With regard to the multi-machine scheduling problem with multi-time windows for minimizing the cost,how to solve the question quickly and effectively remains to be a hard problem in combination optimization research field. Firstly two models were established to describe the simplified questions during the study of optimization,including an integer programming(IP)model and a constraint programming (CP) model. By discussing the defects of the IP model and CP model,a new hybrid IP-CP model was constructed. In addition,a heuristic algorithm was applied to solve the hybrid IP-CP model. Result of the tests indicate that the hybrid IP-CP model and heuristic algorithm developed are proved to be feasible and effective for the multi-machine scheduling problem with multi-time windows,especially for the large-scale scheduling problem.