Title
Exact Algorithms for the Chance-Constrained Vehicle Routing Problem.
Abstract
We study the chance-constrained vehicle routing problem (CCVRP), a version of the vehicle routing problem (VRP) with stochastic demands, where a limit is imposed on the probability that each vehicle’s capacity is exceeded. A distinguishing feature of our proposed methodologies is that they allow correlation between random demands, whereas nearly all existing exact methods for the VRP with stochastic demands require independent demands. We first study an edge-based formulation for the CCVRP, in particular addressing the challenge of how to determine a lower bound on the number of vehicles required to serve a subset of customers. We then investigate the use of a branch-and-cut-and-price (BCP) algorithm. While BCP algorithms have been considered the state of the art in solving the deterministic VRP, few attempts have been made to extend this framework to the VRP with stochastic demands. In contrast to the deterministic VRP, we find that the pricing problem for the CCVRP problem is strongly \(\mathcal {NP}\)-hard, even when the routes being priced are allowed to have cycles. We therefore propose a further relaxation of the routes that enables pricing via dynamic programming. We also demonstrate how our proposed methodologies can be adapted to solve a distributionally robust CCVRP problem. Numerical results indicate that the proposed methods can solve instances of CCVRP having up to 55 vertices.
Year
DOI
Venue
2018
10.1007/s10107-017-1151-6
IPCO
Keywords
DocType
Volume
Stochastic vehicle routing,Chance constraint,Branch-and-cut-and-price,90C10,90C15,90B06
Journal
172
Issue
ISSN
Citations 
1-2
0025-5610
1
PageRank 
References 
Authors
0.36
22
3
Name
Order
Citations
PageRank
Thai Dinh110.36
Ricardo Fukasawa2708.60
James Luedtke343925.95