This research investigates an integrated problem of construction scheduling and resource allocation. Inspired by complex construction practices, multi-time scale resources are considered for different length of terms, such as permanent staff and temporary workers. Differing from the common stochastic optimization problems, the resource price is supposed to be an uncertain parameter of which probability distribution is unknown, but observed data is given. Hence, the problem here is called Data-Driven Construction Scheduling and Multiscale Resource Allocation Problem (DD-CS&MRAP). Based on likelihood robust optimization, a multiobjective programming is developed where project completion time and expected resource cost are minimized simultaneously. To solve the problem efficiently, a double-layer metaheuristic comprised of Multiple Objective Particle Swarm Optimization (MOPSO) and interior point method named MOPSO-interior point algorithm is designed. The new solution presentation scheme and decoding process are developed. Finally, a construction case is used to validate the proposed method. The experimental results indicate that the MOPSO-interior point algorithm can reduce resource cost and improve the efficiency of resource utilization.