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

  • Walter Rei

    Département de Management et Technologie, École des Sciences de la Gestion, Université du Québec à Montréal, C.P. 8888, succ. Centre-ville, Montréal, Québec H3C 3P8, Canada, and Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport (CIRRELT), C.P. 6128, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada

    Search for more papers by this author

    ,
  • Michel Gendreau

    Département de Mathématiques et de Génie Industriel, École Polytechnique de Montréal, C.P. 6079, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada, and Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport (CIRRELT), C.P. 6128, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada

    Search for more papers by this author

    ,
  • Patrick Soriano

    Service des Méthodes Quantitatives de Gestion, HEC Montréal, 3000 Chemin de la Côte Sainte-Catherine, Montréal, Québec H3T 2A7, Canada, and Centre Interuniversitaire de Recherche sur les Réseaux d'Entreprise, la Logistique et le Transport (CIRRELT), C.P. 6128, succ. Centre-ville, Montréal, Québec H3C 3J7, Canada

    Search for more papers by this author

Published Online:https://doi.org/10.1287/trsc.1090.0295

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.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.