J Sched
DOI 10.1007/s10951-017-0544-y
An implicit model for multi-activity shift scheduling problems
Sana Dahmen1 · Monia Rekik1 · François Soumis2
© Springer Science+Business Media, LLC 2017
Abstract We consider a multi-activity shift scheduling
problem where the objective is to construct anonymous
multi-activity shifts that respect union rules, satisfy the
demand and minimize workforce costs. An implicit approach
using adapted forward and backward constraints is proposed
that integrates both the shift construction and the activ-
ity assignment problems. Our computational study shows
that using the branch-and-bound procedure of CPLEX 12.6
on the proposed implicit model yields optimal solutions
in relatively short times for environments including up to
2970 millions of explicit shifts. Our implicit model is com-
pared to the grammar-based implicit model proposed by Côté
et al. (Manag Sci 57(1):151–163, 2011b) on a large set of
instances. The results prove that both implicit models have
their strengths and weaknesses and are more or less efficient
depending on the scheduling environment.
Keywords Shift scheduling · Multi-activity context ·
Implicit modelling · Integer programming
B Monia Rekik
monia.rekik@cirrelt.ca
Sana Dahmen
sana.dahmen@cirrelt.ca
François Soumis
francois.soumis@gerad.ca
1
Operations and Decision Systems Department, Laval
University and CIRRELT, 2325 rue de la Terrasse,
Quebec G1V 0A6, Canada
2 context. The majority of the reported studies assume that
Département de Mathématiques et de Génie Industriel, École
Polytechnique de Montréal and GERAD, C.P. 6079, Succ.
Centre-Ville, Montreal H3C 3A7, Canada
1 Introduction
Many studies have shown that effective personnel planning
is crucial for companies and can yield substantial cost sav-
ings (see Bergh et al. 2013, for example, for a recent review
on personnel scheduling). This paper addresses the shift
scheduling problem in multi-activity contexts. Given a set of
union agreements, our goal is to construct feasible shifts and
simultaneously assign activities to them so that the demand
for each activity at each period of the planning horizon is
satisfied with minimum costs.
Intensive research has been conducted in the last 50 years
on shift scheduling problems mostly for single-activity con-
texts. The multi-activity context clearly complicates the
problem. Shifts are no longer defined by their start times
and lengths only, but also by the activities performed within
the work periods. Moreover, the allocation of activities to
shifts is generally constrained by a number of restrictions
on the minimum and maximum activity lengths, employees’
qualifications, etc.
The problem addressed in this paper aims at constructing
anonymous multi-activity shifts. In other words, we do not
specify which employee will be assigned to a given shift. Our
objective is to construct generic shifts with allocated activi-
ties. Shifts will be assigned to the employees in a second step.
The problem addressed here is faced by companies where the
activity assignment task is governed by rules internal to the
shifts rather than employees’ preferences or qualifications.
This could be the case for example for air-traffic control
agencies or police stations where a number of activities are
stressful and exhausting and must be limited within shifts.
In the last decade, a few papers handled the multi-activity
shifts starting and ending times are already fixed and focus
rather on the activity assignment problem. To the best of
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our knowledge, the sole modelling approach that integrates
shift construction and activity assignment problems uses or is
inspired by constraint programming techniques and context-
free grammars. (We give more details on these papers in the
literature review section.)
In this paper, we propose an implicit modelling approach
that constructs multi-activity shifts in an integrated way. This
approach exploits the results already established in implicit
modelling for single-activity contexts and underlines their
high interest for multi-activity shift scheduling problems.
Rekik et al. (2004) and Cezik and Günlük (2004) prove that a
number of scheduling constraints could be satisfied through
ensuring the feasibility of particular transportation problems.
They further show that when these transportation problems
possess a particular structure, their feasibility is guaranteed
by a relatively small number of constraints similar to the well-
known forward and backward constraints initially introduced
by Bechtold and Jacobs (1990) to model break placement
flexibility. When compared to the grammar-based modelling
approach, our approach has the advantage of easily integrat-
ing complex horizontal constraints on shift composition. This
could be the case for example in scheduling contexts where
the number of different activities worked before or after a
break or where the number of worked periods (not neces-
sarily consecutive) assigned to a stressful activity before a
break must be limited. Our approach can also easily handle
complex labour cost structures. This could be the case for
example when the labour cost is a piecewise linear function
that depends on the periods of work assigned to a stressful
activity before a break.
In this paper, we prove that multi-activity shift schedul-
ing problems can be implicitly modelled by adequate forward
and backward constraints defined on a series of transportation
problems. Our computational study shows that our implicit
model performs very well even for large instances including
more than 2,970 millions of explicit shifts. The originality
of our approach is in the definition of decision variables and
transportation problems. The number of forward and back-
ward constraints is indeed independent of the number of
activities considered, which makes the model still tractable
even for large instances. Our experimental study also investi-
gates the impact of limiting the number of different activities
performed within a shift on workforce costs and on the model
performances. In fact, considering such constraints yields
good-quality and likeable schedules, but this could be at the
expense of workforce costs. Our results show that, for the
instances considered, almost no impact on workforce costs
is caused by these restrictions when soundly defined.
We also compare our implicit model to the grammar-based
implicit model recently proposed by Côté et al. (2011) on
two large sets of instances: (1) the instances we generate in
this paper that are better fit to the scheduling environment
for which our model was developed and (2) the instances
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J Sched
considered by Côté et al. (2011) and to which their grammar-
based model was applied. The obtained results show that our
implicit model outperforms the model of Côté et al. (2011)
for the set of instances we generate in terms of computing
times, the number of instances solved to optimality and near-
optimality (CPLEX gap ≤ 1%) within 1 h, and the quality of
feasible solutions obtained within 1 h when no model finds
an optimal solution. Conversely, our model is outperformed
by the model of Côté et al. (2011) on their set of instances.
The remainder of the paper is organized as follows. The
next section recalls the main works on implicit modelling
for single-activity shift scheduling and reports recent papers
in multi-activity contexts. Section 3 defines the scheduling
problem addressed in this paper. In section 4, we present
our implicit model and prove its correctness. In section 5,
we evaluate the computational performance of the proposed
implicit model for the sets of instances we generate. Section
6 compares our implicit model to the grammar-based implicit
model of Côté et al. (2011). Section 7 recalls the main results
and opens on future research avenues.
2 Literature review
Two well-known approaches have already been proposed for
modelling shift scheduling problems in single-activity con-
texts: explicit and implicit approaches. The explicit approach
defines shifts explicitly by specifying their starting and end-
ing times and possibly the number, duration and position of
all the breaks. A generalized set-covering model is then used
to select the optimal set of explicit shifts that minimizes the
workforce cost and fills the labour demand (Dantzig 1954).
Many researchers have already established that, for highly
flexible work environments, defining a decision variable for
each feasible shift leads to large-sized problems that are
intractable in practice. Column generation techniques and
heuristic methods could then be used to solve the problem
(Ernst et al. 2004).
The implicit approach avoids a complete definition of
shifts by implicitly modelling some form of flexibility.
Bechtold and Jacobs (1990) were the first to consider the
well-known forward and backward constraints to implicitly
model break placement flexibility for single-activity shift
scheduling problems. Break placement flexibility enables a
break to start within a time window rather than at a fixed time
within the shift. Hence, instead of defining a variable for each
shift–break combination, Bechtold and Jacobs (1990) define
two types of variables: (1) shift variables for each possible
combination of shift starting time, shift length and break win-
dow, and (2) break variables for each period at which a break
can start. The set of forward and backward constraints they
propose ensures an eligible break for each shift in the asso-
ciated break window but without specifying the break actual
J Sched
starting time. Complete shift schedules are constructed a pos-
teriori using a break allocation algorithm.
Bechtold and Jacobs (1996) later proved that their implicit
model is equivalent, under integrality requirement, to the gen-
eralized set-covering formulation of Dantzig (1954) under
the assumptions that break windows are composed of con-
tiguous periods for which there is no extraordinary overlap.
They define extraordinary overlap as the situation where there
exist two shifts such that the break window for one shift
begins strictly earlier and ends strictly later than the break
window for the other shift.
Rekik et al. (2004) go beyond this work and show that
the forward and backward constraints used by Bechtold and
Jacobs (1990) are in fact particular Benders cuts that can be
generated from a Benders reformulation of a transportation
problem assigning breaks to shifts. Based on this, they also
prove that the LP relaxations of the formulation of Aykin
(1996) and that of Bechtold and Jacobs (1990) for the shift
scheduling problem with a single break are equivalent and
both formulations yield the same integrality gap. Cezik and
Günlük (2004) used similar transportation problems to model
some personnel scheduling problems and reached similar
conclusions on the origin of forward and backward con-
straints. Their proof is based on the use of the max-flow
min-cut theorem.
The proof established by Rekik et al. (2004) suggests
that any operating condition that can be modelled with a
transportation problem defined on a bipartite graph with a
particular structure could be implicitly modelled by adapted
forward and backward constraints. Later, Rekik et al. (2010)
use this result to extend forward and backward constraints
to model fractionable breaks and pre- and post-break work
stretch duration restrictions. Fractionable break is a new flex-
ibility form introduced by the authors. It offers the possibility
to only fix the total duration of the break that must be received
by a shift. The way this break duration is divided and dis-
patched on different intervals of the shift is optimized. Work
stretch duration restrictions impose limits on the minimum
and maximum periods of consecutive work within a shift that
are permitted before and after each break.
Implicit modelling was also adopted to handle flexibil-
ity on shift starting times and shift lengths. Moondra (1976)
was the first to implicitly represent shifts. Two types of shifts
were considered: full-time shifts with a fixed length and part-
time shifts with a variable length. The length of the part-time
shift was represented implicitly by considering shift start-
ing time and shift finishing time variables and using a set of
constraints to impose limits on the shift duration. Thompson
(1995) combined the work of Moondra (1976) to implic-
itly represent shifts and the work of Bechtold and Jacobs
(1990) to implicitly represent break placement. Each shift is
assumed to receive at most one break with some restrictions
on pre- and post-break work stretch durations. Shifts having
the same cost per working period, the same restrictions on
minimum and maximum shift length, the same break dura-
tion and the same restrictions on the minimum and maximum
pre- and post-break work stretch durations are grouped in a
same type. For each type of shift, one defines shift starting
time, shift finishing time and break starting time variables. A
set of constraints matching shift starting time and shift finish-
ing time variables limit the minimum and maximum length
for each shift type. Another set of constraints including shift
starting time and break variables ensure the minimum and
maximum pre-break work stretch durations for each shift
type. Similar constraints involving shift finishing time and
break variables are used to impose the minimum and maxi-
mum duration of post-break work stretch durations.
It clearly appears that implicit modelling of single-activity
shift scheduling problems has received a great attention from
the OR community in the last decades. A number of impor-
tant results have been established, but not fully exploited
for multi-activity problems. Indeed, the approaches that
have been reported in the literature for multi-activity shift
scheduling problems either solve the problem sequentially
by first constructing generic shifts then assigning activities
to selected ones (Lequy et al. 2012) or consider the problem
in an integrated way using techniques from constraint pro-
gramming (Demassey et al. 2005; Quimper and Rousseau
2010; Côté et al. 2011, 2013) or column generation-based
approaches (Restrepo et al. 2012).
Lequy et al. (2012) consider the multi-activity assignment
problem where the work shifts (including breaks) are fixed
and already assigned to the employees. They propose three
formulations for this problem: an integer multi-commodity
network flow model with side constraints, an integer pro-
gramming model without special structure, and a column
generation model. They present and compare a number of
mathematical programming-based heuristics through a large
set of generated instances. The reported results show that
small-sized instances can be solved to optimality using a
commercial MIP solver. For large-sized instances, the col-
umn generation heuristic combined with a rolling horizon
procedure produced the best results. Later, Restrepo et al.
(2012) propose a column generation-based approach to solve
the anonymous multi-activity shift scheduling problem. The
master problem is an explicit model, and the auxiliary prob-
lem is a shortest path problem with resource constraints. The
authors test their approach on a real-life application from
a parking lot operator for security staff and cashiers in the
city of Bogotá. Their approach allows the company to com-
pare several scenarios to improve their staffing policies. The
authors conclude that when the length of the discretization
period increases, the size of the auxiliary problem limits the
performance of their approach.
Demassey et al. (2005) solve the shift construction and
the activity assignment problems simultaneously. The prob-
123

lem is formulated with a classical generalized set-covering
model. The linear relaxation of the model is solved by a
column generation procedure, and a constraint satisfaction
model is used to generate the schedules to be added to
the master problem at each iteration. In the same context,
Quimper and Rousseau (2010) use regular languages and
context-free grammars to model scheduling rules for shift
composition. Large neighbourhood search heuristic methods
are proposed, where neighbourhood operators are based on
expanded automaton and context-free grammars.
Côté et al. (2007) propose an IP model based on a reg-
ular language to formulate the work constraints defining a
shift. Côté et al. (2011) later extend this work and propose an
IP model that uses context-free grammars to describe work
regulations for personalized shift scheduling problems. The
model employs assignment variables that describe all fea-
sible shifts for each employee. Côté et al. (2013) recently
developed a branch-and-price algorithm to solve a personal-
ized multi-activity shift scheduling problem. The restricted
master problem is a set-covering model. The concept of MIP
grammar constraints is used to formulate the pricing sub-
problems associated with employees.
Recently, Dahmen and Rekik (2015) consider a continu-
ous personnel scheduling problem in multi-day multi-activity
work environments with heterogeneous workforce. It is
assumed that days-off schedules associated with employ-
ees are known and the objective is to construct and assign
multi-activity shifts to employees on their work day in a way
that minimizes under-staffing and over-staffing with respect
to budget restrictions on total workforce cost and horizontal
constraints on weekly workforce load. The problem is formu-
lated as a set-covering explicit model and solved with a hybrid
heuristic combining tabu search techniques and the exact
branch and bound of CPLEX. The authors prove, through
a large set of experiments, that their heuristic gives near-
optimal solutions in relatively short computing times.
To the best of our knowledge, Côté et al. (2011) were the
first to use an implicit modelling technique to model multi-
activity shift scheduling problems where all employees are
assumed identical. The proposed modelling approach uses
context-free grammars to represent the constraints defining
feasible shifts. The reported results show that the pro-
posed approach solves large instances including up to 10
activities in relatively short times. Later, Salvagnin et al.
(2012) propose a hybrid MIP/CP scheme based on orbital
shrinking (Fischetti and Liberti 2012). Work regulations are
captured by formal languages except for cardinality con-
straints. Although the grammar-based model of Côté et al.
(2011) outperforms the orbital-based model of Salvagnin
et al. (2012) for the set of instances considered, the decompo-
sition approach is a promising alternative when the grammar
is not a viable option due to specific cardinality constraints.
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J Sched
In this paper, we propose an implicit model that adapts the
well-known forward and backward constraints traditionally
used in single-activity contexts to the multi-activity prob-
lem. We theoretically prove in Section 4 that the problem
possesses the necessary ingredients for the use of forward
and backward constraints. In Section 5, we show the merits
of our implicit model and we discuss the strengths and weak-
nesses of our approach by comparing it to the grammar-based
approach of Côté et al. (2011).
3 Problem definition
We consider a continuous multi-activity operating environ-
ment where companies operate 24 h a day, 7 days a week. The
planning horizon is divided into periods of equal length. We
denote by I the set of all these periods and by A the set of
activities to be performed. We assume to know in advance the
number da,i of employees required for each activity a ∈ A
and each period i ∈ I . The workforce is assumed homo-
geneous which means that all the employees are qualified to
work any activity a ∈ A. Our objective is to construct feasible
multi-activity shifts to satisfy the demand while minimizing
the total workforce cost. We assume that all worked hours
cost the same. Hence, our objective function reduces to min-
imizing the total number of worked hours.
Shifts must be defined with respect to a set T of pre-
specified shift types fixed by the organization. A shift type
t ∈ T is defined by: (1) a set of start times St , (2) mini-
mum and maximum shift lengths L min t and L max
t , (3) a meal
break with a fixed length L Bt , (4) minimum and maximum
pre-break work stretch L AMtmin and L AMtmax , and (5) min-
imum and maximum post-break work stretch L P Mtmin and
L P Mtmax . Observe that the set of start times St does not
need to be composed of consecutive periods. We also con-
sider single-break shifts for which the length of the break
is fixed for a specific type, but the break placement varies
within an interval deriving from pre- and post-break work
lengths.
The assignment of an activity a ∈ A to a shift is con-
strained by some restrictions on the minimum and maximum
activity lengths, denoted, respectively, L amin and L amax . These
restrictions limit the number of consecutive periods assigned
to an activity within the shift. The minimum activity length
restriction is a way to avoid productivity losses for organiza-
tions. It also prevents wasting time caused by a large number
of transitions between activities within the shift. The maxi-
mum activity length restriction is relevant when the activity is
stressful and requires an important physical or mental effort.
In the rest of the paper, we will use the following termi-
nology and notation. To each shift type t ∈ T we define a
set J t including all explicit feasible empty shifts of type t.
These shifts are called empty since no activities are assigned
J Sched
(a)
(b)
Fig. 1 Example 1
to them. The set of all explicit feasible empty shifts is denoted
J , where J = ∪t∈T J t .
An admissible empty shift ( j ∈ J ) to which activities
are assigned within the corresponding work periods is called
a multi-activity shift. To be feasible, a multi-activity shift
must be allocated activities in a way ensuring that minimum
and maximum activity length restrictions are respected. We
denote by Q tj the set of all admissible multi-activity explicit
shifts corresponding to an empty shift j ∈ J t . Observe that
the set of all these multi-activity shifts have the same start
time, the same length and the same break placement. They
differ only by the sequences of activities they are assigned
within the work periods. The set of all multi-activity shifts is
denoted by Q, where Q = ∪t∈T ∪ j∈J t Q tj .
Example 1 Consider a 1-day planning horizon divided into
periods of 60 min. Consider a shift type t with the fol-
lowing parameters: St = {8}, L min = 7, L max = 8,
t t
L Bt = 1, L AMt min = 3, L AMt max = 4, L P Mtmin = 2,
and L P Mtmax = 3. Assume also that the company activi-
ties are of two types: a1 and a2 . The assignment of activities
to shifts must respect the minimum and maximum activity
lengths given by: L amin = L amin = 2 and L amax = L amax = 3.
1 2 1 2
In this case, there exist three feasible explicit empty shifts
as depicted in Fig. 1a. To determine the set of multi-activity
explicit shifts, one have to fill work periods of empty shifts
with the appropriate activities with respect to the restrictions
on the minimum and maximum lengths of each activity. Fig-
ure 1b shows three of such explicit multi-activity shifts.
An explicit approach would define an integer decision
variable Wq for each feasible explicit multi-activity shift
q ∈ Q, where Wq represents the number of employees
receiving shift q. A generalized set-covering model can then
be formulated as follows:

(D) : minimize Wq (1)
q∈Q

s.t. δq,a,i Wq ≥ da,i ∀ a ∈ A, i ∈ I (2)
q∈Q
Wq ≥ 0 and integer ∀ q ∈ Q, (3)
where δq,a,i is a constant parameter that takes the value 1 if
activity a is executed in period i of shift q, and 0, otherwise.
Clearly, when the set Q of admissible explicit multi-activity
shifts is large, model D becomes very difficult to solve to
optimality. In the following, we propose an implicit model
to handle such complex working environments.
4 The implicit model
This section gives a formal description of the implicit model
we propose. We start by defining the decision variables.
4.1 Decision variables
Two types of decision variables are considered: pre-break
variables (X ) and post-break variables (Y ). More precisely,
a pre-break integer variable X vt is defined for each multi-
activity pre-break profile v that is admissible for shift type
t. It represents the number of employees receiving pre-break
profile v. A pre-break profile v is a sequence of activities
with specified starting times and lengths. To be admissible
for a shift type t, a pre-break profile must have: (1) a starting
time sv within the set of admissible start times St of shift
type t, (2) a total length L v that respects the minimum and
maximum pre-break work stretch durations of shift type t,
i.e. L AMtmin ≤ L v ≤ L AMtmax , and (3) each activity a in
the profile v must cover a number of successive periods that
respect the minimum and maximum activity length restric-
tions L amin and L amax .
Similarly, a post-break integer variable Y pt is defined
for each admissible multi-activity post-break profile p that
is admissible for shift type t. It represents the number of
employees receiving post-break profile p. A post-break pro-
file p is a sequence of activities with specified starting times
and lengths. To be admissible for a shift type t, a post-break
profile must have: (1) an admissible start time s p for shift
type t, (2) a total length L p that respects the minimum
and maximum post-break work stretch of shift type t, i.e.
L P Mtmin ≤ L p ≤ L P Mtmax , and (3) each activity a in
the profile must cover a number of successive periods that
respect the minimum and maximum activity length restric-
tions L amin and L amax . Observe that unlike pre-break profiles
for which starting times are straightforwardly determined by
the set St , the start time of a post-break profile must addition-
123

ally take into account the break length, and the restrictions
on minimum and maximum pre-break work lengths.
In Example 1, the pre-break profile starting at 8H 00,
having a length of 3 h and composed of activity a1 is an
admissible pre-break profile for shift type t. An example of
admissible post-break profile could be the profile starting at
13H 00, having a length of 3 h and composed of activity a2 .
By introducing the concept of pre-break and post-break
profiles, we are clearly reducing the number of decision vari-
ables when compared to explicit model D. Indeed, instead of
enumerating all explicit shifts with all the possible activi-
ties assignments, we are enumerating pieces of shifts (pre-
and post-break profiles). The idea is then to link pre-break
profiles with post-break profiles conveniently with adequate
constraints to ensure that explicit multi-activity shifts can be
constructed a posteriori (that is, in a post-processing phase
after the implicit model is solved).
In the following, we denote Q AM t , respectively, Q P M t ,
the set of multi-activity pre-break, respectively, post-break,
profiles admissible for shift type t.
4.2 Model constraints
As defined, decision variables X and Y have the advan-
tage to explicitly satisfy a number of complex restrictions
of the problem addressed (minimum and maximum activity
lengths, for example). Only two sets of constraints remain to
be considered: the demand constraints and the linking con-
straints between pre- and post-break profiles variables.
4.2.1 Demand constraints
Recall that for each activity a ∈ A and for each period i
in the planning horizon I , one must ensure that the number
of employees performing activity a during period i is equal
at least to a minimum required number da,i . Consider two
binary parameters δv,a,i and δ p,a,i , where δv,a,i = 1 (respec-
tively, δ p,a,i = 1) if the pre-break profile v (respectively,
the post-break profile p) covers activity a during period i,
and δv,a,i = 0 (respectively, δ p,a,i = 0), otherwise. Demand
constraints can thus be formulated as follows:
⎛ ⎞
  
⎝ δv,a,i X vt + δ p,a,i Y pt ⎠ ≥ da,i ,
t∈T v∈Q AM t p∈Q P M t
∀a ∈ A, ∀i ∈ I.
4.2.2 Linking constraints
These constraints aim at linking pre-break and post-break
profile variables, thus guaranteeing that feasible explicit
multi-activity shifts can be derived a posteriori. We prove
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J Sched
next that such linking reduces to ensure the feasibility of
some transportation problems.
First, we propose to partition the set of pre-break pro-
files Q AM t , t ∈ T (respectively, the set of post-break
profiles Q P M t ) into subsets Q AM t (s, l) (respectively,
Q P M t (s, l)) so that Q AM t (s, l) (respectively, Q P M t (s, l))
includes all the pre-break profiles that have the same start
time s and the same length l. Observe that two profiles
belonging to the same subset Q AM t (s, l) (or Q P M t (s, l))
differ only by the sequence of activities they cover. We
denote by J AM t the set of all different pairs (s, l) obtained
from set Q AM t and by J P M t the set of all different pairs
(s, l) obtained from set Q P M t . In other words, J AM t
(respectively, J P M t ) includes all the starting time–length
combinations associated with the pre-break (respectively, the
post-break) profiles that are admissible for shift type t.
In Example 1, consider the two pre-break profiles v1 and v2
such that v1 starts at 8H 00, has a length of 3 and is assigned
activity a1 for all its periods, and v2 starts at 8H 00, has a
length of 3 and is assigned activity a2 for all its periods. The
starting time–length couple (8, 3) is an element of J AM t and
Q AM t (8, 3) = {v1 , v2 }. Indeed, in Example 1, J AM t =
{(8, 3), (8, 4)} and J P M t = {(12, 3), (13, 2), (13, 3)}.
For each shift type t, we define a transportation problem
T P t on the bipartite network G t = (J AM t ∪ J P M t , At ),
where At is the set of arcs. The supply, denoted  Obt , of a
node b in J AM is computed as: Ob =
t t t
v∈Q AM t (b) X v .
t t
Similarly, the demand D f of a node f in J P M is given by

D tf = p∈Q P M t ( f ) Y pt . An arc (b, f ) exists between a node
b = (sb , lb ) ∈ J AM t and a node f = (s f , l f ) ∈ J P M t if:
(1) s f = sb +lb +L Bt , and (2) L min
t ≤ lb +L Bt +l f ≤ L max t .
Hence, a post-break profile p in Q P M t ( f ) is linked to a pre-
break profile v in Q AM t (b) if: (1) it starts when v ends and
the employee has taken its break, and (2) the length of the shift
obtained by merging v and p is admissible for shift type t.
Clearly, any feasible explicit multi-activity shift q ∈ Q
of type t is a feasible assignment of a post-break profile to a
pre-break profile within G t . Inversely, any feasible solution
to transportation problem T P t yields a feasible multi-activity
shift. Hence, ensuring the feasibility of transportation prob-
lem T P t implies considering implicitly all the feasible shifts
of type t.
Figure 2 displays the transportation problem associated
with shift type t for Example 1. Observe that we depict within
each node (either a demand or a supply node) the correspond-
ing multi-activity pre- or post-break profiles.
4.3 Particular structure of transportation problems
T Pt
Rekik et al. (2004) prove that, in some particular cases, the
feasibility of a transportation problem can be ensured by a
J Sched

Proof Consider a node b = (s, l) ∈ J AM t . Denote by

J P M t (b) the subset of nodes (⊆ J P M t ) connected to b
and ordered in an ascending order with respect to the total
order relation ≺. Denote by f k = (s
, l
)k = (sk
, lk
) the k th
element in J P M t (b) and by n the number of elements in
J P M t (b). To prove that J P M t (b) is composed of a set of
consecutive nodes in J P M t , we prove next that any node f¯
in J P M t such that f 1 ≺ f¯ and f¯ ≺ f n belongs to J P M t (b).
Let f¯ = (s¯
, l¯
) be such a node.
Observe that all the nodes in J P M t (b) have the same start
time s
= s + l + L Bt . Moreover, f 1 = (s
, l
)1 ≺ f¯ implies
that (s1
< s¯
) or (s1
= s¯
and l1
< l¯
). Similarly, f¯ ≺ (s
, l
)n
Fig. 2 Transportation problem for Example 1 implies that (s¯
< sn
) or (sn
= s¯
and l¯
< ln
). However,
s1
= sn
= s
; then, only the second cases apply. In other
words, (s1
= s¯
and l1
< l¯
) and (sn
= s¯
and l¯
< ln
). This
relatively small set of constraints, namely the forward and implies that s¯
= s + l + L Bt , and l1
< l¯
< ln
.
backward constraints and an equality constraint between total Given that (s
, l
)1 and (s
, l
)n are within set J P M t ( j),
supply and total demand. In the following, we briefly recall we have that:L min ≤ l + L Bt + l1
≤ L max and L min ≤
t t t
the results they established. We refer the reader to their paper

l + L Bt + ln ≤ L t . max
for more details. Hence, l + L Bt + l¯
> l + L Bt + l1
and l + L Bt + l¯
<
Consider a transportation problem, T P(N1 , N2 ), defined l + L Bt + ln
. This implies that l + L Bt + l¯
> L min and
t
on a bipartite network G = (N1 ∪ N2 , A), where N1 is the l + L Bt + l¯
< L max .
t
set of supply nodes, N2 is the set of demand nodes, and A In conclusion, node f¯ = (s¯
, l¯
) is such that s¯
= s + l +
is the set of arcs connecting supply nodes to demand nodes. L Bt and L min ≤ l + L Bt + l¯
≤ L max . Then, f¯ is in
t t
Rekik et al. (2004) prove that if the transportation problem J P M (b).
T P(N1 , N2 ) satisfies the two following conditions:
• Condition 1: A total order relation can be defined on the
set of demand nodes, and according to this order, each
supply node i ∈ N1 is connected to a set of consecutive
demand nodes (denoted Pi ) in N2 ,
• Condition 2: There exist no supply nodes i 1 and i 2 in N1
such that Pi1 ⊂ Pi2 ,
then the feasibility of T P(N1 , N2 ) is ensured by forward and
backward constraints and an equality constraint between total
supply and total demand. We refer the reader to Rekik et al.
(2004) for a detailed description of the structure of forward
and backward constraints for general transportation prob-
lems. In the following, we prove that transportation problems
T P t , t ∈ T satisfy conditions 1 and 2.
First, let us define a total order relations ≺ on the set of
nodes J P M t as follows: a node f 1 = (s1 , l1 ) ∈ J P M t is
less than a node f 2 = (s2 , l2 ) ∈ J P M t (denoted f 1 ≺ f 2 ) if
s1 < s2 or s1 = s2 and l1 < l2 . In what follows, we assume
= s1 + l1 + L Bt
that the nodes of J P M t are sorted in an ascending order with
respect to the total order ≺.
= s2 + l2 + L Bt . Hence, if s1 + l1 < s2 + l2 (case 1), we
< s2
and thus min(J P M t (b1 )) ≺ min(J P M t (b2 )))
Proposition 1 Consider a transportation problem T P t ,
t ∈ T defined on the bipartite network G t = (J AM t ∪
J P M t , At ) as described in Section 4.2.2. Any node in J AM t
= s1 + l1 + L Bt = s2 + l2 + L Bt = s2
.
is connected to a set of consecutive nodes in J P M t .
, l˜
) in
t 
In the following, we denote by J P M t (b) the set of suc-
cessive nodes connected to node b ∈ J AM t on the graph
G t = (J AM t ∪ J P M t , At ).
Proposition 2 Consider a transportation problem T P t ,
t ∈ T defined on the bipartite graph G t = (J AM t ∪
J P M t , At ) as described in Section 4.2.2. If b1 and b2
are two nodes in J AM t , then either min(J P M t (b1 )) ≺
min(J P M t (b2 )) and max(J P M t (b1 )) ≺ max(J P M t (b2 ))
or min(J P M t (b2 )) ≺ min(J P M t (b1 )) and max(J P M t
(b2 )) ≺ max(J P M t (b1 )) .
Proof Consider two distinct nodes b1 = (s1 , l1 ) and b2 =
(s2 , l2 ) in J AM t . Assume, without loss of generality, that
s1 + l1 < s2 + l2 (case 1) or s1 + l1 = s2 + l2 and l1 < l2
(case 2).
As already established in the proof of Proposition 1, the
demand nodes in J P M t associated with a supply node in
J AM t have the same start time. More precisely, the start time
of all the nodes in J P M t (b1 ) is equal to s1
and the start time of all the nodes in J P M t (b2 ) is equal to
s2
have s1
and max(J P M t (b1 )) ≺ max(J P M t (b2 ))).
For case 2, we have s1 + l1 = s2 + l2 and l1 < l2 . In
this case, s1
In other words, the nodes in J P M t (b1 ) and J P M t (b2 )
all start at the same time. Besides, a node f˜ = (s˜
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 J Sched

J P M t (b1 ) is such that L min

t ≤ l1 + L Bt + l˜
≤ L max
t which ∀ f ∈ J P M t,end \ { f t,end }, ∀t ∈ T (4)
 
implies that (L t − l1 − L Bt ) ≤ l˜
≤ (L max
min
t − l 1 − L Bt ). D tf
≥ Obt ,
Hence, min(J P M t (b1 )) is the node with a length equal to
f
∈J P M t,B ( f ) b∈J AM t,F ( f )
(L min
t − l1 − L Bt ), and max(J P M t (b1 )) is the node with a
length equal to (L max − l1 − L Bt ). Similarly, the length cor- ∀ f ∈ J PM t,star t
\{f
t,star t
}, ∀t ∈ T. (5)
t
responding to node min(J P M t (b2 )) is (L min t − l2 − L Bt ),
Next, we illustrate how forward and backward constraints
and the length corresponding to node max(J P M t (b2 )) is
are formulated for the transportation problem shown Fig. 2.
(L max − l2 − L Bt ). Since l1 < l2 , (L min − l1 − L Bt ) >
t t In this example, J P M t1 ,star t = { f 1 , f 2 } and J P M t1 ,end =
(L t −l2 −L Bt ) and (L max
min −l 1 −L Bt ) > (L max −l −L B ),
2 t
t t { f 1 , f 3 }. The feasibility of transportation problem T P t is
which implies that min(J P M (b2 )) ≺ min(J P M t (b1 )) and
t
ensured by the three following constraints:
max(J P M t (b2 )) ≺ max(J P M t (b1 )). 

Corollary 1 Consider a transportation problem T P t , t ∈ T D tf1 ≥ Obt 1 (6)
defined on the bipartite graph G t = (J AM t ∪ J P M t , At ) D tf2 + D tf3 ≥ Obt 2 (7)
as described in Section 4.2.2. There exist no nodes b1 and
b2 in J AM t such that min(J P M t (b1 )) ≺ min(J P M t (b2 )) Obt 1 + Obt 2 = D tf1 + D tf2 + D tf3 . (8)
and max(J P M t (b2 )) ≺ max(J P M t (b1 )).
Constraint (6) is the forward constraint associated with
Proof Given two nodes b1 = (s1 , l1 ) and b2 = (s2 , l2 ) demand node f 1 . Constraint (7) is the backward constraint
in J AM t , one can attribute, without loss of generality, associated with demand node f 2 . Constraint (8) is the equal-
the index b1 to the node such that s1 + l1 < s2 + l2 or ity constraint between the total supply and the total demand.
s1 + l1 = s2 + l2 and l1 < l2 . Based on Proposition 2, Recently, Rekik et al. (2010) proposed a general refor-
min(J P M t (b2 )) ≺ min(J P M t (b1 ))) and max(J P M t (b2 )) mulation of forward and backward constraints that consid-
≺ max(J P M t (b1 )). 
 erably reduces the density of the constraint matrix without
Proposition 1 and Corollary 1 prove that transportation increasing the number of constraints when compared to
problems T P t , t ∈ T , satisfy conditions 1 and 2 implying the classic forward and backward formulation. They show,
that they possess the particular structure established by Rekik through computational experiments, that their new formula-
et al. (2004). Hence, the feasibility of these problems can tion results in a considerable improvement in model density
be ensured by a set of appropriate forward and backward and solution time. In this paper, we consider their new refor-
constraints. The next section gives a formal description of mulation. We illustrate the main idea for forward constraints.
these constraints. We refer the reader to Rekik et al. (2010) for more details.
The authors first observed that forward constraints can be
4.4 Forward and backward constraints written in an increasing order with respect to the elements
in J P M t,end \ { f t,end }. They propose to introduce a slack
For each shift type t, we consider the following sets: variable Z f for each forward constraint written for an ele-
ment f ∈ J P M t,end \ { f t,end }. They prove that the forward
J P M t,star t = ∪b∈J AM t {min(J P M t (b))} constraint associated with the immediate successor f + of f
J P M t,end = ∪b∈J AM t {max(J P M t (b))} in J P M t,end \ { f t,end } can be written as follows:
 
J P M t,B ( f ) ={ f
∈ J P M t / f  f
}, ∀ f ∈ J P M t,star t D tf
− Obt + Z f = Z f + .
J P M t,F ( f ) ={ f
∈ J P M t / f
 f }, ∀ f ∈ J P M t,end f
∈J P M t,F ( f + ) b∈J AM t,F ( f + )
\J P M t,F ( f ) \J AM t,F ( f )
J AM t,B ( f ) ={b ∈ J AM t /J P M t (b) ⊆ J P M t,B ( f )},
∀ f ∈ J P M t,star t In the remainder of this section, we present our formula-
tion of the multi-activity shift scheduling problem.
J AM t,F ( f ) ={b ∈ J AM t /J P M t (b) ⊆ J P M t,F ( f )},
∀ f ∈ J P M t,end . 4.5 Mathematical model

Let also f t,star t = min(J P M t ) and f t,end = max The multi-activity shift scheduling problem can be modelled
(J P M t ). Forward and backward constraints are, respec- using formulation P as follows:
tively, given by inequalities (4) and (5) as follows (Rekik
et al. 2004): ⎛ ⎞
    
D tf
≥ Obt , (P) : minimize ⎝ L v X vt + L p Y pt ⎠ (9)
f
∈J P M t,F ( f ) b∈J AM t,F ( f ) t∈T v∈Q AM t p∈Q P M t

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J Sched

subject to 5 Computational performance of model P

⎛ ⎞
  
⎝ δv,a,i X vt + δ p,a,i Y pt ⎠ ≥ da,i , The objective of this section is to assess the performance of
t∈T v∈Q AM t p∈Q P M t our implicit model through a large set of instances.
∀a ∈ A, ∀i ∈ I (10)
    5.1 Problem tests
Y pt ≥ X vt ,
f
∈J P M t,F ( f ) p∈Q P M t ( f
) b∈J AM t,F ( f ) v∈Q AM t (b) We work on 540 hypothetical instances that we generate over
∀ f ∈ J PM \{f t,end t,end
}, ∀t ∈ T (11) a 24-h planning horizon. These instances are divided into nine
    data sets. Each data set is defined by the length of the dis-
Yp ≥
t
X vt , cretization period (Per = 60, 30 and 15 min) and the number
f
∈J P M t,B ( f ) p∈Q P M t ( f
) b∈J AM t,B ( f ) v∈Q AM t (b) of activities (|A| = 3, 6 and 9). Each data set includes 60
∀ f ∈ J PM t,star t
\{f
t,star t
}, ∀t ∈ T (12) instances obtained by generating five demand profiles and
    12 data subsets. These subsets result from varying: (1) the
X vt = Y pt , ∀t ∈T (13)
level of flexibility of admissible activity lengths (Flex = 1
b∈J AM t v∈Q AM t (b) f ∈J P M t p∈Q P M t ( f )
and 2), (2) the number of shift types (|T | = 1 and 2) and (3)
X v , Y p ≥ 0 and integer ∀v ∈ Q AM t , p ∈ Q P M t ,t ∈ T.
t t
(14) the shift start times (Vs = 1, 2 and 3). The parameter Flex
depends on the restrictions imposed on minimum and max-
Objective function (9) minimizes the total duration of imum activity lengths, with a value of two yielding a larger
worked hours. Constraints (10) are the demand constraints. number of admissible pre- and post-break profiles. Two com-
Constraints (11) and (12) are, respectively, the forward t , Lt
binations of (L min max , L B ) are considered: (6h, 7h, 1h)
t
and backward constraints associated with transportation and (8h, 10h, 2h). When the number of shift types is set to
problems T P t , t ∈ T . Constraints (13) are the equality con- one, we consider the first combination. When it is equal to
straints between the total supply and the total demand for two, we consider both combinations. Shifts can start every
transportation problems T P t . Finally, constraints (14) define one, two or three periods depending on the value of Vs . For
the nature of the decision variables. Observe that for con- all instances, we fix the minimum (respectively, maximum)
straints (11), (12) and (13) we simply replace the offer and pre- and post-break lengths to 1 h (respectively, 4 h). When
the supply values O and D (used in Section 4.4) by their presenting our results, a data set is written as “Per.|A|” and
expressions in terms of the decision variables X and Y . a data subset is written as “Flex.|T |.Vs ”.
To give an idea on the size of our generated instances,
4.6 Post-processing phase
Table 7 in Appendix reports the average, minimum and max-
imum number of explicit shifts for each data set. Observe
Once model P is solved, explicit shifts are easily obtained by
that our scheduling environments include a large number of
solving a series of transportation problems B t , t ∈ T , defined
alternative shifts exceeding six billions for some instances.
as follows. Let N1t and N2t be the sets of pre- and post-break
∗ ∗ Obviously, an explicit approach as described by model D
profiles associated with non-null optimal values X vt and Y pt
would yield intractable models.
resulting from solving model P. For each pre-break profile
v ∈ N1t and each post-break profile p ∈ N2t that can be
5.2 Model size
matched with v, we define an assignment variable Z v, t
p that
represents the number of shifts obtained by assigning v to
Table 1 reports the number of variables and constraints of
p. Let N1t ( p) be the set of pre-break profiles that are admis-
model P. As one can see, the number of variables increases
sible for p, and let N2t (v) be the set of post-break profiles
with the number of activities and the flexibility on activity
admissible for v. Transportation problems B t , t ∈ T , are
lengths and shift types. This was expected since multi-
then formulated as:
activity pre- and post-break profiles are enumerated based
(B t ) : minimize 0 on possible start and end times and admissible activity com-
subject to binations.
 However, the number of constraints is quite the same when
t∗
p = X v , ∀v ∈ N1
t t
Z v, the number of activities increases (and all other parame-
p∈N2t (v) ters are fixed). This is one of the greatest advantages of our
 ∗
model. As explained in Section 4.4, forward and backward
p = Y p , ∀ p ∈ N2
t t t
Z v,
v∈N1t ( p)
constraints are defined on transportation problems where a
supply (respectively, a demand) node gathers all the pre-
p ≥ 0 and integer ∀ v ∈ N1 , p ∈ N2 .
t t t
Z v, break (respectively, post-break) multi-activity profiles that

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Table 1 Model size for the generated instances

Subset “Flex.|T |.Vs ” Data set “Per.|A|”
60.3 60.6 60.9 30.3 30.6 30.9 15.3 15.6 15.9

Number of variables
1.1.3 431 2303 7535 1482 8197 26,580 6041 38,164 129,511
1.1.2 548 2850 9180 1750 9522 30,656 6995 43,515 147,029
1.1.1 789 3967 12,625 2467 12,981 41,403 9678 58,440 196,242
1.2.3 845 4269 13,693 3192 16,771 53,538 12,946 77,466 259,450
1.2.2 1170 5800 18,418 3787 19,417 61,549 15,099 88,312 294,375
1.2.1 1690 8052 25,284 5392 26,487 83,130 21,190 118,942 393,542
2.1.3 1343 13,647 58,847 5544 51,979 204,138 29,598 282,116 1,048,918
2.1.2 1685 16,544 70,341 6493 59,838 233,765 33,829 319,779 1,186,487
2.1.1 2375 22,681 95,767 8904 80,573 313,458 45,522 425,918 1,577,274
2.2.3 2541 24,669 105,085 11,494 104,233 406,248 60,450 562,752 2,082,958
2.2.2 3483 33,078 139,699 13,395 119,613 464,527 69,071 637,588 2,356,341
2.2.1 4892 45,286 190,302 18,392 161,105 623,598 93,284 850,568 3,138,116
Number of constraints
1.1.3 109 155 182 253 346 398 657 894 1090
1.1.2 122 168 195 294 387 439 802 1039 1235
1.1.1 159 205 232 415 508 560 1235 1472 1668
1.2.3 172 218 245 476 569 621 1426 1663 1859
1.2.2 217 263 290 606 699 751 1908 2145 2341
1.2.1 327 373 400 992 1085 1137 3350 3587 3783
2.1.3 109 158 193 253 351 421 657 899 1113
2.1.2 122 172 206 294 394 462 802 1046 1258
2.1.1 159 209 243 415 515 583 1235 1479 1691
2.2.3 172 222 256 476 576 644 1426 1670 1882
2.2.2 217 267 301 606 706 774 1908 2152 2364
2.2.1 327 377 411 992 1092 1160 3350 3594 3806

have the same start and end times. Hence, for a given shift
type, the transportation problem size remains the same when
the number of activities is replicated. Another great advan-
tage of our model is the low density of the constraint matrix.
Indeed, for all instances, this density is on average equal to
1.45% and rarely exceeds 3%. This is due in part to the use of
reformulated forward and backward constraints as proposed
by Rekik et al. (2010).
5.3 Solution time
All the problems were solved with the branch-and-bound
procedure embedded in CPLEX 12.6 with its default param-
eters. A time limit of 3 h was considered. Tests were run on
a computer with two processors (each one being an Intel
Xeon CPU X5650 clocked at 2.66 GHz), 72 GB of RAM
and 64-bit.
Table 2 reports the average time needed to solve the
instances of each data subset that were solved to optimal-
ity within 3 h. If there are instances that are not solved to
optimality within the time limit, we report between paren-
theses the number of instances solved. When no number is
reported, it means that all the five instances of the data subset
were solved. Finally, a dash (‘–’) indicates that no instance
was solved to optimality within 3 h.
As depicted in Table 2, 495 instances (over the 540 con-
sidered) were solved to optimality within 3 h. More precisely,
356 instances were solved in less than 60 s, 63 instances
required more than 1 min but less than 5 min, and only nine
instances needed more than 1 h. A good computational per-
formance is observed for the majority of the instances with
a discretization period of 30 and 60 min. This performance
clearly degrades when a 15-min discretization period is con-
sidered and the number of activities is set to 6 or 9.
When analysing the information on the branching pro-
cess for the instances solved to optimality, we observed
that: (1) optimal integer solutions were identified at the root
node for 59% of the instances, (2) the size of the branching

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Table 2 Solution times (in seconds) for the instances solved to optimality with model P within 3 h
Subset “Flex.|T |.Vs ” Data set “Per.|A|”
60.3 60.6 60.9 30.3 30.6 30.9 15.3 15.6 15.9

1.1.3 0.18 0.50 0.43 0.14 2.67 2.41 2.14 32.93 545.65 (4)
1.1.2 0.10 0.34 1.04 0.13 0.83 5.26 1.33 112.71 523.11
1.1.1 0.07 0.35 1.55 0.23 1.63 11.20 5.29 187.82 870.22
1.2.3 0.16 0.78 2.36 1.36 5.97 59.01 25.26 901.00 3155.71 (3)
1.2.2 0.39 0.62 2.14 0.79 1.70 70.34 14.84 2093.70 2336.40 (4)
1.2.1 0.45 0.86 1.95 0.93 13.97 239.10 54.60 1661.45 4363.37
2.1.3 0.34 1.47 3.86 1.55 41.74 342.71 27.24 362.57 (3) 3975.73 (3)
2.1.2 0.36 1.58 6.49 0.56 25.31 162.54 12.90 365.64 (3) 6504.04 (1)
2.1.1 0.69 2.11 32.28 0.65 48.93 528.37 248.96 568.13 (4) _
2.2.3 1.38 5.22 30.00 1.50 189.93 1014.37 199.14 10696.90 (1) _
2.2.2 0.31 2.79 56.13 0.74 21.57 424.54 377.04 3604.59 (1) _
2.2.1 0.32 4.00 107.53 0.95 53.53 2496.13 522.69 2450.24 (3) _

Table 3 Solution quality for the instances unsolved to optimality within 3 h

Subset “Flex.|T |.Vs ” Data set “Per.|A|” = 15.6 Data set “Per.|A|” = 15.9
Nb Inst. unsolved CPLEX gap (%) Nb Inst. unsolved CPLEX gap (%)
Av. Min. Max. Av. Min. Max.

1.1.3 0 – – – 1 0.06 0.06 0.06

1.2.3 0 – – – 2 0.06 0.04 0.08
1.2.2 0 – – – 1 0.58 0.58 0.58
2.1.3 2 1.25 0.04 2.46 2 1.18 0.78 1.58
2.1.2 2 1.04 0.04 2.04 4 0.87 0.30 2.06
2.1.1 1 0.10 0.10 0.10 5 2.77 0.92 5.20
2.2.3 4 0.32 0.04 0.93 5 2.31 1.40 3.63
2.2.2 4 1.24 0.07 2.35 5 2.99 1.15 6.04
2.2.1 2 0.47 0.10 0.85 5 2.59 1.20 3.77

tree remains relatively small, on average, when branching
is required, and (3) the LP gap, computed as the difference
in percentage between the optimal integer and LP objective
values, is null for 52% of the instances and is very small for
the remaining ones (0.103%, on average). These observa-
tions could explain the excellent performance of the proposed
implicit model for a large number of instances.
For the 45 instances that were not solved to optimality
within the time limit of 3 h, feasible solutions were obtained
for all these instances, but CPLEX ran out of memory dur-
ing the branching process. Table 3 depicts the quality of
these feasible solutions. The first column reports the num-
ber of unsolved instances for each subset. The following
three columns give the average, the minimum and maxi-
mum CPLEX gaps obtained for these instances. Overall, the
CPLEX gap is ≤ 1% for 20 instances. It is relatively small
on average for the remaining instances and equals 6.04% in
the worst case.
5.4 Impact of restricting the number of activities
In practice, shifts including more than three or four differ-
ent activities are undesirable because they are likely to yield
a loss in productivity. Thus, we consider a new scheduling
constraint where the number of different activities worked at
pre-break and post-break profiles must be lower than or equal
to pre-fixed values denoted N Aam and N A pm , respectively.
Observe that this restriction does not limit the number of
transitions between activities, but rather considers the iden-
tity of the activity. This section investigates the impact of
imposing such restrictions on workforce costs and model P
performance. In our experimental study, we consider the case
where N Aam = N A pm = 2, implying that no more than two
different activities can be assigned to pre- and post-break
profiles. Let P r be the model generated to handle this new
constraint. When compared to model P, model P r restricts
the set of pre- and post-break profiles resulting in a smaller

123

number of decision variables: 29% less variables, on average,
in this case.
In order to assess the impact of the activity restrictions
on workforce costs, we first consider the 495 instances that
were solved to optimality for the original problem P within
the time limit of 3 h. We observe that model P r yields the
same workforce cost for 493 instances. For two instances, P r
runs out of memory before locating or proving solution opti-
mality, but the average deviation with regard to the optimal
cost is negligible (0.05 % and 0.24%, respectively). When
considering the 45 instances that were not solved to opti-
mality by model P, imposing restrictions on the number of
activities enables solving 19 more instances. For the 26 that
were not solved to optimality by any model, the quality of
the feasible solutions improved for 21 instances and slightly
degraded for five instances with model P r .
Next, we analyse the impact of the activity restrictions on
model P performance in terms of solution times. We examine
the 492 instances that are solved to optimality by both mod-
els within 3 h and that yield the same workforce cost. Figure
3 shows the number of instances for which the difference in
CPU times (|CPU(P r ) − CPU(P)|) lies within a given time
interval when either model P r requires less time than model
P (CPU(P r ) < CPU(P)), or not (CPU(P r ) > CPU(P)).
Seven time intervals are considered. (Interval bounds are
given in minutes.) The results in Fig. 3 show that models
P and P r need nearly the same computing time for 379
instances (a solution time gap less than 1 min). When the
solution time gap becomes significant (more than 5 min), P r
is solved faster than P most of the time. Note that the decrease
in computing times resulting from imposing restrictions on
the number of different activities assigned to pre- and post-
break profiles is more important for large instances (instances
with a small discretization period and a large number of activ-
ities).
6 Comparison with the implicit grammar-based
formulation of Côté et al. (2011)
The objective of this section is to compare the computa-
tional performance of our implicit model using forward and
backward constraints with the implicit grammar-based model
proposed by Côté et al. (2011). Two work environments are
considered, based on single and multiple breaks. The first
environment corresponds to the instances described in Sec-
tion 5.1, referred to as Dahmen set. The second environment
corresponds to the instances considered by Côté et al. (2011),
referred to as Côté set. All models are solved with CPLEX
12.6 with a time limit of 1 h and a CPLEX gap limit equal to
1%. In the following, a solution is said to be ‘1%-optimal’
if it is not proven optimal and the CPLEX gap is ≤ 1%, and
‘feasible’ otherwise. Tests are run on a computer with two
123
J Sched
CPU(P r )<CPU(P)
CPU(P r )>CPU(P)
Number of instances
216
163
44
15 18 19
3 2 2 2 5 1 1 1
[0,1[
[1,5[
[5,10[
[10,30[
[30,60[
[60,120[
[120,180[
CPU time gaps |CPU(P)-CPU(G)| (in minutes)
Fig. 3 Solution time gaps for the instances solved within 3 h by P and
Pr
processors (each one being an Intel Xeon CPU X5650
clocked at 2.66 GHz), 72 GB of RAM and 64-bit.
6.1 Dahmen set
The grammar-based formulation of Côté et al. (2011) is
adapted to the Dahmen set for the two cases: (1) when no
restrictions on the number of activities are imposed, the
resulting model is denoted G, and (2) when such restrictions
are imposed (N Aam = N A pm = 2), the resulting model
is denoted G r . Details on how formulations G and G r are
obtained are given in Appendix.
6.1.1 Dahmen set with no restrictions
Table 8 in Appendix gives the number of variables and con-
straints of model G. (Table 1 gives the same information for
model P.) Clearly, model P uses a larger number of vari-
ables and less constraints than model G. This was expected
since: (1) model P enumerates all pre- and post-break multi-
activity profiles, and (2) the number of constraints in model
G depends on the number of symbols and productions in the
Chomsky normal form of the grammar and increases with
the complexity of the work environment.
To compare the models’ performances, we first examine
the 506 instances for which both models identify optimal or
1%-optimal solutions within 1 h. Figure 4 shows the num-
ber of instances for which the difference in CPU times
(|CPU(P) − CPU(G)|) lies within a given time interval (in
both cases: CPU(P) < CPU(G) and CPU(P) > CPU(G)).
Table 9 in Appendix gives more details on the solution times
needed by each model.
J Sched

288
CPU(P)<CPU(G)

55.7
6.0
P
CPU(P)>CPU(G)

–
–
–
–
–
–
–
–

–
P, G Fea. (Z P > Z G )
Number of instances

Gap (%)

12.4
5.9
G

–
–
–
–
–
–
–
–

–
Nb. Inst.
127

0
0

1
0
0
0
0
0
0

0
1
17 27 16 13 7
5 3 3

39.1
64.2
17.6

70.8
37.2
44.6
1.9
2.6
G

–
–

–
P, G Fea. (Z P < Z G )
Gap (%)
[0,1[ [1,5[ [5,10[ [10,30[ [30,60[

42.3
1.9
4.0
2.1

1.8
1.6

3.7
4.1
CPU time gaps |CPU(P)-CPU(G)| (in minutes)

–
–

–
Nb. Inst.
Fig. 4 Solution time gaps for the 506 instances in Dahmen set solved
by P and G within 1% of optimality

2
4
0
0
2
0
1
1

5
4
4
Gap (%)
The results reported in Fig. 4 show that model P requires

2.5
2.0
2.0
P
less time than model G for the majority of the instances (326

–
–
–
–
–

–
–
–
Table 4 Performances of models P and G for the 34 instances in the Dahmen set unsolved by at least one model
instances out of 506). Although the difference in computing
CPU (s.)
P Fea. & G 1%-Opt.

3,601.0
times remains negligible for 88% of these instances (less

200.3
113.0
than 1 min), it exceeds 10 min for 16 instances. For the 180
G

–
–
–
–
–

–
–
–
instances where model G requires less time, the difference
in computing time exceeds 10 min for 10 instances.
Nb. Inst.

Table 4 shows the comparison of the performances of mod-

els P and G for the 34 instances for which at least one model
1
1
1
0

0
0
0
0

0
0
0
fails in identifying optimal or 1%-optimal solutions within
Gap (%)

1 h. Four cases are depicted: (1) model P finds an optimal or

38.9
42.3
a 1%-optimal solution but not model G, (2) model G finds
1.7

2.4
G

–
–
–

–
–
–
an optimal or a 1%-optimal solution but not model P, (3)
both models fail in identifying optimal or 1%-optimal solu-
CPU (s.)
P 1%-Opt. & G Fea.

1,392.8

2,657.2
3,176.1
3,500.8
tions and the best feasible objective function value obtained
by model P (Z P ) is better than that obtained with model G
P

–
–
–

–
–
–
(Z G ), and (4) both models fail in identifying optimal or 1%-
Nb. Inst.

optimal solutions and Z P > Z G . For each case, we report

the number of instances, the average computing time to find
0
0
0
1
0
2
2
1
0
0
0

optimal or 1%-optimal solutions and the average CPLEX gap

for feasible solutions.
Subset “Flex.|T |.Vs ”

The results in Table 4 show that model P outperforms

model G in terms of the number of instances for which
optimal or 1%-optimal solutions are obtained within 1 h. Fur-
thermore, in the three instances where P fails to produce
2.1.3
2.1.2
2.2.2
2.2.1
1.2.2
2.1.3
2.1.2
2.1.1
2.2.3
2.2.2
2.2.1

optimal or 1%-optimal solutions, whereas G does, good fea-

sible solutions are obtained with a CPLEX gap of 2.5% for the
worst case. Conversely, model G results in bad-quality solu-
Data set “Per.|A|”

tions (a CPLEX gap that exceeds 38%) for three instances

over the six solved by P within 1% of optimality. When
both models fail to identify optimal or 1%-optimal solutions,
model P results in better feasible solutions than model G in
15.6
15.6
15.6
15.6
15.9
15.9
15.9
15.9
15.9
15.9
15.9

almost all the cases (23 out of 25 instances). Most of the

123
 J Sched

266 CPU(P r )<CPU(Gr )

CPU(P r )>CPU(Gr )
Number of instances

73.0
40.3
58.0
69.0
7.9

3.3
Gr

–
–
–
–
P r , G r Fea. (Z P r < Z G r )
Gap (%)
142

1.9

1.1

1.7
1.6
2.5
2.6
Pr

–
–
–
–
38

Nb. Inst.
5 11 5 14 6 0
1

0
2
0
1
0
0
3
2
4
3
0
0
[0,1[ [1,5[ [5,10[ [10,30[ [30,60[
r r
Computing time gap |CPU(P )-CPU(G )| (minutes)

Gap (%)

1.3
Fig. 5 Solution time gaps for the instances in Dahmen set solved by

Pr

–
–
–
–
–
–
–
–
–
–
–
P r and G r within 1% of optimality

CPU (s.)
P r Fea. & G r 1%-Opt.
feasible solutions identified by P are of good quality with a

1706.0
CPLEX gap ranging between 1.6% and 4.1%. This was not

Gr

–
–

–
–
–
–
–
–
–
–
–
the case for model G which results in good-quality solutions
(a CPLEX gap lower than 5%) for only two instances.

Nb. Inst.
Table 5 Performances of models P r and G r for the instances in the Dahmen set unsolved by at least one model

6.1.2 Dahmen set with restrictions

0
0
1
0
0
0
0
0
0
0
0
0
We consider now the scheduling environment described in
Section 5.4 where N Aam = 2 and N A pm = 2. The impact
Gap (%)

of these restrictions on the grammar-based model size is

15.4
15.8
35.4
31.4
19.7
45.0
73.0
74.4
66.4
53.5
3.3
4.6
Gr

the opposite of what we observed for our implicit model.

In fact, the number of variables and constraints for model G r
with respect to G grows, sometimes drastically (doubled and
CPU (s.)

tripled). This was expected since additional productions are

P r 1%-Opt. & G r Fea.

1967.3
2064.6

2036.4
2598.9
2846.6
3629.6
275.5
241.9
348.5
986.3

971.7
767.1
needed to take into account the restriction on the number of
Pr

activities, resulting in large-sized directed graphs.

We do the same analysis as in Section 6.1.1 to compare
models P r and G r . We first examine the 493 instances for
Nb. Inst.

which both models identify optimal or 1%-optimal solutions

2
2
5
5
2
3
1
within 1 h. Figure 5 shows the number of instances for which 2
1
3
2
3

the difference in CPU times (|C PU (P r ) − C PU (G r )|)

lies within a given time interval when either CPU(P r ) <
Subset “Flex.|T |.Vs ”

CPU(G r ) or CPU(P r ) > CPU(G r ). Observe that for five

instances, C PU (P r ) = C PU (G r ). Table 10 in Appendix
gives more details on the solution times. The results in Fig. 5
clearly show that model P r outperforms model G r for almost
all instances.
2.1.3
2.1.1
2.2.3
2.2.2
2.2.1
1.2.2
2.1.3
2.1.2
2.1.1
2.2.3
2.2.2
2.2.1

As in Table 4, Table 5 displays the performances of mod-

els P r and G r for the instances that are not solved within 1%
of optimality by at least one model. As one can see, model
Data set “Per.|A|”

P r outperforms model G r in terms of the number of opti-

mal or 1%-optimal solutions found, the computing time to
identify such solutions and the quality of feasible solutions.
Indeed, over the 43 instances that were not solved within
15.6
15.6
15.6
15.6
15.6
15.9
15.9
15.9
15.9
15.9
15.9
15.9

1% of optimality by both models, model P r finds an opti-

123
J Sched

Table 6 Performances of
|A| P, G 1%-Opt. G 1%-Opt. & P Fea.
models P and G for the
instances in Côté set Nb. Inst. CPU (sec.) Nb. Inst. CPU (sec.) CPLEX gap (%)
Model P Model G Model G Model P

1 10 3.77 6.96 0 – –
2 10 304.99 22.36 0 – –
3 10 274.59 35.96 0 – –
4 10 1142.84 25.87 0 – –
5 8 1017.49 16.69 2 38.27 6.53
6 5 744.63 22.31 5 125.17 5.39
7 3 1285.68 3.92 7 108.24 19.74
8 4 329.84 5.50 6 40.93 7.76
9 3 159.43 9.20 7 88.47 10.01
10 1 2704.89 33.81 9 165.63 14.01
A cell appearing in bold implies that the corresponding model requires less CPU time than the other

mal or a 1%-optimal solution for 31 instances versus only
one instance for model G r . For these instances, the feasible
solutions obtained with model G r are mostly of bad qual-
ity with a CPLEX gap ranging between 15.4% and 74.4%.
However, the CPLEX gap equals 1.3% for the feasible solu-
tion obtained with model P r on the instance that G r is the
only one to solve to optimality or within 1% of optimality.
Finally, for the 15 instances that were not solved to opti-
mality or within 1% of optimality by any model, model P r
always finds a better feasible solution than G r with a CPLEX
gap ranging from 1.1% to 2.6% versus a CPLEX gap for G r
varying between 3.3% and 73%.
6.2 Côté set
Côté et al. (2011) consider a 1-day planning horizon divided
into periods of 15 min. The scheduling environment includes
two shift types: short and regular. Shifts can start at any
period and must finish during the day. Two types of breaks
are considered: 15-min rest breaks and 1-h lunch breaks. A
short shift must include one 15-min break, while a regular
shift must include one lunch break and two 15-min breaks.
The minimum length of all activities is 1 h, and no maxi-
mum length is imposed. The transition between activities is
allowed only after breaks. No work should be scheduled for
specific activity–period combinations when the correspond-
ing demand is zero. The Côté set includes 10 problem settings
that differ by the number of activities (|A| = 1, 2, . . . , 10).
Each problem setting includes 10 instances in which only the
labour requirements vary.
To give an idea on the size of the instances in the Côté set,
we compute the number of explicit shifts that do not cover
periods with no demand. This is due to the restriction in Côté
set that no work period must be defined on a period having
a demand of zero. This restriction is handled differently in
Côté et al. (2011) by generating all variables and forcing
those covering periods with no demand to take null values.
The number of such explicit shifts ranges between 405 and
730,488,422. Hence, the complexity of the instances in the
Côté set is comparable to the complexity of the instances in
the Dahmen set.
To adapt our implicit model to the Côté set, we enumerate
all break patterns: ‘r ’, ‘rrl’, ‘rlr ’ and ‘lrr ’, where ‘r ’ and
‘l’ are the 15-min rest and the lunch breaks, respectively. A
transportation problem is defined for each break pattern in
which the middle break splits the shift into pre- and post-
break profiles. Table 11, in Appendix, reports the average
number of variables, constraints and constraint-matrix den-
sity for each model. It appears from Table 11 that model G
requires less variables than model P for instances where the
number of activities exceeds four. For all instances, however,
the number of constraints in model P is lower than in model
G, but its density is always larger.
Model G produced optimal or 1%-optimal solutions on
all the 100 instances within the time limit of 1 h. Model
P was unable to do so on 36 of these instances. Table 6
displays the number of instances that were solved to opti-
mality or within 1% of optimality by both models within
1 h and the average CPU time needed by each model (under
the columns “P, G 1%-Opt.”). A cell in bold implies that
the corresponding model requires less CPU time on average.
Table 6 also gives information on the instances for which
model P failed to identify optimal or 1%-optimal solutions
(under the columns G 1%-Opt. & P Fea.). It reports the CPU
time needed by model G to find the optimal or 1%-optimal
solutions and the CPLEX gap associated with the feasible
solutions obtained with model P.
One can observe from Table 6 that model G clearly out-
performs model P on 49 instances among those solved
to optimality or within 1% of optimality by both models.

123

Indeed, the difference in computing times is less than 1 min
for 20 instances, and exceeds 5 min for 19 instances and
30 min for eight instances. Model P requires less time for 15
instances, but the difference in CPU times is always lower
than 1 min. Model P was unable to identify optimal or 1%-
optimal solutions within the 1-h time limit for 36 instances.
The quality of feasible solutions output by model P is rel-
atively poor with a CPLEX gap ranging from 5.39% to
19.74%.
In conclusion, both implicit models have their strengths
and weaknesses and are more or less efficient for some
scheduling environments. On the one hand, the forward–
backward-based model does not perform very well when the
number of pre- and post-break profiles is relatively large.
This may happen, for example, when there are no restric-
tions on activity lengths (as for the Côté set). On the other
hand, the grammar-based model shows bad performances
when complex rules governing pre- and post-break profiles
definition must be handled, that is, when additional rules on
the sequences defining the admissible words of the grammar
must be considered (as for the Dahmen set with restrictions).
7 Conclusion
This paper proposes an implicit formulation to model com-
plex multi-activity shift scheduling problems using adapted
forward and backward constraints. Our experimental results
show that the proposed model could solve problems includ-
ing up to 2,970 millions of explicit shifts within reasonable
times.
The proposed implicit model is flexible and can easily han-
dle complex constraints on activity assignment. We consider
a new scheduling constraint where the number of differ-
ent activities worked at pre-break and post-break profiles
must be limited, and study the impact of such restrictions
on workforce cost and on the computational performance
of our model. The results show that these restrictions are in
general beneficial at all levels.
Our implicit model is compared to the grammar-based
model of Côté et al. (2011) for two large sets of instances:
(1) the instances we generate in this paper that better
fit the scheduling environment for which our model was
proposed and (2) the instances considered by Côté et al.
(2011) to which their grammar-based model was applied.
The results show that our implicit model outperforms the
model of Côté et al. (2011) on our set of instances in
terms of computing times, number of instances for which
optimal and 1%-optimal solutions are obtained within 1 h,
and quality of the feasible solutions when the CPLEX
gap is greater than 1%. Our results show that the perfor-
mance of the grammar-based model of Côté et al. (2011)
is much worse when our new scheduling constraint on
123
J Sched
the number of activities assigned to pre- and post-break
profiles is considered. However, the model of Côté et al.
(2011) clearly outperforms our model for the Côté set of
instances.
A limitation of our model is the exhaustive enumeration
of all possible pre-break and post-break profiles. However,
such an exhaustive enumeration has the advantage of eas-
ily handling a number of complex rules that may govern the
profiles admissibility. Some of these rules may even limit
the number of decision variables, thus accelerating the prob-
lem resolution. One can, for example, impose a maximum
cumulative duration in performing a specific activity before
or after the lunch break. This can be straightforwardly han-
dled by our model, but not by the grammar-based one. As
opposed to the grammar-based model of Côté et al. (2011),
our model can also easily support complex cost structures
where the unit labour cost per period is a step function of the
cumulative number of periods (not necessarily consecutive
periods) spent in performing an activity before or after the
lunch break . This can be the case for a strenuous activity
where the longer an employee performs the activity without
taking a break, the higher is its cost.
Finally, our proposed model could be used to solve
multiple-day scheduling problems in discontinuous operat-
ing environments (i.e. environments in which shifts are not
permitted to overlap on two consecutive days). In case of
continuous environments, one could adapt the heuristic solu-
tion approach proposed by Rekik et al. (2008) and divide the
planning horizon into time windows such that the scheduling
problem associated with each time window can be solved by
the proposed implicit model in relatively short computing
times.
Acknowledgements This work was supported by the Fonds de
Recherche Nature et Technologie du Québec (FRNTQ) through its new
researchers start-up grant. This support is gratefully acknowledged. The
authors thank Louis Martin Rousseau, Marie-Claude Côté and Maria
Isabel Restrepo for providing their benchmark and their source code,
thus allowing a comparison with their grammar-based approach.
Appendix A: The grammar used to adapt the Côté
et al. (2011) model to instances in the Dahmen set
All the grammars used are presented in accordance with the
notations adopted by Côté et al. (2011). For clarity, they
are not stated in Chomsky normal form. For each produc-
tion P,‘→ S,[min,max] ’ restricts the subsequences generated to
have a position belonging to the set of periods S and a span
between min and max periods. When S or [min, max] are
not specified for a production, there are no restrictions on
its position or span, respectively. The grammar used for the
Dahmen set with no restrictions on the number of activities,
denoted G, is defined as follows:
J Sched

G = ( = ((a j ) j∈J ={1,2,...,|A|} , b, r ), ∀t ∈ T, ∀ j, k ∈ J : j = k

N = (S, R, (Q t , Pt , Wt , Bt )t∈T , (J j , T j , A j ) j∈J , P, S) Pt →[L AM min ,L AM max ] J j T j,k
t t
∀t ∈ T, ∀ j, k ∈ J : j = k Wt →[L P M min ,L P M max ] J j T j,k
t t
S →{0},[96,96] R Q t |Q t R|R Q t R
T j,k → Jk Tk, j |Jk .
Q t → St ,[L min ,L max ] Pt Bt Wt
t t

Bt → b L Bt , R → Rr |r
Pt →[L AM min ,L AM max ] J j T j ,Wt →[L P M min ,L P M max ] J j T j Appendix B: Additional results for Section 6
t t t t

Pt →[L AM min ,L AM max ] J j , Wt →[L P M min ,L P M max ] J j

a j ,t a j ,t a j ,t a j ,t

J j →[L amin ,L amax ] A j , T j → Jk Tk |Jk , A j → A j a j |a j ,

Table 7 Average, minimum and maximum number of explicit shifts
where L AMamin
j ,t
= max{L AMtmin , L amin
j
} for the generated instances

L AMamax
j ,t
= min{L AMtmax , L amax
j
} Data Set “Per.|A|” Av. Min. Max.

L P Mamin
j ,t
= max{L P Mtmin , L amin
j
} 60.3 18,495 1408 63,384
60.6 1,627,399 46,656 5,468,544
L P Mamax
j ,t
= min{L P Mtmax , L amax
j
}.
60.9 28,210,776 497,664 93,479,832
When restrictions on the number of activities are consid- 30.3 122,518 6896 420,192
ered (that is, N Aam , N A pm = 2), some of the productions 30.6 10,022,877 246,784 33,454,656
above defining G are changed as follows: 30.9 149,751,558 2,650,608 493,623,072
15.3 1,547,392 56,096 5,276,736
G = ( = ((a j ) j∈J ={1,2,...,|A|} , b, r ), N = (S, R,
r 15.6 137,174,576 2,519,296 454,798,464
(Q t , Pt , Wt , Bt )t∈T , (J j , A j ) j∈J , (T j,k ) j,k∈J : j=k , P, S) 15.9 1,876,731,120 29,770,272 6,156,755,136

123
 J Sched

Table 8 Number of variables

Subset Data set “Per.|A|”
and constraints of model G for
the Dahmen set with no “Flex.|T |.Vs ” 60.3 60.6 60.9 30.3 30.6 30.9 15.3 15.6 15.9
restrictions on the number of
activities Number of variables
1.1.3 1494 3383 5950 5372 11,747 19,961 21,140 47,359 79,013
1.1.2 1697 3792 6577 5881 12,783 21,516 23,050 51,116 84,394
1.1.1 2086 4535 7706 7144 15,175 24,990 28,378 61,217 98,536
1.2.3 2021 4342 7311 7742 16,375 26,542 31,448 68,988 109,528
1.2.2 2445 5164 8522 8664 18,096 28,965 35,222 76,069 119,300
1.2.1 3140 6421 10,326 11,022 22,382 34,938 45,718 95,403 145,648
2.1.3 2182 5759 11,236 8411 21,231 40,481 37,209 92,399 173,921
2.1.2 2482 6372 12,256 9283 22,969 43,329 40,626 98,760 183,796
2.1.1 3034 7459 14,024 11,223 26,559 48,867 49,540 114,505 207,094
2.2.3 2924 7072 13,158 12,308 28,269 50,854 56,828 127,746 225,394
2.2.2 3546 8258 15,002 13,802 30,938 54,840 63,337 139,095 242,003
2.2.1 4528 10,029 17,670 17,450 37,288 64,098 80,982 169,055 284,752
Number of constraints
1.1.3 1217 1982 2709 4223 6679 8991 15,463 24,117 32,182
1.1.2 1325 2124 2881 4466 6970 9329 16,071 24,781 32,917
1.1.1 1508 2335 3127 4961 7566 10,035 17,557 26,544 34,995
1.2.3 1470 2245 2983 5339 7837 10,197 19,711 28,445 36,616
1.2.2 1663 2464 3227 5718 8248 10,639 20,744 29,538 37,778
1.2.1 1953 2780 3572 6505 9110 11,579 23,149 32,136 40,587
2.1.3 1373 2218 3063 4851 7647 10,443 18,049 28,111 38,173
2.1.2 1490 2370 3250 5114 7976 10,838 18,687 28,865 39,043
2.1.1 1670 2589 3508 5606 8584 11,562 20,131 30,620 41,109
2.2.3 1625 2481 3337 5964 8811 11,658 22,261 32,419 42,577
2.2.2 1824 2710 3596 6356 9246 12,136 23,316 33,574 43,832
2.2.1 2115 3034 3953 7150 10,128 13,106 25,723 36,212 46,701
A cell appears in bold when model G needs less variables or constraints than model P

Table 9 Computational
Subset Data set “Per.|A|”
performance of models P and G
for the instances in Dahmen set “Flex.|T |.Vs ” 60.3 60.6 60.9 30.3 30.6 30.9 15.3 15.6 15.9
with no restrictions solved to
optimality within an hour Average solution time for model P (in seconds)
1.1.3 0.45 0.66 0.71 0.55 1.41 2.13 1.90 20.81 253.59
1.1.2 0.39 1.02 0.99 0.45 0.99 4.84 1.36 24.88 118.91
1.1.1 0.46 0.65 1.71 0.56 1.37 4.98 3.69 42.37 118.58
1.2.3 0.59 0.77 1.31 0.69 2.70 9.48 5.70 261.56 311.91
1.2.2 0.56 0.72 1.63 0.73 1.93 5.19 6.50 690.93 1085.51 (4)
1.2.1 0.76 0.92 1.92 0.72 2.74 7.45 6.59 100.89 470.33
2.1.3 0.48 1.17 2.81 1.03 10.50 196.41 6.82 218.77 (4) 2186.72 (2)
2.1.2 0.76 1.27 3.91 0.75 4.50 51.98 9.58 230.49 (4) 3682.39 (1)
2.1.1 1.05 1.59 11.95 0.89 9.69 365.76 11.52 645.00 –
2.2.3 1.63 1.57 14.75 1.42 116.12 862.72 14.95 1383.20 –
2.2.2 0.57 2.37 7.12 1.00 7.18 200.68 156.29 2394.46 (2) –
2.2.1 0.63 2.57 89.15 1.30 11.99 928.20 246.58 1983.99 (4) –
Average solution time for model G (in seconds)
1.1.3 1.22 1.32 1.94 1.80 2.15 4.66 3.73 35.11 184.23
1.1.2 0.77 0.90 1.96 0.73 2.62 5.18 3.44 52.27 139.35

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Table 9 continued
Subset Data set “Per.|A|”
“Flex.|T |.Vs ” 60.3 60.6 60.9 30.3 30.6 30.9 15.3 15.6 15.9

1.1.1 1.19 1.66 1.77 1.31 3.01 6.39 4.62 88.53 204.84
1.2.3 1.01 2.02 1.60 1.94 4.88 7.51 5.69 89.35 235.28
1.2.2 1.27 2.03 2.48 1.50 3.25 5.06 6.13 547.62 1610.00 (4)
1.2.1 1.62 2.67 2.30 2.11 4.36 6.07 6.67 219.05 822.42
2.1.3 0.91 1.89 1.55 1.89 5.27 20.36 6.89 1398.83 (4) 3049.09 (2)
2.1.2 0.75 1.65 2.10 2.28 5.37 13.48 19.36 573.66 (4) 3150.16 (1)
2.1.1 1.28 1.76 3.13 2.38 6.47 9.44 31.53 626.52 –
2.2.3 1.56 1.94 2.25 2.27 23.00 73.56 27.58 1375.61 –
2.2.2 1.35 2.09 2.78 2.56 4.43 6.51 135.70 2402.22 (2) –
2.2.1 1.90 2.41 3.04 2.60 5.66 7.75 176.94 1931.17 (4) –
Table 9 reports the average solution times in seconds for the instances that were solved to optimality by models
P and G within 1 h. These averages are computed over the five instances of each data subset. When not all
the five instances of a data subset are solved to optimality, we report in parentheses the number of instances
solved
A cell appearing in bold implies that the corresponding model requires less CPU time than the other

Table 10 Computational
Subset Data set “Per.|A|”
performance of models P r and
G r for the instances in Dahmen “Flex.|T |.Vs ” 60.3 60.6 60.9 30.3 30.6 30.9 15.3 15.6 15.9
set solved to optimality by both
models within an hour Average CPU for forward–backward-based model P r (seconds)
1.1.3 0.39 0.63 0.70 0.49 1.48 1.80 1.65 40.44 54.16
1.1.2 0.40 0.68 0.76 0.45 0.90 1.83 1.28 41.31 196.65
1.1.1 0.40 0.71 0.95 0.55 1.19 4.20 2.66 29.45 104.60
1.2.3 0.46 0.77 1.32 0.77 2.37 6.31 3.96 220.35 417.93
1.2.2 0.47 0.80 1.31 0.67 1.60 2.69 4.90 753.28 761.47 (2)
1.2.1 0.61 0.83 1.39 0.71 1.68 4.39 4.85 61.62 273.69
2.1.3 0.38 0.65 1.06 0.89 2.45 27.26 4.17 82.92 (4) –
2.1.2 0.59 0.74 2.04 0.72 3.58 21.20 5.38 262.80 –
2.1.1 0.63 1.32 2.15 0.99 6.50 39.66 9.77 253.21 (2) –
2.2.3 0.76 1.15 1.74 1.26 7.34 141.06 20.54 542.38 (2) –
2.2.2 0.52 1.24 1.94 1.24 2.88 31.95 119.54 – –
2.2.1 0.57 1.84 7.81 1.69 4.54 18.36 55.05 1461.49 (3) –
Average CPU for grammar-based model Gr (seconds)
1.1.3 0.44 0.61 0.65 0.54 1.53 2.57 1.91 56.32 469.22
1.1.2 0.38 0.56 0.71 0.48 1.59 2.95 1.98 32.76 448.58
1.1.1 0.41 1.01 1.05 0.58 1.75 4.56 2.59 101.77 585.35
1.2.3 0.43 0.96 1.38 0.72 2.33 4.55 2.90 62.91 464.28
1.2.2 0.48 0.74 1.16 0.65 2.14 3.79 3.89 853.70 1974.07 (2)
1.2.1 0.48 1.02 1.38 0.81 2.70 4.98 3.89 138.46 1020.89
2.1.3 0.48 0.84 1.30 0.94 3.96 43.64 7.95 760.05 (4) –
2.1.2 0.45 0.85 1.43 0.95 4.15 53.71 5.70 1774.39 –
2.1.1 0.76 1.29 4.80 1.26 12.53 74.25 11.86 2068.55 (2) –
2.2.3 0.71 1.23 1.99 1.39 77.93 336.52 69.56 1198.47 (2) –
2.2.2 0.68 1.33 2.80 1.19 5.29 120.17 160.81 – –
2.2.1 0.55 1.48 4.15 1.65 6.78 26.88 201.08 3076.69 (3) –
Table 10 reports the average solution times in seconds for the instances that were solved to optimality by
models P r and G r within 1 h. These averages are computed over the five instances of each data subset. When
not all the five instances of a data subset are solved to optimality, we report in parentheses the number of
instances solved

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Table 11 Model size of P and

|A| Number of variables Number of constraints Density (%)
G for the Côté set
Model P Model G Model P Model G Model P Model G

1 5906 68,200 737 16,277 2.29 0.02

2 18,997 71,465 1074 18,131 1.70 0.02
3 48,888 74,734 1501 19,987 1.28 0.01
4 88,743 78,013 1702 21,845 1.09 0.01
5 171,973 81,300 2020 23,707 0.95 0.01
6 270,636 84,591 2271 25,569 0.85 0.01
7 413,536 87,898 2410 27,437 0.81 0.01
8 460,445 91,148 2418 29,286 0.80 0.01
9 542,106 94,387 2453 31,132 0.78 0.01
10 769,382 97,712 2738 33,006 0.71 0.01
A cell appearing in bold implies that the corresponding model requires less variables and constraints or has a
lower density than the other

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