Discrete Optimization An alternative framework to Lagrangian relaxation approach for job shop scheduling

A new Lagrangian relaxation (LR) approach is developed for job shop scheduling problems. In the approach, operation precedence constraints rather than machine capacity constraints are relaxed. The relaxed problem is decomposed into single or parallel machine scheduling subproblems. These subproblems,which are NP-complete in general,are approximately solved by using fast heuristic algorithms. The dual problem is solved by using a recently developed ‘‘surrogate subgradient method’’ that allows approximate optimization of the subproblems. Since the algorithms for subproblems do not depend on the time horizon of the scheduling problems and are very fast,our new LR approach is efficient,particularly for large problems with long time horizons. For these problems,the machine decomposition-based LR approach requires much less memory and computation time as compared to a part decomposition-based approach as demonstrated by numerical testing. 2002 Elsevier Science B.V. All rights reserved.