We propose a multistage stochastic mixed-integer programming formulation for the assignment of surgeries to operating rooms over a finite planning horizon. We consider the demand for and the duration of surgery to be random variables. The objective is to minimize three competing criteria: expected cost of surgery cancellations, patient waiting time, and operating room overtime. We discuss properties of the model and an implementation of the progressive hedging algorithm to find near-optimal surgery schedules. We conduct numerical experiments using data from a large hospital to identify managerial insights related to surgery planning and the avoidance of surgery cancellations. We compare the progressive hedging algorithm to an easy-to-implement heuristic for practical problem instances to estimate the value of the stochastic solution. Finally, we discuss an implementation of the progressive hedging algorithm within a rolling horizon framework for extended planning periods.

Original languageEnglish (US)
Pages (from-to)755-772
Number of pages18
JournalINFORMS Journal on Computing
Issue number4
StatePublished - Sep 1 2015


  • Heuristics
  • Progressive hedging
  • Scheduling
  • Stochastic programming
  • Surgery planning

ASJC Scopus subject areas

  • Software
  • Information Systems
  • Computer Science Applications
  • Management Science and Operations Research


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