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Walter Rei

Publications and source records attributed to Walter Rei.

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A Reinforcement-learning-based Column Generation Algorithm for Integrated Operating Room Planning and Scheduling

In this paper, we propose a novel mixed integer programming model to formulate integrated operating room planning and scheduling problems, where several mandatory and elective surgeries are to be assigned and scheduled in operating rooms on different days. We consider both overtime in operating rooms and surgeons' daily availability limits. We propose a column generation (CG) algorithm to solve large-scale instances. In order to enhance the CG, we integrate the Reinforcement Learning Algorithm and the Genetic Algorithm and develop a hybrid algorithm to generate initial columns for the CG algorithm. For our analysis, we employed two sets of test instances: one consisting of synthetic data and the other based on real-world cases from a local hospital in Naples, Italy. Computational experiments demonstrate that our proposed model and methodology yields an average optimality gap of 1.23% for synthetic instances and 1.49% on real-world scenarios, significantly outperforming previous solution methodologies in the literature. Additionally, we demonstrate that the developed CG algorithm provides a high-quality solution for large-scale instances where other models and methods fail to obtain even a feasible solution. To further evaluate robustness under uncertainty, we examined scenarios with 20% variability in surgery durations. The results indicate that incorporating a 120-minute buffer time minimizes the overall cost. Moreover, we investigated the impact of emergency surgeries by either introducing additional cases or escalating surgical priorities. For synthetic instances, the inclusion of emergency surgeries increased the total rescheduling cost by 4.13%, whereas in the real-world Naples cases, priority escalation led to only a 0.11% increase.

math.OC

Gr\"obner and Graver bases for calculating Opportunity Cost Matrices

Opportunity cost matrices are interesting in the context of scenario reduction. We provide new algorithms, based on ideas from algebraic geometry, to efficiently compute the opportunity cost matrix using computational algebraic geometry. We demonstrate the efficacy of our algorithms by computing opportunity cost matrices for two stochastic integer programs.

math.OC

Problem-Driven Scenario Clustering in Stochastic Optimization

In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a smaller subset of scenarios, reduce the numerical complexity while keeping the error at an acceptable level. In this paper we propose a novel and computationally efficient methodology to tackle the scenario reduction problem when the error to be minimised is the implementation error, i.e. the error incurred by implementing the solution of the reduced problem in the original problem. Specifically, we develop a problem-driven scenario clustering method that produces a partition of the scenario set. Each cluster contains a representative scenario that best reflects the conditional objective values in each cluster of the partition to be identified. We demonstrate the efficiency of our method by applying it to two challenging stochastic combinatorial optimization problems: the two-stage stochastic network design problem and the two-stage facility location problem. When compared to alternative clustering methods and Monte Carlo sampling, our method is shown to clearly outperform all other methods.

math.OC