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The Surgical Patient Routing Problem: A Central Planner Approach

INFORMS JOURNAL ON COMPUTING 2016年第4期28卷 657-673页

作者： Nemati, Sepehr Shylo, Oleg V. Prokopyev, Oleg A. Schaefer, Andrew J. Univ Western Ontario Ivey Business Sch London ON N6G 0N1 Canada Univ Tennessee Dept Ind & Syst Engn Knoxville TN 37996 USA Univ Pittsburgh Dept Ind Engn Pittsburgh PA 15261 USA Rice Univ Dept Computat & Appl Math Houston TX 77005 USA

Many patients face difficulties when accessing medical facilities, particularly in rural areas. To alleviate these concerns, medical centers may offer transportation to eligible patients. However, the operation of such services is typically not tightly coordinated with the scheduling of medical appointments. Motivated by our collaborations with the U.S. Veterans Health Administration, we propose an integrated approach that simultaneously considers patient routing and operating room scheduling decisions. We model this problem as a mixed-integer program. Unfortunately, realistically sized instances of this problem are intractable, so we focus on a special case of the problem that captures the needs of low-volume (e.g., rural) hospitals. We establish structural properties that are exploited to develop a branch-and-price algorithm, which greatly outperforms a commercial solver on the original formulation. We discuss several algorithmic strategies to improve the overall solution efficiency. We evaluate the performance of the proposed approach through an extensive computational study calibrated with clinical data. Our results demonstrate that there exist opportunities for healthcare providers to significantly improve the quality of their services by integrating scheduling and routing decisions.

关键词： operation room scheduling outpatient elective surgeries mixed-integer programming branch and price vehicle routing

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Combining spatiotemporal corridor design for reindeer migration with harvest scheduling in Northern Sweden

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SCANDINAVIAN JOURNAL OF FOREST RESEARCH 2016年第7期31卷 655-663页

作者： St John, Rachel Ohman, Karin Toth, Sandor F. Sandstrom, Per Korosuo, Anu Eriksson, Ljusk Ola Univ Washington Ind & Syst Engn Seattle WA 98195 USA Swedish Univ Agr Sci Dept Forest Resource Management Umea Sweden Univ Washington Sch Environm & Forest Sci Seattle WA 98195 USA Int Inst Appl Syst Anal Ecosyst Serv & Management Program Laxenburg Austria

Reindeer husbandry and commercial forestry seek to co-exist in the forests of Northern Sweden. As interwoven as the two industries are, conflicts have arisen. Forest practices have reduced the distribution of lichen, the main winter diet for reindeer. Forest practices have also increased forest density, compromising the animals' ability to pass through forested areas on their migration routes. In an attempt to reduce impacts on reindeer husbandry, we present a spatially explicit harvest scheduling model that includes reindeer corridors with user-defined spatial characteristics. We illustrate the model in a case study and explore the relationship between timber revenues and the selection and maintenance of reindeer corridors. The corridors are not only to include sufficient lichen habitat, but they are also supposed to ensure access for reindeer by connecting lichen areas with linkages that allow unobstructed travel. Since harvest scheduling occurs over a planning horizon, the spatial configuration of corridors can change from one time period to the next in order to accommodate harvesting activities. Our results suggest that maintaining reindeer corridors in harvest scheduling can be done at minimal cost. Also, we conclude that including corridor constraints in the harvest scheduling model is critical to guarantee connectivity of reindeer pastures.

关键词： mixed-integer programming forest management wildlife conservation reindeer husbandry spatial optimization

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Optimization of a refinery scheduling process with column generation and a quantum annealer

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OPTIMIZATION AND ENGINEERING 2022年第3期23卷 1471-1488页

作者： Ossorio-Castillo, J. Pena-Brage, F. Inst Tecnolox Matemat Ind ITMATI Santiago De Compostela Spain Univ Santiago de Compostela Santiago De Compostela Spain

This study focuses on the optimization of a refinery scheduling process with the help of an adiabatic quantum computer, and more concretely one of the quantum annealers developed by D-Wave Systems. We present an algorithm for finding a global optimal solution of a MILP that leans on a solver for QUBO problems, and apply it to various possible cases of refinery scheduling optimization. We analyze the inconveniences found during the whole process, whether due to the heuristic nature of D-Wave or the implications of reducing a MILP to QUBO, and present some experimental results.

关键词： Refinery scheduling Quantum annealing mixed-integer programming Column generation

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Modelling and solving the multiperiod inventory-routing problem with stochastic stationary demand rates

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INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH 2014年第14期52卷 4351-4363页

作者： Rahim, Mohd Kamarul Irwan Abdul Zhong, Yiqing Aghezzaf, El-Houssaine Aouam, Tarik Univ Ghent Dept Ind Management Fac Engn & Architecture B-9000 Ghent Belgium Huaneng Clean Energy Res Inst Beijing Peoples R China Univ Ghent Fac Econ & Business Adm B-9000 Ghent Belgium

The inventory-routing problem (IRP) is a typical logistics optimisation problem that supply chains, implementing vendor managed inventory (VMI), are confronted with. It combines inventory control and vehicle routing. The main objective of the IRP is to jointly determine optimal quantities of the product to be delivered to the retailers, delivery periods and optimal vehicle routes for the shipment of these quantities. This paper considers a multiperiod inventory-routing problem with stochastic stationary demand rates (MP-SIRP). The problem is first formulated as a linear mixed-integer stochastic program for which we propose a deterministic equivalent approximation model (MP-DAIRP(alpha)). This latter model can be decomposed into two well-know subproblems: an inventory allocation subproblem and a vehicle routing subproblem. The stochastic aspect of the demand is accounted for in the inventory allocation subproblem. The vehicle routing subproblem is solved as a deterministic mixed-integer problem. Lagrangian relaxation is used to determine close to optimal feasible solutions for the MP-DAIRP(alpha). Results of the proposed Lagrangian relaxation approach on some numerical examples are reported and thoroughly discussed.

关键词： multiperiod inventory routing stochastic demand rate mixed-integer programming Lagrangian relaxation

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Planning models for parallel batch reactors with sequence-dependent changeovers

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AICHE JOURNAL 2007年第9期53卷 2284-2300页

作者： Erdirik-Dogan, Muge Grossmann, Ignacio E. Carnegie Mellon Univ Dept Chem Engn Pittsburgh PA 15213 USA

In this article we address the production planning of parallel multiproduct batch reactors with sequence-dependent changeovers, a challenging problem that has been motivated by a real-world application of a specialty chemicals business. We propose two production planning models that anticipate the impact of the changeovers in this batch processing problem. The first model is based on underestimating the effects of the changeovers that leads to an MILP problem of moderate size. The second model incorporates sequencing constraints that yield very accurate predictions, but at the expense of a larger MILP problem. To solve large scale problems in terms of number of products and reactors, or length of the time horizon, we propose a decomposition technique based on rolling horizon scheme and also a relaxation of the detailed planning model. Several examples are presented to illustrate the performance of the proposed models. (C) 2007 American Institute of Chemical Engineers.

关键词： planning scheduling batch operations mixed-integer programming

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Direct methods with maximal lower bound for mixed-integer optimal control problems

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MATHEMATICAL programming 2009年第1期118卷 109-149页

作者： Sager, Sebastian Bock, Hans Georg Reinelt, Gerhard Interdisciplinary Ctr Sci Comp INF 368 D-69120 Heidelberg Germany

Many practical optimal control problems include discrete decisions. These may be either time-independent parameters or time-dependent control functions as gears or valves that can only take discrete values at any given time. While great progress has been achieved in the solution of optimization problems involving integer variables, in particular mixed-integer linear programs, as well as in continuous optimal control problems, the combination of the two is yet an open field of research. We consider the question of lower bounds that can be obtained by a relaxation of the integer requirements. For general nonlinear mixed-integer programs such lower bounds typically suffer from a huge integer gap. We convexify (with respect to binary controls) and relax the original problem and prove that the optimal solution of this continuous control problem yields the best lower bound for the nonlinear integer problem. Building on this theoretical result we present a novel algorithm to solve mixed-integer optimal control problems, with a focus on discrete-valued control functions. Our algorithm is based on the direct multiple shooting method, an adaptive refinement of the underlying control discretization grid and tailored heuristic integer methods. Its applicability is shown by a challenging application, the energy optimal control of a subway train with discrete gears and velocity limits.

关键词： Optimal control mixed-integer programming Hybrid systems

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ON MIXING INEQUALITIES: RANK, CLOSURE, AND CUTTING-PLANE PROOFS

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SIAM JOURNAL ON OPTIMIZATION 2009年第2期20卷 1090-1109页

作者： Dash, Sanjeeb Guenluek, Oktay IBM TJ Watson Res Ctr Dept Math Sci Yorktown Hts NY 10598 USA

We study the mixing inequalities that were introduced by Gunluk and Pochet [ Math. Program., 90 (2001), pp. 429-457]. We show that a mixing inequality which mixes n MIR inequalities has MIR rank at most n if it is a type I mixing inequality and at most n - 1 if it is a type II mixing inequality. We also show that these bounds are tight for n = 2. Given a mixed-integer set P(I) = P boolean AND Z(I), where P is a polyhedron and Z(I) = {x is an element of R(n) : x(i) is an element of Z for all(i) is an element of I}, we define mixing inequalities for PI. We show that the elementary mixing closure of P with respect to I can be described using a bounded number of mixing inequalities, each of which has a bounded number of terms. This implies that the elementary mixing closure of P is a polyhedron. Finally, we show that any mixing inequality can be derived via a polynomial length MIR cutting-plane proof. Combined with results of Dash [On the complexity of cutting plane proofs using split cuts, IBM Research Report RC 24082, Oct. 2006] and Pudlak [J. Symbolic Logic, 62 (1997), pp. 981-998], this implies that there are valid inequalities for a certain mixed-integer set that cannot be obtained via a polynomial-size mixing cutting-plane proof.

关键词： mixed-integer programming

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A periodic re-planning approach for demand-driven wood remanufacturing industry: a real-scale application

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INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH 2014年第14期52卷 4198-4215页

作者： Rafiei, Rezvan Nourelfath, Mustapha Gaudreault, Jonathan Santa-Eulalia, Luis Antonio Bouchard, Mathieu Univ Laval Dept Mech Engn Quebec City PQ Canada VCO Value Chain Optimizat Network Quebec City PQ Canada Interuniv Res Ctr Enterprise Networks Logist & Tr Quebec City PQ Canada FORAC Res Consortium Quebec City PQ Canada Univ Laval Dept Comp Sci & Software Engn Quebec City PQ Canada Univ Sherbrooke Fac Adm Dept Syst Informat & Methodes Quantitat Gest Sherbrooke PQ J1K 2R1 Canada

This article develops an experimental platform to select production planning policy in demand-driven wood remanufacturing industry. This industry is characterised by divergent co-production, alternative processes, a make-to-order philosophy and short order cycle times. Under such complex characteristics, the selection of an efficient production plan is a complex task. Previous work has failed to address all the industrial characteristics encountered in wood remanufacturing mills. After defining key performance indicators (KPIs) to measure the production plan efficiency, our methodology uses a periodic re-planning strategy based on a rolling horizon. Then, mixed-integer programming models are formulated leading to different planning approaches. Finally, the resulting decision framework is experimented to prescribe the best planning policy based on the selected KPI. Each production planning is characterised by its planning approach and factors related to the re-planning interval and the planning horizon length. Simulations are conducted using multiple best subset selections combined with an experimental design approach. Using industrial data from a wood remanufacturing mill in Eastern Canada, results indicate that the manufacturing mill should use a planning approach that minimises cost, while utilising the full system capacity. Results also quantify the benefit of using lower re-planning intervals and higher planning horizons.

关键词： re-planning uncertain demand co-production wood remanufacturing industry mixed-integer programming simulation

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Flexibility analysis of process supply chain networks

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COMPUTERS & CHEMICAL ENGINEERING 2016年 84卷 409-421页

作者： Wang, Han Mastragostino, Richard Swartz, Christopher L. E. McMaster Univ Dept Chem Engn Hamilton ON L8S 4L7 Canada

One of the key fundamentals for organizations to remain competitive in the present economic climate is to effectively manage their supply chains under uncertainty. The notion of supply chain flexibility attempts to characterize the ability of a supply chain to perform satisfactorily in the face of uncertainty. However, limited quantitative analysis is available. In this work, we utilize a flexibility analysis framework developed within the context of process operations and design to characterize supply chain flexibility. This framework also provides a quantitative mapping to various types of flexibility discussed in the operations research and management science literature. Two case studies are included to illustrate the application of this framework for analyzing the flexibility of existing supply chain processes, as well as utilizing it in supply chain design. (C) 2015 Elsevier Ltd. All rights reserved.

关键词： Supply chain Flexibility analysis mixed-integer programming Flexibility index

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Cost-based feature selection for Support Vector Machines: An application in credit scoring

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2017年第2期261卷 656-665页

作者： Maldonado, Sebastian Perez, Juan Bravo, Cristian Univ Los Andes Fac Ingn & Ciencias Aplicadas Monsenor Alvaro del Portillo 12455 Santiago Chile Univ Southampton Dept Decis Analyt & Risk Southampton Business Sch Univ Rd Southampton SO17 1BJ Hants England

In this work we propose two formulations based on Support Vector Machines for simultaneous classification and feature selection that explicitly incorporate attribute acquisition costs. This is a challenging task for two main reasons: the estimation of the acquisition costs is not straightforward and may depend on multivariate factors, and the inter-dependence between variables must be taken into account for the modelling process since companies usually acquire groups of related variables rather than acquiring them individually. mixed-integer linear programming models are proposed for constructing classifiers that constrain acquisition costs while classifying adequately. Experimental results using credit scoring datasets demonstrate the effectiveness of our methods in terms of predictive performance at a low cost compared to well-known feature selection approaches. (C) 2017 Elsevier B.V. All rights reserved.

关键词： Analytics Feature selection Support Vector Machines mixed-integer programming Credit scoring

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