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Tardiness Integer Programming

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SOLVING THE SINGLE-MACHINE SEQUENCING PROBLEM

USING INTEGER PROGRAMMING

Kenneth R. Baker
Tuck School
Dartmouth College
Hanover, NH 03755
ken.baker@dartmouth.edu
Ph. 603-646-2064
Fx. 603-646-1308

Brian Keller
Department of Systems and Industrial Engineering
University of Arizona
Tucson, AZ 85721
brndnlkllr@yahoo.com
ABSTRACT
Various integer programming models have been proposed for sequencing
problems. However, little is known about the practical value of these
models. This paper reports a comparison of six different integer
programming formulations of the single-machine total tardiness problem.
We created a set of especially difficult test problems and attempted to
solve them with each of the formulations, using CPLEX software. We
found that one formulation performs much more effectively than the
others. A generic integer programming approach is still not capable of
solving problems with hundreds of jobs, so in that respect, it does not
compete with state-of-the-art tardiness algorithms. However, the integer
programming approach remains viable for problems containing as many as
40 or 50 jobs and may be the better algorithmic choice when convenience
in implementation is considered.

SOLVING THE SINGLE-MACHINE TARDINESS PROBLEM


USING INTEGER PROGRAMMING

ABSTRACT
Various integer programming models have been proposed for sequencing problems.
However, little is known about the practical value of these models. This paper reports a
comparison of six different integer programming formulations of the single-machine total
tardiness problem. We created a set of especially difficult test problems and attempted to
solve them with each of the formulations, using CPLEX software. We found that one
formulation performs much more effectively than the others. A generic integer programming
approach is still not capable of solving problems with hundreds of jobs, so in that respect, it
does not compete with state-of-the-art tardiness algorithms. However, the integer
programming approach remains viable for problems containing as many as 40 or 50 jobs and
may be the better algorithmic choice when convenience in implementation is considered.
INTRODUCTION
Imagine that you are a member of the Operations Research staff in industry and that you have
been given the task of finding optimal solutions to an important sequencing problem.
Suppose further that the problem matches a well-known model that appears in the research
literature, such as the total tardiness problem. How would you approach the task?
Assuming that you are familiar with the literature on this topic, you are probably
aware that academic researchers have developed specialized algorithms capable of solving
relatively large versions of the tardiness problem, for hundreds of jobs (Szwarc et al., 2001).
One approach, therefore, is to develop code to implement a state-of-the-art algorithm for the
specialized purpose at hand. (Such algorithms first appeared in the literature around 1968,
and major improvements have been developed in every decade since.) However, this could
be a complicated and time-consuming task. The specialized nature of the algorithm may take
quite a bit of time to master, and its application may require some testing and tweaking
beyond the published description. In a practical setting, the potential for fast solution times
using a specialized algorithm must ultimately be balanced against ease of implementation.
An alternative approach is to use a more general modeling capabilityin this case,
integer programming (IP). By now, it is fairly common for Operations Research staff
members to have access to a commercial code for IP (such as CPLEX) and moreover, to have
some experience in applying it. Could you be as effective in finding solutions using an IP
approach as you would be with a complicated and specialized algorithm?
This question is difficult to answer for two reasons. First, although several alternative
approaches exist to the IP formulation of scheduling problems, little comparative testing of
those formulations has been done. We can count the number of variables and constraints in a
formulation, and sometimes we can evaluate the tightness of lower bounds, but ultimately we
need to investigate computation times to determine which IP approach is most suitable.
Second, we don't have much information about the capabilities of commercial optimization
packages at solving standard sequencing problems. In contrast to the highly-tailored

algorithms that have been proposed and tested in the research literature, we lack a
computational perspective on the use of "vanilla" IP software. In this paper, we address these
two topics and provide some insight into the capabilities of an IP approach.
We focus on the single-machine tardiness problem, which is perhaps the most
familiar basic problem in sequencing. In the tardiness problem, job j is characterized by a
processing time (pj) and a due date (dj). A feasible sequence determines the jobs completion
time (Cj). Based on the set of completion times generated by a particular sequence, we can
calculate the value of total tardiness:
n

Total tardiness = z =

m
j =1

a0, C
x j { d j }

Our experiments involve solving the single-machine tardiness problem using IP. After
introducing the model and tracing the historical development of IP approaches, we describe
our experimental design, summarize our results, and draw conclusions for the use of IP in
solving sequencing problems.
LITERATURE REVIEW
The first research articles describing how to solve sequencing problems with IP date back to
1959. (Actually, the earliest papers addressed multi-machine sequencing problems, but their
formulation strategies apply as well to the single-machine model.) At the time, IP algorithms
were just being developed, and sequencing problems were viewed as a convenient vehicle for
exploring the computational capability of new algorithms. A variety of articles explored
clever ways of modeling the sequencing problem using IP.
The first publication on the topic is due to Wagner (1959), whose work focused on
minimizing makespan in the three-machine flow shop problem. In Wagner's formulation, the
key binary variables are
xik = 1 if job i is assigned to the kth position in sequence
We refer to this as the sequence-position variable. Building around this definition, it is not
difficult to develop an IP model for the single-machine tardiness problem. A generalization
to weighted tardiness is possible but not straightforward. Thus, a formulation that relies on
these variables may not be as flexible as other formulations.
Another early paper on the topic is due to Bowman (1959), whose work focused on
minimizing makespan in the job shop problem. In Bowman's formulation, the key binary
variables are
xjt = 1 if job j is in process during period t
This definition is essentially equivalent to a slightly different version that is now typically
referred to as time indexing. Assuming that time is discrete, any job is either in process or is
not, during any time period.
Yet another early paper on the topic is due to Manne (1960), who was also focused on
the makespan problem for the job shop. In Manne's formulation, the key binary variables are

yij = 1 if job j follows job i


We refer to this as a precedence variable. For any pair of jobs i and j, either j follows i or i
follows j. If we let sj denote the start time of job j, then either si + pi sj or sj + pj si. These
are called disjunctive constraints, meaning that one or the other must hold for a solution to be
feasible. Using precedence variables, the pair of disjunctive constraints between jobs i and j
can be written in linear form as follows:
si + pi sj + M(1 yij)
sj + pj si + Myij
Here, M denotes a large positive constant.
As mentioned above, early papers were primarily concerned with IP formulations and
the capability of IP algorithms. The authors viewed sequencing problems as a means to test
the practical capabilities of algorithms rather than as research targets themselves. In a similar
fashion, the traveling salesperson problem (TSP) was also often used as a means of testing
general ideas of combinatorial optimization, and in the case of IP, a paper due to Miller et al.
(1960) introduced the index method for formulating TSPs. The key requirement for a TSP
formulation is to enforce tour constraints, meaning that the sequence must form a full tour of
the given elements (cities, in the TSP). In the sequencing problem, all the given elements
must be sequenced, although the tour need not return to its starting point. The index method
relies on two types of binary variables,
yij = 1 if job i is scheduled before j in sequence
uij = 1 if job i is scheduled immediately before j in sequence
The yij variables are precedence variables, as introduced earlier, and the uij variables are
called immediate-precedence variables. We elaborate later on the index method.
Another important paper appeared near the end of the 1960's. Pritsker et al. (1969)
described an IP approach to the project scheduling problem, and in the process introduced the
following time-indexed variables.
xjt = 1 if job j completes in period t
Just as easily, we could define xjt = 1 if job j starts in period t, which is the more common
treatment of time-indexed variables. These variables are slightly different from Bowman's,
but the concept is similar: from the fact that xjt = 1, we can deduce other consequences,
including the impact of job j in the objective function. Also similar is the need to impose
constraints that ensure consistency among the time-indexed variables.
None of the specific papers mentioned in this review actually dealt with the singlemachine tardiness problem, but their ideas all contributed to alternative IP formulations.
However, in the years that followed, virtually all the computational work on solving singlemachine sequencing problems emphasized combinatorial optimization techniques tailored to
specific sequencing models. Few researchers have revisited the capability of IP in light of the
many hardware and software advances that have been made. We are aware of only two

exceptions. Khowala et al. (2005) studied the weighted tardiness problem with CPLEX 8.1
but failed to find optimal solutions for most of their test problems. Tseng et al. (2004) studied
relatively small versions of the flow shop makespan problem. Their work was subsequently
extended to larger problems in Stafford et al. (2005). The present paper is actually the first to
explore the use of IP for solving the tardiness problem.
FORMULATIONS OF THE TARDINESS PROBLEM
This section reviews six alternative IP formulations. The processing times pj and the due
dates dj are considered to be given parameters. The principal variables were introduced in the
previous section, but we define them for each formulation, as needed.
Formulation DJ (Disjunctive constraints)
In Mannes approach, as indicated earlier, the key binary variable is yij = 1 if job j follows job
i, and zero otherwise. It is sufficient to work with these variables for i < j. We know that
yji = 1 yij
However, this disjunctive relationship is implicit in the disjunctive constraints that define the
start times sj. To construct the objective function, we also define tj as the tardiness for job j.
We track the tardiness value by introducing the following constraint.
sj + pj dj tj
Because tj is nonnegative, the constraint ensures that tj = max{0, sj + pj dj}
Variables
yij = 1 if job j follows job i, and zero otherwise (i < j)
sj = start time of job j
tj = tardiness of job j
Constraints

si + pi sj + M(1 yij), for all job pairs (i, j) with i < j


sj + pj si + Myij, for all job pairs (i, j) with i < j
sj + pj dj tj, for all jobs j

Objective
n

Minimize

t
j =1

Formulation SP (Sequence position)


In this formulation, we rely on the sequence-position variables originally proposed by
Wagner.
Variables

xik = 1 if job i is kth in sequence


tk = tardiness of kth job in sequence
Constraints
n

ik

= 1 , for all positions k

ik

= 1 , for all jobs i

i =1
n

k =1
n

u =1

i =1

pi xi u d i xi k t k , for all positions k


i =1

Objective
n

Minimize

t
k =1

Formulation LO (linear ordering variables)


The notion of linear ordering variables arises in other types of combinatorial problems. Its
first appearance in a paper on scheduling appears to be due to Nemhauser & Savelsbergh
(1992), who examined a model with release dates as a basis for developing a specialized
cutting plane algorithm. The formulation uses precedence variables.
Variables

Constraints

yij = 1 if job i is scheduled before j in sequence (i j)


tj = tardiness of job j
yij + yji = 1, for all jobs pairs (i, j) i j
yij + yjk + yki 2, for all job triplets (i, j, k) with i j, i k, and j k
n

p j + pi y ij d j t j , for all jobs j


i =1

Objective
n

Minimize

t
j =1

Formulation HY (Hybrid)
We construct a hybrid formulation by using both the sequence-position variables and the
precedence variables. A set of constraints is needed to ensure that the two sets of variables
are consistent. Again, tj denotes the tardiness of job j.
Variables
xik = 1 if job i is kth in sequence

yij = 1 if job i is scheduled before j in sequence (i < j)


tj = tardiness of job j
Constraints
n

ik

= 1 , for all positions k

ik

= 1 , for all jobs i

i =1
n

k =1

k 1

x j k + xi u 1 + y i j, for all k, all j > 1, and all i < j


u =1
n

p j + pi y ij d j t j , for all jobs j


i =1

Objective
n

Minimize

j =1

Formulation TR (Tour constraints)


As mentioned earlier, the similarity of the sequencing problem and the TSP allows us to
adapt a different IP approach. We augment the problem by adding a job 0 with p0 = 0, and we
use precedence variables yij and immediate precedence variables uij. The completion time of
n

job j can then be written as pi yij + pj . In addition,


i =1

y
i =1

ij

represents the number of jobs

preceding job j, and

k =1

jk

represents the number following. The constraints form a tour for

the (n + 1) jobs.
Variables

yij = 1 if job i is scheduled before j in sequence (i j)


uij = 1 if job i is scheduled immediately before j in sequence (i j)
tj = tardiness of job j

Constraints
n

ij

= 1 , for all jobs j 0

ji

= 1 , for all jobs j 1

i =0
n

i =0
n

y +y
i =1
n

ij

p y
i =1

k =1

i j

jk

= n 1 , for all jobs j 1

+ p j d j t j , for all jobs j 1

y
i =1

y i k+ ( n + 1)u j k n , for job pairs (j,k) with j > 0, k > 0, j k

i j

i =1

As introduced by Desrochers and Laporte (1991), a tighter constraint can be substituted for
this last one. (We used the tighter constraint in the computational experiments.)
n

y y
i =1

ij

i =1

ik

+ ( n + 1)u jk + ( n 1)ukj n , for job pairs (j,k) with j > 0, k > 0, j k

Objective
n

Minimize

t
j =1

Formulation TI (Time-indexed model)


In the time-indexed model, we view time as discrete and formulate the model in terms of
time periods. In the case of the single-machine sequencing model, we know in advance that
n

the makespan will be T = p . The parameter T is an important part of the model and is
j =1

discussed below. We also let Sjt denote the set of start times for which job j could be in
process during period t.
Sjt = {max(1, t pj + 1), . . . , min(t, T pj + 1)}
Variables
xjt = 1 if job j starts in period t (i.e. at the beginning of period t)
Constraints
T p j +1

t =1
n

jt

x
j =1 sS j t

= 1 , for all jobs j


js

1 , for all time periods t = 1, 2, , T

Objective
n T p j +1

Minimize

c
j =1

t =1

jt

x jt

In the objective function, cjt denotes the tardiness of job j if it begins processing in period t.
That is, cjt = max{0, (t + pj 1 dj)}.
Unlike the other formulations, the size of the time-indexed formulation depends on
the total processing time. Suppose we assume that an average processing time is 50. (This
value reflects the properties of our test data, but it still seems reasonable in general if we
want to discriminate among processing times on a scale of roughly 1 to 100.) Then, when the

problem contains 20 jobs, the makespan will be about T = 1000. A 20-job problem would
therefore lead to a formulation containing 1020 constraints and 20,000 variables, all of which
are binary. Obviously, the time-indexed formulation can lead to models with a very large
number of variables; however, it may be efficient in other respects. Dyer and Wolsey (1990),
who address a version of the sequencing problem with release dates, show that lower bounds
obtained from the time-indexed formulation are quite tight. Pan and Shi (2006) exploit the
lower bounds of the time-indexed formulation in their algorithm for the weighted tardiness
problem. However, no articles investigate the computational properties of solutions obtained
for the tardiness problem by the time-indexed IP model or comparisons to other formulations.
TEST PROBLEMS AND EXPERIMENTS
To evaluate the capability of an IP approach, it should be tested on difficult problem
instances. Test conditions that lead to near-trivial problems should be avoided, and we should
attempt to focus on conditions under which the solution procedure is most severely
challenged (Hall and Posner, 2001). Fortunately, previous research gives us some insight into
how to construct tardiness problems that are difficult to solve.
In our test problems, we first sampled processing times as integers uniformly
distributed between 1 and 100. Thus, the average processing time was about 50. This aspect
of the design, which may seem innocuous in other settings, is important because of its effect
on the time-indexed formulation. As mentioned above, the number of variables in
Formulation TI can become quite large. If we had sampled processing times as integers
between 1 and 10, the performance of the TI formulation would undoubtedly look better.
We chose the range between 1 and 100 for two reasons. The first of these is historical
consistency. Most of the computational tests involving scheduling algorithms sample
processing times from a uniform distribution on [1, 100] or a normal distribution with a mean
of 100 and a standard deviation as large as 25. The latest example in the tardiness literature is
Szwarc et al. (2001), which represents the state-of-the-art paper on specialized algorithms for
the tardiness problem. Exceptions to this approach tend to be authors presenting a new
algorithm which, like the time-indexed model, is favored by small processing times.
The second reason is perhaps more philosophic. Ideally, we would like to use data
that are representative of "real" scheduling problems, but such data are scarce. However, we
believe that a range of 100 possibilities is reasonable when there are as many as 40 or 50
elements in the sample. Sampling between 1 and 10 would create many ties, which would not
necessarily be realistic. In fact, we believe that the very notion of problem size intends to
count the number of different elements in the problem. Moreover, in the case of most
specialized algorithms, the presence of ties tends to make optimal solutions easier to find
(Potts and Van Wassenhove, 1982).
Test problems for the total tardiness objective have been used in many research
investigations, dating back to Srinivasan (1971) and to Wilkerson and Irwin (1971). By now,
it is widely accepted that certain numerical features make a tardiness problem relatively easy
or difficult. Two insights support this notion. First, problems are most difficult to solve when
some, but not all, of the jobs are likely to be tardy. Stated another way, problems are most
difficult when the due dates, on average, lie neither at the beginning nor at the end of the
schedule. Second, if the due dates are dispersed too widely, then it may be relatively easy to

place the jobs on a time scale so individual due dates can be met. Thus, problems are most
difficult to solve when due dates exhibit a limited amount of dispersion.
In this spirit, define the tardiness factor, denoted TF, as the fraction of the jobs likely
to be tardy. The tardiness factor is usually a parameter of the data-generating process. Let p
denote the mean of the distribution from which processing times are sampled and let d
denote the mean of the distribution from which due dates are sampled. Then:
TF = 1 d / (np)
For a desired level of TF, we thus have:
d = np(1 TF)
Next, define the due-date range, denoted DDR, as the range of the due dates relative to the
expected total processing time. In the process of generating test data, we sample due dates
from a uniform distribution on the interval (a, b). This implies
DDR = (b a) / (np)
Thus, for a desired value DDR, we calculate the width of the range, (b a) = np(DDR).
To construct test problems, we first decide on a processing time distribution and
choose its mean. Next, for a given TF, we calculate the mean of the due date distribution, and
for a given DDR, we determine the width of the due date distribution. Difficult problems are
often associated with high tardiness factors, 1 so we used TF = 0.5 to 0.8 in steps of 0.1.
Difficult problems are also associated with tight due date ranges 2, so we used DDR = 0.15 to
0.25 in steps of 0.05. These choices give rise to 12 different parametric combinations, and we
generated 5 test problems for each combination, or 60 test problems for each value of n.
Our experiments involved solving each test problem using CPLEX 11.0 on a 900
MHz UltraSPARC-III with 4 GB of memory. We imposed a 3600-second time limit and
simply terminated a particular run if the optimal solution had not been found and verified in
that amount of time.
COMPUTATIONAL RESULTS
Our first experiments used test problems containing 10 jobs. Even at this problem size, we
found that the TR formulation required excessive amounts of time and seldom produced
optimal solutions within the time limit. The runs are summarized in Table 1. For each
formulation, the table displays the number of problems solved within the time limit, the
average time required (in seconds), and the maximum time required. (The average time was
calculated over the solved problems, so it is biased downward as an average for the full set of
60 problems.)
We also kept track of the optimality gap for the cases in which an optimal solution
was not found and proven. (The optimality gap is the difference between the upper and lower
1

See, for example, Srinivasan (1971), Fisher (1976), Potts & Van Wassenhove (1982), and Szwarc (2001).
Similar results can be found in papers on the weighted tardiness problem.
2
See, for example, Fisher (1976), Potts & Van Wassenhove (1982), and Szwarc (2001).

10

bounds, computed as a ratio to the upper bound.) The average value of this gap is shown in
the table, as well as the maximum value encountered. 3
The results show that the TR formulation is very weak, and although the HY
formulation solves most of the test problems, it is also inefficient compared to other
formulations. We dropped both of these from consideration and proceeded to larger
problems.
At a problem size of 20 jobs, the DJ formulation was unable to solve any of the test
problems within the time limit, and the LO formulation solved fewer than a third. (Keep in
mind, however, that these are not randomly-selected test problems but rather systematically
difficult ones.) The TI formulation solved most of the test problems, but reached the time
limit on five occasions. In those cases, the optimality gap was modest.
The next set of experiments used problem sizes of 30, 40, and 50. For a problem size
of n = 30, the SP formulation remained a viable IP approach, whereas the TI formulation
began to encounter some difficulty in finding solutions. As shown in Table 1, the TI
formulation solved only 34 of the 30-job test problems (and half as many of the 40-job
problems). The SP formulation solved all of the 30-job problems and all but two of the 40job problems. Excluding the two unsolved problems in the latter set, the SP formulation led
to solutions within about a minute of cpu time. At problem sizes of 50 jobs, this figure grew
to about three minutes, excluding five unsolved problems. However, it was interesting to
observe that the optimality gaps remained small in the unsolved problems. In no instance was
the optimality gap for the SP formulation as large as 1%.
Table 2 displays the size of the IP formulations for all six alternatives, for n = 10
through 50. The number of time periods corresponds to the parameter T in the TI
formulation, based on an average processing time of 50. As the table shows, the SP
formulation contains the smallest number of constraints, and the number of its variables
compares favorably with the other formulations. The DJ formulation has the smallest number
of variables, but it is evidently not a tight enough formulation to take advantage of this
property. The LO formulation has a large number of constraints, which seems to account for
its inability to solve larger problems. The TI formulation has the largest number of variables
by a wide margin. In spite of the fact that the TI formulation is known to be very tight, the
size of the formulation eventually accounts for its longer computation times.
For 30-job problems, the SP formulation contains 90 constraints and 930 variables,
900 of which are integers. As the table shows, the TI formulation contains about 1530
constraints and about 45,000 integer variables. (These figures are approximate because the
length of the schedule is not precisely 50n in every case.) The orders-of-magnitude difference
in IP model sizes likely accounts for the difference in solution times, even though the TI
formulation may be capable of computing tighter lower bounds.
SUMMARY AND CONCLUSIONS
Our experiments tested six different IP formulations for the single-machine tardiness
problem using a state-of-the-art software package, CPLEX11.0. We found that one of the six
formulationsthe model based on "sequence-position" variablesprovides the most
computationally effective solutions. The formulation solves nearly all difficult problems up
3

The calculation of the optimality gap was skipped in instances for which no integer solution was reached. This
condition occurred infrequently and only in conjunction with the TI formulation.

11

to about 40 jobs and the vast majority of 50-job problems. When it fails to prove optimality
after an hour of computation time, the optimality gap is still quite small. In terms of the
question we posed at the outset, we would probably want to use an IP solution approach (as
opposed to implementing a specialized algorithm) if we were facing a practical need to solve
a tardiness problem containing up to about 50 jobs. The ability to use standard software,
instead of researching, coding, and debugging a specialized algorithm, would seem to be the
best alternative in terms of ease of implementation.
For scheduling practitioners, the implication is that standard optimization approaches
are able to solve moderate-sized scheduling problems in a reasonable amount of time.
Specialized algorithms would seem to be preferable only for larger problems, in which an IP
approach might take too long. Although our focus was on the single-machine tardiness
problem, another implication of our work is that CPLEX and similar kinds of optimization
software might also be the best choice (balancing ease of implementation and solution time)
for finding solutions to some other types of scheduling problems with different objectives,
even for problem sizes that might arise in practice. We hope that our results will motivate
further investigations of this possibility.
For scheduling researchers, our results indicate that it may not be enough to refer to
"integer programming" approaches to finding optimal solutions. It is important to examine
which IP formulation is being considered. This point is especially relevant in research
projects where the IP solution is used as a benchmark for comparison with tailored
approaches such as branch and bound. Furthermore, the attention paid to time-indexed
formulations may be justified if they provide insight into theoretical results, but time-indexed
models leave something to be desired when it comes to computational performance.
Finally, we repeat the observation that IP modeling has been available as a tool for
attacking scheduling problems for roughly half a century. However, systematic studies of its
effectiveness have been lacking, especially in the context of present-day hardware and
software capabilities. We believe this subject warrants deeper investigation, and we hope that
our research will stimulate more such work.

12

REFERENCES
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Desrochers, M. and G. Laporte (1991) Improvements and extensions to the Miller-TuckerZemlin subtour elimination constraints. OR Letters 10, 27-36.
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Fisher, M.L. (1976) A dual algorithm for the one-machine scheduling problem.
Mathematical Programming 11, 229-251.
Hall, N.G. and M.E. Posner (2001) Generating Experimental Data for Computational Testing
with Machine Scheduling Applications. Operations Research 49, 854-865.
Khowala, K., A. Keha, and J. Fowler (2005) A comparison of different formulations for the
non-preemptive single machine total weighted tardiness scheduling problem. MISTA
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Manne, A.S. (1960) On the job shop scheduling problem. Operations Research 8, 219-223.
Miller, C.E., A.W. Tucker and R.A. Zemlin (1960) Integer programming formulation of
Traveling Salesman Problems Journal of the ACM 7, 326-329.
Nemhauser, G.L. and M.W.P. Savelsbergh (1992) A cutting plane algorithm for the single
machine scheduling problem with release times. In Combinatorial Optimization: New
Frontiers in Theory and Practice (M. Akgul, H.W. Hamacher, and S. Tufekci, eds), 63-82,
Springer-Verlag.
Pan, Y. and L. Shi (2006) On the equivalence of the max-min transportation lower bound and
the time-indexed lower bound for single-machine scheduling problems. Mathematical
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Potts, C.N. and L.N. Van Wassenhove (1982) A decomposition algorithm for the single
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Pritsker, A.A.B., L.J. Watters and P.M.Wolfe (1969) Multi-project scheduling with limited
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Srinivasan, V. (1971) A Hybrid Algorithm for the One Machine, Sequence-Independent
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Stafford, E.F., F.T. Tseng, and J.N.D. Gupta (2005) Comparative Evaluation of MILP
Flowshop Models. Journal of the Operational Research Society, 56, 88-101.

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Szwarc, W., A. Grasso, and F. Della Croce (2001) Algorithmic paradoxes of the singlemachine total tardiness problem. Journal of Scheduling 4, 93-104.
Tseng, F.T., E.F. Stafford Jr., and J.N.D. Gupta (2004) An empirical analysis of integer
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14

Table 1. Summary of Computational Results


Problem
IP
Problems Average Maximum Average Maximum
Size
Formulation
Solved
Time
Time
Gap
Gap
10
DJ
60
233.67
2579.72
0.00%
0.00%
10
SP
60
0.05
0.19
0.00%
0.00%
10
LO
60
2.65
8.73
0.00%
0.00%
10
HY
58
484.81
3600+
7.80%
9.70%
10
TR
7
1401.4
3600+ 35.70% 100.00%
10
TI
60
10.13
58.85
0.00%
0.00%
20
DJ
0
3600+
3600+ 96.80% 100.00%
20
SP
60
0.6
6.41
0.00%
0.00%
20
LO
19
601.63
3600+ 26.30% 100.00%
20
HY
20
TR
20
TI
55
549.25
3600+
5.80%
14.70%
30
DJ
30
SP
60
4.74
44.83
0.00%
0.00%
30
LO
30
HY
30
TR
30
TI
34
971.5
3600+
3.64%
23.49%
40

SP

58

76.38

3600+

0.32%

0.46%

50

SP

55

166.98

3600+

0.33%

0.53%

15

Table 2. Formulation sizes for the six alternatives


Time Periods
Jobs

500
10

1000
20

1500
30

2000
40

2500
50

3000
60

Constraints
Variables
Integer variables
SP
Constraints
Variables
Integer variables
HY
Constraints
Variables
Integer variables
LO
Constraints
Variables
Integer variables
TR
Constraints
Variables
Integer variables
TI
Constraints
Variables
Integer variables

100
65
45

400
230
190

900
495
435

1600
860
780

2500
1325
1225

3600
1890
1770

30
110
100

60
420
400

90
930
900

120
1640
1600

150
2550
2500

180
3660
3600

560
155
145

4220
610
590

13980
1365
1335

32840
2420
2380

63800
3775
3725

109860
5430
5370

820
100
90

7240
400
380

25260
900
870

60880
1600
1560

120100
2500
2450

208920
3600
3540

131
230
220

461
860
840

991
1890
1860

1721
3320
3280

2651
5150
5100

3781
7380
7320

510
5000
5000

1020
20000
20000

1530
45000
45000

2040
80000
80000

2550
125000
125000

3060
180000
180000

DJ

16

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