Estimation-Based Local Search for Stochastic Combinatorial Optimization Using Delta Evaluations: A Case Study on the Probabilistic Traveling Salesman Problem

Published Online:https://doi.org/10.1287/ijoc.1080.0276

References

  • Bentley J. L. Fast algorithms for geometric traveling salesman problems. ORSA J. Comput. (1992) 4:387–411LinkGoogle Scholar
  • Bertsimas D. Probabilistic combinatorial optimization problems. (1988) . Ph.D. thesis, Massachusetts Institute of Technology, CambridgeGoogle Scholar
  • Bertsimas D., Jaillet P., Odoni A. A priori optimization. Oper. Res. (1990) 38:1019–1033LinkGoogle Scholar
  • Bianchi L. Ant colony optimization and local search for the probabilistic traveling salesman problem: A case study in stochastic combinatorial optimization. (2006) . Ph.D. thesis, Université Libre de Bruxelles, Brussels, BelgiumGoogle Scholar
  • Bianchi L., Campbell A. Extension of the 2-p-opt and 1-shift algorithms to the heterogeneous probabilistic traveling salesman problem. Eur. J. Oper. Res. (2007) 176:131–144CrossrefGoogle Scholar
  • Bianchi L., Knowles J., Bowler N. Local search for the probabilistic traveling salesman problem: Correction to the 2-p-opt and 1-shift algorithms. Eur. J. Oper. Res. (2005) 162:206–219CrossrefGoogle Scholar
  • Bianchi L., Birattari M., Chiarandini M., Manfrin M., Mastrolilli M., Paquete L., Rossi-Doria O., Schiavinotto T. Hybrid metaheuristics for the vehicle routing problem with stochastic demands. J. Math. Model. Algorithms (2006) 5:91–110CrossrefGoogle Scholar
  • Birattari M., Balaprakash P., Stützle T., Dorigo M. Extended empirical analysis of estimation-based local search for stochastic combinatorial optimization. (2007) . IRIDIA Supplementary page, http://iridia.ulb.ac.be/supp/IridiaSupp2007-001/Google Scholar
  • Chervi P. A computational approach to probabilistic vehicle routing problems. (1988) . Master's thesis, Massachusetts Institute of Technology, CambridgeGoogle Scholar
  • Fousse L., Hanrot G., Lefèvre V., Pélissier P., Zimmermann P. MPFR: A multiple-precision binary floating-point library with correct rounding. ACM Trans. Math. Software (2007) 33:1–15CrossrefGoogle Scholar
  • Fu M. C. Optimization via simulation: A review. Ann. Oper. Res. (1994) 53:199–248CrossrefGoogle Scholar
  • Fu M. C. Optimization for simulation: Theory vs. practice. INFORMS J. Comput. (2002) 14:192–215LinkGoogle Scholar
  • Griffith A.GCC: The Complete Reference (2002) (McGraw Hill/Osborne Media, San Francisco) Google Scholar
  • Gutjahr W. J., Albrecht A., Steinhofl K. A converging ACO algorithm for stochastic combinatorial optimization. Stochastic Algorithms: Foundations and Applications, Lecture Notes in Computer Science (2003) 2827(Springer-Verlag, Berlin) 10–25CrossrefGoogle Scholar
  • Gutjahr W. J., Dorigo M., Birattari M., Blum C., Gambardella L. M., Mondada F., Stützle T. S-ACO: An ant based approach to combinatorial optimization under uncertainity. Ant Colony Optimization and Swarm Intelligence, 5th International Workshop, ANTS 2004, Lecture Notes in Computer Science (2004) 3172(Springer-Verlag, Berlin) 238–249CrossrefGoogle Scholar
  • Hoos H., Stützle T.Stochastic Local Search: Foundations and Applications (2005) (Morgan Kaufmann, San Francisco) Google Scholar
  • IEEE IEEE standard for binary floating-point arithmetic. (1985) (Institute of Electrical and Electronics Engineers, New York) Google Scholar
  • Jaillet P. Probabilistic traveling salesman problems. (1985) . Ph.D. thesis, Massachusetts Institute of Technology, CambridgeGoogle Scholar
  • Johnson D. S., McGeoch L. A., Aarts E. H. L., Lenstra J. K. The travelling salesman problem: A case study in local optimization. Local Search in Combinatorial Optimization (1997) (John Wiley & Sons, Chichester, UK) 215–310Google Scholar
  • Johnson D. S., McGeoch L. A., Rego C., Glover F. 8th DIMACS implementation challenge. (2001) . Retrieved January 2007, http://www.research.att.com/∼dsj/chtsp/Google Scholar
  • Kleywegt A. J., Shapiro A., Homem de Mello T. The sample average approximation method for stochastic discrete optimization. SIAM J. Optim. (2002) 12:479–502CrossrefGoogle Scholar
  • Lourenço H. R., Martin O., Stützle T., Glover F., Kochenberger G. Iterated local search. Handbook of Metaheuristics, International Series in Operation Research and Management Science (2002) 57(Kluwer Academic Publishers, Norwell, MA) 321–353Google Scholar
  • Martin O., Otto S. W., Felten E. W. Large-step Markov chains for the traveling salesman problem. Complex Systems (1991) 5:299–326Google Scholar
  • Penky J. F., Miller D. L. A staged primal-dual algorithm for finding a minimum cost perfect two-matching in an undirected graph. ORSA J. Comput. (1994) 6:68–81LinkGoogle Scholar
  • Pichitlamken J., Nelson B. L. A combined procedure for optimization via simulation. ACM Trans. Model. Comput. Simulation (2003) 13:155–179CrossrefGoogle Scholar
  • Verweij B., Ahmed S., Kleywegt A. J., Nemhauser G., Shapiro A. The sample average approximation method applied to stochastic routing problems: A computational study. Comput. Optim. Appl. (2003) 24:289–333CrossrefGoogle Scholar
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.