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A new exact algorithm for the vehicle muting problem based on q-paths and k-shortest paths relaxations

Eleni H a d j i c o n s t a n t i n o u and N i c o s C h r i s t o f i d e s

**The Management School, Imperial College, 53 Prince's Gate, Exhibition Road, London SW7 2PG, UK
**

Aristide M i n g o z z i

Department of Mathematics, University of Bologna, Bologna, Italy

We consider the basic Vehicle Routing Problem (VRP) in which a fleet of M identical vehicles stationed at a central depot is to be optimally routed to supply customers with known demands subject only to vehicle capacity constraints. In this paper, we present an exact algorithm for solving the VRP that uses lower bounds obtained from a combination of two relaxations of the original problem which are based on the computation of q-paths and k-shortest paths. A set of reduction tests derived from the computation of these bounds is applied to reduce the size of the problem and to improve the quality of the bounds. The resulting lower bounds are then embedded into a tree-search procedure to solve the problem optimally. Computational results are presented for a number of problems taken from the literature. The results demonstrate the effectiveness of the proposed method in solving problems involving up to about 50 customers and in providing tight lower bounds for problems up to about 150 customers.

Keywords: Vehicle routing, Lagrangian relaxation, shortest path relaxation, dynamic programming relaxation.

1.

Introduction

T h e Vehicle R o u t i n g P r o b l e m ( V R P ) can b e d e s c r i b e d as the p r o b l e m o f d e s i g n i n g o p t i m a l d e l i v e r y routes f r o m one d e p o t to a set o f g e o g r a p h i c a l l y s c a t t e r e d c u s t o m e r s , see C l a r k e and W r i g h t [7], Gillet and M i l l e r [13], B a l i n s k i and Q u a n d t [1], C h r i s t o f i d e s and E i l o n [6], C h r i s t o f i d e s et al. [4], F i s h e r and J a i k u m a r [11], G e n d r e a u et al. [12]. T h e b a s i c V R P c o n s i d e r e d in this p a p e r is d e f i n e d as f o l l o w s :

© J.C. Baltzer AG, Science Publishers

22

E. Hadjiconstantinou et al., A new exact algorithm for the VRP

(i)

A symmetrical graph G = (X, A) is given, where X = {xl, x2 ..... xjv} is a set of vertices (cities, customers) and A is a set of undirected arcs. We assume that the "cost" of the least cost travel from vertex xi to vertex xj is given by cij, and C = [cq] is the cost matrix. The vertex set X includes the depot located at vertex xl. Each customer xi has a requirement qi > 0 (qi integer) that must be supplied from the depot. (We assume ql = 0.) M identical vehicles are given. Each vehicle has capacity Q and is based at the depot. (We assume Q > max[qilxiEX].) The number o f vehicles is assumed to be large enough for a feasible solution to exist. Each vehicle starts and ends its journey at the depot.

(ii)

(iii) Each customer must be visited exactly once and supplied with its full requirement. (iv) The sum of the requirements supplied on a vehicle route must not exceed Q. (v) The objective is to minimize the total route cost (computed as the sum of travel costs of the arcs forming the routes) while satisfying all constraints.

The basic VRP ignores a large number and variety of additional constraints that are often found in real-world problems. The most common side conditions include: (a) (b) (c) (d) Total time restrictions: the duration of any route must not exceed a prescribed time limit. Time windows: a customer must be visited within a prescribed time interval. Precedence relations between pairs of customers. Mixed deliveries or collections on the same route.

Few exact algorithms exist for the solution of the basic VRP; see Christofides et al. [4,5], Laporte et al. [18], Lucena [20], Comu6jols and Harche [8] and Fisher [10]. Some of the best known exact algorithms are surveyed in Christofides [3] and in Laporte and Nobert [17]. To this day, only relatively small VRP instances can be solved to optimality and larger size problems can be solved only for special VRP instances. Optimization of VRPs is increasingly considered to be a more practical approach for real problems than it used to be in the past. This change of viewpoint is the result of the fact that rapidly decreasing computation costs are making higher quality solutions more desirable, even at the expense of more computation. Even if exact algorithms are not run to full optimality, the solutions obtained are likely to be better than what existing heuristics can provide, with an increasing robustness since a bound on the amount by which a particular solution differs from optimality can also be guaranteed. This paper describes an exact algorithm for the basic VRP based on the use of lower bounds that are derived from a combination of two different relaxations

The resulting lower bounds are then embedded into a tree search procedure.. a 0 .1 binary variable whose value is equal to 1 if and only if route r is used in the optimal solution. ~ } be the family of all possible feasible routes in the VRP. Problem formulation and relaxation We give below a set-partitioning formulation for the basic VRP that was initially introduced by Balinski and Quandt [1]. A set of reduction tests derived from the computation of these bounds is applied to reduce the size of the problem and to improve the quality of the bounds. 2. .i~Nrqi" Let M/be the index set of routes visiting customer xi and Yr. chains of vertices whose weight is equal to q) and Christofides and Mingozzi [2] which derives bounds from k-shortest paths. r~R (3) r E R. Hadjiconstantinou et al. 2 . Yr = 1. A new exact algorithm f o r the VRP 23 of the original problem.. Let the index set of the customers in route r be Nr. N.. Constraint (3) expresses the fact that the number of vehicles used is fixed a priori and is equal to M. Constraints (2) express the fact that every customer must be served by exactly one route. (2) ~_~ Yr = M . . . It extends and improves the work initiated in Christofides et al. There are two main difficulties associated with this formulation: (i) the large number of binary variables Yr. (4) Yr E {0. based on a new branching strategy. to solve the problem optimally.. The problem can then be formulated as follows: = (VRP) Minimize ~ dr Yr rER (1) subject to ~ .E. Let R = { 1. [4] which derives bounds from q-paths (that is. we present a method for computing higher lower bounds based on an iterative combination of q-paths and k-shortest paths. The algorithm is tested on a number of problems taken from the literature. . In this paper. as well as some random uniformly distributed new problems. the cost of the route be dr and the total load of the route be Qr ~.. and . rE M i i = 2. The results show that basic VRPs involving up to 50 customers can be solved exactly and tight lower bounds for VRPs involving up to 150 customers can be obtained. which can run into millions even for small size problems. 1}.

r ~ R. i = 2 . A lower bound to the VRP can be obtained by solving the dual of the linear relaxation of problem VRP. . we have: Min[~rlrEMi] Therefore.. It is obvious from linear duality that any heuristic solution to problem DVRP provides a valid lower bound to the cost of the optimal solution of problem VRP. (11) . where ui.24 E. i~ Nr E ui i~Nr <d r. N. . . . from (10) and (11). that is. . for each r E R. r E R. . (10) Since dr < dr.. i = 1. THEOREM A feasible solution u* = (u~.. (6) (7) u i unrestricted. u~.. as follows: N (DVRP) Maximize ~ ui + Mu! i=2 (5) subject to ~. N and u~ = O. A new exact algorithm for the VRP (ii) the high cost involved in computing the dr values (by solving a TSP on each set of customers Nr). Hadjiconstantinou et al. < (8) where d r is a lower bound to the cost of the route r. d r Proof It is sufficient to prove that dr.. that we denote by DVRP. i = 2 . are the dual variables of constraints (2) and ul is the dual variable of constraint (3).. rER.d r E M i.. r E R. iENr Ui + U 1 <-.) to problem DVRP is given by: Ui = q i Min -~r l r E M i .dr. (9) From (8) we have uT= E i~Nr qiMin -~-Tlr~Mi . A heuristic solution to problem DVRP is provided by the following theorem. . we obtain < Qr ' .. N. .. u~ ..

ui* = q i M i n [dr~r I r E M i ] =qi -AMin [ ] qi<q~O ] I d r ] r E M in q ) M i ( q • (16) If we denote diq = Min[dr[ r E Mi(q)].1. 5] give a dynamic programming procedure based on state-space relaxation for computing lower bounds on diq. (18) i=2 is a lower bound to the VRP. As far as the computation of u~* is concerned...Or iENr (13) due to the fact that ~'i~ Nrqi = Or.. then U~ = qi M i n I qi < q < Q l " (17) (We assume that diq = ~ if Mi(q) = Q~. q-paths with no loops Let • = {1.) It follows immediately from the theorem that N LB = ~.E.. i2.. The s e t M i.. N.... A new exact algorithm for the VRP 25 or i ~N ui* < Z q i . iENr -. (14) (15) Mi(q) = {rlr ~ M i and Qr = q}. il.~ u... This proves the theorem. [4. that is. we describe a new method for producing improved lower bounds on d/q that is based on the computation of k-shortest paths and q-paths.1.dr . i = 2 . The computation of lower bounds to the VRP: LB1 and LB2 Christofides et al. ~r • iENr r E R r E R (12) Z u~ < dr Z qi = dr. In this paper. 3. U M i (Q). 3... U M i (q) U .1. LOWER BOUND LB 1 3. can be decomposed into: where Mi = Mi (qi) U [] M i (qi + 1) U . Hadjiconstantinou et al. but it is sufficient only to identify the route in Mi(q) of minimum cost. it is not necessary to know the entire subset Mi(q). ik} denote the index set of customers forming a not necessarily simple path • from the depot to customer xik and q = y k =1qih the total .

Hadjiconstantinou et al. xj ) + Cfi. xi ) = Vf(q . (21) for q = qi. Xi) be the cost of the least cost route without loops. xi) be the vertex just prior to xi on the path corresponding to f(q. xk # p( q.q'. Let ~?(q. without loops. whose total loads add up to q + qi. Functions f and ~ can now be computed. It is not easy to impose the condition that no vertex on the path is visited more than once.)| [ f ( q . loops of the form ih_l. ih. ill(q. x i (22) J . Min / x.q ' . as follows: f ( q .xi)+ f(q+qi-q'..q .x~ }L~b(q . J 3. passing through customer xi and finishing back at the depot. xi ) = r f ( q . from xl to x i with load q and with vertex Xk # p(q. for a given customer xi and a given value of q. but it is simple to impose the less stringent restriction that the path should not contain loops formed by three consecutive vertices (for example. • will be referred to as a q-path. P(q.q l > qk (20) J Functions f. xi) be the cost of the least cost path from the depot to customer xi with total load q and without loops. x j ) + cji. X i ) + ~ ( q + q i .xi))] otherwise " /Mini L L~p(q'. xi) jUSt prior to x i on the path corresponding to #(q. or a best path and a second best path to xi whose total loads add up to q + qi.q i . x i ) ~ p(q + qi . xi ) ] =qi<q. Xk ) + Cki.M~i~+q. starting from the depot. otherwise (19) ~(q.xi)+f(q+qi . xi ) [f(q'. xi).qi. Minimum cost through q-routes Let V(q.2. Let f ( q . Such a route will be referred to as a through q-route.x~} Ldp(q q i .qi. xk ) 4: x i 1. xi ) = cli. x i ) = oo for q # qi. xi ) = f ( q .xi ) q . Xk ) + Cki. A new exact algorithm for the VRP load on this path. with a total load q. ~/(q. xi). x j ) # x i l otherwise if p(q . xi) be the cost of the least cost path.. q-qi>qj if p ( q . xi) can then be computed as follows: II/( q.qi.1. / Min xieX\lxl. q if p(q'. and let p(q. xi) must be composed of either the two best q-paths to xi. xi ) = ~(q. ~ X\{xl.qi.26 E. ih_l). xi ) = Xl ~ ( q . ~ and p are initialised as follows: f ( q .xi).

The solution corresponding to LB can be obtained by backtracking using recursions (19) and (20). i = 2 . (23) i=2 qi If the degree dj is equal to 2 for a l l j = 2 ... Hadjiconstantinou et al.1. .i to the value of the objective function in the VRP formulation. then the solution represented by G 1 is a feasible solution to the VRP. Hence. We must note that the optimal solution of VRP is invariant under expression (24) since this cost transformation simply adds a constant t e r m 2]~ i it. on each vertex xi depending on the degree di of vertex x i which produce the modified cost matrix [c b] given by C~ ---.3. xi) can be used as the lower b o u n d diq in (17) to derive the values of u~ which can then be substituted into expression (18) to produce the lower bound LB1.. Then. For every value u 7 we can find the q-route Gi of load qT... Improving bound LB1 by Lagrangian ascent In this section we give a procedure for improving bound LB (here referred to as LB1).1. the "total weighted degree" of customer xj with respect to G l.. The procedure performed to maximize the lower bound LB 1(/1. A new exact algorithm for the VRP 27 3.t The computation of the X's can be performed iteratively using subgradient optimisation (see Held et al. N. dj. we apply the following penalty procedure to improve bound LB1. where q~' is the value of q producing the minimum in the expression Min r~(q-'xi)l qi~q<QL q J" The union of routes G i.) is now described. the resulting graph G j may contain vertices with degrees with respect to G l greater than 2 and some vertices with degrees less than 2. Computation of bound LB1 It is quite clear that the cost ~(q..... Let t~j/ be the degree of customer xj with respect to Gi.. N. .C/j "k. 3. N. otherwise. ~ and ~ can now be computed for the new matrix [c•] resulting in a new lower bound to the VRP.h i q" ~l.. represents graph G I. Since some of these routes are not simple and not necessarily pairwise vertex disjoint. the best possible lower bound LB 1 to the VRP is given by: Max [LBI(. i = 2 . is given by: N dj = • t~j q---~-~.4.. Let this bound be denoted by LB 1(~). (24) The functions f.j. [15]) by noting which degree constraints in graph G 1 are violated by the solution corresponding to bound LBI(~).E. Let us place Lagrangian penalties hi.t)].

xj). h=h+l and go to step 5. Otherwise. gi = 0.i + 2 j j : ( x i . Step 3. Hadjiconstantinou et al. Step 2.2).. If Z ~ > Zbn or if h = maximum number of iterations allowed. we used the fact that the costs are non-negative.. Modify the cost matrix [c/j] using cij = c/j + ~.. x j ) E A and c o + Z i +~. A new exact algorithm for the VRP Step 1. E j =2 ( d j - 2) (25) where fl is a constant step size..). where e=Max[[c/j +~. . This route is composed of two q-paths: a path p1 from xl to xi of load q' and a path p2 from xj to xt of load q . Step 5. Let LBI(~) = ~ Min [ V(q-' xi)] q.~. ~N i=2 qi<q<Qk q -2i=2'~i provide a lower bound on the value of the solution to the VRP.. x i. Step 6. Compute functions f. stop ( z ~ is the best lower bound that can be obtained by this procedure).i + .i= ~. xj) is in the optimal solution. stop. Set iteration h = 1. Set the best lower bound z ~ = 0. x j ) denote the cost of the least cost through q-route with load q that includes arc (xi.Lj.t)) )~i = 2i + fl ~ . Let ~ ( q . ~ and p using expressions (19)-(21) and function using (22). N. Arc exclusion tests based on bound LB1 Let us consider two customers xi and xj and suppose that arc (x i. set ZLB = L B 1 (~. ~. xi.2 (di ..5.2 X '~'" i=2 (26) In our computational work.. 3. i = 1. If z ~ * < LBI(~). N...5£. If some of the c b given by (24) are negative. Step 4.. (Initialisation)..q'.1.LBl(. Go to step 3.28 E. x j ) of this q-route is given by .. Let z~s be the value of the best known feasible solution to the VRP so far.i + 0. then we adjust the corresponding multipliers by . If the degree di of vertex xi with respect to graph G l is 2 for all i = 2 . At the end of the ascent procedure.j < 0 ] . Then the cost ~ ( q . _~* denotes the value of the penalties which produce the best lower bound: N i=2 N LB1 = • u. Else. compute penalties: (zbB .

3.. k least cost) paths from xl to xi.~ .4... LOWER BOUND LB2 The costs c/j = c o + 2i + 2j. Hadjiconstantinou et al.2. Let g(P[) and h(P[) be the cost and load of a path P[ ~ Pik. the path of minimum cost.. the meaning will be obvious from the context. it follows that arc (xi.. that is. ' l /s. Thus.. pi2.e. obtained at the end of the computation of bound LB1. it is not necessary to generate the entire subset of paths in Pu. i. for a given customer xi. Hence.) | ( q i + q j ) _ 2 ~ / ] . We write P[ to refer to both the path itself and the index set of customers forming the path.(x j. xi ) + f(q . I:1= k~i. are used as the initial costs for the computation of bound LB2. .. for a given xi and a given value of k.2. xi) + O(q ] otherwise [Min[t~(q.. A new exact algorithm for the VRP 29 ~(q. h(Pi r) = Z qJ jE~" < Q" It is implicit in the above definition of k-shortest paths that.. z q q>qi+qJ L q ] k k (28) is a lower bound on the optimal solution. including the depot. xj ) + cb . xi2.1.. . 3. qi~q'<q-qj Min f(q. We assume that the paths in Pik are numbered 1. x) ) f(q'..xi. xi.}. x)) is in the solution. ~ .q'. respectively.k. where k = IP kl. expression (26). xi ) ~ p(q .. xj) cannot be in the optimal solution and can be removed from the set of arcs of graph G. . if Vl > Z~m.e. xi. p/k} be the ordered family of the k-shortest (i. = 7 if p(q'. if arc (xi. xj )1. We assume that each path P[ satisfies the vehicle capacity constraint.1.. passing through the same set of vertices S = {xij. k-shortest simple paths Let ~Pik= {p/l. but it is sufficient to know only one path in Pik passing through S.xj)+c b ' (27) J where functions f and 0 are computed using the modified cost matrix [cO] as described in section 3.q'.j u~+ Min f .+f(q_q"xj'+cb q.E. and ordered in non-decreasing value of cost..

It can be decomposed into two internally disjoint simple paths going from x~ to x i whose total loads add up to q + qi. represents the minimum cost simple path from xl to xi having load q'. passing through xi and finishing back at the depot with a total load q. An additional lower bound g2(Riq) o n the cost of r o u t e Riq. without loops.'ik such that their total loads add up to q + qi.Without loss of generality. . if it exists. for a chosen value of k. then a lower bound on the minimum cost of such paths is given by g(pik). the paths in Y'ik are ordered in non-decreasing value of cost. g( Pi'~) + g( Pib ) > g( Pi1) + g( Pik ) since g(P2) > g(Pli) and g(Pib) > g(Pik). for any customer xi. Let PF and pb denote the two simple paths comprising r o u t e giq. Using the above result. or (ii) a q-path to xi without loops and a simple path in 7. xi) be the cost of the least cost elementary r o u t e Riq starting from the depot. Minimum cost elementary through k-routes Let gt'(q. Let Pig (q) C_ Tik be the subset of all paths in Pik with load q. which is expected to be better than gl(Riq). [14].. Assume that at least one of these two paths is not in Pik. is derived by considering the load of each path p/a and pb. a route through xi of load q must be composed of either (i) the two best q-paths to xi. Hence. Details of the computation of :Pik and suitable implementational aspects can be found in Hadjiconstantinou et al. i. A new exact algorithm for the VRP The algorithm described in Katoh et al.2. 3.e. the cost of either one or both can be greater than the cost of the kth shortest path Pik E Pik. This lower bound is obtained from the minimum cost combination of q-paths and k-shortest paths in the way explained below.30 E. Hadficonstantinou et al. let us assume that g(P[') < g(Pib).2. gl ( giq ) = g(p/1 ) + g( pik ) (29) provides a valid lower bound on the cost of the elementary r o u t e Riq. since. [16] is used for computing :Pik for a given customer xi and a given value of k. Pik(q) = { P t P E Tik and h(P) = q}. These two paths are not necessarily in Pik. whose total loads add up to q + qi. We can identify two possible situations: Case A. If Pir does not exist in :Pik. the first path P{ E ~Pik with load q'. Then. Such a route will be called a through k-route. Since.

for given values of i and q I/r'(q. Thus.xi ).q') ~ Lg(Pik ). in all cases. otherwise " [ . xi ).4. expresssion (18). Min [g(P)].3. N used to compute LB2. e/'~ik el h e / = {i. Xi ) = M i n [Max [gl (Riq).l P~'a(q') + qt~q'<l(q+q~) Min Lg(P/).~<q+qt-q') . Improving lower bound LB2 by Lagrangian ascent For every value u~.. which in turn can be used to compute the lower bound LB of section 2.the route G[ of load q~.q'. t e ~1.E. g3 (Riq)] (32) is a valid value o f diq.2. Xi )]. A new exact algorithm for the VRP 31 Thus. If both simple paths comprising r o u t e Riq are in Pik. 3. we can find . g2 (Riq)]. The computation o f LB2 A bound LB2 on the VRP can be computed as the bound LB. a better valid value of diq is: diq -----Max [~(q. Hadjiconstantinou et al. ltt'(q. ifPik(q+qi 0" Max f ( q + qi . 3. we have: g2 (Riq) = Max f(q'. where q~ is the value of q producing the m i n i m u m in the expression qi<q<Q . i = 2 . Using expressions (22) and (32).il is the cost of this route.. otherwise Case B.. (33) These values o f diq can be used to compute values for u~. then (3O) (31) g3 ( Riq ) = Min [g(p/s) + g ( P / ) l h( PZ ) + h( P/ ) = q + qi ] eZ.. using values u~ obtained from expressions (17) and (33).by backtracking . xi )..2.

gl(Rijq) = where Min [Max[Diq. respectively. Let Cl/(q.Hjq. we can compute a lower bound gl (Rijq) on the cost of r o u t e Rij q by deriving the minimum cost combination of a path going fro m xl to xi (with load q') and a path going from xl to xj (with load q . qi<q'<q-qj if p ( q ' . xj ). For a given value of k. Pi~ (q) = {PIP E Tik. x j ) denote the cost of the least cost elementary route.q') ~ f~ and g(e* ) = = ¢ ( q ' ..1. i. say Rijq. PcPiJk(q') .q'. Arc exclusion test based on bound LB2 Reduction tests. respectively. ifp(q-q'.. Considering the load of each path pa and pjb.1. similar to those based on bound LB1. A new exact algorithm for the VRP Let G 2 denote the graph obtained from the union of all routes G: for i = 2 . Then. P ~'~jk(q-q') or otherwise. x i ) ~ xj or (34) Diq' = f ( q ' .h(P) = q}. In a similar way to that of section 3. p(q . 3. Hadjiconstantinou et al.2. xi )..q'. respectively.Fiq. We assume that the original graph G has been reduced by applying the reduction of section 3.]+Max[Gjq. xj).. Min [g(P)].5 and let us again consider two customers xi and xj. paths p/a and pjb may not be in Pik or Pjk.q'. with load q that includes arc (x i. can also be derived from the computation of bound LB2. since the cost of either P/~ or pjb or both can be greater than the cost of paths p/k or pjk. otherwise. in order to recompute the correct values of d/q in expression (33) and hence u~ and LB2 from equations (17) and (18). N.. Min [g(P)]. = f ( q . we can improve LB2 by Lagrangian iterations involving (for each value of ~) a recomputation of both kshortest paths and q-paths.xj)~xi Gjq. xj ) ~ P* such that P* ~ P/~ (q') ~ O and g(e*)= = ¢(q . based on a new cost matrix [c~)].32 E.4. x j). p ( q ' . j ~ P. such that h(P[~) + h(Pjb) = q and pa fq pyb = { 1 }. This route can be decomposed into two vertex-disjoint elementary paths: path P/~ going from xl to xi and path pjb going from xj to xl. x i .e.5. x i ) ~ P* such that P*~ Pjk(q .]]+c:~.. Let ~'i~(q) C Tik be the subset of all paths in Pik with load q that do not pass through a specific customer xj. in a similar way that graph G I was obtained after the derivation of bound LB1 and let dj be the "weighted" degree of vertex xj computed with respect to graph G 2 using expression (23). xi ).q')..

it follows that arc (xi. j and q: Cg(q. = g(P~ ).u/* . Xi..q') ~ O. Note that in (37) one is replacing the contribution to bound LB2. computed from LB 1 and LB2 as described in section 3. Xj ) = Min[gl ( Rijq ). The branch and bound Let ~ be the best lower bound on the value of the optimal VRP solution. xj)]. by a lower bound on their contribution. -2 q Itqi + qj) J (37) is a lower bound on the optimal VRP solution. g2(eijq) = Min [g(p/s) + g(p])lh(PiS) + h(P]) = q] + c[~ (35) ~'np] --Ill is the cost of route Rqq. then otherwise. If P~ ~ 7:'ik and pjb ~. g2 ( Rijq )]. 4.u~ + Min q>qi+qj F0(q. A new exact algorithm for the VRP ~j .E. = Min. e ~i~ (q') = g(p/k ). [g(P)]. 33 F/q.)[g(P)]. which is either obtained from the literature or computed using a heuristic algorithm. if 1/2 > zvB. if ~ ( q ) g O. for given values of i. derived from customers xi and xj. otherwise. and z~8 the cost of the best known upper bound. Hjq. a branch and bound procedure is required for solving the VRP. if Pit (q . . x. xj) must not be in the optimal solution and can be removed from graph G. then V2 = LB2 . corresponding to a feasible solution. (36) If arc (xi. = P~1"jkMin(qq. The computational results shown in section 5 were derived by using the branching strategy described in the next section. Hadjiconstantinou et al. If these two values do not coincide. Thus. given that a vehicle goes directly from xi or xj (or vice-versa) on a least cost route.. xj) is in the optimal solution. Tjk. Thus. in all cases.

J T ( a .2 set clil = ciji~ = .M and Cik_~ik = ~ . . = ci. . Cik_2ik_.M and the set of arcs S ( a k ) is given by S ( a k ) = S ( a ) U {xik_l.1.. + 2 ) = F ( a ) (.. if it is not elementary. a partial route T(tx) starting at the depot and finishing at some customer xi and a set S ( a ) of arcs that are forbidden to be in T ( a ) . performing a fixed number of iterations of the ascent procedure described in section 3.. For problem Pa. l = . xi~}. xi~. H a d j i c o n s t a n t i n o u et aL. we calculate a lower bound LB1 (LB2 is too expensive to compute at every tree node so it is only computed at the root node) on a feasible extension of the partial solution characterized by F ( a ) . . . xi~ . xi~_~} in the corresponding subproblem Pak such that C l i ! = Ci.M is in the VRP solution.. set Cli~ = ci~i2 . is a complete route that can be added to the set of fixed routes so that F ( a .M .M is a large negative number to ensure that the arc whose cost is equal to . At each node a of the tree. x l } is chosen for branching that produces disjoint subproblems as follows: For problem Pa~ set Cli t = 0% For problem Pa~ set clii = . that is.. in this case. = Cik_2ik_l = . is modified accordingly using a heuristic. X i 2 . The initial set of penalties used at node a is given by the values ~. where . we will use the word "route" in exactly the same way that it was used throughout the paper. .* of the penalties associated with the best lower bound found at its parent node.. xi. corresponding to subproblem Pa~÷2. At a given node ak.1.. . . In a branching step from node a.34 E. T ( c t ) and S ( c t ) . The branching rule we employ at node a is to select for branching a route obtained during the lower bound calculation which. The route chosen is the one through an "isolated" customer far from the depot or through a customer that has a large demand. ..M and ciji2 = 00. . to imply the ordered set of customers forming the route. where Cik-~ik = ~ in the same subproblem. . . . i2 = . In this section. k = 1. and which is definitely included in the solution in the other subproblem. n + 2 descending from node a. . . With this branching rule the subproblems are certainly disjoint since for any two subproblems there is at least one arc excluded from the solution in one. Xil. an elementary route {xl. = -. is represented by T(ctn ÷2) which. For problem Pa. the partial route T(Otk) represented by the set of customers {xl. . A n e w exact algorithm f o r the V R P 4. For problem Pa3 set cli~ = c i l i 2 -~ - M and Ci2i3 : oo. DESCRIPTION OF THE TREE SEARCH PROCEDURE The state at each node a in the tree search is represented by a set F(tx) of fixed routes starting and finishing at the depot. The state at node tzn÷2. + 2 ) .

The tree search described above is implemented using a breadth-first strategy in which the next branching occurs from the tree node whose lower bound LB 1 is smallest. For example. The cq were computed as single precision real values by first multiplying the distances by a factor of 10000 . the arc exclusion test described in section 3. the more efficient the tree search. 5. computationally desirable to incorporate various reduction tests at each tree node which are derived either from the branching procedure or the computation of the lower bound. REDUCTION AND DOMINANCE TESTS There are some simple dominance fathoming tests that could be used to eliminate nodes of the branch and bound tree. the node can be fathomed. (ii) At some node a if a partial route T(a) can be improved by a 3-optimal local optimization procedure (Lin and Kernighan [19]).5 and derived from the computation of LB 1 at node tt is applied in order to reduce further the size of the subproblem solved at this node. the size of the subproblems solved can be reduced.E.1. customers are located at points in the plane and cij is the Euclidian distance between vertices x i and xj. if it could be shown that the remaining free vehicles are not capable (because of insufficient capacity) of supplying the unrouted customers. 4. (iii) The Lagrangian problem that has to be solved at a tree node a can be somewhat tightened by adding the following restriction: if qj + 2 qi > O for some xj ~ T(a). the corresponding node can be fathomed. All computations were performed on a Silicon Graphics Workstation Indigo R4000 and the results are displayed in tables 2(a) and 2(b). x~e T(a) (iv) The tree search can be made more efficient by applying the following: By removing all vertices in the set of fixed routes F(a) from the subproblem corresponding to node a and all other subproblems obtained at the nodes emanating from a. All problems are planar. then set cij = oo for all xi ~ T(a). A new exact algorithm for the VRP 35 It is quite apparent that the smaller the number of branching possibilities in the tree. therefore.2. It is. (i) At some node a where a partial route T(a) is completed. Hadjiconstantinou et aL. thus resulting in higher lower bounds. Additional tests are described in the next section. Computational results The algorithm described in this paper has been coded in FORTRANand experimentally evaluated on 25 test problems which contain between 15 and 150 customers in addition to the depot. that is.

M) 0.99 0. O u r p r o b l e m s o m i t time c o n s t r a i n t s and h a v e c a p a c i t y restrictions only.95 0. To obtain tightly c o n s t r a i n e d p r o b l e m s .93 0.83 0.93 0.97 0.95 0. .36 E. A new exact algorithm for the VRP Table l(a) Test problems taken from the literature. Table l(b) Randomly generated problems.97 0. Problem 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 N 20 20 20 20 20 25 25 25 25 25 30 30 30 30 30 M 6 5 5 5 6 6 8 8 8 7 6 7 8 7 I0 Q 55 75 72 73 59 73 56 58 56 73 92 89 66 69 54 U= ~.91 0.05 0.93 0.93 0. [9].97 0.93 Details Customers I to 15 of problem 7 Customers 11 to 30 of problem 7 Customers 16 to 40 of problem 7 Customers I to 30 of problem 8 Customers t to 35 of problem 8 Customers 1 to 40 of problem 8 The 50-customer problem The 75-customer problem The 100-customer problem Adding all customers of problems 7 and 9 with the depot location as in problem 9 "Source for test problems: Eilon et al. Problem 1 2 3 4 5 6 7* 8" 9" 10 N 15 20 25 30 35 40 50 75 100 150 M 5 6 8 9 I1 14 5 10 8 12 Q 55 58 48 68 67 60 160 140 200 200 U = ~.95 0.~=2q~l(Q.96 0.96 0.93 0.96 0.96 0. M) 0. the fleet size for each p r o b l e m was r e d u c e d to the m i n i m u m n u m b e r o f vehicles that c o u l d feasibly deliver the c u s t o m e r orders.95 0.90 and then r o u n d i n g t h e m to the nearest integer. Hadjiconstantinou et al.90 0.#i=2qil(Q.96 0..97 0.

96 o) 326. the Gap 1 (%) is computed between Z ~ and the value of the best known feasible solution Zva.0 92. respectively. 60] and [10.38 48. All these r a n d o m l y generated p r o b l e m s used the same d e p o t location as in p r o b l e m 7.18 ~ 694.61 (3) 516.00 2.9 0.02 0.96 37 430.02 7.00 0.40 90. Hence.42 1028.49 0.880) 430.88 1 621. U = Y. T h e data for the first ten p r o b l e m s are g i v e n in Eilon et al.34 40.73 (b) 0~ 597.2 3.99 129.67 0.92 430.89 22.42(3) 1000. P r o b l e m s 11 to 25 are r a n d o m u n i f o r m l y distributed new p r o b l e m s g e n e r a t e d as f o l l o w s : the x and y c o o r d i n a t e s o f each c u s t o m e r xi were generated by s a m p l i n g t w o integers f r o m the u n i f o r m distributions [5.52 2. Hadjiconstantinou et al.40 0.40 0. .55 3.0 7. (2)The Tabu Search Heuristic described in Gendreau et al.08 2. All p r o b l e m s are tightly constrained.10 1.8 0. Prob. (3)Taillard [21].02 32.88 3.53 1.35 19.E. 0 0.8 1. A new exact algorithm for the VRP 37 Table 2(a) Computational results for test problems of table 1(a).32 1.10 0. 30].88 (b) 630.0 2.60 155 861.66 1 0 0 . U m e a s u r e s the tightness o f the vehicle c a p a c i t y constraints.38 4.26 °) 815.66 0.07 2.. [4] for these problems is due to the fact that in the 1981 paper.70 0.63 74. [12] was used to compute this upper bound. Tables l(a) and l(b) p r o v i d e i n f o r m a t i o n on the test data for all problems.00 2. [9].0 33. N ZuB (a) Zt~ Gapl (%) Gap2 (%) AE (%) Timel SG Indigo R4000 minutes Zorr Nodes Time2 SG Indigo R4000 minutes 0.87 2.0 1414 698. (b)Optimal solution obtained at the root node.31 826.40 0.~=2qil(Q • M ) .42 58.89 -0 852.85 1.24 524.73 1 610. 70].80 334.98 - 1 15 2 20 3 25 4 30 5 35 6 40 7 50 8(c) 75 9(c) 100 10(c) 150 334. T h e i n t e g e r c u s t o m e r d e m a n d s qi were generated f r o m the u n i f o r m distribution [5.61 835. P r o b l e m d e m a n d is 9 4 % o f vehicle c a p a c i t y on average.61 3031 - Ca)Sources for upper bounds: It)The difference between the values shown in this table and the optimal values published in Christofides et al.75 2. Tables 2(a) and 2(b) s h o w the f o l l o w i n g c o l u m n s : ZuB C o s t o f the best k n o w n feasible V R P solution either o b t a i n e d f r o m the literature or using a heuristic algorithm.79 3438 524. the costs cl/ were computed as real values with an accuracy of one decimal point compared to four decimal points used in our paper.5 0.76 (2) 621.70 4. (e)Only the bound computation at the root node was performed for these problems.14 (3) 792.

73 7. Number of nodes in the tree search.53 468.93 482.22 470.10 0.06 437.25 416.88 0.50 405.09 500. G a p l (%) T h e gap b e t w e e n Zt~ and Zopr.69 1.77 593. Time for finding Zoer (incl.75 1141 2411 I76 64 314 1246 113 141 804 1559 1798 397 32918 8460 683 c*) Upper bounds for these problems were obtained using the Tabu Search Heuristic described in Gendreau et al.04 467.93 355.16 0.03 583.76 414.04 2.79 377.15 490.35 2.06 440. G a p 2 (%) T h e gap b e t w e e n the l o w e r b o u n d Zq.46 0.06 250.79 I1 12 13 14 15 16 17 18 19 20 21 22 23 24 25 20 20 20 20 20 25 25 25 25 25 30 30 30 30 30 377.78 6.54 451.18 0.16 0.40 5. Prob.66 1.49 5. A new exact algorithm for the VRP Table 2(b) Computational results for test problems of table l(b).69 484.01 2.69 379. ( Z o e r . Zoer Nodes Time2 .23 546.62 300.86 427. Hadjiconstantinou et al.46 0.47 427.11 0.86 1.49 428. AE (%) Timel The percentage of arcs eliminated from the optimal VRP solution using Z ~ (computed at the root node).39 9.13 608.27 0.90 3.22 2. (Zoer-Zt~)/Zoer. that is.54 3. obtained f r o m the c o m p u t a t i o n o f q-routes as described in Christofides et al.11 88.12 445.69 379.05 481.12 0.53 440.83 1.05 477.63 490.12 2.25 552.46 10.20 0. N Zun~°~ ZLB Gapl (%) Gap2 (%) Timel SG Indigo R4000 minutes 0..75 356.10 1.38 E. that is.09 0.38 447.83 2.15 490.53 0.10 1. Timel) in minutes on a Silicon Graphics Indigo R4000.08 0. Time for computing Z ~ in minutes on a Silicon Graphics Indigo R4000.85 Zoer Nodes Time2 SG Indigo R4000 minutes 2.26 24.95 1.58 2.86 483.Zq)lZoer.39 0. [4].28 0.44 445.80 6.31 0.61 468.62 300.84 0.17 5.66 294.72 8.t3 2.59 552. [12]. and Zoe r.35 4.64 5.17 491.53 2.20 6.70 452.49 5.70 6.88 4.48 4.23 8.18 2.03 433. Cost of the optimal VRP solution.77 4.19 432. Zt~ T h e best l o w e r b o u n d obtained at the root node using LB1 and L B 2 as described in section 3.

Routes 1. respectively.79% and 3. the lower bounds obtained for these three problems are very tight. In fact. A new exact algorithm for the VRP 39 Tables 2(a) and 2(b) show that the new algorithm solved 22 out of the 25 test problems optimally within a reasonable time (the set of optimal routes obtained for problems I to 7 are reported in the appendix). Christofides et al. Our algorithm was not able to prove that the solutions of problems 8. respectively).38%. However. We must note that the values of the optimal solutions found for 9 out of the 15 new randomly generated problems. the quality of the bound Z ~ is always higher than that of the bound Zq obtained from the computation of q-routes. the bounds ZLB and Zq are on average 2. it was found that the extra computational time for computing LB2 is more than compensated by the decrease in the tree search time caused by the computation of the improved bound. Appendix: Optimal solutions obtained (real distances) Problem 1: N = 15. The tightness of the lower bound Z ~ would suggest that on many practical occasions. Note that..22%. Z* = 334. especially considering that we are comparing to the heuristic costs that may be higher than the optimal values ( the lower bounds are within 2. 1 1 1 1 I 8 2 7 10 15 12 11 9 4 6 16 5 1 3 1 13 1 1 1 14 . 2. 4. Hadjiconstantinou et al.E.75% of Zun. were different from the costs of the upper bounds obtained for these problems using the Tabu Search Heuristic described in Gendreau et al. although on average the value of LB2 is only marginally better than LB1. [12]. From the results shown in tables 2(a) and 2(b). of the best known feasible solution value for all problems. a currently available solution to the VRP may be guaranteed (by using the bound) to be close enough to optimality without the need to continue the search for an improved solution. it can be seen that.08% and 2. 5. for all problems. Q = 55. shown in table 2(b). 4.96. 3. 9 and 10 are optimal and this is due to the time limitation imposed on the tree search procedure (the time limit was set equal to 12 hours on an SG Indigo R4000). [4].

Routes 1.00. Z* = 430. 3. 9. 2. Z* = 610. 4.. 6. 7. 1 1 1 1 1 1 17 7 2 8 9 16 19 20 3 10 18 15 4 1 14 1 11 12 1 5 13 21 1 6 P r o b l e m 3: N = 25.73. 2. Hadjiconstantinou et at. 3. 5. Q = 48. Q = 58. Z" = 621. 6.88.40 E. 3. 1 1 1 1 1 1 1 1 1 11 15 8 28 31 29 17 4 5 12 20 14 16 3 23 24 19 27 1 9 30 21 7 2 25 26 18 1 22 6 1 1 13 10 1 . 7. Routes 1. 5. 8. 4. 1 I 1 1 1 1 1 1 13 18 20 21 24 25 5 4 12 6 16 22 2 19 26 ll 3 9 8 1 14 7 23 17 15 1 1 1 1 I 10 1 1 Problem 4: N = 30. Q = 68. 5. A new exact algorithm for the VRP P r o b l e m 2: N = 20. 4. Routes 1. 8. 2. 6.

7. 9.E. 11. 8. Z" = 698.60. Routes 1. 2.79. 3. A new exact algorithm for the VRP 41 P r o b l e m 5: N = 35. 13. Hadjiconstantinou et aL. 14. 8. Q = 67. 10. 5. Q = 60. 4. Z* = 861. Routes 1. 1 1 1 1 1 1 1 1 1 1 I 1 1 1 12 18 26 28 29 3I 33 34 36 37 39 40 5 8 17 19 14 22 6 10 2 15 38 11 32 41 3 1 7 25 20 1 30 1 23 35 21 1 27 13 1 I 24 9 1 1 1 16 1 1 4 . 1 1 I 1 1 1 1 1 1 1 1 26 28 29 30 31 13 33 34 27 36 9 20 19 14 23 6 3 32 10 17 35 12 15 25 16 2 22 7 11 1 18 1 4 21 24 1 1 1 1 5 8 1 1 P r o b l e m 6: N = 40. 9. 6. 2. 1I. 5. 3. 6. I0. 4. 7. 12.

State space relaxation procedures for the computation of bounds to routing problems. A. Toth. Fisher.F. Polyhedral study of the capacitated vehicle routing problem.D. Hertz and G.61. based on spanning tree and shortest path relaxations. Balinski and R. 5. 1971). Harche. [3] N. Mathematical Programming 10(1981)255280. Christofides and A. Jaikumar. Distribution Management. Carnegie Mellon University (1989). A new exact algorithm for the VRP Problem 7: N = 50. C. Chichester.B. van Rijn (Pergamon Press. Z* = 524. On an integer program for a delivery problem. Christofides. London. Optimal solution of vehicle routing problems using minimum K-trees. 1985) pp.318. London. Eilon.L. Laporte. Operations Research 12(1964)300-304. 1989) pp.K. Quandt. Mingozzi and P. Mingozzi. A. 4. University of Montreal (1992). Eilon. C. References [1] M. [10] M. Operations Research 12(1964)568-581. Operations Research 42(1994)626-642. J. Vehicle routing: practical and algorithmic aspects. Mathematical Modelling and Practical Analysis (Griffin. E. in: The Traveling Salesman Problem. 553.Lawler.H. [5] N. [4] N. Operational Research Quarterly 20(1969)309.Lenstra. A Generalized Assignment heuristic for vehicle routing. [8] G. Toth. [2] N. An algorithm for the vehicle dispatching problem. 2.L. Gendreau. Christofides. who is a research student in the Operations Research Section of the Management School at Imperial College. Management Science. Clarke and J. A tabu search heuristic for the vehicle routing problem. in: Logistics: Where Ends Have to Meet.Shmoys (Wiley. 3. Watson-Gandy and N. Vehicle routing. 777.Q. ed. 431-448. [7] C. Routes 1. [9] S. Christofides. eds.L.Rinnooy Kan and D. A. Report CRT No. Exact algorithms for the vehicle routing problem. 1 1 1 1 1 33 19 13 12 7 2 14 38 3 15 23 42 45 30 26 21 41 16 22 25 36 20 46 17 44 37 43 34 51 8 4 18 40 35 24 29 5 11 31 49 32 48 50 10 28 27 1 6 39 1 9 47 I Acknowledgements The authors would like to acknowledge the programming assistance provided by Miss Rashida Khalid. A. to appear. Mingozzi and P. [6] N. Scheduling of vehicles from a central depot to a number of delivery points.G. Wright. Christofides and S. Christofides. Hadjiconstantinou et aL. Management Science Research Report No. Fisher and R. Networks 11 (1981).42 E.H. A Guided Tour of Combinatorial Optimization. Q = 160. . 30-48. [11] M. Networks 11(1981)145-164. [12] M. Cornu6jols and F.T.

E. An Efficient Algorithm for k-shortest simple paths. An efficient implementation of an algorithm for k-shortest simple paths. Operations Research 33(1985)1050-1073. Optimal routing under capacity and distance restrictions. A new exact algorithm for the VRP 43 [13] E. Department of Management Science. Parallel iterative search methods for vehicle routing problems. Katoh. Imperial College (1995). P. Operations Research 21(1973)498-516. A heuristic algorithm for the vehicle dispatch problem. [18] G.D Thesis.427. . Nobert. Taillard. Kernighan. Ph. Ibaraki and H.P. C. Lucena. Annals of Discrete Mathematics 31 (1987) 147-184. Desrochers. [14] E. [17] G. Mathematical Programming 6(1974)62-88. Imperial College. Lin and L. Laporte and Y. Hadjiconstantinou et aL. Management School Research Paper. Held.P. Gillet and L. Exact algorithms for the vehicle routing problem. [19] S. [21] E. Validation of subgradient optimization. [15] M. Networks 23(1993) 661-673.P. Operations Research 22(1974)340-349. An effective heuristic algorithm for the travelling salesman problem. Crowder. Mine.R. Nobert and M. Wolfe and H. University of London (1986). T.A. Hadjiconstantinou. Exact solution approaches for the vehicle routing problem. Weston and N. [20] A. Laporte. Networks 12(I 982)411 . Y. Christofides. Miller. [16] N.

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