Walter Rei

A Hybrid Genetic Algorithm for Multidepot and Periodic Vehicle Routing Problems

We propose an algorithmic framework that successfully addresses three vehicle routing problems: the multidepot VRP, the periodic VRP, and the multidepot periodic VRP with capacitated vehicles and constrained route duration. The metaheuristic combines the exploration breadth of population-based evolutionary search, the aggressive-improvement capabilities of neighborhood-based metaheuristics, and advanced population-diversity management schemes. Extensive computational experiments show that the method performs impressively in terms of computational efficiency and solution quality, identifying either the best known solutions, including the optimal ones, or new best solutions for all currently available benchmark instances for the three problem classes. The proposed method also proves extremely competitive for the capacitated VRP.

Accelerating Benders Decomposition by Local Branching

This paper shows how local branching can be used to accelerate the classical Benders decomposition algorithm. By applying local branching throughout the solution process, one can simultaneously improve both the lower and upper bounds. We also show how Benders feasibility cuts can be strengthened or replaced with local branching constraints. To assess the performance of the different algorithmic ideas presented in this hybrid solution approach, extensive computational experiments were performed on two families of network design problems. Numerical results clearly illustrate their benefits.

Progressive hedging-based metaheuristics for stochastic network design

We consider the stochastic fixed-charge capacitated multicommodity network design (S-CMND) problem with uncertain demand. We propose a two-stage stochastic programming formulation, where design decisions make up the first stage, while recourse decisions are made in the second stage to distribute the commodities according to observed demands. The overall objective is to optimize the cost of the first-stage design decisions plus the total expected distribution cost incurred in the second stage. To solve this formulation, we propose a metaheuristic framework inspired by the progressive hedging algorithm of Rockafellar and Wets. Following this strategy, scenario decomposition is used to separate the stochastic problem following the possible outcomes, scenarios, of the random event. Each scenario subproblem then becomes a deterministic CMND problem to be solved, which may be addressed by efficient specialized methods. We also propose and compare different strategies to gradually guide scenario subproblems to agree on the status of design arcs and aim for a good global design. These strategies are embedded into a parallel solution method, which is numerically shown to be computationally efficient and to yield high-quality solutions under various problem characteristics and demand correlations.

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

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.

Efficient lower bounds and heuristics for the variable cost and size bin packing problem

We consider the variable cost and size bin packing problem, a generalization of the well-known bin packing problem, where a set of items must be packed into a set of heterogeneous bins characterized by possibly different volumes and fixed selection costs. The objective of the problem is to select bins to pack all items at minimum total bin-selection cost. The paper introduces lower bounds and heuristics for the problem, the latter integrating lower and upper bound techniques. Extensive numerical tests conducted on instances with up to 1000 items show the effectiveness of these methods in terms of computational effort and solution quality. We also provide a systematic numerical analysis of the impact on solution quality of the bin selection costs and the correlations between these and the bin volumes. The results show that these correlations matter and that solution methods that are un-biased toward particular correlation values perform better.

A path relinking algorithm for a multi-depot periodic vehicle routing problem

In this paper, we consider a multi-depot periodic vehicle routing problem which is characterized by the presence of a homogeneous fleet of vehicles, multiple depots, multiple periods, and two types of constraints that are often found in reality, i.e., vehicle capacity and route duration constraints. The objective is to minimize total travel costs. To tackle the problem, we propose an efficient path relinking algorithm whose exploration and exploitation strategies enable the algorithm to address the problem in two different settings: (1) As a stand-alone algorithm, and (2) As a part of a co-operative search algorithm called integrative co-operative search. The performance of the proposed path relinking algorithm is evaluated, in each of the above ways, based on standard benchmark instances. The computational results show that the developed PRA performs well, in both solution quality and computational efficiency.

Fleet-sizing for multi-depot and periodic vehicle routing problems using a modular heuristic algorithm

In this paper, we address the problem of determining the optimal fleet size for three vehicle routing problems, i.e., multi-depot VRP, periodic VRP and multi-depot periodic VRP. In each of these problems, we consider three kinds of constraints that are often found in reality, i.e., vehicle capacity, route duration and budget constraints. To tackle the problems, we propose a new Modular Heuristic Algorithm (MHA) whose exploration and exploitation strategies enable the algorithm to produce promising results. Extensive computational experiments show that MHA performs impressively well, in terms of solution quality and computational time, for the three problem classes.

50th Anniversary Invited Article—Future Research Directions in Stochastic Vehicle Routing

Stochastic vehicle routing, which deals with routing problems in which some of the key problem parameters are not known with certainty, has been an active, but fairly small research area for almost 50 years. However, over the past 15 years we have witnessed a steady increase in the number of papers targeting stochastic versions of the vehicle routing problem (VRP). This increase may be explained by the larger amount of data available to better analyze and understand various stochastic phenomena at hand, coupled with methodological advances that have yielded solution tools capable of handling some of the computational challenges involved in such problems. In this paper, we first briefly sketch the state-of-the-art in stochastic vehicle routing by examining the main classes of stochastic VRPs (problems with stochastic demands, with stochastic customers, and with stochastic travel or service times), the modeling paradigms that have been used to formulate them, and existing exact and approximate solution methods that have been proposed to tackle them. We then identify and discuss two groups of critical issues and challenges that need to be addressed to advance research in this area. These revolve around the expression of stochastic phenomena and the development of new recourse strategies. Based on this discussion, we conclude the paper by proposing a number of promising research directions.

Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design

We propose a methodological approach to build strategies for grouping scenarios as defined by the type of scenario decomposition, type of grouping, and the measures specifying scenario similarity. We evaluate these strategies in the context of stochastic network design by analyzing the behavior and performance of a new progressive hedging-based meta-heuristic for stochastic network design that solves subproblems comprising multiple scenarios. We compare the proposed strategies not only among themselves, but also against the strategy of grouping scenarios randomly and the lower bound provided by a state-of-the-art MIP solver. The results show that, by solving multi-scenario subproblems generated by the strategies we propose, the meta-heuristic produces better results in terms of solution quality and computing efficiency than when either single-scenario subproblems or multiple-scenario subproblems that are generated by picking scenarios at random are solved. The results also show that, considering all the strategies tested, the covering strategy with respect to commodity demands leads to the highest quality solutions and the quickest convergence.

A column generation approach for a multi-attribute vehicle routing problem

In this paper, we consider a multi-attribute vehicle routing problem derived from a real-life milk collection system. This problem is characterized by the presence of a heterogeneous fleet of vehicles, multiple depots, and several resource constraints. A branch-and-price methodology is proposed to tackle the problem. In this methodology, different branching strategies, adapted to the special structure of the problem, are implemented and compared. The computational results show that the branch-and-price algorithm performs well in terms of solution quality and computational efficiency.