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A Hybrid Monte Carlo Local Branching Algorithm for the Single Vehicle Routing Problem with Stochastic Demands

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  • Walter Rei

    (Département de Management et Technologie, École des Sciences de la Gestion, Université du Québec à Montréal, C.P. 8888, succ. Centre-ville, Montréal, Québec H3C 3P8, Canada, and Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport (CIRRELT), C.P. 6128, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada)

  • Michel Gendreau

    (Département de Mathématiques et de Génie Industriel, École Polytechnique de Montréal, C.P. 6079, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada, and Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport (CIRRELT), C.P. 6128, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada)

  • Patrick Soriano

    (Service des Méthodes Quantitatives de Gestion, HEC Montréal, 3000 Chemin de la Côte Sainte-Catherine, Montréal, Québec H3T 2A7, Canada, and Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport (CIRRELT), C.P. 6128, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada)

Abstract

We present a new algorithm that uses both local branching and Monte Carlo sampling in a multidescent search strategy for solving 0-1 integer stochastic programming problems. This procedure is applied to the single-vehicle routing problem with stochastic demands. Computational results show the effectiveness of this new approach to solving hard instances of the problem. This paper was accepted by former Editor-in-Chief Hani Mahmassani.

Suggested Citation

  • Walter Rei & Michel Gendreau & Patrick Soriano, 2010. "A Hybrid Monte Carlo Local Branching Algorithm for the Single Vehicle Routing Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 44(1), pages 136-146, February.
    • Handle: RePEc:inm:ortrsc:v:44:y:2010:i:1:p:136-146
    DOI: 10.1287/trsc.1090.0295
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    References listed on IDEAS

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    9. Nicola Secomandi, 2001. "A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands," Operations Research, INFORMS, vol. 49(5), pages 796-802, October.
    10. Wen-Huei Yang & Kamlesh Mathur & Ronald H. Ballou, 2000. "Stochastic Vehicle Routing Problem with Restocking," Transportation Science, INFORMS, vol. 34(1), pages 99-112, February.
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    14. Gilbert Laporte & FranÇois V. Louveaux & Luc van Hamme, 2002. "An Integer L -Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands," Operations Research, INFORMS, vol. 50(3), pages 415-423, June.
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    Cited by:

    1. Goodson, Justin C. & Ohlmann, Jeffrey W. & Thomas, Barrett W., 2012. "Cyclic-order neighborhoods with application to the vehicle routing problem with stochastic demand," European Journal of Operational Research, Elsevier, vol. 217(2), pages 312-323.
    2. Florent Hernandez & Michel Gendreau & Ola Jabali & Walter Rei, 2019. "A local branching matheuristic for the multi-vehicle routing problem with stochastic demands," Journal of Heuristics, Springer, vol. 25(2), pages 215-245, April.
    3. Dimitrakos, T.D. & Kyriakidis, E.G., 2015. "A single vehicle routing problem with pickups and deliveries, continuous random demands and predefined customer order," European Journal of Operational Research, Elsevier, vol. 244(3), pages 990-993.
    4. Prasanna Balaprakash & Mauro Birattari & Thomas Stützle & Marco Dorigo, 2015. "Estimation-based metaheuristics for the single vehicle routing problem with stochastic demands and customers," Computational Optimization and Applications, Springer, vol. 61(2), pages 463-487, June.
    5. Florio, Alexandre M. & Hartl, Richard F. & Minner, Stefan, 2020. "Optimal a priori tour and restocking policy for the single-vehicle routing problem with stochastic demands," European Journal of Operational Research, Elsevier, vol. 285(1), pages 172-182.
    6. Majid Salavati-Khoshghalb & Michel Gendreau & Ola Jabali & Walter Rei, 2019. "A hybrid recourse policy for the vehicle routing problem with stochastic demands," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 8(3), pages 269-298, September.
    7. Jorge E. Mendoza & Bruno Castanier & Christelle Guéret & Andrés L. Medaglia & Nubia Velasco, 2011. "Constructive Heuristics for the Multicompartment Vehicle Routing Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 45(3), pages 346-363, August.
    8. Majid Salavati-Khoshghalb & Michel Gendreau & Ola Jabali & Walter Rei, 2019. "A Rule-Based Recourse for the Vehicle Routing Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 53(5), pages 1334-1353, September.
    9. F. Hooshmand Khaligh & S.A. MirHassani, 2016. "A mathematical model for vehicle routing problem under endogenous uncertainty," International Journal of Production Research, Taylor & Francis Journals, vol. 54(2), pages 579-590, January.
    10. Benjamin Biesinger & Bin Hu & Günther R. Raidl, 2018. "A Genetic Algorithm in Combination with a Solution Archive for Solving the Generalized Vehicle Routing Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 52(3), pages 673-690, June.
    11. Jorge Oyola & Halvard Arntzen & David L. Woodruff, 2018. "The stochastic vehicle routing problem, a literature review, part I: models," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 7(3), pages 193-221, September.
    12. Luo, Zhixing & Qin, Hu & Zhang, Dezhi & Lim, Andrew, 2016. "Adaptive large neighborhood search heuristics for the vehicle routing problem with stochastic demands and weight-related cost," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 85(C), pages 69-89.
    13. Bertazzi, Luca & Secomandi, Nicola, 2018. "Faster rollout search for the vehicle routing problem with stochastic demands and restocking," European Journal of Operational Research, Elsevier, vol. 270(2), pages 487-497.
    14. Filipe Rodrigues & Agostinho Agra & Lars Magnus Hvattum & Cristina Requejo, 2022. "Weighted iterated local branching for mathematical programming problems with binary variables," Journal of Heuristics, Springer, vol. 28(3), pages 329-350, June.
    15. Jorge Oyola & Halvard Arntzen & David L. Woodruff, 2017. "The stochastic vehicle routing problem, a literature review, Part II: solution methods," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 349-388, December.
    16. Salavati-Khoshghalb, Majid & Gendreau, Michel & Jabali, Ola & Rei, Walter, 2019. "An exact algorithm to solve the vehicle routing problem with stochastic demands under an optimal restocking policy," European Journal of Operational Research, Elsevier, vol. 273(1), pages 175-189.
    17. Jiang, J. & Ng, K.M. & Teo, K.M., 2016. "Satisficing measure approach for vehicle routing problem with time windows under uncertaintyAuthor-Name: Nguyen, V.A," European Journal of Operational Research, Elsevier, vol. 248(2), pages 404-414.

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