An Augmented Lagrangian Approach for Scheduling Problems (Application to Total Weighted Tardiness Problems)

Abstract

The paper describes an augmented Lagrangian decomposition and coordination approach for solving single machine scheduling problems to minimize the total weighted tardiness. The problem belongs to the class of NP-hard combinatorial optimization problem. We propose an augmented Lagrangian decomposition and coordination approach, which is commonly used for continuous optimization problems, for solving scheduling problems despite the fact that the problem is nonconvex and non-differentiable. The proposed method shows a good convergence to a feasible solution without heuristically constructing a feasible solution. The performance of the proposed method is compared with that of an ordinary Lagrangian relaxation.