Distributionally Robust Optimization for Chemotherapy Scheduling under Asymmetric and Multi-Modal Uncertainty

We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to accommodate all patient types assigned to that group, aiming to minimize the total expected idle time and overtime. From Mayo Clinic's real data, most patients' treatment durations are asymmetric (e.g., shorter/longer durations tend to have a longer right/left tail). Motivated by this observation, we consider a distributionally robust optimization (DRO) model under an asymmetric and multi-modal ambiguity set, where the distribution of the random treatment duration is modeled as a mixture of distributions from different patient types. The ambiguity set captures uncertainty in both the mode probabilities, modeled via a variation-distance-based set, and the distributions within each mode, characterized by moment information such as the empirical mean, variance, and semivariance. We reformulate the DRO model as a semi-infinite program, which cannot be solved by off-the-shelf solvers. To overcome this, we derive a closed-form expression for the worst-case expected cost and establish lower and upper bounds that are positively related to the variability of patient types assigned to each group, based on which we develop exact algorithms and highly efficient clustering-based heuristics. The lower and upper bounds on the worst-case cost imply that the optimal cost tends to decrease if we group patient types with similar treatment times. Through numerical experiments based on both synthetic datasets and Mayo Clinic's real data, we illustrate the effectiveness and efficiency of the proposed exact algorithms and heuristics and showcase the benefits of incorporating asymmetric information into the DRO formulation.

Publication Details

Journal
ArXiv.org
Published
2025-10-13
Primary Topic
Risk and Portfolio Optimization
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article
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article

Distributionally Robust Optimization for Chemotherapy Scheduling under Asymmetric and Multi-Modal Uncertainty

ArXiv.org
Risk and Portfolio Optimization
article

Distributionally Robust Optimization for Chemotherapy Scheduling under Asymmetric and Multi-Modal Uncertainty

article en

Abstract

We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to accommodate all patient types assigned to that group, aiming to minimize the total expected idle time and overtime. From Mayo Clinic's real data, most patients' treatment durations are asymmetric (e.g., shorter/longer durations tend to have a longer right/left tail). Motivated by this observation, we consider a distributionally robust optimization (DRO) model under an asymmetric and multi-modal ambiguity set, where the distribution of the random treatment duration is modeled as a mixture of distributions from different patient types. The ambiguity set captures uncertainty in both the mode probabilities, modeled via a variation-distance-based set, and the distributions within each mode, characterized by moment information such as the empirical mean, variance, and semivariance. We reformulate the DRO model as a semi-infinite program, which cannot be solved by off-the-shelf solvers. To overcome this, we derive a closed-form expression for the worst-case expected cost and establish lower and upper bounds that are positively related to the variability of patient types assigned to each group, based on which we develop exact algorithms and highly efficient clustering-based heuristics. The lower and upper bounds on the worst-case cost imply that the optimal cost tends to decrease if we group patient types with similar treatment times. Through numerical experiments based on both synthetic datasets and Mayo Clinic's real data, we illustrate the effectiveness and efficiency of the proposed exact algorithms and heuristics and showcase the benefits of incorporating asymmetric information into the DRO formulation.

ArXiv.org
Openalex Percentile: Top 39%
Risk and Portfolio Optimization
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