An adaptive memory programming framework for the robust capacitated vehicle routing problem

Transportation Science

Volumn 50, Issue 4, 2016, Pages 1239-1260

  Gounaris, Chrysanthos E ^a   Repoussis, Panagiotis P ^b   Tarantilis, Christos D ^c   Wiesemann, Wolfram ^d   Floudas, Christodoulos A ^e  

^a Princeton University   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

^c STEVENS INSTITUTE OF TECHNOLOGY   (United States)

^d ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^e IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Adaptive memory programming; Robust optimization; Vehicle routing

Indexed keywords

BENCHMARKING; CONVEX OPTIMIZATION; VEHICLE ROUTING; VEHICLES;

ADAPTIVE MEMORY; CAPACITATED VEHICLE ROUTING PROBLEM; COMPUTATIONAL STUDIES; CONVEX OPTIMIZATION PROBLEMS; HIGH-QUALITY SOLUTIONS; PROGRAMMING FRAMEWORK; ROBUST FORMULATIONS; ROBUST OPTIMIZATION;

OPTIMIZATION;

EID: 84995469363     PISSN: 00411655     EISSN: 15265447     Source Type: Journal    
DOI: 10.1287/trsc.2014.0559     Document Type: Article

References (87)

1. Aarts E, Lenstra JK (2003) Local Search in Combinatorial Optimization (Princeton University Press, Princeton, NJ).
2. Adelman D (2004) A price-directed approach to stochastic inventory/routing. Oper. Res. 52(4):499-514.
3. Agra A, Christiansen M, Figueiredo R, Hvattum LM, Poss M, Requejo C (2013) The robust vehicle routing problem with time windows. Comp. Oper. Res. 40(3):856-866.
4. Ahuja RK, Magnanti TL, Orlin JB (1993) Network Flows: Theory, Algorithms, and Applications (Prentice Hall, Upper Saddle River, NJ).
5. Ak A, Erera AL (2007) A paired-vehicle recourse strategy for the vehicle-routing problem with stochastic demands. Transportation Sci. 41(2):222-237.
6. Atamtürk A, Zhang M (2007) Two-stage robust network flow and design under demand uncertainty. Oper. Res. 55(4):662-673.
7. Baldacci R, Christofides N, Mingozzi A (2008) An exact algorithm for the vehicle routing problem based on the set partitioning formulation with additional cuts. Math. Programming, Ser. A 115(2):351-385.
8. Baldacci R, Mingozzi A, Roberti R (2012) Recent exact algorithms for solving the vehicle routing problem under capacity and time window constraints. Eur. J. Oper. Res. 218(1):1-6.
9. Baldacci R, Toth P, Vigo D (2010) Exact algorithms for routing problems under vehicle capacity constraints. Ann. Oper. Res. 175(1):213-245.
10. Bandi C, Bertsimas D (2012) Tractable stochastic analysis in high dimensions via robust optimization. Math. Programming, Ser. B 134(1):23-70.
11. Ben-Tal A, Nemirovski A (1999) Robust solutions of uncertain linear programs. Oper. Res. Lett. 25(1):1-13.
12. Ben-Tal A, Nemirovski A (2000) Robust solutions of linear programming problems contaminated with uncertain data. Math. Programming, Ser. A 88(3):411-424.
13. Ben-Tal A, El Ghaoui L, Nemirovski A (2009) Robust Optimization (Princeton University Press, Princeton, NJ).
14. Bent RW, Van Hentenryck P (2004) Scenario-based planning for partially dynamic vehicle routing with stochastic customers. Oper. Res. 52(6):977-987.
15. Bent RW, Van Hentenryck P (2010) Spatial, temporal, and hybrid decompositions for large-scale vehicle routing with time windows. Cohen D, ed Principles and Practice of Constraint Programming, Lecture Notes Comput. Sci. Vol. 6308 (Springer, Berlin Heidelberg), 99-113.
16. Bertsekas DP (2007) Dynamic Programming and Optimal Control, Vol. 2 (Athena Scientific, Belmont, MA).
17. Bertsimas D, Sim M (2004) The price of robustness. Oper. Res. 52(1):35-53.
18. Bertsimas D, Thiele A (2006) Robust and data-driven optimization: Modern decision making under uncertainty. Johnson MP, Norman B, Secomandi N, eds. INFORMS TutORials in Operations Research: Models, Methods, and Applications for Innovative Decision Making (INFORMS, Hanover, MD), 95-122.
19. Bertsimas D, Tsitsiklis JN (1997) Introduction to Linear Optimization (Athena Scientific, Belmont, MA).
20. Bertsimas D, Brown DB, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev. 53(3):464-501.
21. Birge JR, Louveaux F (2011) Introduction to Stochastic Programming, 2nd ed. (Springer, New York).
22. Boyd S, Vandenberghe L (2004) Convex Optimization (Cambridge University Press, Cambridge, UK).
23. Ceria S, Stubbs RA (2006) Incorporating estimation errors into portfolio selection: Robust portfolio construction. Axioma Research Paper 3, Axioma, Inc, New York.
24. Chen W, Sim M, Sun J, Teo C-P (2010) From CVaR to uncertainty set: Implications in joint chance-constrained optimization. Oper. Res. 58(2):470-485.
25. Christofides N, Mingozzi A, Toth P (1979) The vehicle routing problem. Christofides N, Mingozzi A, Toth P, Sandi C, eds. Combinatorial Optimization (Wiley, Chichester, UK), 315-338.
26. Clarke G, Wright JW (1964) Scheduling of vehicles from a central depot to a number of delivery points. Oper. Res. 12(4):568-589.
27. Cordeau J-F, Laporte G, Savelsbergh MWP, Vigo D (2007) Vehicle routing. Barnhart C, Laporte G, eds. Transportation, Handbooks in Operations Research and Management Science, Vol. 14 (North- Holland, Amsterdam), 367-428.
28. Delage E, Ye Y (2010) Distributionally robust optimization under moment uncertainty with application to data-driven problems. Oper. Res. 58(3):596-612.
29. Erera AL, Morales JC, Savelsbergh MWP (2010) The vehicle routing problem with stochastic demand and duration constraints. Transportation Sci. 44(4):474-492.
30. Fukasawa R, Longo H, Lysgaard J, de Aragão MP, Reis M, Uchoa E, Werneck RF (2006) Robust branch-And-cut-And-price for the capacitated vehicle routing problem. Math. Programming, Ser. A 106(3):491-511.
31. Garg N, Könemann J (2007) Faster and simpler algorithms for multicommodity flow and other fractional packing problems. SIAM J. Comput. 37(2):630-652.
32. Gendreau M, Tarantilis CD (2010) Solving large-scale vehicle routing problems with time windows: The state-of-The-Art. Technical Report CIRRELT-2010-04, Université de Montréal, Montréal.
33. Gendreau M, Laporte G, Séguin R (1996) Stochastic vehicle routing. Eur. J. Oper. Res. 88(1):3-12.
34. Glover F (1997) Tabu search and adaptive memory programming- Advances, applications and challenges. Barr RS, Helgason RV, Kennington JL, eds. Interfaces in Computer Science and Operation Research: Advances in Metaheuristics (Kluwer Academic Publishers, Norwell, MA), 1-75.
35. Golden B, Raghavan S, Wasil E, eds. (2008) The Vehicle Routing Problem: Latest Advances and New Challenges (Springer, New York).
36. Golden BL, Wasil EA, Kelly JP, Chao IM (1998) The impact of metaheuristics on solving the vehicle routing problem: Algorithms, problem sets, and computational results. Crainic TG, Laporte G, eds. Fleet Management Logistics (Kluwer Academic Publishers, Norwell, MA), 33-56.
37. Goldfarb D, Iyengar G (2003) Robust portfolio selection problems. Math. Oper. Res. 28(1):1-38.
38. Goodson JC, Ohlmann JW, Thomas BW (2013) Rollout policies for dynamic solutions to the multivehicle routing problem with stochastic demand and duration limits. Oper. Res. 61(4): 138-154.
39. Gounaris CE, Wiesemann W, Floudas CA (2012) The robust rounded capacity inequalities. Book of Extended Abstracts of the 5th Internat. Workshop on Freight Transportation Logist., ODYSSEUS-2012, Mykonos, Greece, 38-41.
40. Gounaris CE, Wiesemann W, Floudas CA (2013) The robust capacitated vehicle routing problem under demand uncertainty. Oper. Res. 61(3):677-693.
41. Hvattum LM, Lokketangen A, Laporte G (2006) Solving a dynamic and stochastic vehicle routing problem with a sample scenario hedging heuristic. Transportation Sci. 40(4):421-438.
42. IBM Corp. (2009) ILOG CPLEX Optimization Suite 12.
43. Janak SL, Lin X, Floudas CA (2007) A new robust optimization approach for scheduling under uncertainty: II. Uncertainty with known probability distribution. Comput. Chem. Engrg. 31(3):171-195.
44. Kenyon AS, Morton DP (2003) Stochastic vehicle routing with random travel times. Transportation Sci. 37(1):69-82.
45. Kleywegt AJ, Nori VS, Savelsbergh MWP (2004) Dynamic programming approximations for a stochastic inventory routing problem. Transportation Sci. 38(1):42-70.
46. Kuhn D, Wiesemann W, Georghiou A (2011) Primal and dual linear decision rules in stochastic and robust optimization. Math. Programming, Ser. A 130(1):177-209.
47. Kytöjoki J, Nuortio T, Bräysy O, Gendreau M (2007) An efficient variable neighborhood search heuristic for very large scale vehicle routing problems. Comput. Oper. Res. 34(9):2743-2757.
48. Lanckriet GRG, El Ghaoui L, Bhattacharyya C, Jordan MI (2003) A robust minimax approach to classification. J. Mach. Learn. Res. 3:555-582.
49. Laporte G (2009) Fifty years of vehicle routing. Transportation Sci. 43(4):408-416.
50. Laporte G, Louveaux F, Van Hamme L (2002) An integer L-shaped algorithm for the capacitated vehicle routing problem with stochastic demands. Oper. Res. 50(3):415-423.
51. Li F, Golden B, Wasil E (2005) Very large-scale vehicle routing: New test problems, algorithms, and results. Comput. Oper. Res. 32(5):1165-1179.
52. Li Z, Ding R, Floudas CA (2011) A comparative theoretical and computational study on robust counterpart optimization: I. Robust linear optimization and robust mixed integer linear optimization. Indust. Engrg. Chem. Res. 50(18):10567-10603.
53. Li Z, Tang Q, Floudas CA (2012) A comparative theoretical and computational study on robust counterpart optimization: II. Probabilistic guarantees on constraint satisfaction. Indust. Engrg. Chem. Res. 51(19):6769-6788.
54. Lin X, Janak SL, Floudas CA (2004) A new robust optimization approach for scheduling under uncertainty: I. Bounded uncertainty. Comp. Chem. Engrg. 28(6-7):1069-1085.
55. Lysgaard J, Letchford AN, Eglese RW (2004) A new branch-And-cut algorithm for the capacitated vehicle routing problem. Math. Programming, Ser. A 100(2):423-445.
56. Mester D, Bräysy O (2007) Active-guided evolution strategies for large-scale capacitated vehicle routing problems. Comp. Oper. Res. 34(10):2964-2975.
57. Nagata Y, Bräysy O (2009) Edge assembly based memetic algorithm for the capacitated vehicle routing problem. Networks 54(4):205-214.
58. NEO Research Group (2012) Universidad de Málaga, Málaga, Spain, http://neo.lcc.uma.es/vrp/.
59. Ordóñez F (2010) Robust vehicle routing. Hasenbein JJ, ed. INFORMS TutORials in Operations Research (INFORMS, Hanover, MD), 153-178.
60. Prékopa A (1995) Stochastic Programming (Kluwer Academic Publishers, Norwell, MA).
61. Prins C (2004) A simple and effective evolutionary algorithm for the vehicle routing problem. Comp. Oper. Res. 31(12):1985-2002.
62. Puterman ML (1994) Markov Decision Processes: Discrete Stochastic Dynamic Programming (John Wiley & Sons, Hoboken, NJ).
63. Reimann M, Doerner K, Hartl RF (2004) D-Ants: Savings based ants divide and conquer the vehicle routing problem. Comp. Oper. Res. 31(4):563-591.
64. Repoussis PP, Tarantilis CD (2010) Solving the fleet size and mix vehicle routing problem with time windows via adaptive memory programming. Transportation Res., Part C 18(5): 695-712.
65. Repoussis PP, Tarantilis CD, Bräysy O, Ioannou G (2010) A hybrid evolution strategy for the open vehicle routing problem. Comp. Oper. Res. 37(3):443-455.
66. Resende MGC, Ribeiro CC (2010) Greedy randomized adaptive search procedures: Advances and applications. Gendreau M, Potvin J-Y, eds. Handbook of Metaheuristics (Springer, New York), 281-317.
67. Rochat Y, Taillard ED (1995) Probabilistic diversification and intensification in local search for vehicle routing. J. Heur. 1(1): 147-167.
68. Schrijver A (2003) Combinatorial Optimization: Polyhedra and Efficiency (Springer, Berlin).
69. Secomandi N, Margot F (2009) Reoptimization approaches for the vehicle-routing problem with stochastic demands. Oper. Res. 57(1):214-230.
70. Shapiro A, Dentcheva D, Ruszczýnski A (2009) Lectures on Stochastic Programming: Modeling and Theory, MPS-SIAM Series on Optimiation (SIAM, Philadelphia).
71. Shen Z, Dessouky MM, Ordóñez F (2009) A two-stage vehicle routing model for large-scale bioterrorism emergencies. Networks 54(4):255-269.
72. Smith SL, Pavone M, Bullo F, Frazzoli E (2010) Dynamic vehicle routing with priority classes of stochastic demands. SIAM J. Control Optim. 48(5):3224-3245.
73. Sungur I, Ordóñez F, Dessouky MM (2008) A robust optimization approach for the capacitated vehicle routing problem with demand uncertainty. IIE Trans. 40(5):509-523.
74. Sungur I, Ren Y, Ordóñez F, Dessouky MM, Zhong H (2010) A model and algorithm for the courier delivery problem with uncertainty. Transportation Sci. 44(2):193-205.
75. Taillard ED, Gambardella LM, Gendreau MM, Potvin J-Y (2001) Adaptive memory programming: A unified view of metaheuristics. Eur. J. Oper. Res. 135(1):1-16.
76. Tarantilis CD (2005) Solving the vehicle routing problem with adaptive memory programming methodology. Comp. Oper. Res. 32(9):2309-2327.
77. Tarantilis CD, Kiranoudis CT (2002) Boneroute: An adaptive memory-based method for effective fleet management. Ann. Oper. Res. 115(1-4):227-241.
78. Tarantilis CD, Anagnostopoulou A, Repoussis PP (2013) Adaptive path relinking for vehicle routing and scheduling problems with product returns. Transportation Sci. 47(3):356-379.
79. Toth P, Vigo D (2002) The Vehicle Routing Problem, SIAM Monographs on Discrete Mathematics and Applications (SIAM, Philadelphia).
80. Toth P, Vigo D (2003) The granular tabu search (and its application to the vehicle routing problem). INFORMS J. Comput. 15(4):333-348.
81. Uchoa E, Pecin D, Pessoa A, Poggi M (2013) Advances on the exact approaches for the CVRP. EURO INFORMS MMXIII 26th Eur. Conf. Oper. Res., Rome.
82. Vidal T, Crainic TG, Gendreau M, Lahrichi N, Rei W (2012) A hybrid genetic algorithm for multi-depot and periodic vehicle routing problems. Oper. Res. 60(3):611-624.
83. Wiesemann W, Kuhn D, Sim M (2014) Distributionally robust convex optimization. Oper. Res. 62(6):1358-1376.
84. Xu H, Mannor S (2012) Distributionally robust Markov decision processes. Math. Oper. Res. 37(2):288-300.
85. Xu J, Kelly JP (1996) A new network flow-based tabu search heuristic for the vehicle routing problem. Transportation Sci. 30(4): 379-393.
86. Yang W-H, Mathur K, Ballou RH (2000) Stochastic vehicle routing problem with restocking. Transportation Sci. 34(1):99-112.
87. Young NE (2001) Sequential and parallel algorithms for mixed packing and covering. Proc. 42nd Annual IEEE Sympos. Foundations Comput. Sci., Las Vegas, NV, 538-546.