Journal of the Operational Research Society (2016) 67, 576592 2016 Operational Research Society Ltd.

Society Ltd. All rights reserved. 0160-5682/16

www.palgrave-journals.com/jors/

Comparison of a branch-and-bound heuristic, a

newsvendor-based heuristic and periodic Bailey
rules for outpatients appointment scheduling
systems
Sangdo (Sam) Choi1 and Amarnath (Andy) Banerjee2*
1
Shenandoah University, Winchester, USA; and 2Texas A&M University, College Station, USA
Appointment-based service systems admit limited number of customers at a specic time interval to make service
providers more accessible by reducing customers waiting time and make the costly resources more productive.
A traditional approach suggests the Bailey rule, which assigns one or more customers at the initial block and only
one customer at remaining blocks. We prescribe two heuristic approaches and variations of the traditional Bailey
rule to appointment scheduling systems with the objective of minimizing total expected costs of delay and idle
times between blocks. The rst heuristic adopts a branch-and-bound approach using forward dynamic program-
ming and tries to fully enumerate with some restrictions. The second heuristic uses a sequential-inverse news-
vendor approach using a starting solution. We conduct numerical tests, which show that both heuristics get
near-optimal solutions in a quicker time than a commercial solver, CPLEX and that the second approach gives
near-optimal solutions far faster than the rst approach. In addition, we suggest the use of a periodic Bailey rule,
which can be implemented easily in practice, and provides a close solution to the best result of both heuristics,
depending upon cost parameters and service-time variances.
Journal of the Operational Research Society (2016) 67(4), 576592. doi:10.1057/jors.2015.79
Published online 4 November 2015

Keywords: health-care management; appointment scheduling; sequential inverse newsvendor; branch-and-bound

heuristic; periodic Bailey rule

1. Introduction utilization of resources and timely access of patients to

CDOs, that is, to minimize the sum of idle and waiting times.
Appointment-based service systems, such as care delivery
A primary objective of an OASys is to nd an optimal
organization (CDO, eg, hospital, clinic), admit limited
appointment rule for a particular set of performance measures
number of customers at a specic time interval (eg, 30-min
(eg, delay (or waiting) and idle times) in a CDO environ-
time block) to make CDOs more accessible by reducing
ment. OASys is trading off the interests of CDOs
crowding in waiting rooms and to effectively utilize costly
(eg, minimizing idleness of doctors) and patients (eg, mini-
resources. CDOs that do not make their outpatient depart-
mizing delayed time of physicians service and/or waiting
ments more cost effective may not be able to remain in good
time of patients) while matching demand and supply of
standing nancially in the fast-growing health-care industry
CDOs. An OASys can improve resource efciency by
(Cayirli and Veral, 2003). To keep patients waiting longer
smoothing work ow in a CDO, and increase patient satisfac-
than their expectation is undesirable on humanitarian
tion by providing timely access.
grounds (Gupta and Denton, 2008), since all patients require
The operating rules for an OASys depend on the health-care
timely care by CDOs. Many researchers (Bailey and Welch,
setting. In surgical CDO, service durations are longer and more
1952; Fries and Marathe, 1981; Ho and Lau, 1992; Ho et al,
variable than primary CDO. Scheduling surgical appointment is
1995; Klassen and Rohleder, 1996; Denton and Gupta,
more complex than primary CDO (Gupta and Denton, 2008).
2003; Robinson and Chen, 2003; Kaandorp and Koole,
On the other side, scheduling surgeries assigns fewer numbers
2007; Begen and Queyranne, 2011) have proposed out-
of patients (eg, two or three) in a day. Patient service time in
patient appointment scheduling systems (OASys) for higher
surgical CDO tend to vary more depending on the patients
characteristics. The vast majority of patients of primary CDO
*Correspondence: Amarnath Banerjee, Department of Industrial and Systems
Engineering, Texas A&M University, 3131 TAMUS, 4041 ETB, College
require a similar service that can be performed within a xed
Station, TX 77843-3131, USA. time length. OASys deals with a large number of patients
E-mail: banerjee@tamu.edu (eg, 50) in a day. We focus on decision factors (eg, block size,

block duration) under primary CDO setting in which all patients
are supposed to be homogeneous.
The major factors in designing OASys are block size
(ie, number of assigned patients), begin block, and block
duration (Cayirli and Veral, 2003). Figure 1 depicts two
combinations of block size and begin block with constant block
duration. The block of OASys is the minimal manageable time
unit, in which a certain number of patients (ie, block size) is
scheduled. The begin block is the number of patients at the rst
block in a day. The block duration is the interval between two
successive appointment times, also called job allowance. The
block duration can be divided in two veins: continuous and
discrete (Kaandorp and Koole, 2007). Discrete time increment
is in practice and more realistic than continuous one.
A continuous time increment is not typically found for a clinic,
because a real-valued time (eg, 10:48:23 AM) is not scheduled
in practice. A common practice is to use a function of the mean
of consultation times. For example, if the mean consultation
time is 8 min, block durations can be 20 min (ie, rounded up
from two times of 8 min) or 30 min (ie, rounded up from three
times of 8 min). Hence, we concentrate on determining the
block size with a xed block interval, assuming that a block
duration is a xed and discrete value such as 20 min, 30 min, or
an hour.
Block duration decisions are meaningful for time-tabling of
individual patients, that is, interval times between patients.
We consider an equal-length block duration, which allows
several patients in each block. CDOs tend to divide available
service time into equal-length time slots such that patients
needs can be accommodated in a standard appointment slot. For
certain types of visits that require more time, clinics may assign
multiple appointment slots (Gupta and Denton, 2008).
We assume that the number of blocks is given and xed,
because the total available service time is also given and xed.
Cayirli and Veral (2003) described seven appointment rules
by some combinations of block size, begin block, and block
duration: (1) single block, (2) individual block/xed interval,
(3) individual block/xed interval with an initial block, which is
the original Bailey rule (Bailey and Welch, 1952), (4) multiple
block/xed interval, (5) multiple block/xed interval with an
initial block, which is the generalized Bailey rule, (6) variable
block/xed interval, and (7) individual block/variable interval.
Figure 1 depicts two appointment rules: (5) and (6), respec-
tively. Since we assume equal-length time slots, we exclude the
combination of (7) from our study. We assume that several
a b
Block-size
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.
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 577
patients are assigned into a single block, whereas we do not
assume that a single patient is assigned into a single block.
Hence, we do not consider the following combinations: (1), (2),
and (3). We compare our appointment rules with either (5) or
(6), assuming that (4) is a special case of either (5) or (6).
Bailey and Welch (1952) did the rst study to analyze an
individual-block appointment system at a time when most
hospitals were still using single-block systems in the 1950s.
They recommended that an individual-block/xed interval
appointment system with an initial block of two patients
(ie, (3) of Cayirli and Veral, 2003) lead to a reasonable balance
between patient-waiting and doctor idle times. We call t-Bailey,
which stands for traditional Bailey, if other blocks have one less
block size than the begin block (ie, (5) of Cayirli and Veral,
2003), which is not necessarily two patients. We prescribe two
heuristics to nd a near-optimal begin block and block size and
suggest periodic Bailey rules.
In addition, we propose variations of periodic Bailey rules by
modifying the results from two heuristics. A periodic Bailey
rule, which is a special case of (6) of Cayirli and Veral (2003),
has several begin blocks and is repetitive, while t-Bailey has
one begin block. If intervals between initial-blocks are long, we
call p-Bailey-l, which stands for periodic Bailey with long
interval. If intervals are short, we name p-Bailey-s. For
example, consider 8 blocks with begin block of 4 and other
subsequent block sizes are 3 or 4. t-Bailey is 4-3-3-3-3-3-3-3.
If block sizes are 4-3-3-3-4-3-3-3, we call p-Bailey-l because the
interval between two begin blocks, which have 4 block size at rst
and fth blocks, respectively, is long. We call 4-3-4-3-4-3-4-3
p-Bailey-s because intervals between begin blocks are short.
In addition, we can consider p-Bailey-m, which has shorter
interval than p-Bailey-l and longer interval than p-Bailey-s.
The objectives of the paper are: (1) an optimization model to
determine begin block and block size, (2) two heuristics to
solve the optimization model, (3) suggestions for using practical
p-Bailey rules, and (4) implications from extensive numerical
studies. The optimization model is a stochastic dynamic
programming (SDP) problem, which requires prohibitively
large computational times. We present an equivalent stochastic
integer programming (SIP) problem to utilize a commercial
solver such as CPLEX. We prescribe two heuristics to get near-
optimal solutions in a faster time. The two heuristics are
efcient because it takes a couple of minutes or less and a
couple of hundreds iterations or less for both heuristics to solve
most cases, while it takes more than 10 min and a couple of
Block-size
Time
578 Journal of the Operational Research Society Vol. 67, No. 4
million iterations for CPLEX to run. Especially, one heuristic
takes several seconds and only a few iterations. Both heuristics
are effective because the gap values between CPLEX and
heuristics are around 2% or less for most cases. One heuristic
is constructive and tries to search solution spaces near optim-
ality, while the other heuristic starts with a reasonable solution
and improves very quickly, but may be a little away from
optimality. In addition, we suggest periodic Bailey rules, which
are practical and simple to implement. We conduct extensive
numerical tests to cover general CDO environments.
The paper is organized as follows. Section 2 provides a
comprehensive overview on appointment scheduling. Section 3
describes the two optimization models. Section 4 suggests two
heuristics to solve SIP. Section 5 gives numerical studies and
suggests implications from them. Section 6 concludes the paper
and suggests some venues for future research.
2. Literature review
We review literature in scheduling patients of CDO including
primary and surgical appointments, but not nurse scheduling,
which is associated with staff scheduling. Service durations are
typically short and a large number of patients are scheduled in
primary CDO. Block size, not individual patients scheduling, is
a primary decision variable in primary CDO. In surgical
environment, block size is always one and block duration is
the main decision variable. Surgical scheduling is close to time-
tabling of individual patients.
The studies by Ho and Lau (1999, 1992) and Ho et al (1995)
compared 50 appointment rules under various operating environ-
ments. They introduced a number of individual-block/variable-
interval appointment systems and tested their performance
against traditional rules. Their best performing variable-interval
rule allowed patients to arrive in shorter intervals in a sessions
earlier part, and in larger intervals later on. This is called as dome-
shaped interval. The equivalent representation is larger initial
block and smaller block sizes in later blocks. They concluded that
there is no rule that will perform well under all circumstances and
proposed a simple heuristic to choose an appointment rule. Their
procedure for nding the efcient frontier provided a unied
framework for comparing the performance of an appointment
system. Cayirli and Veral (2003) classied them into seven
appointment rules, as mentioned earlier.
A series of research studies (Weiss, 1990; Wang, 1993, 1997;
Denton and Gupta, 2003; Robinson and Chen, 2003) to determine
the optimal interval times has appeared since 1990. On the
contrary, our approach focuses on the optimal numbers of patients
assigned (ie, block size), not timing decisions. The optimal interval
times between patients are individual and varying, which is
equivalent to (7) of Cayirli and Veral (2003), individual block/
variable interval. Weiss (1990) was the rst to address the problem
of jointly determining the optimal start times of surgical proce-
dures and the optimal order of those procedures. Wang (1993)
developed a model to nd appointment dates of jobs in a single
server system to minimize expected customer delay and server
completion time with identical jobs and costs, and exponential
processing duration distributions. In the numerical studies by
Wang (1993), the optimal allocated time for each job showed a
dome structure, that is, it increases rst and then decreases. In
another study, Wang (1997) investigated the sequencing problem
with the same setting but with distinct exponential distributions.
Robinson and Chen (2003) developed a stochastic linear pro-
gramme for nding appointment dates for a xed sequence of
surgeries and proposed a Monte-Carlo-based solution method.
They developed a heuristic in which they used the dome structure
of the optimal policy as reported in Wang (1993). Kaandorp and
Koole (2007) studied outpatient scheduling with exponential
processing durations with no-shows. Denton and Gupta (2003)
developed a two-stage stochastic linear programme to determine
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;
Cardeon et al, 2009; Mancilla and Storer, 2009; Begen and
Queyranne, 2011) studies optimal sequencing, assuming that a
set of patients are given and xed and that each patient requires
different consultation times. On the contrary, we assume that
the consultation times for all patients follow the same distribu-
tion in a day. We assume that all patients require the same
specialty in a day. In a surgical CDO, different specialities (or
subspecialty) are required in a day. Klassen and Rohleder
(1996) introduced an appointment system that classify patients
based on their expected service-time variability. They used
simulation to compare alternative ways of sequencing low-
and high-variance patients at the beginning of the session and
showed that it performs better than the best performing rules
proposed by Ho and Lau (1992). Begen and Queyranne (2011)
considered the problem of determining optimal appointment
schedule for a given sequence of jobs (eg, medical procedures)
on a single processor (eg, operating room (OR), examination
facility), to minimize the expected total underage and overage
costs when each job has a random processing duration given by
a joint discrete probability distribution. Cardeon et al (2009)
investigated how to sequence surgical cases in a day-care
facility so that multiple objectives are simultaneously opti-
mized. Pham and Klinkert (2008) investigated surgery case
scheduling problems and proposed an integrated solution
approach using mathematical programming methods. Mancilla
and Storer (2009) developed a method to help the OR Manager
determine the sequence and scheduled starting times of sur-
geries in a single OR to minimize a weighted combination of
costs that include patient waiting times, OR idle time, and staff
overtime. Green et al (2006) analysed the problem of schedul-
ing demand for a diagnostic medical facility that is shared by
outpatients, inpatients, and emergency patients. Their analysis
focuses on establishing optimal service priority rules for
admitting patients into service on a particular day of operations,
given an arbitrary outpatient appointment schedule. Bruin et al
(2005) used a queuing model to study emergency cardiac

patient ow and found out that the source of the bottleneck is
the lack of availability of beds downstream in the care chain.
Lastly, our research belongs to the area of appointment
scheduling to determine the optimal sizes of each block
(Bailey and Welch, 1952; Fries and Marathe, 1981; Liao et al,
1993; Dexter and Traub, 2002; Marcon et al, 2003; Chase,
2005; Gupta, 2007). Bailey and Welch (1952) used a manual
Monte-Carlo simulation technique in their search for the best
initial block and appointment interval for clinics with a variety
of number of patients to show that an initial block of two
patients leads to a reasonable balance between patient waiting
time and doctor idle time. Dexter and Traub (2002) used online
and off-line bin-packing techniques to plan elective cases and
evaluated their performances using simulation. Chase (2005)
developed a simulation model for a hospital to reduce wait
times, improve resource utilization, and determine the right
number of downstream resources needed. On the contrary, we
build a stochastic optimization model in order to take into
account uncertainty of service durations, and propose two
heuristics, both of which show near-optimal results numeri-
cally. Fries and Marathe (1981) studied the variable-block/
xed-interval appointment system and compared the results
with single-block and multiple-block/xed-interval systems.
Liao et al (1993) constrained customer arrivals to xed lattice
of times with specied numbers of intervals and patients. Both
Fries and Marathe (1981) and Liao et al (1993) used dynamic
programming to fully search the optimal block sizes for the next
period given that the number of patients remaining to be
assigned is known. We mix a dynamic programming and
branch-and-bound approach by eliminating some states that
would not improve at the next stages. Marcon et al (2003) and
Gupta (2007) focused on determining how best to assign
arriving surgery requests to assist in the planning negotiation
among different stakeholders in a surgical suite. On the
contrary, we assume that all patients have the same consultation
distribution under primary CDO. In sum, whereas all of prior
studies try to achieve optimality, we emphasize both optimality
and practicality by proposing optimization models and prescrib-
ing effective and efcient heuristics.
3. Problem formulation
We propose a SDP model and its associated SIP model to
involve uncertainties of service durations. The dynamic
approach is able to involve all meaningful, possible combi-
nations of integer values. However, it is hard to evaluate the
objective function value by the integral operation for a
multi-dimensional space. Hence, we devise an equivalent
SIP model with a number of scenarios to approximate the
objective function value, and use it to compare the objective
function values.
This section comprises of two subsections. We address
notation and assumptions in the rst section, then explain a
prototypical SDP and its associated SIP in the next subsection.
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 579
3.1. Notation and assumptions
We employ the following index set, parameters, and random
variables:
k Index for block k K
cd Delay time penalty
ci Idle time penalty
h Unit block interval
p Individual random service time
Tk Random completion time up to block k
Dk Random delay time of block k
Ik Random idle time of block k
xk Block size of block k
We assume that all patients assigned in the same block arrive
on time for the aggregate-level planning purpose. We focus on
devising and evaluating appointment policies, not nding exact
scheduling times for individual patients. Hence, we do not
consider delay and idle time between individual patients in the
same block. We assume that all patients in the same block arrive
on time. Consider two blocks and its associated block sizes are
x1 and x2, respectively. Individual idleness associated with the
rst patient in the second block is as follow:


E TI - px1 + ; (1)
where pk is the k-times sum of iid random variable p. There is
no idle time between patients in the same block, because we
assume all patients in the same block arrive on time. Individual
performance measure does not take into account individual idle
times within the same block. Individual waiting times are as
follows:




E p + E p2 +    + E px1 - 1 + E px1 - T1 +
h i
+

+ E px1 - T1 + p +    + E px1 - T1 + + px2 - 1


+ 2 +    + x1 - 1 + x2 E px1 - T1 +
+ + 2 +    + x2 - 1
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
polynomial function of block size, x1. The second-block
individual waiting performance measure is a function of block
size, x2 and block-based waiting time, px1 - T1 + : The block-
based waiting performance has been counted x2 times, whereas
the idleness performance measure, T1 - px1 + , has been
counted once. Mixing individual and block-based performance
measures will be intractable. If there is no patient waiting in the
waiting room when patients in certain block arrive on time, they
expect the rst-come-rst-served rule even though they arrive
on time and the rst checked-in patient is in service without any
delay. Other patients in the same block expect certain amounts
of delay since they recognize other patients are assigned in the
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

Ik Dk 0 k 2 K; 2 (13)
Dk ; Ik ; Tk 0 k 2 K; 2 (14)
The objective function (11) minimizes total expected costs of
delay and idle times. Constraint (12) denes the delay and idle
times of block k under scenario . Constraint (13) ensures
that both delay and idleness do not occur in the same block to
avoid inefciency. Constraint (13) is non-linear, and can be
linearized by introducing binary variables, Ik and Dk ; both of
which enforce the SIP to have thousands of binary variables if
the number of scenario is in thousands. The linearized formula-
tion associated with (13) for k K, , is given as follows:
Ik + Dk 1
Ik M*I k
Ik *Ik
Dk M*Dk
Dk *Dk ;
where M is a big number and is a small number. Constraint
(14) guarantees the non-negativity of all decision variables.
Pk
The term xi1 pki of (12) should be changed because the
number of summation, xk, k K should be xed. We reformu-
late (12) into the following with binary variable ^xki ; k 2 K :
X
N
^xki pi ; k2K
i1
0 ^xkN    ^xkN - 1    ^xk2 ^xk1 1; k2K
where N is a large number in order to cover all possibilities.
^xki 1 if the ith patient is assigned to block k, 0 otherwise. The
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
and = 8 min, we do not need to consider numbers greater than
6 for N, because 6 or more patients penalize delay times
severely (see Figure 2). We set N = 6 for = 8 min; N = 4,
= 15 and 20 min, respectively.
If a feasible solution X|K| = (x1, x2, , x|K|) is given, we get
the approximation of objective function value f|K|(X|K|) using the
SIP model. In the following sections, we use SIP to evaluate
objective function values.
4. Solution approaches
One may solve SDP by either forward or backward induction.
However, it would take prohibitively long owing to the curse of
dimensionality as each block is added. In the next subsections,
we suggest two heuristic approaches to avoid the curse of
dimensionality. The rst approach is a constructive method
(CON), which starts with the rst block and adds next blocks
step by step. The CON approach tries to fully enumerate with
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 581
25
Objective function value
20
15
10
5
0
1 2 3 4 5 6
Block size
Figure 2 Objective function values for a single block for the case
of = 8 min, CV = 0.1, and cd: ci = 0.5:0.5.
certain restrictions in order to nd near-optimal block sizes. The
second approach is an improving method (IMP), which starts
with a solution to a sequential-inverse newsvendor (SINV)
problem since the solution to the SINV problem provides a
lower limit. Both approaches provide similar objective function
values.
4.1. Preliminary numerical tests
In order to devise efcient methods, we conduct preliminary
numerical tests to gure out how to search and evaluate feasible
solutions in a faster and efcient way. Let either b^xc or d^xe be
one of the solutions to the problem INV. If we use some other
value, which is greater than d^xe or smaller than b^xc; the
objective function values at these values are far away from the
optimal. Figure 2 shows an exemplar objective function, which
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
3.75, and the optimal block size should be either 3 b^xc or
4 d^xe: The objective function values of the block sizes of
Table 1 shows an exemplar case for two blocks with the same
parameter values of Figure 2. The header row values are the
second block size, and the left-most column gives the rst block
size. The optimal block size up to the second block is (43). All
combinations with values that are greater than 4 d^xe or
smaller than 3 b^xc provide greater value than the optimal
objective function value (ie, 6.1) by more than 200%. Once the
rst two block sizes are far from the optimality, the block sizes
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
same parameter values of Table 1 and Figure 2. The header row
values are the third block size, and the left-most column gives
the rst and second block sizes. The optimal block sizes
up to the third block is (4-3-4), while (4-4-3) block sizes is
close to the optimal one. All combinations with values other
than 3 b^xc or 4 d^xe are far greater than the optimal objective
function value. As we add more blocks at next stages, other
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

(2, 3) 41.9 34.1 25.8 22.1 29.8 38.1

(3, 2) 40.1 33.9 26.1 22.1 29.9 38.1
(3, 3) 33.9 26.1 17.9 14.1 22.1 30.1 For any general assignment of block sizes, if E[Dk] for
(3, 4) 28.1 20.1 12.1 12.4 20.4 28.2 block k is the worst (ie, E[Dk] E[Dk] or E[Ik], for any other
(3, 5) 28.1 20.1 19.8 27.7 35.7 43.7 block k K), b^xc is a better block size for block k + 1 than
(4, 2) 36.2 28.2 20.2 16.2 23.9 31.9 d^xe: If E[Ik] for block k is the worst, the block size of block
(4, 3) 27.9 20.1 12.2 8.4* 16.2 24.1 k + 1 is d^xe:
(4, 4) 24.2 16.2 8.8 12.1 20.4 28.7
(4, 5) 24.2 16.8 20.6 28.7 36.2 44.2 Table 3 shows block sizes for 16 blocks and its associated
(5, 3) 32.1 16.9 16.9 19.7 27.7 35.7 E[Dk] and E[Ik] with b^xc 3 and d^xe 4: For the rst two
blocks with d^xe 4 (ie, k = 1, 2), E[Dk] is increasing and E[Ik]
Notes: The superscript * denotes the optimal value. Bold-faced numbers are
is decreasing. For the blocks from 4 through 7 (9 through 11, 13
for combinations with x1 and x2 having value of either 3 or 4 only.
through 14), with d^xe 4; E[Dk] is increasing and E[Ik] is
decreasing. For the block k = 14, E[Dk] is the worst and the next
block 15 has block size of b^xc 3: Hence, we summarize our
minimizing the objective function value. Hence, we summarize observation as follows:
our observation regarding search space with b^xc and d^xe as
Observation 2 If the worst term of the objective function of
follows:
SIP, (11) is one of the delay penalties (ie, E[Dk] = max
Observation 1 It is not necessary to search less than b^xc or {E[Dk], E[Ik] for k K}), the block-size of the next block
greater than d^xe: One of the two values, b^xc and d^xe; is k + 1 is b^xc: Otherwise, the block-size of the next block
used for feasible solutions. k + 1 is d^xe:
We use either b^xc or d^xe for block sizes based on Observa- The block k having the worst E[Dk] or E[Ik] should be
tion 1. We show two extreme cases: all b^xcs (Case I) and d^xes changed because it has the biggest room to improve. For the
for all blocks (Case II): later block sizes after block k, we use a partial series of
block sizes generated by SINV. We shift one block forward.
Case I: (all b^xcs): E[Dk] is non-increasing and E[Ik] is For example, the current block sizes of (4-4-3-4/4-4-4-3/4-
non-decreasing because the high possibility of 4-4-3/4-4-3-4) in Table 3 has the worst E[Dk] at k = 14.
idleness of previous blocks may not affect next We replace block 14 with block 15, block 15 with block 16,
blocks. The block with idleness does not have an respectively. There is a shift of one block from block
inuence on the next blocks. 15 onwards.
Case II: (all d^xe): E[Dk] is increasing and E[Ik] is non- We use b^xc for the last block, if E[D|K|] E[I|K|], d^xe
increasing because the high likelihood of delay of otherwise. Table 4 shows an example of block sizes for blocks
previous blocks may affect next blocks. It is more 14, 15, and 16 to improve the solution. All previous block sizes
likely for delay to happen in later blocks, like remain the same. The new block sizes are (4-4-3-4/4-4-4-3/4-4-
snow-ball effect. 4-3/4-3-4-3). Hence, we summarize our observation as follows:
 Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 583

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 :

Rk + 1 = {1, , 2s}. Let zsk + 1, s Rk + 1 be the objective function

Observation 3 It is a good and fast way to use a partial
series of X from the current solution in order to improve
the current solution. Let k be the worst block having
E[Dk] = max{E[Dk], E[Ik] for k K} or E[Ik] =
max{E[Dk], E[Ik] for k K}. A series of block-sizes from
block k + 1 will shift one block forward, ie, replace blocks
from k to |K| 1. The last block-size is based on compar-
ison of E[D|K|] and E[I|K|]. If E[D|K|] E[I|K|], the last block-
size is b^xc: Otherwise, d^xe:
We develop two heuristic methods by combining and
utilizing Observations 1, 2, and 3. The CON heuristic uses
Observation 1 to build the optimal block sizes by adding one
block as steps proceed. The IMP heuristic uses all three
observations to revise a current schedule.
4.2. A constructive heuristic approach
We prescribe a heuristic using forward dynamic program-
ming approach with restricted values. We dene a stage as
we add one more block. We use both d^xe and b^xc to search
the solution using Observation 1. We denote the objective
function values associated with blocks from 1 through k as
follows:
 
zsk min fk Xrk r 2 Rk ; (15)
where Xrk = (x*1, , x*k )r is a solution vector at the kth stage,
and Rk is an index set of all feasible solutions. The number
of total possible candidate block sizes is 2|X|, where |X| is the
number of assigned block sizes so far. We start with large
enough tolerance ratio, k and then decrease it gradually in
order that we search as many as possible at the beginning
stages to minimize the possibility of removing the optimal
appointment rule, and as few as possible at the later stages
to minimize the possibility of searching non-optimal
appointment rules. We determine decreasing tolerance
ratios experimentally. For h = 30, we use 5% up to Stage
10; 3% from Stage 11 to 12; 2% at Stage 13; 1.5% at Stage
14; 1% at Stage 15 for numerical tests. We suggest 10% for
the rst several blocks and 1% for the last couple of blocks.
Algorithm for the constructive heuristic. Initialization: Set
k = 0, R0 = {}, |R0| = 1, and to an initial value (eg, 10%) as a
tolerance. Solve the single-period inverse newsvendor pro-
blem to get x*.
value of problem min fk + 1(Xsk + 1) where Xsk + 1 = (x*1, , x*k + 1)
and z*k + 1 = minszsk + 1.
Step 2: If (|z*k + 1 zsk + 1| / z*k + 1) k, remove s from Rk + 1
and re-index elements from Rk + 1.
Step 3: If k = |K|, stop. Otherwise, k = k + 1 and go to
Step 1.
A numerical example is provided in Section 5, in which
we compare the CON, IMP, and variations of periodic Bailey
rules to the optimal solution obtained by a commercial
solver, CPLEX.
4.3. An improving heuristic approach
The IMP approach requires a good initial solution. To get a
good one, we reformulate the objective function into the
problem ORG simply as follows:
ORG
X

 (16)
min cd E Tk - kh + + ci E kh - Tk + :
X
k2K
Next, we provide a heuristic to solve the problem SDP by
approximation. First, we nd the lower bound of the expected
delay time and the upper bound of the expected idle time. The
expected delay time, E[(Tk kh)+] has the following lower
bound:


+
E Tk - kh + E px1 +  + xk - kh : (17)
The expected idle time, E[(kh Tk)+] has the following upper
bound:


+
E kh - Tk + E kh - px1 +  + xk : (18)
Equations (17) and (18) can be proven by induction easily.
We dene revised penalty costs associated with
block k, denoted by cdk and cik as follows:
cd ETk - kh +  cdk Epx1 +  + xk - kh +  such that cd < cdk ;
and ci Ekh - Tk +  cik Ekh - px1 +  + xk +  such that ci > cik :
584 Journal of the Operational Research Society Vol. 67, No. 4

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
optimal solution x*k , k K.
Proposition 1 (Choi and Ketzenberg, 2014) x*1 +    + x*k is
expressed explicitly as follows:
x*1 +    + x*k ^xk or ^xk ;
0 q12
- zk +
where ^xk @
Choi and Wilhelm (2014) show that sequential news-
vendor problem can be solved separately and independently if
k |zk|k.
Proposition 2 Let z and zk be standard normal score values
that satisfy (z) = cd/(cd + ci) and zk cdk =cdk + cik ;
respectively. Then z zk for k K.
Proof of Proposition 2 Since cd cdk and ci cik ; the
following inequality holds:
cd c dk
: (23)
cd + ci cdk + cik
(z) is an increasing function. Hence, z zk.
Proposition 2 shows that solutions to the problem SINV
provide the lower limit. Each block size by SINV is either
b^xc or d^xe: Hence, we use Observation 1. Using the lower
limit, we provide the heuristic as follows:
Algorithm for the improving heuristic. Initialization: Solve
SINV and get the optimal solutions X0 = (x*1, , x*|K|)0 to
SINV. Set s = 1 and X1 = X0.
s
Step 1: Solve SIP with X
function value.
whenever he made an appointment with a doctors ofce.
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
increases, the possible block size (ie, b^xc or d^xe) decreases
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,
(21)
respectively. Preliminary numerical tests show that one
patient is very likely to be allocated for all blocks, if
22 min, and that two patients are very likely to be
z2k 2 + 4kh
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-
tion independent of magnitude of . We consider nine
levels of cost ratio cd: ci = (0.01:0.99, 0.09:0.91, 0.37:0.63,
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
value delay (or waiting) and utilization differently. One cost is
100 times of the other when 0.01:0.99 or 0.99:0.01. One cost
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
0.63:0.37, equivalently 1:1.7 or 1.7:1. One cost is 30% higher
than the other when 0.435:0.565 or 0.565 or 0.435, equiva-
lently 1:1.3 or 1.3:1. Two costs have the same weight when
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
and idle time. We show the case for CV = 0.1 and cd:
ci = 0.5:0.5 for numerical examples and explanations in the
next two subsections. In the last subsection, we analyze results
of all cases.
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
Bailey rules are easy to implement.
5.1. A numerical example for the constructive heuristic
to get the objective First, we build an appointment schedule by the CON heuristic
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

Legend of node type z*3 20:6: R3 f1; 2g:

candidate node 13.3 15.51

pruned node Iteration 4

We solve four SIP problems with Xr4, r R4 as follows:
best node  
20.66 21.50 z14 min f4 X14 27:6 where X14 4; 3; 3; 3:
 
z24 min f4 X24 28:1 where X24 4; 3; 3; 4:
 
27.56 28.11 29.15 32.40 z34 min f4 X34 29:2 where X34 4; 3; 4; 3:
 
z44 min f4 X44 32:4 where X44 4; 3; 4; 4:
 * r
34.68 35.08 35.86 38.82
z - z 
z*4 27:6: Since 4 4
>0:1 for r 3; 4;
z*4

41.95 42.06 42.48 45.14 43.13 44.59 remove r 3; 4 and R4 f1; 2g:

Figure 3 An illustrative example of CON heuristic with = 8 and Iteration 5

CV = 0.1 up to Stage 6.
We solve four SIP problems with Xr5, r R5 as follows:
 
z15 min f5 X15 34:7 where X15 4; 3; 3; 3; 3:
 
constructive method, which is similar to branch-and-bound z25 min f5 X25 35:1 where X25 4; 3; 3; 3; 4:
heuristics of mixed integer programming.  
z35 min f5 X35 35:8 where X35 4; 3; 3; 4; 3:
Initial step  
z45 min f5 X45 38:8 where X45 4; 3; 3; 4; 4:
k 0:R0 fg:jR0 j 1; 0:1:x 3 or 4: *
r
j z*5 - z45 j
Iteration 1 z*5 34:7: Since >0:1;
z*5
We solve two SIP problems with Xr1, r R1 = {1, 2} as
follows: remove r 4 and R5 f1; 2; 3g:
 
z11 min f1 X11 7:29 where X11 3:
  Iteration 6
z21 min f1 X21 6:35 where X21 4: We solve four SIP problems with Xr6, r R6 as follows:
 
z16 min f6 X16 41:9 where X16 4; 3; 3; 3; 3; 3:
z*1 6:35:
 
z26 min f6 X26 42:1 where X26 4; 3; 3; 3; 3; 4:
Since (|z*1 z11|/z*1) = 0.148, remove r = 1 and R1 = {1}.  
z36 min f6 X36 42:5 where X36 4; 3; 3; 3; 4; 3:
Iteration 2  
We solve two SIP problems with Xr2, r R2 as follows: z46 min f6 X46 45:1 where X46 4; 3; 3; 3; 4; 4:
   
z12 min f2 X12 13:3 where X12 4; 3: z56 min f6 X56 43:1 where X56 4; 3; 3; 4; 3; 3:
   
z22 min f2 X22 15:51 where X22 4; 4: z66 min f6 X66 44:6 where X66 4; 3; 3; 3; 4; 4:
* 2
 * r
j z2 - z2 j z - z 
z*2 13:3: Since 0:166; z*5 34:7: Since 5 5
>0:05 for r 4; 6;
z*2 z*5

remove r 2: R2 f1g: remove r 4; 6 and R6 f1; 2; 3; 4g:

586 Journal of the Operational Research Society Vol. 67, No. 4

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)

(15, 0.1) 0.01:0.99 2.35 2, 3 3-2-2-2/2-2-2-2/2-2-2-2/2-2-2-2 33 2.5 2865 36

0.09:0.91 2.19 1, 2 3-2-2-2/2-2-2-2/2-2-2-2/2-2-2-2 33 21.4 2176 20
0.37:0.63 2.04 1, 2 2-2-2-2/2-2-2-2/2-2-2-2/2-2-2-2 32 24.0 1538 32
0.435:0.565 2.02 1, 2 2-2-2-2/2-2-2-1/2-2-2-2/2-2-2-2 31 25.7 6019 133
0.5:0.5 2.0 1, 2 1-2-2-2/2-2-2-2/1-2-2-2/2-2-2-2 30 32.8 4775 124
0.565:0.435 1.97 1, 2 2-2-2-2/2-1-2-2/1-2-2-1/2-2-2-2 30 28.4 16 031 213
0.63:0.37 1.95 1, 2 2-2-2-2/2-1-2-2/2-2-2-1/2-2-2-2 29 27.7 7295 195
0.91:0.09 1.81 1, 2 2-1-2-1/2-1-2-1/2-1-2-1/2-1-2-1 24 17.0 2473 99
0.99:0.01 1.69 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 2.4 15 64
(15, 0.2) 0.01:0.99 2.77 2, 3 3-2-2-2/2-2-2-3/2-2-2-2/2-2-2-2 34 4.5 3997 33
0.09:0.91 2.41 1, 2 2-2-2-2/2-2-2-2/2-2-2-2/2-2-2-2 32 21.0 3447 28
0.37:0.63 2.09 1, 2 2-2-2-2/2-2-2-1/2-2-2-2/2-2-2-2 31 41.3 11 490 216
0.435:0.565 2.04 1, 2 2-2-2-2/2-1-2-2/2-2-2-1/2-2-2-2 30 42.6 16 024 238
0.5:0.5 2.0 1, 2 2-2-2-1/2-2-2-1/2-2-2-2/1-2-2-2 29 44.2 22 579 240
0.565:0.435 1.95 1, 2 2-2-2-1/2-2-2-2/1-2-2-2/1-2-2-2 29 43.6 15 157 237
0.63:0.37 1.91 1, 2 2-2-2-1/2-2-1-2/2-1-2-2/2-1-2-2 28 42.8 17 160 283
0.91:0.09 1.65 1, 2 1-1-1-1/1-1-1-1/1-1-2-1/1-1-1-1 17 21.6 1499 102
0.99:0.01 1.44 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 2.4 21 79
(15, 0.3) 0.01:0.99 3.26 2, 3 3-3-2-2/2-2-2-3/2-2-2-2/2-2-2-2 35 7.0 4196 31
0.09:0.91 2.65 1, 2 2-2-2-2/2-2-2-2/2-2-2-2/2-2-2-2 32 30.7 81 104
0.37:0.63 2.14 1, 2 2-2-2-2/1-2-2-2/1-2-2-2/1-2-2-2 29 57.5 6692 145
0.435:0.565 2.07 1, 2 2-2-2-2/1-2-2-2/1-2-2-2/1-2-2-2 29 58.3 26 527 248
0.5:0.5 2.0 1, 2 2-2-2-1/2-2-1-2/2-1-2-2/1-2-2-2 28 58.0 45 972 297
0.565:0.435 1.93 1, 2 2-2-2-1/2-2-1-2/2-1-2-2/1-2-2-2 28 56.7 27 618 221
0.63:0.37 1.86 1, 2 2-2-1-2/2-1-2-2/1-2-2-1/2-2-1-2 27 54.3 44 712 246
0.91:0.09 1.51 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 21.6 68 92
0.99:0.01 1.22 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 2.4 42 91
(15, 0.4) 0.01:0.99 3.81 2, 3 3-3-2-2/2-2-2-2/3-2-2-2/3-2-2-2 35 9.2 4722 28
0.09:0.91 2.91 1, 2 2-2-2-2/2-2-2-2/2-2-2-2/2-2-2-2 32 41.9 4005 25
0.37:0.63 2.19 1, 2 2-2-2-2/1-2-2-2/1-2-2-2. 1-2-2-2 29 69.9 40 718 246
0.435:0.565 2.09 1, 2 2-2-1-2/2-1-2-2/2-1-2-2/2-1-2-2 28 72.2 60 462 304
0.5:0.5 2.0 1, 2 2-2-1-2/2-1-2-1/2-2-1-2/2-1-2-2 27 69.9 36 836 355
0.565:0.435 1.91 1, 2 2-1-2-2/1-2-1-2/1-2-2-1/2-1-2-2 26 68.2 32 490 257
0.63:0.37 1.82 1, 2 2-2-1-2/1-2-1-2/1-2-1-2/1-2-1-2 25 64.3 32 673 319
0.91:0.09 1.37 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 21.8 10 319 91
0.99:0.01 1.04 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 2.6 57 93
(15, 0.5) 0.01:0.99 4.45 2, 3 4-3-2-2/2-3-2-2/2-2-2-2/2-2-3-2 37 11.1 9484 11
0.09:0.91 3.19 1, 2 3-2-2-2/2-1-2-2/2-2-2-2/2-2-2-2 32 48.9 3330 161
0.37:0.63 2.25 1, 2 2-2-1-2/2-1-2-2/1-2-1-2/2-1-2-2 27 82.5 65 823 409
0.435:0.565 2.12 1, 2 2-2-1-2/1-2-2-1/2-2-1-2/1-2-1-2 26 82.7 67 848 338
0.5:0.5 2.0 1, 2 2-2-1-2/1-2-1-2/1-2-2-1/2-1-2-2 26 83.3 20 203 196
0.565:0.435 1.88 1, 2 2-2-1-2/1-2-1-2/1-2-1-2/1-2-1-2 25 78.9 22 661 256
0.63:0.37 1.78 1, 2 2-1-2-1/1-2-1-2/1-2-1-2/1-2-1-2 24 73.3 17 762 271
0.91:0.09 1.25 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 22.2 9614 98
0.99:0.01 0.89 1, 2 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 16 3.6 67 101

(, ); the second one, cost ratio; the third one, solution
methods; the fourth one, solution (block sizes); the fth one,
objective function value; the sixth one, gap between the optimal
objective function value and the corresponding solution
methods objective function value; the seventh one, number of
iterations; the last one, running time. We provide the best
periodic Bailey among those for solution methods.
Table 8 summarizes numerical results of cases with = 20-
min, ve levels of CV, three cost ratios as Table 7. Column
information is the same as Table 7.
Figure 4 depicts the impact of , CV, and cost ratio on block
size. It shows cumulative allocated patients for the three
congurations: (1) = 8 min, CV = 0.1; (2) = 8 min, CV =
0.5; and (3) = 20 min, CV = 0.5. We analyze the impact of
on block size by comparing (1) with (3). As increases, the
number of allocated patients decreases. We analyze the impact
of CV on block size by comparing (1) with (2). For each
conguration, we analyze the impact of cost ratio on block size.
The cost ratio apparently affects block size. Figure 4 shows
that for each conguration with certain and CV, as the ratio,
cd to ci increases, fewer numbers of patients are allocated
cumulatively. The cumulative line for the highest ratio of cd to
ci is the lowest and the cumulative line for the lowest ratio is the
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)

(8, 0.1) 0.435:0.565 CPLEX 4-4-3-4/3-4-4-3/4-3-4-4/3-4-3-4 23.0 - 166 971 776.2

Constructive 4-4-3-4/3-4-4-3/4-4-3-4/3-4-4-3 23.3 1.3 113 13.8
Improving 4-4-3-4/3-4-3-4/4-3-4-4/3-4-3-4 23.4 1.7 4 0.7
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 25.5 10.8 1 0.1
(8, 0.1) 0.5:0.5 CPLEX 4-4-3-4/3-4-3-4/4-3-4-3/4-4-3-4 23.9 - 168 379 676.3
Constructive 4-3-4-4/3-4-3-4/3-4-4-3/4-3-4-3 24.4 1.9 108 11.7
Improving 4-3-4-4/3-4-4-3/4-3-4-4/3-4-3-4 24.2 1.0 6 1.1
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 24.6 2.7 1 0.1
(8, 0.1) 0.565:0.435 CPLEX 4-3-4-4/3-4-3-4/3-4-3-4/3-4-3-4 23.5 - 70 392 448.3
Constructive 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 23.6 0.2 52 5.9
Improving 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 23.6 0.2 6 1.1
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 23.6 0.2 1 0.1
(8, 0.2) 0.435:0.565 CPLEX 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-4 30.3 - 77 067 412
Constructive 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.4 0.3 189 15.2
Improving 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.4 0.3 9 1.1
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.4 0.3 1 0.1
(8, 0.2) 0.5:0.5 CPLEX 4-3-3-4/3-4-3-4/3-4-3-4/3-4-3-4 30.6 - 75 403 650
Constructive 4-3-3-4/3-4-3-4/3-4-3-4/3-4-3-4 30.6 0.0 167 14.3
Improving 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.7 0.3 8 1.3
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.7 0.3 1 0.1
(8, 0.2) 0.565:0.435 CPLEX 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.1 - 51 061 310
Constructive 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.1 0.0 165 13.9
Improving 4-3-4-3/4-3-4-3/4-3-3-4/3-4-3-4 30.3 0.7 6 0.5
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 30.1 0.0 1 0.1
(8, 0.3) 0.435:0.565 CPLEX 4-3-4-3/4-3-4-3/4-3-3-4/3-4-3-4 40.5 - 42 920 381
Constructive 4-3-4-3/4-3-4-3/4-3-3-4/3-4-3-4 40.5 0.0 167 17.1
Improving 4-3-4-3/4-3-4-3/4-3-3-4/3-4-3-4 40.8 0.9 8 0.9
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 41.2 1.7 1 0.1
(8, 0.3) 0.5:0.5 CPLEX 4-3-4-3/3-4-3-3/4-3-4-3/3-4-3-4 40.1 - 40 549 481
Constructive 4-3-4-3/3-4-3-3/4-3-4-3/3-4-3-4 40.1 0.0 182 19.1
Improving 4-3-4-3/4-3-4-3/4-3-3-4/3-4-3-4 40.9 1.9 8 0.7
p-Bailey-s 4-3-4-3/4-3-4-3/4-3-4-3/4-3-4-3 41.6 3.6 1 0.1
(8, 0.3) 0.565:0.435 CPLEX 4-3-3-4/3-3-3-4/3-3-3-4/3-3-4-3 39.0 - 32 941 435
Constructive 4-3-3-4/3-3-3-4/3-3-3-4/3-3-4-3 39.0 0.0 191 19.2
Improving 4-3-4-3/3-4-3-4/3-3-4-3/3-4-3-4 39.7 2.0 16 1.3
p-Bailey-m 4-3-3-3/4-3-3-3/4-3-3-3/4-3-3-3 39.4 1.1 1 0.1
(8, 0.4) 0.435:0.565 CPLEX 4-3-4-3/3-4-3-3/3-4-3-4/3-3-4-3 48.7 56 765 338
Constructive 4-3-4-3/3-4-3-3/3-4-3-4/3-3-4-3 48.7 0.0 122 10.5
Improving 4-3-4-3/3-4-3-3/4-3-3-3/4-3-3-4 49.3 1.2 15 1.8
p-Bailey-m 4-3-3-3/4-3-3-3/4-3-3-3/4-3-3-3 51.7 6.1 1 0.1
(8, 0.4) 0.5:0.5 CPLEX 4-3-3-3/4-3-3-3/4-3-3-4/3-3-3-4 48.8 - 30 473 386
Constructive 4-3-3-3/4-3-3-3/4-3-3-4/3-3-3-4 48.8 0.0 196 20.5
Improving 4-3-4-3/3-3-3-3/4-3-4-3/3-4-3-4 49.4 1.2 11 1.5
p-Bailey-m 4-3-3-3/4-3-3-3/4-3-3-3/4-3-3-3 49.3 1.0 1 0.1
(8, 0.4) 0.565:0.435 CPLEX 4-3-3-3/3-4-3-3/3-3-3-3/3-3-3-3 46.9 - 16 175 214
Constructive 4-3-3-3/3-4-3-3/3-3-3-3/3-3-3-3 46.9 0.0 201 21.2
Improving 4-3-4-3/3-3-4-3/3-3-4-3/3-3-4-3 47.1 0.6 11 1.3
p-Bailey-l 4-3-3-3/3-3-3-3/4-3-3-3/3-3-3-3 46.9 0.1 1 0.1
(8, 0.5) 0.435:0.565 CPLEX 4-3-3-3/4-3-3-3/3-3-4-3/3-3-3-4 57.9 - 26 088 165.2
Constructive 4-3-3-3/3-4-3-3/3-3-4-3/3-3-3-4 58.8 1.7 253 31.8
Improving 4-3-3-3/3-4-3-3/3-3-4-3/3-3-3-4 58.8 1.7 13 2.3
t-Bailey 4-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 60.0 3.6 1 0.1
(8, 0.5) 0.5:0.5 CPLEX 4-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 56.4 - 20 813 134.7
Constructive 4-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 56.4 0.0 224 22.2
Improving 4-3-3-3/3-3-3-3/3-3-3-3/4-3-3-3 56.5 0.4 11 1.9
t-Bailey 4-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 56.4 0.0 1 0.1
(8, 0.5) 0.565:0.435 CPLEX 3-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 122.2 - 8836 61.1
Constructive 3-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 122.2 0.0 58 6.9
Improving 3-4-3-3/3-3-3-3/3-3-4-3/3-4-3-3 131.8 7.9 10 1.8
t-Bailey 4-3-3-3/3-3-3-3/3-3-3-3/3-3-3-3 122.6 0.3 1 0.1
 Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 589

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)

(20, 0.1) 0.435:0.565 CPLEX 2-1-2-1/2-1-1-2/1-2-1-1/2-1-2-1 52.7 - 284 708 1213

Constructive 2-1-2-1/1-2-1-2/1-2-1-1/2-1-2-1 52.9 0.3 68 6.1
Improving 2-1-2-1/1-2-1-1/1-2-1-2/1-1-2-1 55.2 4.6 10 1.1
p-Bailey-m 2-1-1-2/1-1-2-1/1-2-1-1/2-1-1-1 58.5 10.9 1 0.1
(20, 0.1) 0.5:0.5 CPLEX 2-1-1-2/1-1-2-1/1-2-1-2/1-1-2-1 56.4 - 323 056 1344
Constructive 2-1-1-2/1-1-2-1/1-2-1-2/1-1-2-1 56.4 0.0 48 4.2
Improving 2-1-1-2/1-1-2-1/1-2-1-1/2-1-1-1 58.2 3.2 11 1.7
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 62.7 11.2 1 0.1
(20, 0.1) 0.565:0.435 CPLEX 2-1-1-2/1-1-2-1/2-1-1-2/1-1-2-1 58.2 - 207 610 1030
Constructive 2-1-1-1/2-1-1-1/2-1-1-2/1-1-2-1 59.0 1.3 42 3.9
Improving 2-1-1-1/2-1-1-1/2-1-1-2/1-1-2-1 59.0 1.3 10 1.5
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 60.7 4.3 1 0.1
(20, 0.2) 0.435:0.565 CPLEX 2-1-1-2/1-1-2-1/1-2-1-1/2-1-2-1 64.1 - 233 618 1164
Constructive 2-1-1-2/1-1-2-1/1-2-1-1/2-1-2-1 64.1 0.0 42 4.1
Improving 2-1-1-1/2-1-1-1/2-1-1-1/1-1-2-1 65.5 0.9 11 1.1
p-Bailey-m 2-1-1-2/1-1-2-1/1-2-1-1/2-1-1-1 64.7 0.9 1 0.1
(20, 0.2) 0.5:0.5 CPLEX 2-1-1-2/1-1-2-1/1-1-2-1/1-2-1-1 64.3 - 163 595 966
Constructive 2-1-1-2/1-1-2-1/1-1-2-1/1-2-1-1 64.3 0.0 76 7.9
Improving 2-1-1-2/1-1-2-1/1-1-2-1/1-2-1-1 64.3 0.0 15 1.9
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 67.0 4.2 1 0.1
(20, 0.2) 0.565:0.435 CPLEX 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 64.9 - 223 639 1258
Constructive 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 64.9 0.0 52 5.8
Improving 2-1-1-1/2-1-1-1/1-2-1-1/2-1-1-1 65.5 0.9 10 2.1
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 64.9 0.0 1 0.1
(20, 0.3) 0.435:0.565 CPLEX 2-1-1-2/1-1-2-1/1-1-2-1/1-2-1-1 74.9 - 134 261 865
Constructive 2-1-1-2/1-1-1-2/1-1-2-1/1-1-1-1 75.3 0.6 144 15.1
Improving 2-1-1-2/1-1-1-1/2-1-1-1/1-2-1-1 75.4 0.7 16 2.0
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 76.2 1.7 1 0.1
(20, 0.3) 0.5:0.5 CPLEX 2-1-1-1/1-2-1-1/1-2-1-1/1-2-1-1 73.6 - 120 681 755
Constructive 2-1-1-1/1-2-1-1/1-2-1-1/1-2-1-1 73.6 0.0 342 35.1
Improving 2-1-1-1/1-2-1-1/1-1-2-1/1-1-1-1 74.8 1.6 10 1.1
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 74.7 1.3 1 0.1
(20, 0.3) 0.565:0.435 CPLEX 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 70.6 - 60 640 504
Constructive 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 70.6 0.0 60 7.1
Improving 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 71.3 1.0 16 1.9
t-Bailey 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 71.3 1.0 1 0.1
(20, 0.4) 0.435:0.565 CPLEX 1-2-1-1/1-1-2-1/1-1-1-2/1-1-1-1 86.9 - 97 895 1192
Constructive 1-2-1-1/1-1-2-1/1-1-1-2/1-1-1-1 86.9 0.0 162 17.1
Improving 2-1-1-1/1-1-1-1/1-1-1-2/1-1-1-1 88.8 2.2 10 0.9
p-Bailey-m 2-1-1-1/2-1-1-1/2-1-1-1/2-1-1-1 87.7 1.0 1 0.1
(20, 0.4) 0.5:0.5 CPLEX 2-1-1-1/1-1-1-1/2-1-1-1/1-1-1-1 83.8 - 45 337 694
Constructive 2-1-1-1/1-1-1-2/1-1-1-1/1-1-1-1 84.1 0.4 214 20.5
Improving 2-1-1-1/1-1-2-1/1-1-1-1/1-1-1-1 83.8 0.0 13 1.2
p-Bailey-l 2-1-1-1/1-1-1-1/2-1-1-1/1-1-1-1 83.8 0.0 1 0.1
(20, 0.4) 0.565:0.435 CPLEX 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 74.4 - 24 287 373
Constructive 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 74.4 0.0 34 3.1
Improving 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 74.4 0.0 11 0.9
t-Bailey 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 75.9 2.0 1 0.1
(20, 0.5) 0.435:0.565 CPLEX 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 97.4 - 40 416 535
Constructive 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 97.4 0.0 334 30.7
Improving 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 97.4 0.0 8 0.9
t-Bailey 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 98.7 0.0 1 0.1
(20, 0.5) 0.5:0.5 CPLEX 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 89.3 - 21 558 268
Constructive 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 89.3 0.0 42 4.1
Improving 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 89.8 0.6 9 1.2
t-Bailey 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 91.5 0.6 1 0.1
(20, 0.5) 0.565:0.435 CPLEX 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 79.7 - 185 105
Constructive 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 79.7 0.0 32 2.9
Improving 1-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 79.7 0.0 7 0.9
t-Bailey 2-1-1-1/1-1-1-1/1-1-1-1/1-1-1-1 84.6 6.2 1 0.1
590 Journal of the Operational Research Society Vol. 67, No. 4

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


0 Figure 5 An illustrative example of iso-solutions for the case of

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 ( = 8 min, CV = 0.1, cd: ci = 1:1.3) or (8, 0.1, 1.3:1), respectively.
Block (a) Iso-solutions when cd: ci = 1:1.3; (b) iso-solutions when
cd: ci = 1.3:1
Figure 4 Cumulative allocated patients for the three
congurations (, CV) = (8, 0.1); (8, 0.5); and (20, 0.1) with three
cost ratios 0.435:0.565, 0.5:0.5, and 0.565:0.435.

CDO administrative staffs may use a relative importance
measure of both penalties, even though they do not have exact
cost information about delay and idleness. If they want to utilize
physicians better (ie, cd ci), they are willing to assign more
patients (ie, d^xe) from the begin block. If more patients are
assigned in the earlier blocks, subsequent block sizes are less
likely to be d^xe: On the contrary, if they want to avoid crowding
in the waiting room (ie, cd ci), they are willing to assign less
patients. If less patients are assigned in the earlier blocks,
subsequent block sizes are more likely to be d^xe:
Variability also plays an important role in determining block
sizes. Figure 4 (see Congurations (1) and (2)) shows that the
cumulative line for the higher CV is below and that the total
allocated patients in a day is smaller as CV is higher. Higher CV
affects block sizes of the later blocks. CDO administrative staffs
are likely to assign less patients b^xc in the later blocks, if CV
is high. The cost ratio may affect block sizes more than CV
does, when CV is low.
The rst block size is always d^xe; which is the optimal
solution to INV problem, except when cd < ci and variability is
high (CV = 0.5). The second or subsequent block sizes depends
upon variance and cost ratio. If cd < ci and variance is small, d^xe
is the best for the second block. Otherwise, b^xc is optimal. The
rst block size has an impact on the subsequent blocks. Hence,
b^xc is optimal even though d^xe is optimal for individual INV
problems. When variance is small, more d^xe block sizes are
assigned. It is trivial to assign more d^xe block sizes when cd > ci
than when cd < ci.
We nd that either CON or IMP provides the highest quality
solutions for all cases, which is the same or very close to the
solutions obtained by CPLEX. We expect that CON provides
the best block sizes for all cases since it searches a large number
of feasible block sizes. To get the optimal block sizes, we
should use a larger tolerance rather than the current values.
Preliminary tests show that current values not only remove most
unrealistic values that are far from the optimum, but there is also
a possibility of removing the optimal block sizes as well. The
numerical studies show that the best solution using the current
values is close to the optimal solution. However, there are
limitations for CON and IMP heuristics. The CON heuristic has
a limitation that it may be hard to nd good tolerance ratios at
stages. The IMP heuristic also has a limitation of neighbour-
hood search approach that there might be no break-through
solution from current solution to global optimal solution.
t-Bailey can be the best block size rule for certain case in
which variance is large. For example, t-Bailey is the best when
= 8 min, cd: ci = 1:1 and CV = 0.5; and when = 20 min, cd:
ci = 1:1.3 and CV = 0.5. p-Bailey-s rule can be used for the case
of small variance, whereas p-Bailey-l rule can be used for the
case of larger variance.
In most cases, t-Bailey or p-Bailey rule performs worse than
IMP and CON. When variance is large, three rules have
different solutions of block sizes but objective function values
are close to each other. When variance is small, t-Bailey rule
gives the worst objective function value, which is 1.7 ~ 1.9
times of the two heuristic rules.
We see how sensitive the optimal solution is to , CV, and
cost ratios (cd: ci). Figure 5 depicts two iso-solutions for each
case of ( = 8 min, CV = 0.1, cd: ci = 1:1.3) or ( = 8, CV = 0.1,
cd: ci = 1.3:1), respectively. Iso-solutions are the same optimal
block sizes for different congurations. We take 8 blocks into
account, because iso-solutions is unique for 16 blocks. Iso-
solutions look off-diagonal, which means that as increases,
CV should be smaller for iso-solutions. If cd ci, the smaller

block size (ie, b^xc) is assigned at most times, because the
smaller block size (ie, b^xc) affect less on later blocks. The case
of cd ci is less sensitive to iso-solutions than the case of cd ci.
Two opposite forces are conicting, if cd ci. The rst force is
to allocate more patients if cd ci, the other force is to allocate
less patients if cd ci. Generally, it is very likely to allocate less
patients because earlier blocks affect later blocks. Hence, if
cd ci, two opposite forces interact with each other and iso-
solutions are more robust than sensitive. If cd ci, the same
directional force to allocate less patients works severely and iso-
solutions are more sensitive than the case of cd ci. When CV
is small, we have more iso-solutions. There is no iso-solution
for CV = 0.3 or larger. It is intuitive that iso-solutions become
increasingly more sensitive with increasing values of CV.
6. Conclusions and discussions
This paper provides two heuristic methodologies (CON and
IMP) and three periodic Bailey rules to appointment sche-
duling. CON tries to search as many solution options as
possible and to obtain near-optimal block size, but requires
more running time and iterations than IMP. IMP uses SINV
model to obtain the initial solution and revises by updating a
partial series of the current solution. IMP heuristic takes a
few iterations only. CON heuristic searches many feasible
block size rules near optimality. The best result by CON
depends upon tolerance ratios. One of the practical limita-
tions is the difculty in nding good tolerance ratios.
Empirically, IMP provides the best block size rule in a
few steps. IMP requires a good initial block size rule.
We suggest periodic Bailey rules considering the relative
importance between delay and idle times. Periodic Bailey
rule is easy to implement and straightforward to interpret.
We recommend that CDO administrators use IMP to get a
base solution rst and nd a periodic Bailey rule that is close
to IMP.
There are several venues for future research. Uncertainties in
patient arrival can be explored for further investigation. No-
show possibility also can be considered for patient arrival
uncertainty. Different classes of patients can be involved in
the appointment scheduling. For example, new patients may
take more time for the rst visit or completing their personal
prole. The current model assumes a single server, which
may be expressed by a representative server even though
there are several identical servers. A CDO may involve a
multi-server appointment system. Finally, a multi-phase
appointment system can be explored where the appointment
system can handle the needs of patients to see multiple
caregivers in a sequential manner.
Acknowledgements The authors would like to thank anonymous reviewers
for their helpful comments and suggestions. Funding was partially provided
by the Vice President of Academic Affair at Shenandoah University,
Adrienne Bloss.
Sangdo Choi and Amarnath BanerjeeOutpatient appointment scheduling system 591
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Received 30 October 2014;
accepted 27 August 2015 after three revisions