Convex Nonlinear and Integer Programming Approaches for Distributionally Robust Optimization of Complex Systems

The primary focus of the dissertation is to develop distributionally robust optimization (DRO) models and related solution approaches for decision making in energy and healthcare service systems with uncertainties, which often involves nonlinear constraints and discrete decision variables. Without assuming specific distributions, DRO techniques solve for solutions against the worst-case distribution of system uncertainties. In the DRO framework, we consider both risk-neutral (e.g., expectation) and risk-averse (e.g., chance constraint and Conditional Value-at-Risk (CVaR)) measures. The aim is twofold: i) developing efficient solution algorithms for DRO models with integer and/or binary variables, sometimes nonlinear structures and ii) revealing managerial insights of DRO models for specific applications. We mainly focus on DRO models of power system operations, appointment scheduling, and resource allocation in healthcare. Specifically, we first study stochastic optimal power flow (OPF), where (uncertain) renewable integration and load control are implemented to balance supply and (uncertain) demand in power grids. We propose a chance-constrained OPF (CC-OPF) model and investigate its DRO variant which is reformulated as a semidefinite programming (SDP) problem. We compare the DRO model with two benchmark models, in the IEEE 9-bus, 39-bus, and 118-bus systems with different flow congestion levels. The DRO approach yields a higher probability of satisfying the chance constraints and shorter solution time. It also better utilizes reserves at both generators and loads when the system has congested flows. Then we consider appointment scheduling under random service durations with given (fixed) appointment arrival order. We propose a DRO formulation and derive a conservative SDP reformulation. Furthermore, we study a scheduling variant under random no-shows of appointments and derive tractable reformulations for certain beliefs of no-show patterns. One preceding problem of appointment scheduling in the healthcare service operations is the surgery block allocation problem that assigns surgeries to operating rooms. We derive an equivalent 0-1 SDP reformulation and a less conservative 0-1 second-order cone programming (SOCP) reformulation for its DRO model. Finally, we study distributionally robust chance-constrained binary programs (DCBP) for limiting the probability of undesirable events, under mean-covariance information. We reformulate DCBPs as equivalent 0-1 SOCP formulations under two moment-based ambiguity sets. We further exploit the submodularity of the 0-1 SOCP reformulations under diagonal and non-diagonal matrices. We derive extended polymatroid inequalities via submodularity and lifting, which are incorporated into a branch-and-cut algorithm incorporated for efficiently solving DCBPs. We demonstrate the computational efficacy and solution performance with diverse instances of a chance-constrained bin packing problem.PHDIndustrial & Operations EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/149946/1/zyiling_1.pd

A Posteriori Probabilistic Bounds of Convex Scenario Programs with Validation Tests

Scenario programs have established themselves as efficient tools towards decision-making under uncertainty. To assess the quality of scenario-based solutions a posteriori, validation tests based on Bernoulli trials have been widely adopted in practice. However, to reach a theoretically reliable judgement of risk, one typically needs to collect massive validation samples. In this work, we propose new a posteriori bounds for convex scenario programs with validation tests, which are dependent on both realizations of support constraints and performance on out-of-sample validation data. The proposed bounds enjoy wide generality in that many existing theoretical results can be incorporated as particular cases. To facilitate practical use, a systematic approach for parameterizing a posteriori probability bounds is also developed, which is shown to possess a variety of desirable properties allowing for easy implementations and clear interpretations. By synthesizing comprehensive information about support constraints and validation tests, improved risk evaluation can be achieved for randomized solutions in comparison with existing a posteriori bounds. Case studies on controller design of aircraft lateral motion are presented to validate the effectiveness of the proposed a posteriori bounds

Personalized Data-Driven Learning and Optimization: Theory and Applications to Healthcare

This dissertation is broadly about developing new personalized data-driven learning and optimization methods with theoretical performance guarantees for three important applications in healthcare operations management and medical decision-making. In these research problems, we are dealing with longitudinal settings, where the decision-maker needs to make multi-stage personalized decisions while collecting data in-between stages. In each stage, the decision-maker incorporates the newly observed data in order to update his current system's model or belief, thereby making better decisions next. This new class of data-driven learning and optimization methods indeed learns from data over time so as to make efficient and effective decisions for each individual in real-time under dynamic, uncertain environments. The theoretical contributions lie in the design and analysis of these new predictive and prescriptive learning and optimization methods and proving theoretical performance guarantees for them. The practical contributions are to apply these methods to resolve unmet real-world needs in healthcare operations management and medical decision-making so as to yield managerial and practical insights and new functionality.PHDIndustrial & Operations EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/167949/1/keyvan_1.pd

Sea Container Terminals

Due to a rapid growth in world trade and a huge increase in containerized goods, sea container terminals play a vital role in globe-spanning supply chains. Container terminals should be able to handle large ships, with large call sizes within the shortest time possible, and at competitive rates. In response, terminal operators, shipping liners, and port authorities are investing in new technologies to improve container handling infrastructure and operational efficiency. Container terminals face challenging research problems which have received much attention from the academic community. The focus of this paper is to highlight the recent developments in the container terminals, which can be categorized into three areas: (1) innovative container terminal technologies, (2) new OR directions and models for existing research areas, and (3) emerging areas in container terminal research. By choosing this focus, we complement existing reviews on container terminal operations

Three Essays on Data-Driven Optimization for Scheduling in Manufacturing and Healthcare

This dissertation consists of three essays on data-driven optimization for scheduling in manufacturing and healthcare. In Chapter 1, we briefly introduce the optimization problems tackled in these essays. The first of these essays deals with machine scheduling problems. In Chapter 2, we compare the effectiveness of direct positional variables against relative positional variables computationally in a variety of machine scheduling problems and we present our results. The second essay deals with a scheduling problem in healthcare: the team primary care practice. In Chapter 3, we build upon the two-stage stochastic integer programming model introduced by Alvarez Oh (2015) to solve this challenging scheduling problem of determining patient appointment times to minimize a weighted combination of patient wait and provider idle times for the team practice. To overcome the computational complexity associated with solving the problem under the large set of scenarios required to accurately capture uncertainty in this setting, our approach relies on a lower bounding technique based on solving an exhaustive and mutually exclusive group of scenario subsets. Our computational results identify the structure of optimal schedules and quantify the impact of nurse flexibility, patient crossovers and no-shows. We conclude with practical scheduling guidelines for team primary care practices. The third essay deals with another scheduling problem observed in a manufacturing setting similar to first essay, this time in aerospace industry. In Chapter 4, we propose mathematical models to optimize scheduling at a tactical and operational level in a job shop at an aerospace parts manufacturer and implement our methods using real-life data collected from this company. We generalize the Multi-Level Capacitated Lot-Sizing Problem (MLCLSP) from the literature and use novel computational techniques that depend on the data structure observed to reduce the size of the problem and solve realistically-sized instances in this chapter. We also provide a sensitivity analysis of different modeling techniques and objective functions using key performance indicators (KPIs) important for the manufacturer. Chapter 5 proposes extensions of models and techniques that are introduced in Chapters 2, 3 and 4 and outlines future research directions. Chapter 6 summarizes our findings and concludes the dissertation

Optimization of Healthcare Delivery System under Uncertainty: Schedule Elective Surgery in an Ambulatory Surgical Center and Schedule Appointment in an Outpatient Clinic

This work investigates two types of scheduling problems in the healthcare industry. One is the elective surgery scheduling problem in an ambulatory center, and the other is the appointment scheduling problem in an outpatient clinic. The ambulatory surgical center is usually equipped with an intake area, several operating rooms (ORs), and a recovery area. The set of surgeries to be scheduled are known in advance. Besides the surgery itself, the sequence-dependent setup time and the surgery recovery are also considered when making the scheduling decision. The scheduling decisions depend on the availability of the ORs, surgeons, and the recovery beds. The objective is to minimize the total cost by making decision in three aspects, number of ORs to open, surgery assignment to ORs, and surgery sequence in each OR. The problem is solved in two steps. In the first step, we propose a constraint programming model and a mixed integer programming model to solve a deterministic version of the problem. In the second step, we consider the variability of the surgery and recovery durations when making scheduling decisions and build a two stage stochastic programming model and solve it by an L-shaped algorithm. The stochastic nature of the outpatient clinic appointment scheduling system, caused by demands, patient arrivals, and service duration, makes it difficult to develop an optimal schedule policy. Once an appointment request is received, decision makers determine whether to accept the appointment and put it into a slot or reject it. Patients may cancel their scheduled appointment or simply not show up. The no-show and cancellation probability of the patients are modeled as the functions of the indirect waiting time of the patients. The performance measure is to maximize the expected net rewards, i.e., the revenue of seeing patients minus the cost of patients\u27 indirect and direct waiting as well as the physician\u27s overtime. We build a Markov Decision Process model and proposed a backward induction algorithm to obtain the optimal policy. The optimal policy is tested on random instances and compared with other heuristic policies. The backward induction algorithm and the heuristic methods are programmed in Matlab

Simheuristic and learnheuristic algorithms for the temporary-facility location and queuing problem during population treatment or testing events

Epidemic outbreaks, such as the one generated by the coronavirus disease, have raised the need for more efficient healthcare logistics. One of the challenges that many governments have to face in such scenarios is the deployment of temporary medical facilities across a region with the purpose of providing medical services to their citizens. This work tackles this temporary-facility location and queuing problem with the goals of minimizing costs, the expected completion time, population travel and waiting times. The completion time for a facility depends on the numbers assigned to those facilities as well as stochastic arrival times. This work proposes a learnheuristic algorithm to solve the facility location and population assignment problem. Firstly a machine learning algorithm is trained using data from a queuing model (simulation module). The learnheuristic then constructs solutions using the machine learning algorithm to rapidly evaluate decisions in terms of facility completion and population waiting times. The efficiency and quality of the algorithm is demonstrated by comparison with exact and simulation-only (simheuristic) methodologies. A series of experiments are performed which explore the trade offs between solution cost, completion time, population travel and waiting times.Peer ReviewedPostprint (author's final draft

A Step Toward Improving Healthcare Information Integration & Decision Support: Ontology, Sustainability and Resilience

The healthcare industry is a complex system with numerous stakeholders, including patients, providers, insurers, and government agencies. To improve healthcare quality and population well-being, there is a growing need to leverage data and IT (Information Technology) to support better decision-making. Healthcare information systems (HIS) are developed to store, process, and disseminate healthcare data. One of the main challenges with HIS is effectively managing the large amounts of data to support decision-making. This requires integrating data from disparate sources, such as electronic health records, clinical trials, and research databases. Ontology is one approach to address this challenge. However, understanding ontology in the healthcare domain is complex and difficult. Another challenge is to use HIS on scheduling and resource allocation in a sustainable and resilient way that meets multiple conflicting objectives. This is especially important in times of crisis when demand for resources may be high, and supply may be limited. This research thesis aims to explore ontology theory and develop a methodology for constructing HIS that can effectively support better decision-making in terms of scheduling and resource allocation while considering system resiliency and social sustainability. The objectives of the thesis are: (1) studying the theory of ontology in healthcare data and developing a deep model for constructing HIS; (2) advancing our understanding of healthcare system resiliency and social sustainability; (3) developing a methodology for scheduling with multi-objectives; and (4) developing a methodology for resource allocation with multi-objectives. The following conclusions can be drawn from the research results: (1) A data model for rich semantics and easy data integration can be created with a clearer definition of the scope and applicability of ontology; (2) A healthcare system's resilience and sustainability can be significantly increased by the suggested design principles; (3) Through careful consideration of both efficiency and patients' experiences and a novel optimization algorithm, a scheduling problem can be made more patient-accessible; (4) A systematic approach to evaluating efficiency, sustainability, and resilience enables the simultaneous optimization of all three criteria at the system design stage, leading to more efficient distributions of resources and locations for healthcare facilities. The contributions of the thesis can be summarized as follows. Scientifically, this thesis work has expanded our knowledge of ontology and data modelling, as well as our comprehension of the healthcare system's resilience and sustainability. Technologically or methodologically, the work has advanced the state of knowledge for system modelling and decision-making. Overall, this thesis examines the characteristics of healthcare systems from a system viewpoint. Three ideas in this thesis—the ontology-based data modelling approach, multi-objective optimization models, and the algorithms for solving the models—can be adapted and used to affect different aspects of disparate systems

Solving Multi-objective Integer Programs using Convex Preference Cones

Esta encuesta tiene dos objetivos: en primer lugar, identificar a los individuos que fueron víctimas de algún tipo de delito y la manera en que ocurrió el mismo. En segundo lugar, medir la eficacia de las distintas autoridades competentes una vez que los individuos denunciaron el delito que sufrieron. Adicionalmente la ENVEI busca indagar las percepciones que los ciudadanos tienen sobre las instituciones de justicia y el estado de derecho en Méxic