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A time-indexed formulation for single-machine scheduling problems branch and cut.pdf

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A time-indexed formulation for single-machine scheduling problems branch and cut

Memorandum COSOR 96-14, 1996, Eindhoven University of TechnologyA Time-Indexed Formulation forSingle-Machine Scheduling Problems:Column GenerationJ.M. van den Akker 1Center for Operations Research and EconometricsCatholique University of LouvainVoie du Roman Pays 34, 1348 Louvain-la-Neuve, BelgiumC.A.J. HurkensDepartment of Mathematics and Computing ScienceEindhoven University of TechnologyP.O. Box 513, 5600 MB Eindhoven, The NetherlandsM.W.P. SavelsberghSchool of Industrial and Systems EngineeringGeorgia Institute of TechnologyAtlanta, GA 30332-0205, U.S.A.April 3, 1996AbstractTime-indexed formulations for single-machine scheduling problems have receiveda lot of attention, because the linear program relaxations provide strong bounds.Unfortunately, time-indexed formulations have one major disadvantage: their size.Even for relatively small instances the number of constraints and the number ofvariables can be large. In this paper, we discuss how Dantzig-Wolfe decompositiontechniques can be applied to alleviate the diculties associated with the size of time-indexed formulations and that the application of these techniques still allows the useof cut generation techniques.Key words: scheduling, Dantzig-Wolfe decomposition, column generation.1Supported by Human Capital and Mobility (HCM), grant number ERBCHBGTC940513; a signi-cant part of the research was carried out while the author was at Eindhoven University of Technology.1 1 IntroductionInteger programming approaches to single-machine scheduling problems have received aconsiderable amount of attention in the past decade. For a survey of the formulationsthat have been proposed and investigated, we refer the reader to an excellent survey byQueyranne and Schulz [1994]. One of the more powerful formulations, in the sense thatit can model many dierent types of scheduling problems and that its LP relaxationprovides strong bounds, is based on time-discretization [Sousa 1989, Sousa and Wolsey1992, Van den Akker, Van Hoesel