A branch-and-bound algorithm for single machine scheduling with quadratic earliness and tardiness penalties

This paper considers the problem of scheduling a single machine, in which the objective function is to minimize the weighted quadratic earliness and tardiness penalties and no machine idle time is allowed. We develop a branch and bound algorithm involving the implementation of lower and upper bounding procedures as well as some dominance rules. The lower bound is designed based on a lagrangian relaxation method and the upper bound includes two phases, one for constructing initial schedules and the other for improving them. Computational experiments on a set of randomly generated instances show that one of the proposed heuristics, used as an upper bound, has an average gap less than 1.3% for instances optimally solved. The results indicate that both the lower and upper bounds are very tight and the branch-and-bound algorithm is the first algorithm that is able to optimally solve problems with up to 30 jobs in a reasonable amount of time. ► We study the single machine problem with quadratic earliness and tardiness costs. ► The problem, for the first time, is optimally solved for problems up to 30 jobs. ► Lower and upper bounds have higher efficiency in comparison with previous studies. ► The proposed heuristic method has an overall optimality gap less than 1.3 percent.