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Maximum Expected Value Partial Failure Path Problem

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TL;DRAbstract

Mathematical programming formulations are developed for a problem motivated by determining chains of organ-donation exchange pairs in a compatibility graph. The objective is to maximize the expected value where pairs are known to fail with given probabilities. Historically this NP-hard problem has been solved heuristically or exactly only for limited path lengths. Although the problem appears highly nonlinear, we formulate it as a mixed-integer linear program (MILP). A computationally tractable layered formulation that approximately solves larger instances is also presented.

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Mathematical programming formulations are developed for a problem motivated by determining chains of organ-donation exchange pairs in a compatibility graph. The objective is to maximize the expected value where pairs are known to fail with given probabilities. Historically this NP-hard problem has been solved heuristically or exactly only for limited path lengths. Although the problem appears highly nonlinear, we formulate it as a mixed-integer linear program (MILP). A computationally tractable layered formulation that approximately solves larger instances is also presented.

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