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This paper considers the on-line scheduling of a single machine in which jobs arrive over time, and preemption is not allowed. The goal is to minimize the total weighted completion time. We show that a simple modification of the shortest weighted processing time rule has a competitive ratio of 2. This result is established using a new proof technique which does not rely explicitly on a lower bound on the optimal objective function value. Since it is known that no on-line algorithm can have a competitive ratio of less than 2, we have resolved the open issue of determining the minimum competitive ratio for this problem.
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Anderson et al. (2002) studied this question.