We consider the classical problem of scheduling parallel unrelated machines. Each job is to be processed by exactly one machine. Processing job j on machine i requires time pij . The goal is to find a schedule that minimizes the p norm. Previous work showed a 2-approximation algorithm for the problem with respect to the โ norm. For any fixed p norm the previously known approximation algorithm has a performance of ฮธ(p). We provide a 2-approximation algorithm for any fixed p norm (p > 1). This algorithm uses convex programming relaxation. We also give a โ 2approximation algorithm for the 2 norm. This algorithm relies on convex quadratic programming relaxation. To the best of our knowledge, this is the first time that general convex programming techniques (apart from SDPs and CQPs) are used in the area of scheduling. We show for any given p norm a PTAS for any fixed number of machines. We also consider the multidimensional generalization of the problem in which the jobs are d-dimensional. Here the goal is to minimize the p norm of the generalized load vector, which is a matrix where the rows represent the machines and the columns represent the jobs dimension. For this problem we give a (d+1)-approximation algorithm for any fixed p norm (p > 1).