Integer Programming Approaches for Appointment Scheduling with Random No-Shows and Service Durations Siqian Shen Department of Industrial and Operations Engineering University of Michigan joint work with Ruiwei Jiang and Yiling Zhang (PhD student) (Supported by NSF CMMI-1555983) 1/36

Outline Introduction 1 DR Modeling and Optimization 2 Risk Measures and Support of No-shows DR Modeling and Reformulations A Less Conservative DR Approach 3 A Less Conservative D q MILP and Valid Ineq. for D ( K ) q Computational Results 4 Conclusions 5 2/36

Outline Introduction 1 DR Modeling and Optimization 2 Risk Measures and Support of No-shows DR Modeling and Reformulations A Less Conservative DR Approach 3 A Less Conservative D q MILP and Valid Ineq. for D ( K ) q Computational Results 4 Conclusions 5 3/36

Problem: Appointment Scheduling on a Single Server Decisions: Arrival time for each appt. i = 1 , . . . , n in this order. Examples: outpatient care/sugeries, cloud computing platforms. Uncertainty: server processing time (continuous). no-shows (0-1). Scenarios: an appt. gets delayed ⇒ appt. waiting time. an appt. finishes early ⇒ server idle time. the last appt. cannot finish before the server’s time limit ⇒ overtime. 4/36

Appointment Scheduling Illustration Objective: ↓ appointments’ waiting time + server’s idle time and overtime. 5/36

Literature Review Under random service durations: Denton and Gupta (2003), Gupta and Denton (2008), Pinedo (2012), ... Near-optimal scheduling policy: Mittal et al. (2014), Begen and Queyranne (2011), Begen et al. (2012), Ge et al. (2013), ... Under random no-shows (mainly heuristics and approx. algorithms): Muthuraman and Lawley (2008), Zeng et al. (2010), Cayirli et al. (2012), Lin et al. (2011), Luo et al. (2012), LaGanga and Lawrence (2012), Zacharias and Pinedo (2014), ... Distributionally Robust (DR) appointment scheduling: ◮ Distributional ambiguity; lack of reliable data. ◮ Kong et al. (2014): cross moments (mean & covariance) of service durations. ◮ Mak et al. (2015): marginal moments of service durations. 6/36

Research Outline Ambiguous no-shows & service durations. Ambiguity set based on the means & supports of no-shows and service durations. Flexible in risk preferences: ◮ Risk-neutral: Expectation of waiting, idleness, and overtime. ◮ Risk-averse: CVaR of waiting, idleness, and overtime. ◮ Incorporated as objective and/or constraints. ◮ This talk: expectation objective functions. DR models ⇒ equivalent MINLP reformulations ⇒ MILP ◮ Integer programming approaches help handle 0-1 no-shows and accelerate computation. ◮ Important special cases: MILP ⇔ LP (deriving the convex hulls). 7/36

Outline Introduction 1 DR Modeling and Optimization 2 Risk Measures and Support of No-shows DR Modeling and Reformulations A Less Conservative DR Approach 3 A Less Conservative D q MILP and Valid Ineq. for D ( K ) q Computational Results 4 Conclusions 5 8/36

Notation Parameters: { 1 , . . . , n } the set of appointments to schedule T the server’s operating time limit c w i , c u i , c o unit penalty of waiting, idleness, and overtime s i ∈ R + random service duration of appointment i q i ∈ { 0 , 1 } show ( q i = 1) or no-show ( q i = 0) of appointment i Decision Variables: x i scheduled time between appointments i and i + 1, ∀ i = 1 , . . . , n − 1 (That is, appt. 1 arrives at time 0; appt. 2 arrives at x 1 ; appt. 3 arrives at x 1 + x 2 ,...) w i waiting time of appointment i W server overtime u i server idle time after finishing appointment i 9/36

Computing Waiting, Idleness, Overtime For decision x , we consider a feasible region: � n � � X := x : x i ≥ 0 , ∀ i = 1 , . . . , n , x i = T i Given x ∈ X and realizations of parameter ( q , s ), n � Q ( x , q , s ) := min ( c w i w i + c u i u i ) + c o W w , u , W i =1 s.t. w i − u i − 1 = q i − 1 s i − 1 + w i − 1 − x i − 1 ∀ i = 2 , . . . , n n − 1 � W − u n = q n s n + w n + x i − T i =1 w i ≥ 0 , w 1 = 0 , u i ≥ 0 , W ≥ 0 ∀ i = 1 , . . . , n . Valid if c u i +1 − c u i ≤ c w i +1 (work conserving; Ge et al. (2013)). 10/36

Ambiguity Set DR appointment scheduling model: min sup E P q , s [ Q ( x , q , s )]. x ∈ X P q , s ∈F ( D ,µ,ν ) Ambiguity set: � D q × D s d P q , s = 1 � D q × D s s i d P q , s = µ i ∀ i = 1 , . . . , n F ( D , µ, ν ) := P q , s ≥ 0 : , �� n � � i =1 q i d P q , s = ν D q × D s where ◮ µ = [ µ 1 , . . . , µ n ] T : mean service duration E [ s i ] , i = 1 , . . . , n . ◮ ν = E [ � n i =1 q i ]: mean of # show-up appointments. ◮ D = D q × D s : support of ( q , s ) with D q := { 0 , 1 } n , � s ≥ 0 : s L i ≤ s i ≤ s U � D s := i , ∀ i = 1 , . . . , n . 11/36

Reformulations of the DR Model The inner sup E P q , s [ Q ( x , q , s )] is a functional linear program. P q , s ∈F ( D ,µ,ν ) � max Q ( x , q , s ) d P q , s P q , s D q × D s � (P) s.t. s i d P q , s = µ i ∀ i = 1 , . . . , n D q × D s � n � � � q i d P q , s = ν D q × D s i =1 � d P q , s = 1 . D q × D s 12/36

Reformulations of the DR Model By duality theory, problem (P) is equivalent to (D) as follows: � n � n �� � � min µ i ρ i + νγ + max Q ( x , q , s ) − ( ρ i s i + γ q i ) ρ ∈ R n ,γ ∈ R ( q , s ) ∈ D q × D s i =1 i =1 A min-max problem with a (potentially challenging) inner problem. Recall: Q ( x , q , s ) is convex in ( q , s ). � n � � max Q ( x , q , s ) − ( ρ i s i + γ q i ) is in general intractable. ( q , s ) ∈ D q × D s i =1 13/36

Reformulations of the DR Model More specifically, rewrite Q ( x , q , s ) in its dual form: n � Q ( x , q , s ) = max ( q i s i − x i ) y i (1a) y i =1 s.t. y i − 1 − y i ≤ c w ∀ i = 2 , . . . , n (1b) i − y i ≤ c u ∀ i = 1 , . . . , n (1c) i y n ≤ c o , (1d) where (1b)–(1d) form a feasible region Y of y . The inner problem becomes � � n n � � (D ′ ) ( q , s ) ∈ D q × D s max max ( q i s i − x i ) y i − ( ρ i s i + γ q i ) . y ∈ Y i =1 i =1 This is a MINLP. ◮ q i s i y i is a product of one binary and two continuous variables. 14/36

Reformulations of the DR Model Observation: the objective function is decomposable. � n n � � � max y ∈ Y max ( q i s i − x i ) y i − ( ρ i s i + γ q i ) ( q , s ) i =1 i =1 � n n � � � = max ( q i , s i ) { q i s i − x i } y i − max ( ρ i s i + γ q i ) . y ∈ Y i =1 i =1 Y is a well-studied polytope in lot-sizing (Zangwill (1966, 1969), Mak et al. (2015)). ◮ Extreme points of Y can be fully characterized. Key idea from Mak et al. (2015): binary encoding of the extreme points of Y : t kj ∈ { 0 , 1 } , ∀ 1 ≤ k ≤ j ≤ n + 1 ⇔ extreme points of Y 15/36

Reformulations of the DR Model (D’) is equivalent to n +1 n +1 � j � n � � � � max ( q i , s i ) { q i s i − x i } π ij max t kj − ( ρ i s i + γ q i ) t k =1 j = k i = k i =1 i n +1 � � s.t. t kj = 1 ∀ i = 1 , . . . , n + 1 k =1 j = i t kj ∈ { 0 , 1 } , ∀ 1 ≤ k ≤ j ≤ n + 1 . ◮ π ij are constants about c w , c u , c o . ◮ The constraints matrix of t is TU: t kj ∈ { 0 , 1 } can be relaxed! ◮ (D’) can now be solved as a LP. 16/36

Reformulations of the DR Model Proposition The DR model with D q = { 0 , 1 } n is equivalent to the following LP: n +1 n � � min µ i ρ i + νγ + α i x ,ρ,γ,α,β i =1 i =1 j j � � s.t. α i ≥ β ij , ∀ 1 ≤ k ≤ j ≤ n + 1 i = k i = k β ij ≥ − π ij x i − s L i ρ i , ∀ 1 ≤ i ≤ n , ∀ i ≤ j ≤ n + 1 β ij ≥ − π ij x i − s U ∀ 1 ≤ i ≤ n , ∀ i ≤ j ≤ n + 1 i ρ i , β ij ≥ − π ij x i − s L i ρ i − γ + s L i π ij , ∀ 1 ≤ i ≤ n , ∀ i ≤ j ≤ n + 1 β ij ≥ − π ij x i − s U i ρ i − γ + s U i π ij , ∀ 1 ≤ i ≤ n , ∀ i ≤ j ≤ n + 1 n � x i = T , β n +1 , n +1 = 0 , x n +1 = 0 , x i ≥ 0 , ∀ i = 1 , . . . , n . i =1 17/36

Performance of the DR Schedules n − ν = 0 . 5 n − ν = 1 . 5 n − ν = 2 . 5 n − ν = 3 . 5 n − ν = 4 . 5 Statistics Model WaitT OverT IdleT WaitT OverT IdleT WaitT OverT IdleT WaitT OverT IdleT WaitT OverT IdleT DR 110.56 156.78 29.10 123.81 0.74 18.09 168.44 0.00 22.48 145.65 0.00 27.00 80.70 0.02 31.39 Mean SLP 0.34 0.00 13.43 0.46 0.00 18.01 0.25 0.00 22.48 0.42 0.00 27.00 0.31 0.00 31.39 DR 116.42 169.62 28.91 128.32 0.00 16.74 171.68 0.00 21.45 146.93 0.00 26.18 81.56 0.00 30.51 50% SLP 0.21 0.00 12.07 0.37 0.00 16.73 0.14 0.00 21.45 0.29 0.00 26.18 0.17 0.00 30.51 DR 120.57 178.35 29.18 142.94 0.00 20.90 195.61 0.00 25.76 174.89 0.00 31.94 102.53 0.00 37.02 75% SLP 0.48 0.00 15.64 0.65 0.00 20.90 0.39 0.00 25.76 0.60 0.00 31.94 0.46 0.00 37.02 DR 125.85 187.92 31.16 149.13 6.17 28.08 223.88 0.00 33.60 210.69 0.00 38.44 129.81 0.00 43.03 95% SLP 1.17 0.00 20.11 1.29 0.00 28.08 0.86 0.00 33.60 1.31 0.00 38.44 1.11 0.00 43.03 Comparing DR schedules with perfect-information schedules obtained from SLP. Out-of-sample simulations. DR schedules perform poor in all three metrics, even when no-shows are low. 18/36

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