$schedule= new WP_Query( array( 'post_type' => 'schedule' ) );
if( $schedule->have_posts() ) {
    while ($schedule->have_posts()) {
        $schedule->the_post();
        the_title( '<h1>', '</h1>' );
        $temp_post = $post;
        $workshops = new WP_Query( array('post_type' => 'workshop') );
        if( $workshop->have_posts() ) {
            echo '<ul>';
            while($workshops->have_posts()) {
                $workshops->the_post();
                the_title( '<li>', '</li>' );
            }
            echo '</ul>';
        }
        $post = $temp_post;
    }
}