Solving the vehicle routing problem with stochastic demands using the cross-entropy method

Chepuri, K; Homem-de-Mello, T

Abstract

An alternate formulation of the classical vehicle routing problem with stochastic demands (VRPSD) is considered. We propose a new heuristic method to solve the problem, based on the Cross-Entropy method. In order to better estimate the objective function at each point in the domain, we incorporate Monte Carlo sampling. This creates many practical issues, especially the decision as to when to draw new samples and how many samples to use. We also develop a framework for obtaining exact solutions and tight lower bounds for the problem under various conditions, which include specific families of demand distributions. This is used to assess the performance of the algorithm. Finally, numerical results are presented for various problem instances to illustrate the ideas.

Más información

Título según WOS: ID WOS:000228195500007 Not found in local WOS DB
Título de la Revista: ANNALS OF OPERATIONS RESEARCH
Volumen: 134
Número: 1
Editorial: Springer
Fecha de publicación: 2005
Página de inicio: 153
Página final: 181
DOI:

10.1007/s10479-005-5729-7

Notas: ISI