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Copynght c 1987 Perpamon Journals Ltd
A BRANCH-AND-BOUND
ALGORITHM FOR THE
ASYMMETRICAL DISTANCE-CONSTRAINED
VEHICLE ROUTING PROBLEM
G.
LAPORTE~,
Y. NOBERT
and S. TAILLEFER
Etudes Commerciales
de Montreal. 5255 avenue
Quebec H3T lV6. Canada
Decelles.
Montreal.
by X. J. R. Avula
Abstract-The
aim of this paper is to develop an exact algorithm for the asymmetrical
distance-constrained
vehicle routing problem. The problem is solved by means of a branch-and-bound
tree in which subproblems arc modified assignment
problems subject to some restrictions.
Computational
results for
problems involving up to 100 nodes are reported.
Rksume-Cet
article decrit un algorithme exact pour le problime de tournees avec contraintes
de temps
et une matrice de distance asymttrique.
On risout le probltme
au moyen dun arbre de branch and
bound dans lequel les sous-probltmes
sont des problimes
daffectation
generalisee. On presente des
resultats numtriques
pour des probltmes contenant just8 100 points de livraison.
1. INTRODUCTION
In distribution
management,
the problem of designing delivery routes from a central depot to a
set of customers is of prime concern. When the same customers have to be visited day after day,
it makes sense to invest money and energy in setting up optimal routes. Many operations research
studies have been devoted to the subject of vehicle routing. Their number can be explained in part
by the fact that there are several types of vehicle routing problems (VRPs), each requiring a tailormade analytical treatment. Also, VRPs seem to be particularly
hard to solve; in most cases optimal
solutions can only be achieved for relatively modest problem sizes.
We first introduce some notation and a general statement of the VRP. Let N = { 1,. . . , n} denote
a set of nodes representing
cities or customers. By convention,
the depot is located at city n. A fleet
of m identical vehicles is based at the depot. The size of the fleet may be determined
a priori or
constitute
a decision variable of the problem. Let C = (cij) be a distance or travel time matrix
associated with N. @ may be symmetrical
or not, the latter case occurring for example in urban
environments
where, due to the presence of one-way streets, the distance (or travelling time) from
i to j may not be the same as that from j to i.
The VRP consists of establishing
minimum cost vehicle routes subject to some constraints.
The
most common constraints
relate to the following:
(i) the number of times each city may be visited [l-3];
(ii) the maximum length or duration of any delivery route [4];
(iii) the maximum weight of a route: if a weight is attached to each city, then the
sum of weights of a route may not exceed the vehicle capacity [l, 5-73;
(iv) the number of cities which may be included on a route [a special case of (iii)];
(v) time windows within which deliveries at each city must take place [S];
(vi) precedence relations on visits to pairs of cities [9];
(vii) a combination
of the above [S, 10-133.
The two studies by Bodin et al. [14, 151 present a thorough classification
and description
of the
various types of VRPs. Interested readers are referred to these for further details.
It is worth mentioning
at this point that the travelling salesman problem (TSP) [16] may be
considered as a special case of the VRP in which there is only one vehicle and where each city is
857
858
G. LAPORTEer al.
visited once and only once. Many concepts used in TSP algorithms are usable to a large extent in
VRP algorithms.
In the problem considered in this paper, it is assumed that each city (except the depot) must be
visited once and only once by one vehicle. This assumption
is not really restrictive in the following
sense. If @ satisfies the triangle inequality,
i.e. if cij + cjk 2 cik Vi, j, k E N, it will never be
advantageous
to visit the same city more than once. On the other hand. if @ does not satisfy the
triangle inequality, it may prove economical to pass through the same city several times. This case
can easily be handled if the following distinction
is made: all cities have to be serviced once and
only once by a vehicle; but they may be crossed more than once if this saves distance. Hence, if cij
is replaced by the length of the shortest path from i to j, then it is not restrictive to impose that
each city be visited (i.e. serviced) only once since it can be crossed many times if it lies on many
shortest paths.
An upper bound L is also imposed on the length of any route. This restriction
is relevant in
many practical situations:
postal vans used to empty post boxes must return to the post office
within a prescribed time; some sales representatives
must visit their customers and come back to
the office within working hours etc.
As regards the number of vehicles used in the optimal solution, two cases can be considered by
the model and the algorithm developed:
(i) number m of vehicles is fixed a priori at some value ti;
(ii) m is bounded above by ti. (This includes the case where no a priori information
is available concerning m: it suffices in principle to let ti = n - 1; but in practice
it is inefficient to proceed in this way since the size of the problem could easily
become unmanageable.)
The problem treated in this paper will be referred to as the ADVRP (asymmetrical
distanceconstrained
vehicle routing problem). To the authors knowledge, the ADVRP has never before
been treated as such in the operations
research literature. There exist several exact algorithms
[l, 6,7] which can handle capacity constraints
only, or a combination
of capacity and distance
constraints
[13]. These algorithms
include a variant of dynamic programming
in which some of
the states are relaxed [12] and the implicit generation
of all feasible routes by means of a search
tree [l 11. The largest problems reported solved to optimality
with either method involve around
30 nodes. Note that these two methods perform better on tight problems, i.e. on problems in which
the capacity or distance restrictions are very restrictive. Laporte et al. [7] and Fleischmann
Cl] on
the other hand, have published algorithms
which can be used when C is symmetrical
and which
are more efficient on looser problems. With these algorithms,
problems are first formulated
as
integer linear programs in which most of the constraints
are first relaxed; the constraints
are only
generated when they are found to be violated. The largest problems involved around 60 cities.
In a recent paper, Laporte et al. [6] developed and applied to the asymmetrical
capacityconstrained
VRP, an extension
of the Carpaneto
and Toth [17] algorithm
for the TSP. Very
encouraging
results were obtained: problems containing
up to 260 nodes were solved to optimality.
In this paper a similar approach is used for the distance-constrained
VRP.
2. FORMULATION
N* = {n, n + l,...,n
+ fi - l}
An exact algorithm
and
(i,jEN,i
859
problem
matrix
associated
with (N), as
#j)
(ieN,jcN*)
(iEN*, jEN)
(i, jEN*,
i #j)
(i = j).
Therefore:
EL= Y_
distance
for Ci vehicles;
i = 0
distance
distance
The following
formulation
number
minimize
subject
of vehicles.
to
(.iE
(1)
W,
(i E N),
(2)
(3)
(i,jE N).
xii = 0, 1
(4)
solution. The solution corresponds
to a
into the solution of an m-TSP [19] on
z,-yij G IsI -
(S E N - N*,IS/ 2 2).
(5)
This solution is feasible for the ADVRP iff the length of each Hamiltonian
circuit is <L. However,
a feasible solution for the ADVRP can be obtained by introducing
additional constraints in problem
(P).
In order to derive such constraints,
it is important
to note that if a solution to problem (P)
contains
a path of the form (1,,1,,. .,I,_ l,Ip), where I,, lp~ N* and I,,.. .,I,_ 1 $ N*, this path
G. LAPORTE et al
860
corresponds
illegal if
to a Hamiltonian
circuit
passing
through
n in a subgraph
of G. Hence,
the path
is
p-1
c cwk+
>
L.
k=l
by the imposition
of a constraint
(6)
l - v(H)~
G P-
izHxij
of the form
where H = (II
,...,I,)and V(H)is a lower bound on the number of vehicles required to service all
nodes of H in the optimal ADVRP solution.
In the absence of any other information,
it is always valid to set V(H)= 1, but this bound can
sometimes be improved. Consider for instance the case where @ satisfies the triangle inequality.
Let P and P be two subproblems
of P such that P is a restriction
of P. For any subproblem
P*, let I(H,
P*) be the length of the tour including the depot and all nodes of H in the optimal
solution to P*. Then, since @ satisfies the triangle inequality,
I(H,
P) & I(H,
P).
Hence, if the optimal
solution
to P contains
k=l
and
(7)
where [tl represents the smallest integer 3t. V(H)is valid for P and for any of its restrictions.
If problem (P) is solved by branch and bound. V(H)is valid for subproblem
P and for all its
descendants.
In an integer linear programming
algorithm, it is naturally worthwhile to use as a large value
of V(H)as possible in the r.h.s. of constraint
(6) Ce.g.41. However, this is not necessarily so in a
branch-and-bound
algorithm. For example, with the partitioning
rule used in Ref. [17] and in this
paper. a larger value of V(H)will lead to the generation
of more subproblems.
Reverting to problem (P), constraints
imposed to eliminate illegal paths are defined by using
V(H)= I:
,,4,Itj
IsI - 2
L).
(8)
[However. the bound defined by expression (7) is used in Step 8 of the algorithm.]
Observe that
I(S. P) is not known at the outset of the algorithm. but that a lower bound on its value can be
determined
at a later stage.
Finally, note that it may be possible to eliminate some variables from the solution. Let T(i) be
the length of the shortest path from n to I and T(i), the length of the shortest path from i to n.
Then variable xij can be eliminated
if
T(i) + T(j)
+ cj; > L.
An exact algorithm
[Problems for which T(i) + T(i) > L for some i are of course infeasible.]
putations need only be carried out once at the beginning of the algorithm.
inequality, then
T(i) = cni
In practice,
removing
a variable
and
is done by setting
861
problem
The shortest-path
comIf 43 satisfies the triangle
T(i) = tin.
3. ALGORITHM
The algorithm developed to solve the ADVRP is derived from earlier work on the capacityconstrained
asymmetrical
VRP [6] and on the asymmetrical
TSP [17]. The underlying
principle
of the algorithm consists of relaxing subtour and illegal-path elimination
constraints
problem in
(P) [constraints
(5) and (S)]. The resulting problem is totally unimodular:
it is in fact a modified
assignment
problem (MAP) for which efficient algorithms
exist [e.g. 201. Illegal subtours
are
eliminated by partitioning
the infeasible subproblem
at a node of the search tree into a number of
descendants.
The following notation will be used in the description of the algorithm:
Z* = the cost of the best feasible solution
&h
--
;h
function
so far identified;
of the MAP at node h of the search tree;
on zh;
The algorithm
can be summarized
as follows.
Step 0: (heuristic
Applying a 2-opt or a 3-opt procedure did succeed, in most instances, in reducing the
value of z*. However, from a general standpoint,
the computational
effort of this procedure
did not pay for itself: overall computation
times were in general smaller when no r-opt
procedure was used. It was therefore decided to enter Step 1 immediately
after the Clarke
and Wright heuristic.
Step 1: (node of the search
G. LAPORTE er 01
862
Step 3: (branching).
Consider
is empty,
the (&)s
defined
terminate.
Otherwise,
node
set of nodes associated with AZ. Also define ((cx~,/?,),. . . ,(cz~~,P~;)} = {(i,j)E(Sz):
(i,j)$ I,,}.
Create AZ immediate descendant
subproblems
g from node h with the following sets of
included and excluded arcs:
Is =
k=
1,
Z,u{(SL,,&):u = l,...,g
- I}
(g = 2,. . . , A;)
(g = l,...,A;).
E,O
= -5, {(a,,P,)>
To Ej, the set of excluded
arcs defined as follows.
1)
arcs in subproblem
in order
to prevent
g, can be adjoined
the occurrence
of subtours
In subproblem
g, N can be partitioned
into Q(N) = {S,,. . . ,S4}, where S,, . . . ,S, are
subsets of nodes linked by the arcs of I,. Consider the subsets S, corresponding
to
paths in I,. S, has a length equal to
I(&) =
cijxij.
i.jc.5.
Let rU and s, be the first and last nodes of the path associated
that subproblem
g has no descendant
if
W-J + WJ + FL) + 4U +
(v) similarly,
variable
c,, >
L;
An exact algorithm
863
and
Set E, = E: u K(E:).
For each subproblem g, execute Steps 4-8. Then go to Step 2.
Step 4:
(bounding). Compute a lower bound z+,on zB according to Step 3 of Ref. [17]. If ;:9 < z*,
proceed to Step 5. Otherwise, consider the next g and repeat Step 4.
Step 5:
(MAP solution). Solve the subproblem associated with node g (a modified assignment
subproblem restricted by I, and EJ. If zg 2 min {z*, CL}, node g has no feasible descendant
having a cost lower than z*: consider the next g and proceed to Step 4.
Step 6:
(feasibility check). Check whether the current solution contains any illegal subtours or
illegal paths. If not, set z* = zg and store the tour; if z* = z,,, go to Step 2. Otherwise,
consider the next g and go to Step 4. If the solution contains at least one illegal subtour
or path, execute Step 7.
Step 7: Consider all sets of nodes S,,, (T = 1,. . . , R) associated with the R illegal subtours and paths
at node g. For each T, compute Ag,,, the number of arcs of S,., not already included in I,:
4, = IS,,,I- I(s,,,)z
n &I.
Step 8:
(check for inclusion of node g in the queue: used only if @ satisfies the triangle inequality).
If
A,,, <
for some I,
4.
COMPUTATIONAL
RESULTS
Computational tests were performed on a number of randomly generated problems. The cijs
were obtained as follows:
CijSwere generated
according to a uniform distribution on [0, 1001 and rounded up or down to the
nearest integer;
(ii) problems in which C satisfied the triangle inequality-first, 2n points P,, . . . , P.,
Q I,..., Qn were generated on [0, lOO] and the cijs were defined by
and rounded up or down to the nearest integer. Then the following operation
was performed over all triplets (i,j, k) until C satisfied the triangle inequality:
if cij + cjlr < cilr, replace cik by cij +
cjk.
864
G. LAPORTE et al.
obtained
n = Number
m = Number
Prob. = Problem
cessively
The meanings
number-3
independently
generated problem
solved for every combination
of n and m.
were suc-
Queue
Desc. = Number
W = Total
of nodes having
number
(having
;-s
a value
descendants.
and bound
tree.
Table I Problems
n
40
SD
Ttme
4
28
68
2
8
68
6
33
581
86
28
-
4.84
20.56
147.83
59
470
I2
82
IO
72
48
564
156
40
-
19.59
162.56
>600
8
I
5
0
2
0
5
0
6.59
0.96
IO
6
37
98
3
15
48
16
93
523
74
49
39
-
8.39
40.13
133.34
>600
L,
Nodes
L0
L,
L,
9
39
459
L,
L,
3
L,
L,
LO
1-1
L,
L.3
tneaualitv
Desc.
Prob.
54
274
_
Queue
L,,
L,
L,
57:
1
97
_
1
91
I
911
87
66
-
4.36
199.70
2600
L,,
LI
L,
L,
4
39
350
._
2
II
43
I
5
37
2
26
366
67
54
30
_
5.07
16.37
98.17
2600
of the
An
exact algorithm
for
865
problem
Table 1-mnrrnurd
n
60
m
3
Desc.
Prob.
Nodes
Queue
L"
SD
L,
274
L,
236
41
&I
132
7.36
L,
311
23
19
109
96
loo.59
L,
810
85
56
947
_
84
_
168
19
177
98
89.13
23
293
79
138.86
2600
L
2
L,
3
I-0
L,
L,
80
L"
I
2,
134
717
57
IO1
?I.92
683
145
54
455
34
0
_
59
91
156X
59
12
39
80
48.26
L2
69
35
I41
57
69.25
L,
126
49
16
245
46
101.55
22
19
71
16.52
L,
22
19
69
18.29
LZ
22
19
51
20.46
L,
630
90
63
1130
41
324.48
L0
36
45
136
153
__
24
19
185
I09
L,,
65
98
71
91
36.09
L2
720
126
_
39
_
771
69
-
522.64
L,,
L,
11
120
20.74
67
4x
525
91
266.34
2600
L"
17
IO
41
68
34.13
L,
212
26
?I
469
64
112.92
L,
344
79
40
_
1115
61
_-
56
16.55
64
77
51
41.38
L,
322
143
2x
_.
896
60
L"
I4
41
65
L,
74
23
12
I61
59
L
L,
L,
L"
61
I7
79
I52
54.51
37
22
221
I33
113.55
15
12
92
>6OO
._
I
I2,
10
L"
0
._
20
28
_
52
22.71
1600
33.62
>600
41
66
12
10
41
63
49.77
365
37
22
592
58
239.98
L,
224
64
17
477
58
279.61
L,
38
36.89
L,
13
38
44.40
L,
131
14
12
496
28
154.60
L,
78
35
302
23
139.54
L,
12
27.77
2600
L
2
80.94
156
L,
3
43.59
>600
L,
2
496.54
2600
L,
5
341.03
>600
L,
L,
100
>6QO
14
L,
12.59
438
L,
1
27.91
123.27
>600
L,
L,
II.02
,600
L0
L,
337.52
,600
L,
391.23
>600
91
L
6
Time
6.78
41.30
866
G. LAPORTE er 01.
Table 2. Problems
n
40
m
2
mequabty
L,
Nodes
L0
L,
I
I58
I6
16
2614
L0
L,
0
36
0
0
21
0
0
423
0
63
7
L-2
I
214
I
2.52
68.12
2.20
L0
L,
L,
3
213
I
I
I5
0
I
IO
0
20
3145
0
2.91
62.64
I .45
L,,
L,
L,
8
509
5
82
2
75
IO
10196
12
IO
5.72
199 46
1600
L
LI
I>,
L,
6
3
X0
3
7
48
2
4
12
8
60
1286
33
I9
I4
6.65
11.29
54.06
>600
L0
L,
L,
3
69
218
I
II
40
I
5
24
I
1081
4149
20
I3
8
~
5.0x
25.32
102.1 I
>6OO
3
77
1;;
2
3
4
1250
15761
24
I3
7
744
28.1 I
39 1.X4
>6OO
Prob.
QUU
De%.
SD
1-3
60
LO
I_
1*
-1
32
417
I3
40.69
L3
2
L,
L,
4
II
55
4
II
55
3
92
1521
15583
55
39
II6
628
32
32
I7
6.21
16.67
68.49
2600
L,,
L,
L,
L,
36
36
I75
478
I?
I3
49
345
10
IO
20
46
31
161
4593
13603
37
37
24
5
24.85
25.33
91.32
520.17
L,!
L,
L,
L,
8
2X
183
7
9
x1
4
626
8134
I9
I3
I4
II 51
17.91
185.26
>600
L0
L,
L,
II
II
I
3
9
312
20
I3
9.18
II 95
>600
L
L,
L,
4
269
2
I05
I
40
2
8621
26
22
9.53
291.93
>6OO
L,,
1.1
L,
22
73
__
2
I4
2
7
19
2749
24
I3
-
IO.25
54.12
>600
IX
IX
72
_
6
I4
31
3
3
5
I9
611
I719
24
24
IO
13.82
21.33
41.34
>600
L,,
12,
L,
3
60
I
15
I
6
I
3818
I7
I7
-
9.20
102.19
>600
4
4
I3
137
I
2
4
I3
I
I
3
9
2
103
634
5495
I6
II
I2
7
14.35
15.20
26.17
130.77
I6
15
11
~
IO.69
77.35
172.60
>600
IO
IO
-
14.2x
29.22
>600
11
L,
80
f-1
L,
L,
Time
7 7,
_.__
111
L,
L,
2
24
LO
1-L
67
I38
IX
24
II
23
3362
6917
5
33
2
8
2
3
2
1534
L'2
L,
3
L,,
L,
I.,
wllrlnurd
0wrleai
An exact algorithm
867
problem
Table 2-continued
n
100
m
5
Prob.
L.,
Nodes
L,,
Desc.
SD
8
513
3274
19711
16
7
6
3
15.97
26.48
80.44
198.28
Time
L,
10
L2
52
238
Ll
L,
L
7
139
4
59
5
14470
7
5
14.14
165.10
>bOO
L
L,
L,
19
66
5
27
_
I4
4267
22
I5
21.08
89.98
>600
L0
L!
L,
I
36
0
2572
13
9
23.41
66.67
>6OQ
L0
L,
L,
L,
I
II
295
4
87
24
0
1002
21039
13
IO
IO
lb.31
26.41
403.59
2600
LJ
L
L,
L,
2
60
117
86
I
16
21
41
6
16
17
2930
7615
6933
I5
I5
14
12
18.97
83.16
202.35
141.20
1
6
22
36
IO
OlXlle
from Tables
(9 The algorithm
was quite successful: problems involving up to 100 cities were solved optimally.
This compares with 60 cities in the case of the symmetrical distance-constrained
VRP [4]. On
the other hand, larger sizes (260cities) were attained in the case of the asymmetrical
capacityconstrained
VRP [6].
(ii) As observed in previous studies [4, 6, 7, 13, 193 problems in which @ satisfied the triangle
inequality
were in general harder to solve than problems in which C did not possess this
property. This can be explained by the fact that in the latter case, the costs of the feasible
solutions have a larger variance, leading to more dominance
in the search tree and to earlier
fathoming.
(iii) No significant difference could be observed in CPU times for m = n/10 and m = n/20. This
was also the case in symmetrical
problems [4]. On the other hand, CPU times tended to
diminish as m grew in the m-TSP [19]. The authors have not yet been able to explain this
discrepancy.
(iv) Finally, tighter problems (those with a large value oft) were in general more difficult to solve
since more illegal subtours were generated, leading to more branching.
AcknowledRemenrs-The
authors are grateful to the Canadian Natural Sciences and Engineering Research
A4747 and A5486) and to the Quebec Government
(FCAC Grant 80EQO428) for their financial support.
due to Giorgio Carpaneto
and Paolo Toth who made their TSP code available to the authors,
Council (Grants
Thanks are also
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