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block duration) under primary CDO setting in which all patients patients are assigned into a single block, whereas we do not
are supposed to be homogeneous. assume that a single patient is assigned into a single block.
The major factors in designing OASys are block size Hence, we do not consider the following combinations: (1), (2),
(ie, number of assigned patients), begin block, and block and (3). We compare our appointment rules with either (5) or
duration (Cayirli and Veral, 2003). Figure 1 depicts two (6), assuming that (4) is a special case of either (5) or (6).
combinations of block size and begin block with constant block Bailey and Welch (1952) did the rst study to analyze an
duration. The block of OASys is the minimal manageable time individual-block appointment system at a time when most
unit, in which a certain number of patients (ie, block size) is hospitals were still using single-block systems in the 1950s.
scheduled. The begin block is the number of patients at the rst They recommended that an individual-block/xed interval
block in a day. The block duration is the interval between two appointment system with an initial block of two patients
successive appointment times, also called job allowance. The (ie, (3) of Cayirli and Veral, 2003) lead to a reasonable balance
block duration can be divided in two veins: continuous and between patient-waiting and doctor idle times. We call t-Bailey,
discrete (Kaandorp and Koole, 2007). Discrete time increment which stands for traditional Bailey, if other blocks have one less
is in practice and more realistic than continuous one. block size than the begin block (ie, (5) of Cayirli and Veral,
A continuous time increment is not typically found for a clinic, 2003), which is not necessarily two patients. We prescribe two
because a real-valued time (eg, 10:48:23 AM) is not scheduled heuristics to nd a near-optimal begin block and block size and
in practice. A common practice is to use a function of the mean suggest periodic Bailey rules.
of consultation times. For example, if the mean consultation In addition, we propose variations of periodic Bailey rules by
time is 8 min, block durations can be 20 min (ie, rounded up modifying the results from two heuristics. A periodic Bailey
from two times of 8 min) or 30 min (ie, rounded up from three rule, which is a special case of (6) of Cayirli and Veral (2003),
times of 8 min). Hence, we concentrate on determining the has several begin blocks and is repetitive, while t-Bailey has
block size with a xed block interval, assuming that a block one begin block. If intervals between initial-blocks are long, we
duration is a xed and discrete value such as 20 min, 30 min, or call p-Bailey-l, which stands for periodic Bailey with long
an hour. interval. If intervals are short, we name p-Bailey-s. For
Block duration decisions are meaningful for time-tabling of example, consider 8 blocks with begin block of 4 and other
individual patients, that is, interval times between patients. subsequent block sizes are 3 or 4. t-Bailey is 4-3-3-3-3-3-3-3.
We consider an equal-length block duration, which allows If block sizes are 4-3-3-3-4-3-3-3, we call p-Bailey-l because the
several patients in each block. CDOs tend to divide available interval between two begin blocks, which have 4 block size at rst
service time into equal-length time slots such that patients and fth blocks, respectively, is long. We call 4-3-4-3-4-3-4-3
needs can be accommodated in a standard appointment slot. For p-Bailey-s because intervals between begin blocks are short.
certain types of visits that require more time, clinics may assign In addition, we can consider p-Bailey-m, which has shorter
multiple appointment slots (Gupta and Denton, 2008). interval than p-Bailey-l and longer interval than p-Bailey-s.
We assume that the number of blocks is given and xed, The objectives of the paper are: (1) an optimization model to
because the total available service time is also given and xed. determine begin block and block size, (2) two heuristics to
Cayirli and Veral (2003) described seven appointment rules solve the optimization model, (3) suggestions for using practical
by some combinations of block size, begin block, and block p-Bailey rules, and (4) implications from extensive numerical
duration: (1) single block, (2) individual block/xed interval, studies. The optimization model is a stochastic dynamic
(3) individual block/xed interval with an initial block, which is programming (SDP) problem, which requires prohibitively
the original Bailey rule (Bailey and Welch, 1952), (4) multiple large computational times. We present an equivalent stochastic
block/xed interval, (5) multiple block/xed interval with an integer programming (SIP) problem to utilize a commercial
initial block, which is the generalized Bailey rule, (6) variable solver such as CPLEX. We prescribe two heuristics to get near-
block/xed interval, and (7) individual block/variable interval. optimal solutions in a faster time. The two heuristics are
Figure 1 depicts two appointment rules: (5) and (6), respec- efcient because it takes a couple of minutes or less and a
tively. Since we assume equal-length time slots, we exclude the couple of hundreds iterations or less for both heuristics to solve
combination of (7) from our study. We assume that several most cases, while it takes more than 10 min and a couple of
a b
Block-size
Block-size
Time Time
Figure 1 Two exemplar combinations of block size and begin block.
(a) Multi block/xed interval with an initial block; (b) variable block/xed interval.
578 Journal of the Operational Research Society Vol. 67, No. 4
million iterations for CPLEX to run. Especially, one heuristic server system to minimize expected customer delay and server
takes several seconds and only a few iterations. Both heuristics completion time with identical jobs and costs, and exponential
are effective because the gap values between CPLEX and processing duration distributions. In the numerical studies by
heuristics are around 2% or less for most cases. One heuristic Wang (1993), the optimal allocated time for each job showed a
is constructive and tries to search solution spaces near optim- dome structure, that is, it increases rst and then decreases. In
ality, while the other heuristic starts with a reasonable solution another study, Wang (1997) investigated the sequencing problem
and improves very quickly, but may be a little away from with the same setting but with distinct exponential distributions.
optimality. In addition, we suggest periodic Bailey rules, which Robinson and Chen (2003) developed a stochastic linear pro-
are practical and simple to implement. We conduct extensive gramme for nding appointment dates for a xed sequence of
numerical tests to cover general CDO environments. surgeries and proposed a Monte-Carlo-based solution method.
The paper is organized as follows. Section 2 provides a They developed a heuristic in which they used the dome structure
comprehensive overview on appointment scheduling. Section 3 of the optimal policy as reported in Wang (1993). Kaandorp and
describes the two optimization models. Section 4 suggests two Koole (2007) studied outpatient scheduling with exponential
heuristics to solve SIP. Section 5 gives numerical studies and processing durations with no-shows. Denton and Gupta (2003)
suggests implications from them. Section 6 concludes the paper developed a two-stage stochastic linear programme to determine
and suggests some venues for future research. the optimal appointment dates for a given surgery sequence and
due date for the end of processing horizon.
Another line of research (Klassen and Rohleder, 1996; Bruin
et al, 2005; Green et al, 2006; Pham and Klinkert, 2008;
2. Literature review
Cardeon et al, 2009; Mancilla and Storer, 2009; Begen and
We review literature in scheduling patients of CDO including Queyranne, 2011) studies optimal sequencing, assuming that a
primary and surgical appointments, but not nurse scheduling, set of patients are given and xed and that each patient requires
which is associated with staff scheduling. Service durations are different consultation times. On the contrary, we assume that
typically short and a large number of patients are scheduled in the consultation times for all patients follow the same distribu-
primary CDO. Block size, not individual patients scheduling, is tion in a day. We assume that all patients require the same
a primary decision variable in primary CDO. In surgical specialty in a day. In a surgical CDO, different specialities (or
environment, block size is always one and block duration is subspecialty) are required in a day. Klassen and Rohleder
the main decision variable. Surgical scheduling is close to time- (1996) introduced an appointment system that classify patients
tabling of individual patients. based on their expected service-time variability. They used
The studies by Ho and Lau (1999, 1992) and Ho et al (1995) simulation to compare alternative ways of sequencing low-
compared 50 appointment rules under various operating environ- and high-variance patients at the beginning of the session and
ments. They introduced a number of individual-block/variable- showed that it performs better than the best performing rules
interval appointment systems and tested their performance proposed by Ho and Lau (1992). Begen and Queyranne (2011)
against traditional rules. Their best performing variable-interval considered the problem of determining optimal appointment
rule allowed patients to arrive in shorter intervals in a sessions schedule for a given sequence of jobs (eg, medical procedures)
earlier part, and in larger intervals later on. This is called as dome- on a single processor (eg, operating room (OR), examination
shaped interval. The equivalent representation is larger initial facility), to minimize the expected total underage and overage
block and smaller block sizes in later blocks. They concluded that costs when each job has a random processing duration given by
there is no rule that will perform well under all circumstances and a joint discrete probability distribution. Cardeon et al (2009)
proposed a simple heuristic to choose an appointment rule. Their investigated how to sequence surgical cases in a day-care
procedure for nding the efcient frontier provided a unied facility so that multiple objectives are simultaneously opti-
framework for comparing the performance of an appointment mized. Pham and Klinkert (2008) investigated surgery case
system. Cayirli and Veral (2003) classied them into seven scheduling problems and proposed an integrated solution
appointment rules, as mentioned earlier. approach using mathematical programming methods. Mancilla
A series of research studies (Weiss, 1990; Wang, 1993, 1997; and Storer (2009) developed a method to help the OR Manager
Denton and Gupta, 2003; Robinson and Chen, 2003) to determine determine the sequence and scheduled starting times of sur-
the optimal interval times has appeared since 1990. On the geries in a single OR to minimize a weighted combination of
contrary, our approach focuses on the optimal numbers of patients costs that include patient waiting times, OR idle time, and staff
assigned (ie, block size), not timing decisions. The optimal interval overtime. Green et al (2006) analysed the problem of schedul-
times between patients are individual and varying, which is ing demand for a diagnostic medical facility that is shared by
equivalent to (7) of Cayirli and Veral (2003), individual block/ outpatients, inpatients, and emergency patients. Their analysis
variable interval. Weiss (1990) was the rst to address the problem focuses on establishing optimal service priority rules for
of jointly determining the optimal start times of surgical proce- admitting patients into service on a particular day of operations,
dures and the optimal order of those procedures. Wang (1993) given an arbitrary outpatient appointment schedule. Bruin et al
developed a model to nd appointment dates of jobs in a single (2005) used a queuing model to study emergency cardiac
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 579
patient ow and found out that the source of the bottleneck is 3.1. Notation and assumptions
the lack of availability of beds downstream in the care chain.
We employ the following index set, parameters, and random
Lastly, our research belongs to the area of appointment
variables:
scheduling to determine the optimal sizes of each block
(Bailey and Welch, 1952; Fries and Marathe, 1981; Liao et al,
k Index for block k K
1993; Dexter and Traub, 2002; Marcon et al, 2003; Chase,
cd Delay time penalty
2005; Gupta, 2007). Bailey and Welch (1952) used a manual
ci Idle time penalty
Monte-Carlo simulation technique in their search for the best
h Unit block interval
initial block and appointment interval for clinics with a variety
p Individual random service time
of number of patients to show that an initial block of two
Tk Random completion time up to block k
patients leads to a reasonable balance between patient waiting
Dk Random delay time of block k
time and doctor idle time. Dexter and Traub (2002) used online
Ik Random idle time of block k
and off-line bin-packing techniques to plan elective cases and
xk Block size of block k
evaluated their performances using simulation. Chase (2005)
developed a simulation model for a hospital to reduce wait We assume that all patients assigned in the same block arrive
times, improve resource utilization, and determine the right on time for the aggregate-level planning purpose. We focus on
number of downstream resources needed. On the contrary, we devising and evaluating appointment policies, not nding exact
build a stochastic optimization model in order to take into scheduling times for individual patients. Hence, we do not
account uncertainty of service durations, and propose two consider delay and idle time between individual patients in the
heuristics, both of which show near-optimal results numeri- same block. We assume that all patients in the same block arrive
cally. Fries and Marathe (1981) studied the variable-block/ on time. Consider two blocks and its associated block sizes are
xed-interval appointment system and compared the results x1 and x2, respectively. Individual idleness associated with the
with single-block and multiple-block/xed-interval systems. rst patient in the second block is as follow:
Liao et al (1993) constrained customer arrivals to xed lattice
E TI - px1 + ; (1)
of times with specied numbers of intervals and patients. Both
Fries and Marathe (1981) and Liao et al (1993) used dynamic where pk is the k-times sum of iid random variable p. There is
programming to fully search the optimal block sizes for the next no idle time between patients in the same block, because we
period given that the number of patients remaining to be assume all patients in the same block arrive on time. Individual
assigned is known. We mix a dynamic programming and performance measure does not take into account individual idle
branch-and-bound approach by eliminating some states that times within the same block. Individual waiting times are as
would not improve at the next stages. Marcon et al (2003) and follows:
Gupta (2007) focused on determining how best to assign E p + E p2 + + E px1 - 1 + E px1 - T1 +
arriving surgery requests to assist in the planning negotiation h i
+
among different stakeholders in a surgical suite. On the + E px1 - T1 + p + + E px1 - T1 + + px2 - 1
contrary, we assume that all patients have the same consultation
distribution under primary CDO. In sum, whereas all of prior + 2 + + x1 - 1 + x2 E px1 - T1 +
studies try to achieve optimality, we emphasize both optimality
and practicality by proposing optimization models and prescrib- + + 2 + + x2 - 1
ing effective and efcient heuristics.
x 1 x 1 - 1 x 2 x 2 - 1
+ + x2 E px1 - T1 + :
2 2
The rst-block individual waiting performance measure is a
3. Problem formulation polynomial function of block size, x1. The second-block
We propose a SDP model and its associated SIP model to individual waiting performance measure is a function of block
involve uncertainties of service durations. The dynamic size, x2 and block-based waiting time, px1 - T1 + : The block-
approach is able to involve all meaningful, possible combi- based waiting performance has been counted x2 times, whereas
nations of integer values. However, it is hard to evaluate the the idleness performance measure, T1 - px1 + , has been
objective function value by the integral operation for a counted once. Mixing individual and block-based performance
multi-dimensional space. Hence, we devise an equivalent measures will be intractable. If there is no patient waiting in the
SIP model with a number of scenarios to approximate the waiting room when patients in certain block arrive on time, they
objective function value, and use it to compare the objective expect the rst-come-rst-served rule even though they arrive
function values. on time and the rst checked-in patient is in service without any
This section comprises of two subsections. We address delay. Other patients in the same block expect certain amounts
notation and assumptions in the rst section, then explain a of delay since they recognize other patients are assigned in the
prototypical SDP and its associated SIP in the next subsection. same block. However, if they observe some patients waiting
580 Journal of the Operational Research Society Vol. 67, No. 4
from the previous block when they arrive, the unexpected 3.2. Mathematical models
waiting times may cause a burden to patients. Patients expect
We dene the objective function that minimizes the sum of total
polynomial-type waiting times, such as (x1(x1 1)/2), whereas
expected delay and idle times between blocks. Delay and idle
Epx1 - T1 + is an unexpected waiting time. Block-based
times are dened recursively and the problem is formulated in a
delay time is more serious and relevant in our analysis.
dynamic fashion. The objective function associated with block
We consider block-based performance measure rather than
k, fk(x1, , xk), and overall objective function f|K|(X|K|), where
individual patient-waiting or physician idle time. We take into
Xk = (x1, , xk), a vector form, can be expressed recursively in
consideration delay time of the rst patient in each block except
a stochastic dynamic fashion as follows:
the rst block as well as idle time associated with the last patient
in each block. SDP min fjK j XjK j (5)
Since the main concern of this study is service time, we take
into consideration uncertainties of service durations. We deter- s:t: f1 X1 cd E T1 - h + + ci E h - T1 + (6)
mine policies for CDO operations at an aggregate level. Hence,
fk + 1 Xk + 1 fk Xk + cd EmaxfTk ; khg + pxk + 1
we do not take into consideration no-show for real-time
rescheduling. We assume that random service time for - k + 1h +
individual patient is normally distributed as Belin and
Demuelemeester (2007), Belin et al (2009), van Houdenhoven + ci E k + 1h - maxfTk ; khg - pxk + 1 +
et al (2007), Hans et al (2008), and Choi and Wilhelm (2012,
2014) did. Total service time for each block is also normally 2 k jK j - 1: 7
distributed, since the sum of the normal distributions is the The rst block problem, (6) is an inverse newsvendor
normal distribution. We assume that the mean of service times, problem, which has been solved by Choi and Ketzenberg
, is even larger than the standard deviation of service times, (2014) explicitly. The problem min f1(X1) of (6) is
such that | z | for any |z|. We use ve levels of coefcient of re-expressed as follows:
variations (CV), up to 0.5. The probability that a service time is
negative is P(z 2) = 0.0228, when CV = 0.5. We regard this INV min cd E px1 - h + + ci E h - px1 + : (8)
x1
probability as negligible.
The solution to the problem INV is given as follows (Choi
We use a constant block interval h, which can be determined
and Ketzenberg, 2014):
by CDO administrative staffs. We use 30 min for numerical
tests in Section 5. The number of assigned patients in each x*1 ^x1 or ^x1; (9)
block is the primary decision variable in this study, while other p!2
research studies (Ho and Lau, 1992; Ho et al, 1995; Ho and - z + z2 2 + 4h
Lau, 1999) determine block intervals with the same number of where ^x1 ; (10)
2
assigned patients.
The primary decision variable in this paper is the number of such that (z) = cd/(cd + ci). All other objective function
patients in block k (ie, block size), xk. Block start time of block k values of the remaining blocks are hard to evaluate
is dened as (k 1)h. p is a random service time for individual analytically, because of a max operator such as
patient with mean of and variance of 2, and total service time EmaxfTk ; khg + pxk + 1 - k + 1h + in (7).
in block k is the sum of xk iid p, denoted by pxk ; which has mean To evaluate the objective function value of f|K|(X|K|), we
of xk and variance of xk2. The sum of xk1 + xk2 ps is the sum reformulate the problem SDP as a SIP model with a number of
of two random variables pxk1 and pxk2 : Hence, the following scenarios. We generate a set of scenarios to represent random
equation holds: events of service durations, p and associated random times Tk,
Dk, and Ik. We change subscripts and superscripts for these
pxk1 + xk2 pxk1 + pxk2 : (2) random variables by adding the probability of each scenario,
q, where is a probability space for service durations.
We dene the random completion time of block k, Tk using
the above Property (2) as follows: For example, pki is the individual service duration of each
patient i belonging to block k under scenario . With re-dened
T1 px1 (3) random variables, we reformulate the original problem SDP
into the following stochastic non-linear programme to approx-
Tk maxfTk - 1 ; k - 1hg + pxk (4) imate the objective function value.
XXn o
We penalize delay time Dk (Tk kh)+ and idle time SIP min min min q cd Dk + q ci Ik (11)
X Dk Ik k2K 2
Ik (kh Tk)+ in the objective function. Especially, the delay
time of the last block can be represented by overtime of the day. X
xk
We describe the objective function and formulate the problem s:t: Tk - 1 + pki + Ik k*h + Dk k 2; 2 (12)
in the next subsection. i1
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 581
25
Ik Dk 0 k 2 K; 2 (13)
Dk *Dk ;
where M is a big number and is a small number. Constraint 4.1. Preliminary numerical tests
(14) guarantees the non-negativity of all decision variables.
Pk In order to devise efcient methods, we conduct preliminary
The term xi1 pki of (12) should be changed because the
numerical tests to gure out how to search and evaluate feasible
number of summation, xk, k K should be xed. We reformu-
solutions in a faster and efcient way. Let either b^xc or d^xe be
late (12) into the following with binary variable ^xki ; k 2 K :
one of the solutions to the problem INV. If we use some other
X
N
value, which is greater than d^xe or smaller than b^xc; the
^xki pi ; k2K
i1
objective function values at these values are far away from the
optimal. Figure 2 shows an exemplar objective function, which
0 ^xkN ^xkN - 1 ^xk2 ^xk1 1; k2K is decreasing-then-increasing, when = 8 min, cd: ci = 0.5:0.5,
and h = 30 min. The optimal value to the problem INV, ^x is
where N is a large number in order to cover all possibilities.
3.75, and the optimal block size should be either 3 b^xc or
^xki 1 if the ith patient is assigned to block k, 0 otherwise. The
4 d^xe: The objective function values of the block sizes of
ith patient should be assigned before the i + 1st patient is
P 1, 2, 5, and 6 are far greater than the block size of 4.
assigned. Ni1 ^xki xk holds for k K. For example, if h = 30 Table 1 shows an exemplar case for two blocks with the same
and = 8 min, we do not need to consider numbers greater than parameter values of Figure 2. The header row values are the
6 for N, because 6 or more patients penalize delay times second block size, and the left-most column gives the rst block
severely (see Figure 2). We set N = 6 for = 8 min; N = 4, size. The optimal block size up to the second block is (43). All
= 15 and 20 min, respectively. combinations with values that are greater than 4 d^xe or
If a feasible solution X|K| = (x1, x2, , x|K|) is given, we get smaller than 3 b^xc provide greater value than the optimal
the approximation of objective function value f|K|(X|K|) using the objective function value (ie, 6.1) by more than 200%. Once the
SIP model. In the following sections, we use SIP to evaluate rst two block sizes are far from the optimality, the block sizes
objective function values. including these two cannot get close to the optimality as one
adds the third block.
Table 2 shows an exemplar case for three blocks with the
4. Solution approaches
same parameter values of Table 1 and Figure 2. The header row
One may solve SDP by either forward or backward induction. values are the third block size, and the left-most column gives
However, it would take prohibitively long owing to the curse of the rst and second block sizes. The optimal block sizes
dimensionality as each block is added. In the next subsections, up to the third block is (4-3-4), while (4-4-3) block sizes is
we suggest two heuristic approaches to avoid the curse of close to the optimal one. All combinations with values other
dimensionality. The rst approach is a constructive method than 3 b^xc or 4 d^xe are far greater than the optimal objective
(CON), which starts with the rst block and adds next blocks function value. As we add more blocks at next stages, other
step by step. The CON approach tries to fully enumerate with block sizes that do not include 3 or 4 cannot contribute towards
582 Journal of the Operational Research Society Vol. 67, No. 4
Table 1 Objective function values for two blocks when = 8 min, Table 3 An exemplar E[Dk] and E[Ik] values for 16 blocks when
CV = 0.1, and cd: ci = 0.5:0.5 = 8 min, CV = 0.1, and cd: ci = 0.5:0.5
x1 x2 k xk E[Dk] E[Ik]
1 2 3 4 5 6 1 4 4.34 2.11
2 4 7.91 1.27
1 43.9 35.9 27.9 24.1 31.9 40.1 3 3 5.19 3.15
2 36.1 29.9 19.9 16.1 23.9 31.9 4 4 8.79 1.22
3 27.9 20.1 12.00 8.1 15.9 24.1 5 4 11.87 0.83
4 22.1 14.1 6.1* 6.3 14.2 22.2 6 4 14.67 0.65
5 21.9 14.1 14.1 21.9 30.1 37.9 7 4 17.52 0.54
6 22.1 21.9 30.1 37.9 46.1 53.9 8 3 13.20 1.50
9 4 16.12 0.76
Notes: The superscript * denotes the optimal value. Bold-faced numbers are 10 4 18.89 0.52
for combinations with x1 and x2 having value of either 3 or 4 only. 11 4 21.64 0.39
12 3 17.11 1.28
13 4 19.99 0.61
Table 2 Objective function values for three blocks when = 8 min, 14 4 22.61* 0.45
CV = 0.1, and cd: ci = 0.5:0.5 15 3 18.17 1.31
16 4 21.12 0.64
(x1, x2) x3
Note: The superscript * denotes the worst E[Dk].
1 2 3 4 5 6
Table 4 An exemplar revised last 3 block sizes among 16 blocks Step 1: Solve |Rk| 2 problems using the following vec-
tors, where |Rk| is the number of all possible
k xk E[Dk] E[Ik]
combinations of feasible solutions Rk:
* r
14 3 18.17 1.31 x1 ; ; x*k fd^xegr 2 Rk
15 4 21.12 0.64
16 3 14.65 1.88 * r
x1 ; ; x*k fb^xcgr 2 Rk :
We revise the problem ORG as following: Step 2: Set j = arg max{k: E[Dk], E[Ik]}.
X Step 3: Update new solution as Xs + 1 = (x*1, , x*j 1,
SINV min cdk E px1 + + xk - kh + x*j + 1,, x*|K|, x*n). If E[D|K|] E[I|K|], set x*n b^xc:
X k2K
Otherwise, set x*n d^xe:
+ cik E kh - px1 + + xk + : 19 Step 4: Compute the objective function value using SIP
with the new solution, Xs + 1.
Each term of SINV is an inverse newsvendor problem. Step 5: If f(Xs + 1) f(Xs), stop. Otherwise, set s = s + 1
The whole problem is a series of inverse newsvendor and go to Step 1.
problems. Hence, we name this problem as SINV. The
optimal number of patient x*k can be expressed as in (20),
assuming that unit block interval is h and service time p, is
normally distributed: 5. Numerical study
cdk We conduct numerical tests to compare the two heuristics by
F x* + + x* h zk ; (20)
p 1 k cdk + cik considering a single-day scheduling scheme. We assume that
OASys schedules 8 h with 30-min time block (ie, 16 blocks a
is the distribution function of px1 + + xk :
* *
where F x* + + x* day). One of the authors has experienced the same time block
p 1 k
Proposition 1 establishes the exact representation of the whenever he made an appointment with a doctors ofce.
optimal solution x*k , k K. Given that the block duration is xed as h = 30 min, we show
three xed values for : 8, 15, and 20 min. As mean value
Proposition 1 (Choi and Ketzenberg, 2014) x*1 + + x*k is increases, the possible block size (ie, b^xc or d^xe) decreases
expressed explicitly as follows: step-wise. For example, if = 4 min, the possible block size
is either 7 or 8; = 5 min, 5 or 6; = 6 min, 4 or 5,
x*1 + + x*k ^xk or ^xk ; (21)
respectively. Preliminary numerical tests show that one
patient is very likely to be allocated for all blocks, if
0 q12
22 min, and that two patients are very likely to be
- zk + z2k 2 + 4kh
where ^xk @ A : (22) allocated for all blocks, if 13 18. We vary with ve
2 levels of variance, corresponding to ve levels of CV (0.1,
0.2, 0.3, 0.4, 0.5) so as to use a relative measure of varia-
Choi and Wilhelm (2014) show that sequential news- tion independent of magnitude of . We consider nine
vendor problem can be solved separately and independently if levels of cost ratio cd: ci = (0.01:0.99, 0.09:0.91, 0.37:0.63,
k |zk|k. 0.435:0.565, 0.5:0.5, 0.63:0.37, 0.91:0.09, 0.99:0.01) to
cover general cases, in each of which CDO administrators may
Proposition 2 Let z and zk be standard normal score values value delay (or waiting) and utilization differently. One cost is
that satisfy (z) = cd/(cd + ci) and zk cdk =cdk + cik ; 100 times of the other when 0.01:0.99 or 0.99:0.01. One cost
respectively. Then z zk for k K. is about 10 times of the other when 0.09:0.91 or 0.91:0.09.
One cost is 70% higher than the other when 0.37:63 or
Proof of Proposition 2 Since cd cdk and ci cik ; the
0.63:0.37, equivalently 1:1.7 or 1.7:1. One cost is 30% higher
following inequality holds:
than the other when 0.435:0.565 or 0.565 or 0.435, equiva-
cd c dk lently 1:1.3 or 1.3:1. Two costs have the same weight when
: (23)
cd + ci cdk + cik 0.5:0.5 or equivalently 1:1. We change CV and cost ratio in
order to nd out the impact of variance and weight of delay
(z) is an increasing function. Hence, z zk. and idle time. We show the case for CV = 0.1 and cd:
Proposition 2 shows that solutions to the problem SINV ci = 0.5:0.5 for numerical examples and explanations in the
provide the lower limit. Each block size by SINV is either next two subsections. In the last subsection, we analyze results
b^xc or d^xe: Hence, we use Observation 1. Using the lower of all cases.
limit, we provide the heuristic as follows: We compare two heuristics (CON and IMP) with four
periodic Bailey rules. We prescribe four periodic Bailey rules:
t-Bailey, p-Bailey-l, p-Bailey-m, and p-Bailey-s, since the
Algorithm for the improving heuristic. Initialization: Solve Bailey rules are easy to implement.
SINV and get the optimal solutions X0 = (x*1, , x*|K|)0 to
SINV. Set s = 1 and X1 = X0.
5.1. A numerical example for the constructive heuristic
s
Step 1: Solve SIP with X to get the objective First, we build an appointment schedule by the CON heuristic
function value. approach. Figure 3 depicts the procedure up to Stage 6 using the
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 585
Root
Iteration 3
We solve two SIP problems with Xs3, r R3 as follows:
z13 min f3 X13 20:7 where X13 4; 3; 3:
7.29 6.35 z23 min f3 X23 21:5 where X23 4; 3; 4
41.95 42.06 42.48 45.14 43.13 44.59 remove r 3; 4 and R4 f1; 2g:
We skip the remaining steps and the nal solution is follows: Table 5 The numerical results for the expected delay and idleness
4-3-4-4/3-4-3-4/3-4-4-3/4-3-4-3. We split X into 2-h intervals time when the sequence is given as X0
(ie, four blocks) to present in a clear way using a separator (/).
Block index x*k E[Dk] E[Ik]
1 4 4.4 2.1
5.2. A numerical example for the improving heuristic 2 3 2.8 4.2
In this subsection, we build an appointment schedule by the 3 4 6.6 1.6
4 4 9.8 1.1
IMP approach. 5 4 12.8 0.7
Initial step 6 3 9.1 2.1
We solve SINV to get the initial solution X0 as follows: 7 4 12.3 0.9
8 4 15.2** 0.7
X0 4-3-4-4=4-3-4-4=3-4-3-4=4-3-4-3: 9 3 11.3 2.1
10 4 14.5 0.9
Table 5 shows the expected delay and idleness time of the 11 3 10.8 2.2
initial solution X0. The rst column gives the block index; the 12 4 14.1 0.9
second, the optimal block size; the third, the expected delay 13 4 16.8* 0.7
time, E[Dk]; the last one, the expected idle time, E[Ik]. 14 3 12.9 1.8
Iteration 1 15 4 16.1 0.8
16 3 12.4 2.1
f(X0) = 206.5 and j = 13. We change all the next blocks after
the 13th block, x*13, x*14, x*15, and x*16. Since E[D|K|] > E[I|K|], Note: The superscript * denotes the worst, and the superscript ** denotes the
second worst.
x*n = 3. X1 = (4-3-4-4/4-3-4-4/3-4-3-4/3-4-3-3). We use bold-
face for the change. f(X1) = 195.9.
Iteration 2
For the next iteration, we skip detail objective function
5.3. Analysis of comparative results
values. j = 8 and X2 = (4-3-4-4/4-3-4-3/4-3-4-3/4-3-3-3).
f(X2) = 174.6. Table 6 summarizes optimal block sizes of cases with
Iteration 3 = 15 min, ve levels of CV, and nine cost ratios. The rst
j = 5 and X3 = (4-3-4-4/3-4-3-4/3-4-3-4/3-3-3-3). f(X3) = column gives parameter values (, CV); the second one, cost
155.9. ratio; the third one, optimal solution to INV, ^x1 in real number; the
Iteration 4 fourth one, possible optimal block size for the second or later blocks;
j = 12 and X4 = (4-3-4-4/3-4-3-4/3-4-3-3/3-3-3-4). f(X4) = the fth one, optimal block sizes; the sixth one, total assigned
149.1. patients; the seventh one, objective function value; the eighth one,
Iteration 5 number of iterations; the last one, running time in seconds.
j = 10 and X5 = (4-3-4-4/3-4-3-4/3-3-3-3/3-3-4-3). f(X5) = One may expect two patients to be assigned on average without
141.1. an exact computational study because of h = 30 and = 15 min.
Iteration 6 As the weight of cd increases and other factors are unchanged,
j = 8 and X6 = (4-3-4-4/3-4-3-3/3-3-3-3/3-4-3-3). f(X6) = CDO would be likely to assign fewer number of patients.
132.1. Computational results verify this insight. Comparing two extreme
Iteration 7 cost ratios (ie, 0.01:0.99 and 0.99 and 0.01), the former has
j = 6 and X7 = (4-3-4-4/3-3-3-3/3-3-3-3/4-3-3-4). f(X7) = double or greater total assigned patients than the latter case. The
125.3. optimal objective function value increases then decreases as the
Iteration 8 weight of cd increases. Cases with extremely different cost ratios
j = 4 and X8 = (4-3-4-3/3-3-3-3/3-3-3-4/3-3-4-3). f(X8) = (eg, 0:01:0.99, 0.09:0.91, 0.91:0.09, and 0.99:0.01) have either E
117.5. [Dk] = 0 or E[Ik] = 0 for k K. Hence, objective function values
Iteration 9 of these extreme cases are smaller than other cases, because the
j = 3 and X9 = (4-3-3-3/3-3-3-3/3-3-4-3/3-4-3-3). f(X9) = coefcient of the positive term out of E[Dk] or E[Ik] is very small.
114.8. When ci is 100 times of cd (ie, 0.01:0.99), rst block size is
Iteration 10 relatively larger than the other block sizes. We do not use x*1 for
j = 11 and X10 = (4-3-3-3/3-3-3-3/3-3-3-3/4-3-3-4). f(X10) = all block sizes, but x*2 for the second or later block size for this
113.8. extreme case. To nd heuristic block sizes, we use optimal
Iteration 11 solution to INV for all cases except the case of 0.01:0.09. Next
j = 16 and X11 = (4-3-3-3/3-3-3-3/3-3-3-3/4-3-3-3). f(X11) = two tables summarize the cases of = 8 and 20 min in order to
113.2. show a variety of numerical results.
Iteration 12 Table 7 summarizes numerical results of cases with = 8,
j = 8 and X12 = (4-3-3-3/3-3-3-4/3-3-3-3/4-3-3-3). f(X12) = ve levels of CV, three cost ratios (cd: ci = 0.435:0.565, 0.5:0.5,
114.9. We stop and choose X11 as the best solution. and 0.565:0.435). The rst column gives parameter values
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 587
Table 6 Optimal block sizes for the case of = 15 min, the different cost ratios, and variance
(, CV) cd: ci ^x1 x*k , k 2 Block size Total patients Objective value Iteration Time (s)
(, ); the second one, cost ratio; the third one, solution congurations: (1) = 8 min, CV = 0.1; (2) = 8 min, CV =
methods; the fourth one, solution (block sizes); the fth one, 0.5; and (3) = 20 min, CV = 0.5. We analyze the impact of
objective function value; the sixth one, gap between the optimal on block size by comparing (1) with (3). As increases, the
objective function value and the corresponding solution number of allocated patients decreases. We analyze the impact
methods objective function value; the seventh one, number of of CV on block size by comparing (1) with (2). For each
iterations; the last one, running time. We provide the best conguration, we analyze the impact of cost ratio on block size.
periodic Bailey among those for solution methods. The cost ratio apparently affects block size. Figure 4 shows
Table 8 summarizes numerical results of cases with = 20- that for each conguration with certain and CV, as the ratio,
min, ve levels of CV, three cost ratios as Table 7. Column cd to ci increases, fewer numbers of patients are allocated
information is the same as Table 7. cumulatively. The cumulative line for the highest ratio of cd to
Figure 4 depicts the impact of , CV, and cost ratio on block ci is the lowest and the cumulative line for the lowest ratio is the
size. It shows cumulative allocated patients for the three highest for each conguration with the same and CV.
588 Journal of the Operational Research Society Vol. 67, No. 4
Table 7 Comparative results when = 8 min with different cost ratios, variance, and heuristic rules
(, CV) cd: ci Method Block size Objective value Gap (%) Iterations Time (s)
Table 8 Comparative results when = 20 min and the different cost ratios, variance, and heuristic rules
(, CV) cd: ci Method Block size Objective value Gap (%) Iterations Time (s)
60
, CV, cost ratio a 0.3
(8, 0.1, 0.5:0.5)
(8, 0.1, 0.565:0.435)
(8, 0.1, 0.435:0.565) 0.2
(8, 0.5, 0.5:0.5)
CV
(8, 0.5, 0.565:0.435)
0.1
(8, 0.5, 0.435:0.565)
(20, 0.1, 0.5:0.5)
40 (20, 0.1, 0.565:0.435)
7.6 7.7 7.8 7.9 8.0 8.1 8.2 8.3 8.4 8.5
(20, 0.1, 0.435:0.565)
# of patients
b 0.3
0.2
20
CV
0.1
7.6 7.7 7.8 7.9 8.0 8.1 8.2 8.3 8.4 8.5
the best block sizes for all cases since it searches a large number
of feasible block sizes. To get the optimal block sizes, we
CDO administrative staffs may use a relative importance should use a larger tolerance rather than the current values.
measure of both penalties, even though they do not have exact Preliminary tests show that current values not only remove most
cost information about delay and idleness. If they want to utilize unrealistic values that are far from the optimum, but there is also
physicians better (ie, cd ci), they are willing to assign more a possibility of removing the optimal block sizes as well. The
patients (ie, d^xe) from the begin block. If more patients are numerical studies show that the best solution using the current
assigned in the earlier blocks, subsequent block sizes are less values is close to the optimal solution. However, there are
likely to be d^xe: On the contrary, if they want to avoid crowding limitations for CON and IMP heuristics. The CON heuristic has
in the waiting room (ie, cd ci), they are willing to assign less a limitation that it may be hard to nd good tolerance ratios at
patients. If less patients are assigned in the earlier blocks, stages. The IMP heuristic also has a limitation of neighbour-
subsequent block sizes are more likely to be d^xe: hood search approach that there might be no break-through
Variability also plays an important role in determining block solution from current solution to global optimal solution.
sizes. Figure 4 (see Congurations (1) and (2)) shows that the t-Bailey can be the best block size rule for certain case in
cumulative line for the higher CV is below and that the total which variance is large. For example, t-Bailey is the best when
allocated patients in a day is smaller as CV is higher. Higher CV = 8 min, cd: ci = 1:1 and CV = 0.5; and when = 20 min, cd:
affects block sizes of the later blocks. CDO administrative staffs ci = 1:1.3 and CV = 0.5. p-Bailey-s rule can be used for the case
are likely to assign less patients b^xc in the later blocks, if CV of small variance, whereas p-Bailey-l rule can be used for the
is high. The cost ratio may affect block sizes more than CV case of larger variance.
does, when CV is low. In most cases, t-Bailey or p-Bailey rule performs worse than
The rst block size is always d^xe; which is the optimal IMP and CON. When variance is large, three rules have
solution to INV problem, except when cd < ci and variability is different solutions of block sizes but objective function values
high (CV = 0.5). The second or subsequent block sizes depends are close to each other. When variance is small, t-Bailey rule
upon variance and cost ratio. If cd < ci and variance is small, d^xe gives the worst objective function value, which is 1.7 ~ 1.9
is the best for the second block. Otherwise, b^xc is optimal. The times of the two heuristic rules.
rst block size has an impact on the subsequent blocks. Hence, We see how sensitive the optimal solution is to , CV, and
b^xc is optimal even though d^xe is optimal for individual INV cost ratios (cd: ci). Figure 5 depicts two iso-solutions for each
problems. When variance is small, more d^xe block sizes are case of ( = 8 min, CV = 0.1, cd: ci = 1:1.3) or ( = 8, CV = 0.1,
assigned. It is trivial to assign more d^xe block sizes when cd > ci cd: ci = 1.3:1), respectively. Iso-solutions are the same optimal
than when cd < ci. block sizes for different congurations. We take 8 blocks into
We nd that either CON or IMP provides the highest quality account, because iso-solutions is unique for 16 blocks. Iso-
solutions for all cases, which is the same or very close to the solutions look off-diagonal, which means that as increases,
solutions obtained by CPLEX. We expect that CON provides CV should be smaller for iso-solutions. If cd ci, the smaller
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 591
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