Abstract: A method and computer program product for optimization of large scale resource scheduling problems. Large scale resource scheduling problems are computationally very hard and extremely time consuming to solve. This invention provides a Lagrangian relaxation based solution method. The method has two distinct characteristics. First, the method is formal. It is completely structure-based and does not use any problem domain specific knowledge in the solution process, either in the dual optimization or the primal feasibility enforcement process. Second, updating the Lagrangian multipliers after solution of every sub-problem without using penalty factors results in fast and smooth convergence in the dual optimization. The combination of high quality dual solution and the structure-based primal feasibility enforcement produces a high quality primal solution with very small solution gap.

Abstract: A method and computer program product for optimization of large scale resource scheduling problems. Large scale resource scheduling problems are computationally very hard and extremely time consuming to solve. This invention provides a Lagrangian relaxation based solution method. The method has two distinct characteristics. First, the method is formal. It is completely structure-based and does not use any problem domain specific knowledge in the solution process, either in the dual optimization or the primal feasibility enforcement process. Second, updating the Lagrangian multipliers after solution of every sub-problem without using penalty factors results in fast and smooth convergence in the dual optimization. The combination of high quality dual solution and the structure-based primal feasibility enforcement produces a high quality primal solution with very small solution gap.