IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v54y2006i2p201-216.html
   My bibliography  Save this article

A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems

Author

Listed:
  • H. Edwin Romeijn

    (Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, P.O. Box 116595, Gainesville, Florida 32611-6595)

  • Ravindra K. Ahuja

    (Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, P.O. Box 116595, Gainesville, Florida 32611-6595)

  • James F. Dempsey

    (Department of Radiation Oncology, College of Medicine, University of Florida, P.O. Box 100385, Gainesville, Florida 32610-0385)

  • Arvind Kumar

    (Innovative Scheduling, Inc., Gainesville Technology Enterprise Center (GTEC), 2153 SE Hawthorne Road, Suite 128, Gainesville, Florida 32641)

Abstract

We consider the problem of radiation therapy treatment planning for cancer patients. During radiation therapy, beams of radiation pass through a patient, killing both cancerous and normal cells. Thus, the radiation therapy must be carefully planned so that a clinically prescribed dose is delivered to targets containing cancerous cells, while nearby organs and tissues are spared. Currently, a technique called intensity-modulated radiation therapy (IMRT) is considered to be the most effective radiation therapy for many forms of cancer. In IMRT, the patient is irradiated from several beams, each of which is decomposed into hundreds of small beamlets, the intensities of which can be controlled individually. In this paper, we consider the problem of designing a treatment plan for IMRT when the orientations of the beams are given. We propose a new model that has the potential to achieve most of the goals with respect to the quality of a treatment plan that have been considered to date. However, in contrast with established mixed-integer and nonlinear programming formulations, we do so while retaining linearity of the optimization problem, which substantially improves the tractability of the optimization problem. Furthermore, we discuss how several additional quality and practical aspects of the problem that have been ignored to date can be incorporated into our linear model. We demonstrate the effectiveness of our approach on clinical data.

Suggested Citation

  • H. Edwin Romeijn & Ravindra K. Ahuja & James F. Dempsey & Arvind Kumar, 2006. "A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems," Operations Research, INFORMS, vol. 54(2), pages 201-216, April.
  • Handle: RePEc:inm:oropre:v:54:y:2006:i:2:p:201-216
    DOI: 10.1287/opre.1050.0261
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.1050.0261
    Download Restriction: no

    File URL: https://libkey.io/10.1287/opre.1050.0261?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Eva Lee & Tim Fox & Ian Crocker, 2003. "Integer Programming Applied to Intensity-Modulated Radiation Therapy Treatment Planning," Annals of Operations Research, Springer, vol. 119(1), pages 165-181, March.
    2. Andreatta, G. & Mason, F., 1985. "k-eccentricity and absolute k-centrum of a probabilistic tree," European Journal of Operational Research, Elsevier, vol. 19(1), pages 114-117, January.
    3. Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan, 2013. "Nonlinear portfolio selection using approximate parametric Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2124-2139.
    2. Dominique Guégan & Wayne Tarrant, 2012. "On the necessity of five risk measures," Annals of Finance, Springer, vol. 8(4), pages 533-552, November.
    3. Rockafellar, R.T. & Royset, J.O., 2010. "On buffered failure probability in design and optimization of structures," Reliability Engineering and System Safety, Elsevier, vol. 95(5), pages 499-510.
    4. Li, Bo & Hou, Peng-Wen & Chen, Ping & Li, Qing-Hua, 2016. "Pricing strategy and coordination in a dual channel supply chain with a risk-averse retailer," International Journal of Production Economics, Elsevier, vol. 178(C), pages 154-168.
    5. Kull, Andreas, 2009. "Sharing Risk – An Economic Perspective," ASTIN Bulletin, Cambridge University Press, vol. 39(2), pages 591-613, November.
    6. Mínguez, R. & Conejo, A.J. & García-Bertrand, R., 2011. "Reliability and decomposition techniques to solve certain class of stochastic programming problems," Reliability Engineering and System Safety, Elsevier, vol. 96(2), pages 314-323.
    7. Jia Liu & Cuixia Li, 2023. "Dynamic Game Analysis on Cooperative Advertising Strategy in a Manufacturer-Led Supply Chain with Risk Aversion," Mathematics, MDPI, vol. 11(3), pages 1-24, January.
    8. Curtis, John & Lynch, Muireann Á. & Zubiate, Laura, 2016. "The impact of the North Atlantic Oscillation on electricity markets: A case study on Ireland," Energy Economics, Elsevier, vol. 58(C), pages 186-198.
    9. Brian Tomlin & Yimin Wang, 2005. "On the Value of Mix Flexibility and Dual Sourcing in Unreliable Newsvendor Networks," Manufacturing & Service Operations Management, INFORMS, vol. 7(1), pages 37-57, June.
    10. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2014. "Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 107-130.
    11. D. Kuhn, 2009. "Convergent Bounds for Stochastic Programs with Expected Value Constraints," Journal of Optimization Theory and Applications, Springer, vol. 141(3), pages 597-618, June.
    12. Pengyu Wei & Zuo Quan Xu, 2021. "Dynamic growth-optimum portfolio choice under risk control," Papers 2112.14451, arXiv.org.
    13. Kolos Ágoston, 2012. "CVaR minimization by the SRA algorithm," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(4), pages 623-632, December.
    14. Saissi Hassani, Samir & Dionne, Georges, 2021. "The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation," Working Papers 21-1, HEC Montreal, Canada Research Chair in Risk Management.
    15. Sarah Kaakai & Anis Matoussi & Achraf Tamtalini, 2022. "Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation," Working Papers hal-03817818, HAL.
    16. Vladimir Rankovic & Mikica Drenovak & Branko Uroševic & Ranko Jelic, 2016. "Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach," CESifo Working Paper Series 5731, CESifo.
    17. Harris, Richard D.F. & Mazibas, Murat, 2013. "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 139-149.
    18. Fermanian, Jean-David & Scaillet, Olivier, 2005. "Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 927-958, April.
    19. Meyer-Aurich, Andreas & Karatay, Yusuf Nadi, 2019. "Effects of uncertainty and farmers' risk aversion on optimal N fertilizer supply in wheat production in Germany," Agricultural Systems, Elsevier, vol. 173(C), pages 130-139.
    20. Maziar Sahamkhadam, 2021. "Dynamic copula-based expectile portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 22(3), pages 209-223, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:54:y:2006:i:2:p:201-216. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.