Continuity and Stability in Two-Stage Stochastic Integer Programming

Author(s):  
Rüdiger Schultz
2004 ◽  
Vol 5 (3) ◽  
pp. 335-359 ◽  
Author(s):  
Sebastian Engell ◽  
Andreas Märkert ◽  
Guido Sand ◽  
Rüdiger Schultz

Author(s):  
Bart Smeulders ◽  
Valentin Bartier ◽  
Yves Crama ◽  
Frits C. R. Spieksma

We introduce the problem of selecting patient-donor pairs in a kidney exchange program to undergo a crossmatch test, and we model this selection problem as a two-stage stochastic integer programming problem. The optimal solutions of this new formulation yield a larger expected number of realized transplants than previous approaches based on internal recourse or subset recourse. We settle the computational complexity of the selection problem by showing that it remains NP-hard even for maximum cycle length equal to two. Furthermore, we investigate to what extent different algorithmic approaches, including one based on Benders decomposition, are able to solve instances of the model. We empirically investigate the computational efficiency of this approach by solving randomly generated instances and study the corresponding running times as a function of maximum cycle length, and of the presence of nondirected donors. Summary of Contribution: This paper deals with an important and very complex issue linked to the optimization of transplant matchings in kidney exchange programs, namely, the inherent uncertainty in the assessment of compatibility between donors and recipients of transplants. Although this issue has previously received some attention in the optimization literature, most attempts to date have focused on applying recourse to solutions selected within restricted spaces. The present paper explicitly formulates the maximization of the expected number of transplants as a two-stage stochastic integer programming problem. The formulation turns out to be computationally difficulty, both from a theoretical and from a numerical perspective. Different algorithmic approaches are proposed and tested experimentally for its solution. The quality of the kidney exchanges produced by these algorithms compares favorably with that of earlier models.


1996 ◽  
Vol 50 (3) ◽  
pp. 404-416 ◽  
Author(s):  
R. Schultz ◽  
L. Stougie ◽  
M. H. Vlerk

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