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arXiv 2402.06968cs.LGmath.OC
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带时间窗的上下文随机车辆路径问题

Contextual Stochastic Vehicle Routing with Time Windows

School of Management, Technical University of Munich(慕尼黑工业大学管理学院);Amazon.com, Inc.(亚马逊公司);Munich Data Science Institute, Technical University of Munich(慕尼黑工业大学慕尼黑数据科学研究所);Polytechnique Montréal(蒙特利尔理工学院)

Breno Serrano, Alexandre M. Florio, Stefan Minner, Maximilian Schiffer, Thibaut Vidal

AI总结:

本文研究了带时间窗的上下文随机车辆路径问题,提出基于历史数据的数据驱动规范性模型,并开发分支-定价-割算法求解,实验表明特征依赖的样本平均近似在多数场景下性能最优。

摘要:

我们研究了带时间窗的车辆路径问题(VRPTW)和随机旅行时间,其中决策者在做出路径决策之前会观察到以特征变量表示的相关上下文信息。尽管关于随机VRP的文献非常丰富,但在此背景下对特征变量的整合受到的关注有限。我们引入了上下文随机VRPTW,该问题旨在最小化总运输成本和基于观察到的特征的条件预期迟到惩罚。由于旅行时间和特征的联合分布是未知的,我们提出了新颖的数据驱动规范性模型,这些模型使用历史数据为该问题提供近似解。我们将规范性模型区分为基于点的近似、样本平均近似和基于惩罚的近似,每种方法在处理随机旅行时间和特征时采取不同的视角。我们开发了专门的分支-定价-割算法来求解这些数据驱动规范性模型。在我们的计算实验中,我们在最多包含100个客户的实例上比较了不同方法的样本外成本性能。我们的结果表明,令人惊讶的是,在大多数设置中,依赖于特征的样本平均近似优于现有和新颖的方法。

英文摘要:

We study the vehicle routing problem with time windows (VRPTW) and stochastic travel times, in which the decision-maker observes related contextual information, represented as feature variables, before making routing decisions. Despite the extensive literature on stochastic VRPs, the integration of feature variables has received limited attention in this context. We introduce the contextual stochastic VRPTW, which minimizes the total transportation cost and expected late arrival penalties conditioned on the observed features. Since the joint distribution of travel times and features is unknown, we present novel data-driven prescriptive models that use historical data to provide an approximate solution to the problem. We distinguish the prescriptive models between point-based approximation, sample average approximation, and penalty-based approximation, each taking a different perspective on dealing with stochastic travel times and features. We develop specialized branch-price-and-cut algorithms to solve these data-driven prescriptive models. In our computational experiments, we compare the out-of-sample cost performance of different methods on instances with up to one hundred customers. Our results show that, surprisingly, a feature-dependent sample average approximation outperforms existing and novel methods in most settings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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