appointment scheduling

Exploiting Partial Correlations in Distributionally Robust Optimization

  • Karthyek Murthy
  • Karthik Natarajan
  • Divya Padmanabhan
    • Categories Polyhedra, Robust Optimization, Semi-definite Programming Tags , , ,

    In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming only the knowledge of the mean and the covariance matrix entries restricted to block-diagonal patterns, we develop a reduced semidefinite programming formulation, … Read more

    Analysis of Models for the Stochastic Outpatient Procedure Scheduling Problem

  • Amy Cohn
  • Marina A. Epelman
  • Karmel S. Shehadeh
    • Categories (Mixed) Integer Linear Programming, Scheduling, Stochastic Programming Tags , , , ,

    In this paper, we present a new stochastic mixed-integer linear programming model for the Stochastic Outpatient Procedure Scheduling Problem (SOPSP). In this problem, we schedule a day’s worth of procedures for a single provider, where each procedure has a known type and associated probability distribution of random duration. Our objective is to minimize the expectation … Read more