Abstract
We consider a single-server scheduling problem given a fixed sequence of appointment arrivals with random no-shows and service durations. The probability distribution of the uncertain parameters is assumed to be ambiguous, and only the support and first moments are known. We formulate a class of distributionally robust (DR) optimization models that incorporate the worst-case expectation/conditional value-at-risk penalty cost of appointment waiting, server idleness, and overtime into the objective or constraints. Our models flexibly adapt to di erent prior beliefs of no-show uncertainty. We obtain exact mixed-integer nonlinear programming reformulations and derive valid inequalities to strengthen the reformulations that are solved by decomposition algorithms. In particular, we derive convex hulls for special cases of no-show beliefs, yielding polynomial-sized linear programming models for the least and the most conservative supports of no-shows. We test various instances to demonstrate the computational e cacy of our approaches and to compare the results of various DR models given perfect or ambiguous distributional information.
Original language | English (US) |
---|---|
Pages (from-to) | 1638-1656 |
Number of pages | 19 |
Journal | Operations Research |
Volume | 65 |
Issue number | 6 |
DOIs | |
State | Published - Nov 1 2017 |
Keywords
- Appointment scheduling
- Convex hulls
- Distributionally robust optimization
- Mixed-integer programming
- No-show uncertainty
- Totally unimodularity
- Valid inequalities
ASJC Scopus subject areas
- Computer Science Applications
- Management Science and Operations Research