L-shaped Algorithm

Data-driven Policies For Two-stage Stochastic Linear Programs

  • Chhavi Sharma
  • Harsha Gangammanavar
    • Categories Linear Programming, Optimization in Data Science, Stochastic Programming Tags , , ,

    A stochastic program typically involves several parameters, including deterministic first-stage parameters and stochastic second-stage elements that serve as input data. These programs are re-solved whenever any input parameter changes. However, in practical applications, quick decision-making is necessary, and solving a stochastic program from scratch for every change in input data can be computationally costly. This … Read more

    A Two-stage Stochastic Programming Approach for CRNA Scheduling with Handovers

  • Ankit Bansal
  • Osman Y. Ozaltin
    • Categories (Mixed) Integer Linear Programming, Scheduling, Stochastic Programming Tags , , ,

    We present a two-stage stochastic integer program for assigning Certified Registered Nurse Anesthetists (CRNAs) to Operating Rooms (ORs) under surgery duration uncertainty. The proposed model captures the trade-offs between CRNA staffing levels, CRNA handovers and under-staffing in the ORs. Since the stochastic program includes binary variables in both stages, we present an Integer L-shaped Algorithm … Read more