Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method
Author
Abstract
Suggested Citation
DOI: 10.1007/s10479-005-5729-7
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Pierre Trudeau & Moshe Dror, 1992. "Stochastic Inventory Routing: Route Design with Stockouts and Route Failures," Transportation Science, INFORMS, vol. 26(3), pages 171-184, August.
- Michel Gendreau & Gilbert Laporte & René Séguin, 1996. "A Tabu Search Heuristic for the Vehicle Routing Problem with Stochastic Demands and Customers," Operations Research, INFORMS, vol. 44(3), pages 469-477, June.
- Gilbert Laporte & François Louveaux & Hélène Mercure, 1992. "The Vehicle Routing Problem with Stochastic Travel Times," Transportation Science, INFORMS, vol. 26(3), pages 161-170, August.
- Gutjahr, W. J. & Hellmayr, A. & Pflug, G. Ch., 1999. "Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound," European Journal of Operational Research, Elsevier, vol. 117(2), pages 396-413, September.
- Bastian, Cock & Rinnooy Kan, Alexander H. G., 1992. "The stochastic vehicle routing problem revisited," European Journal of Operational Research, Elsevier, vol. 56(3), pages 407-412, February.
- Alrefaei, Mahmoud H. & Andradottir, Sigrun, 2001. "A modification of the stochastic ruler method for discrete stochastic optimization," European Journal of Operational Research, Elsevier, vol. 133(1), pages 160-182, August.
- G. Alon & D. Kroese & T. Raviv & R. Rubinstein, 2005. "Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment," Annals of Operations Research, Springer, vol. 134(1), pages 137-151, February.
- Dimitris Bertsimas & Philippe Chervi & Michael Peterson, 1995. "Computational Approaches to Stochastic Vehicle Routing Problems," Transportation Science, INFORMS, vol. 29(4), pages 342-352, November.
- C. Hjorring & J. Holt, 1999. "New optimality cuts for a single‐vehicle stochastic routing problem," Annals of Operations Research, Springer, vol. 86(0), pages 569-584, January.
- Laporte, Gilbert & Louveaux, Francois & Mercure, Helene, 1989. "Models and exact solutions for a class of stochastic location-routing problems," European Journal of Operational Research, Elsevier, vol. 39(1), pages 71-78, March.
- Stewart, William R. & Golden, Bruce L., 1983. "Stochastic vehicle routing: A comprehensive approach," European Journal of Operational Research, Elsevier, vol. 14(4), pages 371-385, December.
- Dimitris J. Bertsimas, 1992. "A Vehicle Routing Problem with Stochastic Demand," Operations Research, INFORMS, vol. 40(3), pages 574-585, June.
- Dror, Moshe & Trudeau, Pierre, 1986. "Stochastic vehicle routing with modified savings algorithm," European Journal of Operational Research, Elsevier, vol. 23(2), pages 228-235, February.
- Michel Gendreau & Gilbert Laporte & René Séguin, 1995. "An Exact Algorithm for the Vehicle Routing Problem with Stochastic Demands and Customers," Transportation Science, INFORMS, vol. 29(2), pages 143-155, May.
- G. Clarke & J. W. Wright, 1964. "Scheduling of Vehicles from a Central Depot to a Number of Delivery Points," Operations Research, INFORMS, vol. 12(4), pages 568-581, August.
- Nicola Secomandi, 2001. "A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands," Operations Research, INFORMS, vol. 49(5), pages 796-802, October.
- Frank A. Tillman, 1969. "The Multiple Terminal Delivery Problem with Probabilistic Demands," Transportation Science, INFORMS, vol. 3(3), pages 192-204, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mor Kaspi & Tal Raviv, 2013. "Service-Oriented Line Planning and Timetabling for Passenger Trains," Transportation Science, INFORMS, vol. 47(3), pages 295-311, August.
- Enlu Zhou & Shalabh Bhatnagar, 2018. "Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 154-167, February.
- Jiaqiao Hu & Hyeong Chang & Michael Fu & Steven Marcus, 2011. "Dynamic sample budget allocation in model-based optimization," Journal of Global Optimization, Springer, vol. 50(4), pages 575-596, August.
- 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.
- 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.
- 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.
- 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.
- 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.
- Chiang, Wen-Chyuan & Russell, Robert & Xu, Xiaojing & Zepeda, David, 2009. "A simulation/metaheuristic approach to newspaper production and distribution supply chain problems," International Journal of Production Economics, Elsevier, vol. 121(2), pages 752-767, October.
- 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.
- Novoa, Clara & Storer, Robert, 2009. "An approximate dynamic programming approach for the vehicle routing problem with stochastic demands," European Journal of Operational Research, Elsevier, vol. 196(2), pages 509-515, July.
- Altiparmak, Fulya & Dengiz, Berna, 2009. "A cross entropy approach to design of reliable networks," European Journal of Operational Research, Elsevier, vol. 199(2), pages 542-552, December.
- Florio, Alexandre M. & Gendreau, Michel & Hartl, Richard F. & Minner, Stefan & Vidal, Thibaut, 2023. "Recent advances in vehicle routing with stochastic demands: Bayesian learning for correlated demands and elementary branch-price-and-cut," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1081-1093.
- 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.
- Zamar, David S. & Gopaluni, Bhushan & Sokhansanj, Shahab, 2017. "Optimization of sawmill residues collection for bioenergy production," Applied Energy, Elsevier, vol. 202(C), pages 487-495.
- Mohammed Bazirha & Abdeslam Kadrani & Rachid Benmansour, 2023. "Stochastic home health care routing and scheduling problem with multiple synchronized services," Annals of Operations Research, Springer, vol. 320(2), pages 573-601, January.
- Pieter-Tjerk de Boer & Dirk Kroese & Shie Mannor & Reuven Rubinstein, 2005. "A Tutorial on the Cross-Entropy Method," Annals of Operations Research, Springer, vol. 134(1), pages 19-67, February.
- Emelogu, Adindu & Chowdhury, Sudipta & Marufuzzaman, Mohammad & Bian, Linkan & Eksioglu, Burak, 2016. "An enhanced sample average approximation method for stochastic optimization," International Journal of Production Economics, Elsevier, vol. 182(C), pages 230-252.
- 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.
- 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.
- Edward Ianovsky & Joseph Kreimer, 2011. "An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach)," Annals of Operations Research, Springer, vol. 189(1), pages 215-253, September.
- M. Bayat & F. Hooshmand & S. A. MirHassani, 2024. "Scenario-based stochastic model and efficient cross-entropy algorithm for the risk-budgeting problem," Annals of Operations Research, Springer, vol. 341(2), pages 731-755, October.
- Rafael Dawid & David McMillan & Matthew Revie, 2018. "Decision Support Tool for Offshore Wind Farm Vessel Routing under Uncertainty," Energies, MDPI, vol. 11(9), pages 1-17, August.
- Thi-Phuong Nguyen, 2022. "Evaluation of network reliability for stochastic-flow air transportation network considering discounted fares from airlines," Annals of Operations Research, Springer, vol. 311(1), pages 335-355, April.
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.- Gendreau, Michel & Laporte, Gilbert & Seguin, Rene, 1996. "Stochastic vehicle routing," European Journal of Operational Research, Elsevier, vol. 88(1), pages 3-12, January.
- 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.
- Alan L. Erera & Juan C. Morales & Martin Savelsbergh, 2010. "The Vehicle Routing Problem with Stochastic Demand and Duration Constraints," Transportation Science, INFORMS, vol. 44(4), pages 474-492, November.
- 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.
- 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.
- Ann M. Campbell & Barrett W. Thomas, 2008. "Probabilistic Traveling Salesman Problem with Deadlines," Transportation Science, INFORMS, vol. 42(1), pages 1-21, February.
- 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.
- Nicola Secomandi & François Margot, 2009. "Reoptimization Approaches for the Vehicle-Routing Problem with Stochastic Demands," Operations Research, INFORMS, vol. 57(1), pages 214-230, February.
- 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.
- Jinil Han & Chungmok Lee & Sungsoo Park, 2014. "A Robust Scenario Approach for the Vehicle Routing Problem with Uncertain Travel Times," Transportation Science, INFORMS, vol. 48(3), pages 373-390, August.
- Novoa, Clara & Storer, Robert, 2009. "An approximate dynamic programming approach for the vehicle routing problem with stochastic demands," European Journal of Operational Research, Elsevier, vol. 196(2), pages 509-515, July.
- Karels, Vincent C.G. & Rei, Walter & Veelenturf, Lucas P. & Van Woensel, Tom, 2024. "A vehicle routing problem with multiple service agreements," European Journal of Operational Research, Elsevier, vol. 313(1), pages 129-145.
- Li, Xiangyong & Tian, Peng & Leung, Stephen C.H., 2010. "Vehicle routing problems with time windows and stochastic travel and service times: Models and algorithm," International Journal of Production Economics, Elsevier, vol. 125(1), pages 137-145, May.
- Astrid S. Kenyon & David P. Morton, 2003. "Stochastic Vehicle Routing with Random Travel Times," Transportation Science, INFORMS, vol. 37(1), pages 69-82, February.
- 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.
- 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.
- Aykagan Ak & Alan L. Erera, 2007. "A Paired-Vehicle Recourse Strategy for the Vehicle-Routing Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 41(2), pages 222-237, May.
- 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.
- 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.
- Tan, K.C. & Cheong, C.Y. & Goh, C.K., 2007. "Solving multiobjective vehicle routing problem with stochastic demand via evolutionary computation," European Journal of Operational Research, Elsevier, vol. 177(2), pages 813-839, March.
More about this item
Keywords
vehicle routing problem; stochastic optimization; cross-entropy method;All these keywords.
Statistics
Access and download statisticsCorrections
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:spr:annopr:v:134:y:2005:i:1:p:153-181:10.1007/s10479-005-5729-7. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.