Parallel machine scheduling by column generation

Parallel machine scheduling problems concern the scheduling of n jobs on m machines to minimize some function of the job completion times. If preemption is not allowed, then most problems are not only NP-hard, but also very hard from a practical point of view. In this paper, we show that strong and fast linear programming lower bounds can be computed for an important class of machine scheduling problems with additive objective functions. Characteristic of these problems is that on each machine the order of the jobs in the relevant part of the schedule is obtained through some priority rule. To that end, we formulate these parallel machine scheduling problems as a set covering problems with an exponential number of binary variables, n covering constraints, and a single side constraint. We show that the linear programming relaxation can be solved efficiently by column generation, since the pricing problem is solvable in pseudo-polynomial time. We display this approach on the problem of minimizing total weighted completion time on m identical machines. Our computational results show that the lower bound is singularly strong and that the outcome of the linear program is often integral??. Moreover, they show that our branch-and-bound algorithm that uses the linear programming lower bound outperforms the previously best algorithm