multi-stage robust optimization

Hospital-wide Inpatient Flow Optimization

  • Dimitris Bertsimas
  • Jean Pauphilet
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , ,

    To improve quality and delivery of care, operations need to be coordinated and optimized across all services in real-time. We propose a multi-stage adaptive robust optimization approach combined with machine learning techniques to achieve this goal. Informed by data and predictions, our framework unifies the bed assignment process across the entire hospital and accounts for … Read more

    A constraint sampling approach for multi-stage robust optimization

  • Daniel Kuhn
  • Berc Rustem
  • Phebe Vayanos
    • Categories Robust Optimization Tags , , ,

    We propose a tractable approximation scheme for convex (not necessarily linear) multi-stage robust optimization problems. We approximate the adaptive decisions by finite linear combinations of prescribed basis functions and demonstrate how one can optimize over these decision rules at low computational cost through constraint randomization. We obtain a-priori probabilistic guarantees on the feasibility properties of … Read more