Leonora Bianchi

A survey on metaheuristics for stochastic combinatorial optimization

Metaheuristics are general algorithmic frameworks, often nature-inspired, designed to solve complex optimization problems, and they are a growing research area since a few decades. In recent years, metaheuristics are emerging as successful alternatives to more classical approaches also for solving optimization problems that include in their mathematical formulation uncertain, stochastic, and dynamic information. In this paper metaheuristics such as Ant Colony Optimization, Evolutionary Computation, Simulated Annealing, Tabu Search and others are introduced, and their applications to the class of Stochastic Combinatorial Optimization Problems (SCOPs) is thoroughly reviewed. Issues common to all metaheuristics, open problems, and possible directions of research are proposed and discussed. In this survey, the reader familiar to metaheuristics finds also pointers to classical algorithmic approaches to optimization under uncertainty, and useful informations to start working on this problem domain, while the reader new to metaheuristics should find a good tutorial in those metaheuristics that are currently being applied to optimization under uncertainty, and motivations for interest in this field.

An Ant Colony Optimization Approach to the Probabilistic Traveling Salesman Problem

The Probabilistic Traveling Salesman Problem (PTSP) is a TSP problem where each customer has a given probability of requiring a visit. The goal is to find an a priori tour of minimal expected length over all customers, with the strategy of visiting a random subset of customers in the same order as they appear in the a priori tour.We address the question of whether and in which context an a priori tour found by a TSP heuristic can also be a good solution for the PTSP. We answer this question by testing the relative performance of two ant colony optimization algorithms, Ant Colony System (ACS) introduced by Dorigo and Gambardella for the TSP, and a variant of it (pACS) which aims to minimize the PTSP objective function.We show in which probability configuration of customers pACS and ACS are promising algorithms for the PTSP.

Hybrid Metaheuristics for the Vehicle Routing Problem with Stochastic Demands

This article analyzes the performance of metaheuristics on the vehicle routing problem with stochastic demands (VRPSD). The problem is known to have a computationally demanding objective function, which could turn to be infeasible when large instances are considered. Fast approximations of the objective function are therefore appealing because they would allow for an extended exploration of the search space. We explore the hybridization of the metaheuristic by means of two objective functions which are surrogate measures of the exact solution quality. Particularly helpful for some metaheuristics is the objective function derived from the traveling salesman problem (TSP), a closely related problem. In the light of this observation, we analyze possible extensions of the metaheuristics which take the hybridized solution approach VRPSD-TSP even further and report about experimental results on different types of instances. We show that, for the instances tested, two hybridized versions of iterated local search and evolutionary algorithm attain better solutions than state-of-the-art algorithms.

Local search for the probabilistic traveling salesman problem: Correction to the 2-p-opt and 1-shift algorithms

Abstract The probabilistic traveling salesman problem concerns the best way to visit a set of customers located in some metric space, where each customer requires a visit only with some known probability. A solution to this problem is an a priori tour which visits all customers, and the objective is to minimize the expected length of the a priori tour over all customer subsets, assuming that customers in any given subset must be visited in the same order as they appear in the a priori tour. This problem belongs to the class of stochastic vehicle routing problems, a class which has received increasing attention in recent years, and which is of major importance in real world applications. Several heuristics have been proposed and tested for the probabilistic traveling salesman problem, many of which are a straightforward adaptation of heuristics for the classical traveling salesman problem. In particular, two local search algorithms (2-p-opt and 1-shift) were introduced by Bertsimas. In a previous report we have shown that the expressions for the cost evaluation of 2-p-opt and 1-shift moves, as proposed by Bertsimas, are not correct. In this paper we derive the correct versions of these expressions, and we show that the local search algorithms based on these expressions perform significantly better than those exploiting the incorrect expressions.

Metaheuristics for the Vehicle Routing Problem with Stochastic Demands

In the vehicle routing problem with stochastic demands a vehicle has to serve a set of customers whose exact demand is known only upon arrival at the customer’s location. The objective is to find a permutation of the customers (an a priori tour) that minimizes the expected distance traveled by the vehicle. Since the objective function is computationally demanding, effective approximations of it could improve the algorithms’ performance. We show that a good choice is using the length of the a priori tour as a fast approximation of the objective, to be used in the local search of the several metaheuristics analyzed. We also show that for the instances tested, our metaheuristics find better solutions with respect to a known effective heuristic and with respect to solving the problem as two related deterministic problems.

Solving the Homogeneous Probabilistic Traveling Salesman Problem by the ACO Metaheuristic

The Probabilistic Traveling Salesman Problem (PTSP) is a TSP problem in which each customer has a given probability of requiring a visit. The goal is to find an a priori tour of minimal expected length over all customers, with the strategy of visiting a random subset of customers in the same order as they appear in the a priori tour.We propose an ant based a priori tour construction heuristic, the probabilistic Ant Colony System (pACS), which is derived from ACS, a similar heuristic previously designed for the TSP problem. We show that pACS finds better solutions than other tour construction heuristics for a wide range of homogeneous customer probabilities. We also show that for high customers probabilities ACS solutions are better than pACS solutions.

Extension of the 2-p-opt and 1-shift algorithms to the heterogeneous probabilistic traveling salesman problem

Abstract The probabilistic traveling salesman problem is a well known problem that is quite challenging to solve. It involves finding the tour with the lowest expected cost for customers that will require a visit with a given probability. There are several proposed algorithms for the homogeneous version of the problem, where all customers have identical probability of being realized. From the literature, the most successful approaches involve local search procedures, with the most famous being the 2-p-opt and 1-shift procedures proposed by Bertsimas [D.J. Bertsimas, L. Howell, Further results on the probabilistic traveling salesman problem, European Journal of Operational Research 65 (1) (1993) 68–95]. Recently, however, evidence has emerged that indicates the equations offered for these procedures are not correct, and even when corrected, the translation to the heterogeneous version of the problem is not simple. In this paper we extend the analysis and correction to the heterogeneous case. We derive new expressions for computing the cost of 2-p-opt and 1-shift local search moves, and we show that the neighborhood of a solution may be explored in O(n2) time, the same as for the homogeneous case, instead of O(n3) as first reported in the literature.

New Approximation-Based Local Search Algorithms for the Probabilistic Traveling Salesman Problem

In this paper we present new local search algorithms for the Probabilistic Traveling Salesman Problem (PTSP) using sampling and ad-hoc approximation. These algorithms improve both runtime and solution quality of state-of-the-art local search algorithms for the PTSP.