Rinaldi · P. Serafini Department of Mathematics and Computer Science, University of Udine, Via delle Scienze 206, Udine, Italy e-mail: giuseppe.lancia@un