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Object Oriented Modules for Dynamic Vehicle Routing
                - Research Proposal -

                       Victor Pillac

                  ´
                  Ecole des Mines de Nantes
                     IRCCyN UMR 6597
                       Nantes, France
                   Universidad de Los Andes
               Industrial Engineering Department
                        Bogot´, Colombia
                             a
                v.pillac63@uniandes.edu.co
                 vpillac@mines-nantes.fr


                    December 9, 2011
Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)     Research Proposal   2011/12/09   2 / 44
Introduction


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)        Research Proposal   2011/12/09   3 / 44
Introduction   Dynamic vehicle routing


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)        Research Proposal                   2011/12/09   4 / 44
Introduction   Dynamic vehicle routing


A taxonomy of routing problems

                                                          Information quality
                                                    Deterministic
                                                                      Stochastic input
                                                        input
                             Input known             Static and          Static and
  Information                beforehand             deterministic        stochastic
  evolution                  Input changes          Dynamic and        Dynamic and
                             over time              deterministic       stochastic




  V. Pillac (EMN/Uniandes)               Research Proposal                   2011/12/09   5 / 44
Introduction   Dynamic vehicle routing


A taxonomy of routing problems

                                                          Information quality
                                                    Deterministic
                                                                      Stochastic input
                                                        input
                             Input known             Static and          Static and
  Information                beforehand             deterministic        stochastic
  evolution                  Input changes          Dynamic and        Dynamic and
                             over time              deterministic       stochastic
    We focus on problems in which input changes over time
            New clients
            Demand realization




  V. Pillac (EMN/Uniandes)               Research Proposal                   2011/12/09   5 / 44
Introduction        Dynamic vehicle routing


Dynamic vehicle routing

                                                      Environment
                 Vehicle                             Starts                 Finishes             New customer:
                is ready                          serving A                 serving A            X


                                        Next: A                                       Next: B
                             Decision




                                                              Update

                                                                           Decision




                                                                                                 Update
                                                       Dispatcher

                 Figure: Timeline of events in dynamic vehicle routing




  V. Pillac (EMN/Uniandes)                              Research Proposal                                 2011/12/09   6 / 44
Introduction   Literature review


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)        Research Proposal             2011/12/09   7 / 44
Introduction   Literature review


Literature review
    Complete review in [Pillac et al., 2011a]




  V. Pillac (EMN/Uniandes)        Research Proposal             2011/12/09   8 / 44
Introduction   Literature review


Literature review
    Complete review in [Pillac et al., 2011a]
    Dynamic and deterministic
            Fast reoptimization
            [Montemanni et al., 2005, Gambardella et al., 2003]
            Adaptive memory
            [Gendreau et al., 1999, Bent and Van Hentenryck, 2004,
            Benyahia and Potvin, 1998]




  V. Pillac (EMN/Uniandes)           Research Proposal               2011/12/09   8 / 44
Introduction   Literature review


Literature review
    Complete review in [Pillac et al., 2011a]
    Dynamic and deterministic
            Fast reoptimization
            [Montemanni et al., 2005, Gambardella et al., 2003]
            Adaptive memory
            [Gendreau et al., 1999, Bent and Van Hentenryck, 2004,
            Benyahia and Potvin, 1998]
    Dynamic and stochastic
            Stochastic modeling
            [Godfrey and Powell, 2002, Powell and Topaloglu, 2005,
            Simao et al., 2009, Novoa and Storer, 2009]
            Sampling
            [Van Hentenryck and Bent, 2006]




  V. Pillac (EMN/Uniandes)           Research Proposal               2011/12/09   8 / 44
Introduction   Motivation


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)        Research Proposal      2011/12/09   9 / 44
Introduction   Motivation


Motivation
    Study the different aspects of dynamic routing
            Differences with static routing
            Degrees of dynamism
            Algorithm performance evaluation
            Important algorithm features
    Develop software libraries
            Extensible
            Flexible
    Apply findings to a case study
            Routing of a crew of technicians




  V. Pillac (EMN/Uniandes)            Research Proposal      2011/12/09   10 / 44
Dynamic and deterministic routing


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal   2011/12/09   11 / 44
Dynamic and deterministic routing


Dynamic and deterministic routing
    Consider dynamic changes in input
    No information is available on the dynamically revealed data
    Optimization approaches
            Use simple insertion heuristics
            Split the planning horizon in decision epochs
            Perform an optimization each time a change occurs
            Use an adaptive memory to store previous good solutions characteristics




  V. Pillac (EMN/Uniandes)                     Research Proposal    2011/12/09   12 / 44
Dynamic and deterministic routing   Parallel adaptive large neighborhood search


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal                               2011/12/09   13 / 44
Dynamic and deterministic routing   Parallel adaptive large neighborhood search


Parallel Adaptive Large Neighborhood Search (pALNS)
     Extension of ALNS [Pisinger and Ropke, 2007]
     Make use of multi-core architecture
     Maintain a pool of promising solutions
     Limit synchronization between threads for performance
pALNS Algorithm
Input: Π0 an initial solution
Output: The best solution found by the algorithm
 1: Initialize the promising solution pool Ω ← {Π0 }
 2: for N iterations do
 3:     Select subset Ωt of solutions
 4:     parallel forall Π in Ωt do
 5:          In a separate thread, perform n ALNS iterations starting with Π
 6:          Report the resulting solution to the main thread
 7:     end forall
 8:     Update the pool of promising solutions Ω
 9: end for
10: return The best solution from Ω
   V. Pillac (EMN/Uniandes)                     Research Proposal                               2011/12/09   14 / 44
Dynamic and deterministic routing   Parallel adaptive large neighborhood search


Computational results
             Tested on Solomon benchmark [Solomon, 1987]
             Factor 3 speedups
             Reduced running time variance
             Gap increased by 0.18%

                                                                           q
                                       q
                                                                           q

                         q
                         q                    q




                                                                200
      0.06




                 q       q             q      q
                 q       q
                         q
                         q             q      q
                                              q
                                              q
                         q             q      q
                         q
                 q                     q
                 q                     q      q
                                              q
                                       q




                                                                150
      0.04




                 q
GAP




                                                             Time
                 q

                                                                                       q
                                                                                       q
                                                                                       q
                                                                                       q
                                                                                       q




                                                                100
      0.02




                                                                                                     q
                                                                                                     q
                                                                                                     q
                                                                                                     q
                                                                                                     q

                                                                                                                 q
                                                                                                                 q
                                                                                                                 q
                                                                                                                 q
      0.00




                                                                50




                 1       2             4     8
                                                                           1          2              4           8
                             Threads                                                       Threads

      V. Pillac (EMN/Uniandes)                     Research Proposal                                     2011/12/09   15 / 44
Dynamic and deterministic routing   Application to the TRSP


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal                   2011/12/09   16 / 44
Dynamic and deterministic routing   Application to the TRSP


Technician Routing and Scheduling Problem (TRSP)
                      Has:                                           6
                                                                               Has:
                                           1        5


                                               2
                                       3                 Pickup          4




     Set of requests                                               Crew of technicians
            Location                                                     Starting/ending location
            Required skills, tools, spare                                (home)
            parts                                                        Set of skills, initial tools,
            Time window and service                                      spare parts
            time                                                         Working day length
    Main depot
            Technicians can pickup tools and spare parts
            Unlimited tools and spare parts
  V. Pillac (EMN/Uniandes)                     Research Proposal                         2011/12/09      17 / 44
Dynamic and deterministic routing   Application to the TRSP


Static TRSP
Goal
Have a reference approach for the dynamic version

    Proposed approach
            Adaptive Large Neighborhood Search (ALNS)
            Set covering using routes generated throughout ALNS
    Presented in [Pillac et al., 2011c]
    Computational experiments
            Solomon benchmark (VRPTW)
                   38/38 Optimal solutions
                   14/18 Best known solution, 9 improved
            Randomly generated TRSP instances based on Solomon instances




  V. Pillac (EMN/Uniandes)                     Research Proposal                   2011/12/09   18 / 44
Dynamic and deterministic routing    Application to the TRSP


Dynamic TRSP
    Generated release date for a proportion of requests
    Compare to a Best Insertion (BI) heuristic

Results

                                         ALNS                             BI
                   DOD               VI (%)              R          VI (%)           R
                        10             4.52              0.08        16.58          0.33
                        50             7.10              0.42        44.81          1.75
                        90             9.50              1.58        52.94          2.83
                   Average             7.04              0.69        38.11          1.64

VI: Value of information, R: average number of rejected requests




  V. Pillac (EMN/Uniandes)                     Research Proposal                           2011/12/09   19 / 44
Dynamic and deterministic routing   Bi-objective dynamic routing


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal                        2011/12/09   20 / 44
Dynamic and deterministic routing   Bi-objective dynamic routing


Bi-objective dynamic routing
    Static routing generally aims at designing a set of routes
            For a given day (operational)
            For a longer horizon (tactical,strategic)
            Minimizing cost/distance/fleet size
    Dynamic routing introduces new dimensions
            Changes in the routing while the vehicle is en-route
            Changes in the driver/request assignments
            Communication with vehicles
    New problematic
            How to ensure cost efficiency?
            How to ensure stability in the routing?
            How to optimize both objectives in limited time?
            What is the trade-off between the two objectives?




  V. Pillac (EMN/Uniandes)                     Research Proposal                        2011/12/09   21 / 44
Dynamic and deterministic routing   Bi-objective dynamic routing


Measuring stability
    D-VRP case: a new request r arrives at time t
    Let:
            Ω the set of all solutions
            Πt−1 the previous solution
            Πt a solution including r
    How stable is Πt with respect to Πt−1 ?




  V. Pillac (EMN/Uniandes)                     Research Proposal                        2011/12/09   22 / 44
Dynamic and deterministic routing   Bi-objective dynamic routing


Measuring stability
    D-VRP case: a new request r arrives at time t
    Let:
            Ω the set of all solutions
            Πt−1 the previous solution
            Πt a solution including r
    How stable is Πt with respect to Πt−1 ?
            Define a metric δ : Ω × Ω → R
    How to define δ?




  V. Pillac (EMN/Uniandes)                     Research Proposal                        2011/12/09   22 / 44
Dynamic and deterministic routing   Bi-objective dynamic routing


Measuring stability
    D-VRP case: a new request r arrives at time t
    Let:
            Ω the set of all solutions
            Πt−1 the previous solution
            Πt a solution including r
    How stable is Πt with respect to Πt−1 ?
            Define a metric δ : Ω × Ω → R
    How to define δ?
            Hamming distance
            Number of changed assignments
            Edit (Levenshtein) distance
                   Insertions
                   Removals
                   Substitutions




  V. Pillac (EMN/Uniandes)                     Research Proposal                        2011/12/09   22 / 44
Dynamic and deterministic routing   Bi-objective dynamic routing


Bi-objective Parallel ALNS
     Make use of multi-core architecture
     Focus on the distance during ALNS iterations
     Store non-dominated solutions

pBiALNS Algorithm
Input: Π0 an initial solution
Output: The non-dominated solutions found by the algorithm
 1: Initialize the non-dominated solutions Ω ← {Π0 }
 2: for N iterations do
 3:     Select subset Ωt of non-dominated solutions
 4:     parallel forall Π in Ωt do
 5:          In a separate thread, perform n ALNS iterations starting with Π
 6:          Report the non-dominated solutions to the main thread
 7:     end forall
 8:     Update the non-dominated solutions Ω
 9: end for
10: return The non-dominated solutions Ω

   V. Pillac (EMN/Uniandes)                     Research Proposal                        2011/12/09   23 / 44
Dynamic and deterministic routing   Application to the D-VRPTW


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal                      2011/12/09   24 / 44
Dynamic and deterministic routing   Application to the D-VRPTW


Bi-objective Dynamic VRP-TW
    Simulation of a dynamic setting
              Instance C101
              90/100 revealed requests
              Part of the routes is already executed
              A new request is revealed
    pBiALNS run for 25,000 iterations
                   100
                    90
                           80
                           70
                           60                                                                    Pareto
           Edit distance




                           50                                                                    ALNS
                                                                                                 solutions
                           40
                           30
                           20
                           10
                           0
                            0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20%
                                                        Gap

  V. Pillac (EMN/Uniandes)                                Research Proposal                          2011/12/09   25 / 44
Dynamic and deterministic routing   Application to the D-VRPTW


Bi-objective Dynamic VRP-TW
    Simulation of a dynamic setting
              Instance C101
              90/100 revealed requests
              Part of the routes is already executed
              A new request is revealed
    pBiALNS run for 25,000 iterations
                           70

                           60

                           50
                                                                                                  Pareto
                           40
           Edit distance




                                                                                                  ALNS
                           30                                                                     solutions

                           20

                           10

                           0
                            0%           1%             2%            3%           4%
                                                        Gap

  V. Pillac (EMN/Uniandes)                                 Research Proposal                          2011/12/09   25 / 44
Dynamic and stochastic routing


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal   2011/12/09   26 / 44
Dynamic and stochastic routing


Dynamic and stochastic routing
    Consider dynamic changes in input
    Stochastic information is available on the dynamically revealed data
            Random variables of known distribution
            Historical data
    Optimization approaches
            Ignore stochastic information
            Model stochastic information
            Use sampling to capture uncertainty




  V. Pillac (EMN/Uniandes)                     Research Proposal   2011/12/09   27 / 44
Dynamic and stochastic routing   Multiple scenario approach


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal                      2011/12/09   28 / 44
Dynamic and stochastic routing   Multiple scenario approach


Multiple scenario approach

     Sampling based approach
     Framework for online optimization
     [Van Hentenryck and Bent, 2006]
     Runs throughout the day
     Scenario pool                                                                    Scenario pool

            Realizations of the random variables
     Decision process                                                                      Next client
            Which client next?
            Aggregate scenario knowledge




  V. Pillac (EMN/Uniandes)                     Research Proposal                           2011/12/09    29 / 44
Dynamic and stochastic routing   Multiple scenario approach


MSA : Scenarios

Scenario generation                                          Example
  1    Start with known data
                                                                               D              C


                                                                         E
                                                                                      A

                                                                                          B




Goal
Capture uncertainty through sampling


      V. Pillac (EMN/Uniandes)                     Research Proposal                          2011/12/09   30 / 44
Dynamic and stochastic routing   Multiple scenario approach


MSA : Scenarios

Scenario generation                                          Example
  1    Start with known data
  2    Sample random variable                                                    D            C
       distributions
  3    Solve resulting optimization                                                               X
                                                                         E
       problem                                                                        A
                                                                             Z
                                                                                          B       Y




Goal
Capture uncertainty through sampling


      V. Pillac (EMN/Uniandes)                     Research Proposal                          2011/12/09   30 / 44
Dynamic and stochastic routing   Multiple scenario approach


MSA : Scenarios

Scenario generation                                          Example
  1    Start with known data
  2    Sample random variable                                                    D            C
       distributions
  3    Solve resulting optimization                                                               X
                                                                         E
       problem                                                                        A
                                                                             Z
  4    Remove sample data from                                                            B       Y
       solution


Goal
Capture uncertainty through sampling


      V. Pillac (EMN/Uniandes)                     Research Proposal                          2011/12/09   30 / 44
Dynamic and stochastic routing   Multiple scenario approach


MSA : Decisions

Decision process
    Decide which request to visit
    next
    Aggregate information from all
    scenarios
    Fast process




   V. Pillac (EMN/Uniandes)                     Research Proposal                      2011/12/09   31 / 44
Dynamic and stochastic routing   Multiple scenario approach


MSA : Decisions

Decision process                                          Example
    Decide which request to visit                                   Consensus
    next                                                                   Select the request that
    Aggregate information from all                                         appear first in most
    scenarios                                                              scenarios
    Fast process
                                                          S1 0         4      1        6   5       0 ...
                                                          S2 0         4      1        3   0 ...
                                                          S3 0         4      1        2   3       6       0 ...
                                                          S4 0         4      1        2   3       6       5       0




   V. Pillac (EMN/Uniandes)                     Research Proposal                              2011/12/09          31 / 44
Dynamic and stochastic routing   Multiple scenario approach


MSA : Decisions

Decision process                                          Example
    Decide which request to visit                                   Consensus
    next                                                                   Select the request that
    Aggregate information from all                                         appear first in most
    scenarios                                                              scenarios
    Fast process
                                                          S1 0         4      1        6   5       0 ...
                                                          S2 0         4      1        3   0 ...
                                                          S3 0         4      1        2   3       6       0 ...
                                                          S4 0         4      1        2   3       6       5       0




Goal
Use scenarios to take a non-myopic decision
   V. Pillac (EMN/Uniandes)                     Research Proposal                              2011/12/09          31 / 44
Dynamic and stochastic routing    Multiple scenario approach


jMSA
   Java implementation of the MSA
   Highlights
           Event-driven
           Flexible
           Extensible
   Described in [Pillac et al., 2011b]

                   MSA
                procedure              Event               Handler               Scenario
                                       queue               manager                 pool


                                       Events              Handlers
            Kernel



                                                         Components               Scenario

                 Callback
                                     Scenario        Scenario       Scenario
                                                                                      …
            Problem layer            generator       optimizer      updater
 V. Pillac (EMN/Uniandes)                      Research Proposal                             2011/12/09   32 / 44
Dynamic and stochastic routing   Application to the D-VRPSD


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)                     Research Proposal                      2011/12/09   33 / 44
Dynamic and stochastic routing   Application to the D-VRPSD


Dynamic VRP with Stochastic Demands
    Extension of the Vehicle Routing Problem
            Stochastic Demands (known distribution law)
    Traditional approaches
            Two-stage approach
            Robust a-priori routing
            Recourse actions in case of failure
            Assumes vehicles cannot be rerouted
    Why a dynamic approach?
            Increasing availability of low-cost positioning systems
            Real-time communication with vehicles
            Allows further optimization




  V. Pillac (EMN/Uniandes)                     Research Proposal                      2011/12/09   34 / 44
Dynamic and stochastic routing   Application to the D-VRPSD


Computational experiments
    30 Instances from Novoa (2005)
            30, 40 and 60 customers
            Randomly distributed in 1x1 square
            Uniform discrete demand distribution
            2 vehicle capacities




  V. Pillac (EMN/Uniandes)                     Research Proposal                      2011/12/09   35 / 44
Dynamic and stochastic routing   Application to the D-VRPSD


Computational experiments
    30 Instances from Novoa (2005)
            30, 40 and 60 customers
            Randomly distributed in 1x1 square
            Uniform discrete demand distribution
            2 vehicle capacities

Value of information
                Algorithm                                   min.       max.            avg.
                [Secomandi, 2001]                          11.1%       19.6%          13.6%
                [Novoa and Storer, 2009]-1                  3.5%       12.3%           5.8%
                [Novoa and Storer, 2009]-2                  2.8%       10.7%           4.8%
                jMSA                                        0.9%        6.3%          3.3%




  V. Pillac (EMN/Uniandes)                     Research Proposal                          2011/12/09   35 / 44
Dynamic and stochastic routing   Application to the D-VRPSD


Computational experiments
    30 Instances from Novoa (2005)
            30, 40 and 60 customers
            Randomly distributed in 1x1 square
            Uniform discrete demand distribution
            2 vehicle capacities

Value of information
                Algorithm                                   min.       max.            avg.
                [Secomandi, 2001]                          11.1%       19.6%          13.6%
                [Novoa and Storer, 2009]-1                  3.5%       12.3%           5.8%
                [Novoa and Storer, 2009]-2                  2.8%       10.7%           4.8%
                jMSA                                        0.9%        6.3%          3.3%

    Conclusions
            Better value of information
            Faster decisions (ms vs min)

  V. Pillac (EMN/Uniandes)                     Research Proposal                          2011/12/09   35 / 44
Conclusions


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)       Research Proposal   2011/12/09   36 / 44
Conclusions   Contributions


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)       Research Proposal         2011/12/09   37 / 44
Conclusions   Contributions


Contributions I
Working papers
    Pillac, V., Gendreau, M., Guret, C., Medaglia, A. L. (2011), A review of dynamic vehicle
    routing problems, European Journal of Operational Research, Under review
    Pillac, V., Guret, C., Medaglia, A. L. (2011), An event-driven optimization framework for
    dynamic vehicle routing, Decision Support Systems, Under review
    Pillac, V., Guret, C., Medaglia, A. L. (2011), On the Technician Routing and Scheduling
    Problem, Optimization Letters, Under review


Technical reports
    Pillac, V., Gendreau, M., Guret, C., Medaglia, A. L. (2011), A review of dynamic vehicle
    routing problems, CIRRELT Research Paper, CIRRELT-2011-62
    Pillac, V., Guret, C., Medaglia, A. L. (2011), An event-driven optimization framework for
    dynamic vehicle routing, Technical Report 11/2/AUTO, Ecole des Mines de Nantes,
    France
    Pillac, V., Guret, C., Medaglia, A. L. (2010), Dynamic Vehicle Routing Problems: State of
    the art and Prospects, Technical Report 10/4/AUTO, Ecole des Mines de Nantes, France


  V. Pillac (EMN/Uniandes)             Research Proposal                    2011/12/09   38 / 44
Conclusions   Contributions


Contributions II
Conference proceedings
    Pillac, V., Guret, C., Medaglia, A. L. (2011), On the Technician Routing and Scheduling
    Problem, Proceedings of the 9th Metaheuristics International Conference (MIC 2011),
    675-678, Udine (Italy)
    Pillac, V., Guret, C., Medaglia, A. L. (2011), A dynamic approach for the vehicle routing
    problem with stochastic demands, ROADEF 2011, St Etienne (France)
    Pillac, V., Guret, C., Medaglia, A. L. (2010), Solving the Vehicle Routing Problem with
    Stochastic Demands with a Multiple Scenario Approach, ALIO-INFORMS 2010, Buenos
    Aires (Argentina)


Software libraries
    Pillac, V., Guret, C., Medaglia, A. L., VroomModeling: A general purpose modeling library
    for vehicle routing problems.
    Pillac, V., Guret, C., Medaglia, A. L., VroomHeuristics: A set of general heuristics for
    vehicle routing problems.
    Pillac, V., Guret, C., Medaglia, A. L., jMSA: An event-driven optimization framework for
    dynamic vehicle routing.

  V. Pillac (EMN/Uniandes)             Research Proposal                     2011/12/09   39 / 44
Conclusions   Plan for 3rd year


Outline
1 Introduction
     Dynamic vehicle routing
     Literature review
     Motivation
2 Dynamic and deterministic routing
     Parallel adaptive large neighborhood search
     Application to the TRSP
     Bi-objective dynamic routing
     Application to the D-VRPTW
3 Dynamic and stochastic routing
     Multiple scenario approach
     Application to the D-VRPSD
4 Conclusions
     Contributions
     Plan for 3rd year
  V. Pillac (EMN/Uniandes)       Research Proposal             2011/12/09   40 / 44
Conclusions   Plan for 3rd year


Plan for 3rd year
Research
  1   Bi-objective approach for dynamic routing


Journal papers

  1   Parallel ALNS and bi-objective dynamic routing


Conferences
  1   ROADEF’12
  2   ODYSSEUS’12




  V. Pillac (EMN/Uniandes)        Research Proposal             2011/12/09   41 / 44
Conclusions   Plan for 3rd year


Questions & Answers




                         Thank you for your attention




  V. Pillac (EMN/Uniandes)           Research Proposal             2011/12/09   42 / 44
References


References I
  Bent, R. and Van Hentenryck, P. (2004). Scenario-based planning for partially dynamic vehicle routing with stochastic
  customers. Operations Research, 52(6):977–987.

  Benyahia, I. and Potvin, J. Y. (1998). Decision support for vehicle dispatching using genetic programming. IEEE
  Transactions on Systems Man and Cybernetics Part A - Systems and Humans, 28(3):306–314.

  Gambardella, L., Rizzoli, A., Oliverio, F., Casagrande, N., Donati, A., Montemanni, R., and Lucibello, E. (2003). Ant colony
  optimization for vehicle routing in advanced logistics systems. In Proceedings of the International Workshop on Modelling
  and Applied Simulation (MAS 2003), pages 3–9.

  Gendreau, M., Guertin, F., Potvin, J.-Y., and Taillard, E. (1999). Parallel tabu search for real-time vehicle routing and
  dispatching. Transportation Science, 33(4):381–390.

  Godfrey, G. and Powell, W. B. (2002). An adaptive dynamic programming algorithm for dynamic fleet management, I:
  Single period travel times. Transportation Science, 36(1):21–39.

  Montemanni, R., Gambardella, L. M., Rizzoli, A. E., and Donati, A. V. (2005). Ant colony system for a dynamic vehicle
  routing problem. Journal of Combinatorial Optimization, 10(4):327–343.

  Novoa, C. and Storer, R. (2009). An approximate dynamic programming approach for the vehicle routing problem with
  stochastic demands. European Journal of Operational Research, 196(2):509–515.

  Pillac, V., Gendreau, M., Gu´ret, C., and Medaglia, A. L. (2011a). A review of dynamic vehicle routing problems. Technical
                              e
  report, CIRRELT. CIRRELT-2011-62.
  Pillac, V., Gu´ret, C., and Medaglia, A. L. (2011b). An event-driven optimization framework for dynamic vehicle routing.
                e
                     ´
  Technical report, Ecole des Mines de Nantes, France. Report 11/2/AUTO.

  Pillac, V., Gu´ret, C., and Medaglia, A. L. (2011c). On the technician routing and scheduling problem. Optimization
                e
  Letters, Under review.




  V. Pillac (EMN/Uniandes)                           Research Proposal                                   2011/12/09           43 / 44
References


References II
  Pisinger, D. and Ropke, S. (2007). A general heuristic for vehicle routing problems. Computers & Operations Research,
  34(8):2403–2435.

  Powell, W. B. and Topaloglu, H. (2005). Fleet management. In Wallace, S. and Ziemba, W., editors, Applications of
  Stochastic Programming, volume 5 of MPS-SIAM series on Optimization, chapter 12, pages 185–215. SIAM.
  Secomandi, N. (2001). A rollout policy for the vehicle routing problem with stochastic demands. Operations Research,
  49(5):796–802.

  Simao, H., Day, J., George, A., Gifford, T., Nienow, J., and Powell, W. B. (2009). An approximate dynamic programming
  algorithm for large-scale fleet management: A case application. Transportation Science, 43(2):178–197.

  Solomon, M. M. (1987). Algorithms for the vehicle-routing and scheduling problems with time window constraints.
  Operations Research, 35(2):254–265.

  Van Hentenryck, P. and Bent, R. (2006). Online stochastic combinatorial optimization. MIT Press.




  V. Pillac (EMN/Uniandes)                         Research Proposal                                 2011/12/09          44 / 44

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Research proposal

  • 1. Object Oriented Modules for Dynamic Vehicle Routing - Research Proposal - Victor Pillac ´ Ecole des Mines de Nantes IRCCyN UMR 6597 Nantes, France Universidad de Los Andes Industrial Engineering Department Bogot´, Colombia a v.pillac63@uniandes.edu.co vpillac@mines-nantes.fr December 9, 2011
  • 2. Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 2 / 44
  • 3. Introduction Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 3 / 44
  • 4. Introduction Dynamic vehicle routing Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 4 / 44
  • 5. Introduction Dynamic vehicle routing A taxonomy of routing problems Information quality Deterministic Stochastic input input Input known Static and Static and Information beforehand deterministic stochastic evolution Input changes Dynamic and Dynamic and over time deterministic stochastic V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 5 / 44
  • 6. Introduction Dynamic vehicle routing A taxonomy of routing problems Information quality Deterministic Stochastic input input Input known Static and Static and Information beforehand deterministic stochastic evolution Input changes Dynamic and Dynamic and over time deterministic stochastic We focus on problems in which input changes over time New clients Demand realization V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 5 / 44
  • 7. Introduction Dynamic vehicle routing Dynamic vehicle routing Environment Vehicle Starts Finishes New customer: is ready serving A serving A X Next: A Next: B Decision Update Decision Update Dispatcher Figure: Timeline of events in dynamic vehicle routing V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 6 / 44
  • 8. Introduction Literature review Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 7 / 44
  • 9. Introduction Literature review Literature review Complete review in [Pillac et al., 2011a] V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 8 / 44
  • 10. Introduction Literature review Literature review Complete review in [Pillac et al., 2011a] Dynamic and deterministic Fast reoptimization [Montemanni et al., 2005, Gambardella et al., 2003] Adaptive memory [Gendreau et al., 1999, Bent and Van Hentenryck, 2004, Benyahia and Potvin, 1998] V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 8 / 44
  • 11. Introduction Literature review Literature review Complete review in [Pillac et al., 2011a] Dynamic and deterministic Fast reoptimization [Montemanni et al., 2005, Gambardella et al., 2003] Adaptive memory [Gendreau et al., 1999, Bent and Van Hentenryck, 2004, Benyahia and Potvin, 1998] Dynamic and stochastic Stochastic modeling [Godfrey and Powell, 2002, Powell and Topaloglu, 2005, Simao et al., 2009, Novoa and Storer, 2009] Sampling [Van Hentenryck and Bent, 2006] V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 8 / 44
  • 12. Introduction Motivation Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 9 / 44
  • 13. Introduction Motivation Motivation Study the different aspects of dynamic routing Differences with static routing Degrees of dynamism Algorithm performance evaluation Important algorithm features Develop software libraries Extensible Flexible Apply findings to a case study Routing of a crew of technicians V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 10 / 44
  • 14. Dynamic and deterministic routing Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 11 / 44
  • 15. Dynamic and deterministic routing Dynamic and deterministic routing Consider dynamic changes in input No information is available on the dynamically revealed data Optimization approaches Use simple insertion heuristics Split the planning horizon in decision epochs Perform an optimization each time a change occurs Use an adaptive memory to store previous good solutions characteristics V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 12 / 44
  • 16. Dynamic and deterministic routing Parallel adaptive large neighborhood search Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 13 / 44
  • 17. Dynamic and deterministic routing Parallel adaptive large neighborhood search Parallel Adaptive Large Neighborhood Search (pALNS) Extension of ALNS [Pisinger and Ropke, 2007] Make use of multi-core architecture Maintain a pool of promising solutions Limit synchronization between threads for performance pALNS Algorithm Input: Π0 an initial solution Output: The best solution found by the algorithm 1: Initialize the promising solution pool Ω ← {Π0 } 2: for N iterations do 3: Select subset Ωt of solutions 4: parallel forall Π in Ωt do 5: In a separate thread, perform n ALNS iterations starting with Π 6: Report the resulting solution to the main thread 7: end forall 8: Update the pool of promising solutions Ω 9: end for 10: return The best solution from Ω V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 14 / 44
  • 18. Dynamic and deterministic routing Parallel adaptive large neighborhood search Computational results Tested on Solomon benchmark [Solomon, 1987] Factor 3 speedups Reduced running time variance Gap increased by 0.18% q q q q q q 200 0.06 q q q q q q q q q q q q q q q q q q q q q q q 150 0.04 q GAP Time q q q q q q 100 0.02 q q q q q q q q q 0.00 50 1 2 4 8 1 2 4 8 Threads Threads V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 15 / 44
  • 19. Dynamic and deterministic routing Application to the TRSP Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 16 / 44
  • 20. Dynamic and deterministic routing Application to the TRSP Technician Routing and Scheduling Problem (TRSP) Has: 6 Has: 1 5 2 3 Pickup 4 Set of requests Crew of technicians Location Starting/ending location Required skills, tools, spare (home) parts Set of skills, initial tools, Time window and service spare parts time Working day length Main depot Technicians can pickup tools and spare parts Unlimited tools and spare parts V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 17 / 44
  • 21. Dynamic and deterministic routing Application to the TRSP Static TRSP Goal Have a reference approach for the dynamic version Proposed approach Adaptive Large Neighborhood Search (ALNS) Set covering using routes generated throughout ALNS Presented in [Pillac et al., 2011c] Computational experiments Solomon benchmark (VRPTW) 38/38 Optimal solutions 14/18 Best known solution, 9 improved Randomly generated TRSP instances based on Solomon instances V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 18 / 44
  • 22. Dynamic and deterministic routing Application to the TRSP Dynamic TRSP Generated release date for a proportion of requests Compare to a Best Insertion (BI) heuristic Results ALNS BI DOD VI (%) R VI (%) R 10 4.52 0.08 16.58 0.33 50 7.10 0.42 44.81 1.75 90 9.50 1.58 52.94 2.83 Average 7.04 0.69 38.11 1.64 VI: Value of information, R: average number of rejected requests V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 19 / 44
  • 23. Dynamic and deterministic routing Bi-objective dynamic routing Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 20 / 44
  • 24. Dynamic and deterministic routing Bi-objective dynamic routing Bi-objective dynamic routing Static routing generally aims at designing a set of routes For a given day (operational) For a longer horizon (tactical,strategic) Minimizing cost/distance/fleet size Dynamic routing introduces new dimensions Changes in the routing while the vehicle is en-route Changes in the driver/request assignments Communication with vehicles New problematic How to ensure cost efficiency? How to ensure stability in the routing? How to optimize both objectives in limited time? What is the trade-off between the two objectives? V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 21 / 44
  • 25. Dynamic and deterministic routing Bi-objective dynamic routing Measuring stability D-VRP case: a new request r arrives at time t Let: Ω the set of all solutions Πt−1 the previous solution Πt a solution including r How stable is Πt with respect to Πt−1 ? V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 22 / 44
  • 26. Dynamic and deterministic routing Bi-objective dynamic routing Measuring stability D-VRP case: a new request r arrives at time t Let: Ω the set of all solutions Πt−1 the previous solution Πt a solution including r How stable is Πt with respect to Πt−1 ? Define a metric δ : Ω × Ω → R How to define δ? V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 22 / 44
  • 27. Dynamic and deterministic routing Bi-objective dynamic routing Measuring stability D-VRP case: a new request r arrives at time t Let: Ω the set of all solutions Πt−1 the previous solution Πt a solution including r How stable is Πt with respect to Πt−1 ? Define a metric δ : Ω × Ω → R How to define δ? Hamming distance Number of changed assignments Edit (Levenshtein) distance Insertions Removals Substitutions V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 22 / 44
  • 28. Dynamic and deterministic routing Bi-objective dynamic routing Bi-objective Parallel ALNS Make use of multi-core architecture Focus on the distance during ALNS iterations Store non-dominated solutions pBiALNS Algorithm Input: Π0 an initial solution Output: The non-dominated solutions found by the algorithm 1: Initialize the non-dominated solutions Ω ← {Π0 } 2: for N iterations do 3: Select subset Ωt of non-dominated solutions 4: parallel forall Π in Ωt do 5: In a separate thread, perform n ALNS iterations starting with Π 6: Report the non-dominated solutions to the main thread 7: end forall 8: Update the non-dominated solutions Ω 9: end for 10: return The non-dominated solutions Ω V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 23 / 44
  • 29. Dynamic and deterministic routing Application to the D-VRPTW Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 24 / 44
  • 30. Dynamic and deterministic routing Application to the D-VRPTW Bi-objective Dynamic VRP-TW Simulation of a dynamic setting Instance C101 90/100 revealed requests Part of the routes is already executed A new request is revealed pBiALNS run for 25,000 iterations 100 90 80 70 60 Pareto Edit distance 50 ALNS solutions 40 30 20 10 0 0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% Gap V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 25 / 44
  • 31. Dynamic and deterministic routing Application to the D-VRPTW Bi-objective Dynamic VRP-TW Simulation of a dynamic setting Instance C101 90/100 revealed requests Part of the routes is already executed A new request is revealed pBiALNS run for 25,000 iterations 70 60 50 Pareto 40 Edit distance ALNS 30 solutions 20 10 0 0% 1% 2% 3% 4% Gap V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 25 / 44
  • 32. Dynamic and stochastic routing Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 26 / 44
  • 33. Dynamic and stochastic routing Dynamic and stochastic routing Consider dynamic changes in input Stochastic information is available on the dynamically revealed data Random variables of known distribution Historical data Optimization approaches Ignore stochastic information Model stochastic information Use sampling to capture uncertainty V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 27 / 44
  • 34. Dynamic and stochastic routing Multiple scenario approach Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 28 / 44
  • 35. Dynamic and stochastic routing Multiple scenario approach Multiple scenario approach Sampling based approach Framework for online optimization [Van Hentenryck and Bent, 2006] Runs throughout the day Scenario pool Scenario pool Realizations of the random variables Decision process Next client Which client next? Aggregate scenario knowledge V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 29 / 44
  • 36. Dynamic and stochastic routing Multiple scenario approach MSA : Scenarios Scenario generation Example 1 Start with known data D C E A B Goal Capture uncertainty through sampling V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 30 / 44
  • 37. Dynamic and stochastic routing Multiple scenario approach MSA : Scenarios Scenario generation Example 1 Start with known data 2 Sample random variable D C distributions 3 Solve resulting optimization X E problem A Z B Y Goal Capture uncertainty through sampling V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 30 / 44
  • 38. Dynamic and stochastic routing Multiple scenario approach MSA : Scenarios Scenario generation Example 1 Start with known data 2 Sample random variable D C distributions 3 Solve resulting optimization X E problem A Z 4 Remove sample data from B Y solution Goal Capture uncertainty through sampling V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 30 / 44
  • 39. Dynamic and stochastic routing Multiple scenario approach MSA : Decisions Decision process Decide which request to visit next Aggregate information from all scenarios Fast process V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 31 / 44
  • 40. Dynamic and stochastic routing Multiple scenario approach MSA : Decisions Decision process Example Decide which request to visit Consensus next Select the request that Aggregate information from all appear first in most scenarios scenarios Fast process S1 0 4 1 6 5 0 ... S2 0 4 1 3 0 ... S3 0 4 1 2 3 6 0 ... S4 0 4 1 2 3 6 5 0 V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 31 / 44
  • 41. Dynamic and stochastic routing Multiple scenario approach MSA : Decisions Decision process Example Decide which request to visit Consensus next Select the request that Aggregate information from all appear first in most scenarios scenarios Fast process S1 0 4 1 6 5 0 ... S2 0 4 1 3 0 ... S3 0 4 1 2 3 6 0 ... S4 0 4 1 2 3 6 5 0 Goal Use scenarios to take a non-myopic decision V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 31 / 44
  • 42. Dynamic and stochastic routing Multiple scenario approach jMSA Java implementation of the MSA Highlights Event-driven Flexible Extensible Described in [Pillac et al., 2011b] MSA procedure Event Handler Scenario queue manager pool Events Handlers Kernel Components Scenario Callback Scenario Scenario Scenario … Problem layer generator optimizer updater V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 32 / 44
  • 43. Dynamic and stochastic routing Application to the D-VRPSD Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 33 / 44
  • 44. Dynamic and stochastic routing Application to the D-VRPSD Dynamic VRP with Stochastic Demands Extension of the Vehicle Routing Problem Stochastic Demands (known distribution law) Traditional approaches Two-stage approach Robust a-priori routing Recourse actions in case of failure Assumes vehicles cannot be rerouted Why a dynamic approach? Increasing availability of low-cost positioning systems Real-time communication with vehicles Allows further optimization V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 34 / 44
  • 45. Dynamic and stochastic routing Application to the D-VRPSD Computational experiments 30 Instances from Novoa (2005) 30, 40 and 60 customers Randomly distributed in 1x1 square Uniform discrete demand distribution 2 vehicle capacities V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 35 / 44
  • 46. Dynamic and stochastic routing Application to the D-VRPSD Computational experiments 30 Instances from Novoa (2005) 30, 40 and 60 customers Randomly distributed in 1x1 square Uniform discrete demand distribution 2 vehicle capacities Value of information Algorithm min. max. avg. [Secomandi, 2001] 11.1% 19.6% 13.6% [Novoa and Storer, 2009]-1 3.5% 12.3% 5.8% [Novoa and Storer, 2009]-2 2.8% 10.7% 4.8% jMSA 0.9% 6.3% 3.3% V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 35 / 44
  • 47. Dynamic and stochastic routing Application to the D-VRPSD Computational experiments 30 Instances from Novoa (2005) 30, 40 and 60 customers Randomly distributed in 1x1 square Uniform discrete demand distribution 2 vehicle capacities Value of information Algorithm min. max. avg. [Secomandi, 2001] 11.1% 19.6% 13.6% [Novoa and Storer, 2009]-1 3.5% 12.3% 5.8% [Novoa and Storer, 2009]-2 2.8% 10.7% 4.8% jMSA 0.9% 6.3% 3.3% Conclusions Better value of information Faster decisions (ms vs min) V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 35 / 44
  • 48. Conclusions Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 36 / 44
  • 49. Conclusions Contributions Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 37 / 44
  • 50. Conclusions Contributions Contributions I Working papers Pillac, V., Gendreau, M., Guret, C., Medaglia, A. L. (2011), A review of dynamic vehicle routing problems, European Journal of Operational Research, Under review Pillac, V., Guret, C., Medaglia, A. L. (2011), An event-driven optimization framework for dynamic vehicle routing, Decision Support Systems, Under review Pillac, V., Guret, C., Medaglia, A. L. (2011), On the Technician Routing and Scheduling Problem, Optimization Letters, Under review Technical reports Pillac, V., Gendreau, M., Guret, C., Medaglia, A. L. (2011), A review of dynamic vehicle routing problems, CIRRELT Research Paper, CIRRELT-2011-62 Pillac, V., Guret, C., Medaglia, A. L. (2011), An event-driven optimization framework for dynamic vehicle routing, Technical Report 11/2/AUTO, Ecole des Mines de Nantes, France Pillac, V., Guret, C., Medaglia, A. L. (2010), Dynamic Vehicle Routing Problems: State of the art and Prospects, Technical Report 10/4/AUTO, Ecole des Mines de Nantes, France V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 38 / 44
  • 51. Conclusions Contributions Contributions II Conference proceedings Pillac, V., Guret, C., Medaglia, A. L. (2011), On the Technician Routing and Scheduling Problem, Proceedings of the 9th Metaheuristics International Conference (MIC 2011), 675-678, Udine (Italy) Pillac, V., Guret, C., Medaglia, A. L. (2011), A dynamic approach for the vehicle routing problem with stochastic demands, ROADEF 2011, St Etienne (France) Pillac, V., Guret, C., Medaglia, A. L. (2010), Solving the Vehicle Routing Problem with Stochastic Demands with a Multiple Scenario Approach, ALIO-INFORMS 2010, Buenos Aires (Argentina) Software libraries Pillac, V., Guret, C., Medaglia, A. L., VroomModeling: A general purpose modeling library for vehicle routing problems. Pillac, V., Guret, C., Medaglia, A. L., VroomHeuristics: A set of general heuristics for vehicle routing problems. Pillac, V., Guret, C., Medaglia, A. L., jMSA: An event-driven optimization framework for dynamic vehicle routing. V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 39 / 44
  • 52. Conclusions Plan for 3rd year Outline 1 Introduction Dynamic vehicle routing Literature review Motivation 2 Dynamic and deterministic routing Parallel adaptive large neighborhood search Application to the TRSP Bi-objective dynamic routing Application to the D-VRPTW 3 Dynamic and stochastic routing Multiple scenario approach Application to the D-VRPSD 4 Conclusions Contributions Plan for 3rd year V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 40 / 44
  • 53. Conclusions Plan for 3rd year Plan for 3rd year Research 1 Bi-objective approach for dynamic routing Journal papers 1 Parallel ALNS and bi-objective dynamic routing Conferences 1 ROADEF’12 2 ODYSSEUS’12 V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 41 / 44
  • 54. Conclusions Plan for 3rd year Questions & Answers Thank you for your attention V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 42 / 44
  • 55. References References I Bent, R. and Van Hentenryck, P. (2004). Scenario-based planning for partially dynamic vehicle routing with stochastic customers. Operations Research, 52(6):977–987. Benyahia, I. and Potvin, J. Y. (1998). Decision support for vehicle dispatching using genetic programming. IEEE Transactions on Systems Man and Cybernetics Part A - Systems and Humans, 28(3):306–314. Gambardella, L., Rizzoli, A., Oliverio, F., Casagrande, N., Donati, A., Montemanni, R., and Lucibello, E. (2003). Ant colony optimization for vehicle routing in advanced logistics systems. In Proceedings of the International Workshop on Modelling and Applied Simulation (MAS 2003), pages 3–9. Gendreau, M., Guertin, F., Potvin, J.-Y., and Taillard, E. (1999). Parallel tabu search for real-time vehicle routing and dispatching. Transportation Science, 33(4):381–390. Godfrey, G. and Powell, W. B. (2002). An adaptive dynamic programming algorithm for dynamic fleet management, I: Single period travel times. Transportation Science, 36(1):21–39. Montemanni, R., Gambardella, L. M., Rizzoli, A. E., and Donati, A. V. (2005). Ant colony system for a dynamic vehicle routing problem. Journal of Combinatorial Optimization, 10(4):327–343. Novoa, C. and Storer, R. (2009). An approximate dynamic programming approach for the vehicle routing problem with stochastic demands. European Journal of Operational Research, 196(2):509–515. Pillac, V., Gendreau, M., Gu´ret, C., and Medaglia, A. L. (2011a). A review of dynamic vehicle routing problems. Technical e report, CIRRELT. CIRRELT-2011-62. Pillac, V., Gu´ret, C., and Medaglia, A. L. (2011b). An event-driven optimization framework for dynamic vehicle routing. e ´ Technical report, Ecole des Mines de Nantes, France. Report 11/2/AUTO. Pillac, V., Gu´ret, C., and Medaglia, A. L. (2011c). On the technician routing and scheduling problem. Optimization e Letters, Under review. V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 43 / 44
  • 56. References References II Pisinger, D. and Ropke, S. (2007). A general heuristic for vehicle routing problems. Computers & Operations Research, 34(8):2403–2435. Powell, W. B. and Topaloglu, H. (2005). Fleet management. In Wallace, S. and Ziemba, W., editors, Applications of Stochastic Programming, volume 5 of MPS-SIAM series on Optimization, chapter 12, pages 185–215. SIAM. Secomandi, N. (2001). A rollout policy for the vehicle routing problem with stochastic demands. Operations Research, 49(5):796–802. Simao, H., Day, J., George, A., Gifford, T., Nienow, J., and Powell, W. B. (2009). An approximate dynamic programming algorithm for large-scale fleet management: A case application. Transportation Science, 43(2):178–197. Solomon, M. M. (1987). Algorithms for the vehicle-routing and scheduling problems with time window constraints. Operations Research, 35(2):254–265. Van Hentenryck, P. and Bent, R. (2006). Online stochastic combinatorial optimization. MIT Press. V. Pillac (EMN/Uniandes) Research Proposal 2011/12/09 44 / 44