The Split Delivery Vehicle Routing Problem Hande Yaman Joint work - - PowerPoint PPT Presentation

the split delivery vehicle routing problem
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The Split Delivery Vehicle Routing Problem Hande Yaman Joint work - - PowerPoint PPT Presentation

The Split Delivery Vehicle Routing Problem Hande Yaman Joint work with Gizem Ozbaygn, Oya E. Kara san and Barbaros C . Tansel Bilkent University, Department of Industrial Engineering Hande Yaman (Bilkent University) SDVRP 1 / 26


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SLIDE 1

The Split Delivery Vehicle Routing Problem

Hande Yaman

Joint work with Gizem ¨ Ozbaygın, Oya E. Kara¸ san and Barbaros C ¸. Tansel Bilkent University, Department of Industrial Engineering

Hande Yaman (Bilkent University) SDVRP 1 / 26

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SLIDE 2

Split Delivery VRP

  • Capacitated Vehicle Routing Problem (CVRP)
  • given a set of customers and a depot
  • capacitated vehicles
  • tours for vehicles that start and end at the depot
  • visit each customer exactly once
  • respect the vehicle capacities
  • minimize the total transportation cost
  • many variants: time windows, heterogeneous fleet, periodic VRP,

pickup and delivery ...

  • Split Delivery Vehicle Routing Problem (SDVRP)
  • relax “visit each customer exactly once”

Hande Yaman (Bilkent University) SDVRP 2 / 26

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SLIDE 3

History - exact approaches

  • Dror and Trudeau (1989): split deliveries can lead to considerable cost

savings

  • Dror and Trudeau (1990): SDVRP is NP-hard, k-split cycles
  • Dror et al. (1994): valid inequalities for a vehicle index formulation
  • Belenguer et al. (2000): polyhedral study, cutting plane algorithm
  • Lee et al. (2006): dynamic programming
  • Jin et al. (2007): iterative two stage method, cluster and route with lower

bounds on route lengths in clustering

  • Jin et al. (2008): column generation
  • Moreno et al. (2010): extended formulation with load and quantity

delivered, generate columns and cuts

  • Archetti et al. (2011): branch-and-price-and-cut
  • Archetti et al. (2013): branch-and-cut

Hande Yaman (Bilkent University) SDVRP 3 / 26

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SLIDE 4

Notation

  • N = {0, 1, . . . , n}, 0 depot, 1, . . . , n customers
  • G = (N, A) directed graph, complete
  • ca: cost of travelling on arc a
  • m identical vehicles, each with capacity Q
  • di: demand of customer i
  • δ−(S), δ+(S): set of incoming and outgoing arcs of S ⊂ N, resp.
  • Assumption: costs are symmetric and satisfy triangle inequality

Hande Yaman (Bilkent University) SDVRP 4 / 26

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SLIDE 5

Model

  • SDVRP can be modeled using variables with vehicle index

min

  • a∈A

m

  • k=1

caxk

a

s.t. xk(δ+(0)) = 1 k = 1, . . . , m, xk(δ−(i)) − xk(δ+(i)) = 0 i ∈ N \ {0} , k = 1, . . . , m,

m

  • k=1

wik = 1 i ∈ N \ {0} ,

n

  • i=1

diwik ≤ Q k = 1, . . . , m, wik ≤ xk(δ−(i)) i ∈ N \ {0} , k = 1, . . . , m, subtour elimination constraints, xk

a ∈ {0, 1}

a ∈ A, k = 1, . . . , m, wik ≥ 0 i ∈ N \ {0} , k = 1, . . . , m.

  • If wik ∈ {0, 1} then CVRP.

Hande Yaman (Bilkent University) SDVRP 5 / 26

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SLIDE 6

Without vehicle index

  • aim : to come with a model without vehicle index
  • R-SDVRP

min

  • a∈A

caxa s.t. f (δ−(i)) − f (δ+(i)) = di i ∈ N \ {0} , x(δ+(0)) = m, x(δ−(i)) − x(δ+(i)) = 0 i ∈ N \ {0} , 0 ≤ fa ≤ Qxa a ∈ A, xa ∈ Z+ a ∈ A.

  • remove second and third constraints: network loading

Hande Yaman (Bilkent University) SDVRP 6 / 26

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SLIDE 7

An example: eil30

  • 30 nodes and 3 vehicles
  • at node 18, incoming 2700 + 625, outgoing 3175 + 0
  • virtual depot: customer node where unloading and loading take place

Hande Yaman (Bilkent University) SDVRP 7 / 26

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SLIDE 8

Belenguer, Martinez and Mota (2000)

  • undirected graph G = (N, E)

min

  • e∈E

cexe s.t. x(δ(0)) ≥ 2m and even, x(δ(i)) ≥ 2 and even i ∈ N \ {0} , x(δ(S)) ≥ 2 d(S) Q

  • S ⊂ N \ {0} : 2 ≤ |S| ≤ n − 1,

xe ∈ Z+ e ∈ E.

  • relaxation
  • eliminate solutions that are not feasible with cuts
  • they obtain the same solution as ours for eil30

Hande Yaman (Bilkent University) SDVRP 8 / 26

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SLIDE 9

Comparing the two relaxations

  • Projecting out the flow variables in the LP relaxation gives the

fractional capacity inequalities x(δ−(S)) ≥ d(S) Q S ⊆ N \ {0}

  • In the integer problem, the rounded capacity inequalities

x(δ−(S)) ≥ d(S) Q

  • S ⊆ N \ {0}

are satisfied.

  • NP-hard to check whether there exists a feasible routing when x is

fixed (x0i = 2 for all i ∈ N \ {0}, binpacking).

Hande Yaman (Bilkent University) SDVRP 9 / 26

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SLIDE 10

Checking feasibility

  • A solution (f , x) is called regular if at each customer node, one can

match each incoming arc with an outgoing arc so that the flow of the incoming arc is greater than or equal to the one on its outgoing arc.

  • A solution (f , x) of R-SDVRP is regular iff it is feasible for the

SDVRP.

  • Regularity can be checked in polynomial time.

Hande Yaman (Bilkent University) SDVRP 10 / 26

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SLIDE 11

Archetti, Bianchessi, Speranza (2013)

  • Similar formulations to the one of Belenguer et al. (2000) and to

R-SDVRP.

  • Without flows: build the routes for given x and choose the best by

solving a model.

  • With flows: same idea as regularity check.
  • Branch and cut: eliminate vectors x for which there are no feasible

routes by branching

  • The formulation without flows is better.

Hande Yaman (Bilkent University) SDVRP 11 / 26

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SLIDE 12

Aim

  • To solve the R-SDVRP more quickly
  • Eliminate virtual depots

Hande Yaman (Bilkent University) SDVRP 12 / 26

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k-splits by Dror and Trudeau

  • There exists an optimal solution to SDVRP with no k-splits.

⇒ There exists an optimal solution to SDVRP where xa ∈ {0, 1} for all a ∈ A \ (δ−(0) ∪ δ+(0)).

Hande Yaman (Bilkent University) SDVRP 13 / 26

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Improvements for R-SDVRP

  • There exists an optimal solution to SDVRP where xa ∈ {0, 1} for all
  • utgoing arcs of the depot.
  • For i ∈ V \ {0}, x(δ−(i)) ≥ 1 is often used to strengthen.
  • We use the cutset inequalities for singletons at the root node.

Hande Yaman (Bilkent University) SDVRP 14 / 26

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SLIDE 15

Cutset inequalities

  • Let S ⊆ N \ {0}.

f (δ−(S)) − f (δ+(S)) = d(S), 0 ≤ fa ≤ Qxa, xa ∈ Z+ a ∈ δ−(S) ∪ δ+(S).

  • Atamturk (2002): convex hull = trivial + cutset.

A− ⊆ δ−(S), A+ ⊆ δ+(S) η = d(S) Q

  • , r = d(S) −

d(S) Q

  • Q

The cutset inequality f (δ−(S) \ A−) + rx(A−) + (Q − r)x(A+) − f (A+) ≥ rη is valid.

  • A− = δ−(S) and A+ = ∅, rounded capacity inequality.

Hande Yaman (Bilkent University) SDVRP 15 / 26

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SLIDE 16

Eliminating virtual depots: Patching

  • solve R-SDVRP
  • add vehicle indexed variables at a node where regularity is not

satisfied, iterate f k(δ−(i)) − f k(δ+(i)) ≥ 0 k = 1, . . . , m, xk(δ−(i)) − xk(δ+(i)) = 0 k = 1, . . . , m, xk(δ−(i)) ≤ 1 k = 1, . . . , m, 0 ≤ f k

a ≤ Qxk a

a ∈ δ−(i) ∪ δ+(i), k = 1, . . . , m, xk

a ∈ {0, 1}

a ∈ δ−(i) ∪ δ+(i), k = 1, . . . , m, xa =

m

  • k=1

xk

a , fa = m

  • k=1

f k

a

a ∈ δ−(i) ∪ δ+(i).

Hande Yaman (Bilkent University) SDVRP 16 / 26

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SLIDE 17

Eliminating virtual depots: Node splitting

  • Idea: split nodes as necessary to force regularity at every customer

node

  • solve R-SDVRP
  • create a duplicate of the node violating regularity, enlarge the node &

arc sets accordingly

  • Ni: the set of nodes containing the original customer i and its

duplicates.

  • Order Ni so that a node j ∈ Ni is represented with (i, l) where l is the
  • rder of j in Ni.
  • Let N′ = ∪i∈N\{0}Ni. Define A′ to be the set of all arcs except arcs

between duplicates of the same node.

  • vi,l is 1 if node (i, l) is visited; 0 otherwise.

Hande Yaman (Bilkent University) SDVRP 17 / 26

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SLIDE 18

Eliminating virtual depots: Node splitting

min

  • a∈A′

caxa s.t.

  • j∈Ni
  • f (δ−(j)) − f (δ+(j))
  • = di

i ∈ N \ {0} , f (δ−(j)) − f (δ+(j)) ≥ 0 j ∈ N′, x(δ+(0)) = m, x(δ−(j)) − x(δ+(j)) = 0 j ∈ N′, x(δ−(i, l)) = vi,l (i, l) ∈ N′ : |Ni| ≥ 2, l = |Ni|, x(δ−(i, |Ni|)) ≤ (m − |Ni| + 1)vi|Ni | i ∈ N \ {0} : |Ni| ≥ 2, vi,l ≥ vi,l+1 (i, l) ∈ N′ : |Ni| ≥ 2, l = |Ni|, 0 ≤ fa ≤ Qxa a ∈ A′, vi,l ∈ {0, 1} (i, l) ∈ N′ : |Ni| ≥ 2, xa ∈ {0, 1} a ∈ A′ \ δ−(0), xa ∈ Z+ a ∈ δ−(0).

  • If |Ni| = m, same as patching but we break symmetry with vi,l ≥ vi,l+1.

Hande Yaman (Bilkent University) SDVRP 18 / 26

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SLIDE 19

Eliminating virtual depots: Cutting

  • H ⊆ V \ {0} and S1, . . . , St disjoint nonempty subsets of H with

d(Su) ≤ Q for u = 1, . . . , t.

  • b(S1, . . . , St): optimal value of binpacking problem with items

1, . . . , t of size d(S1), . . . , d(St).

  • The framed capacity inequality (Pochet (1998), Augerat (1995),

Naddef and Rinaldi (2002)) x(δ−(H)) +

t

  • u=1

x(δ−(Su)) ≥ t + b(S1, . . . , St) (1) is valid.

  • The inequality used by Belenguer et al. is a special case where

H = V \ {0} (known as the generalized capacity inequality).

Hande Yaman (Bilkent University) SDVRP 19 / 26

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SLIDE 20

Results: Patching

instance with x(δ−(i)) ≥ 1 with cutset inequalities name nodes vehicles gap iters cpu gap iters cpu eil22 22 4 1 4.09 1 2.60 eil23 23 3 1 0.56 1 0.57 eil30 30 3 3 1804.22 4 1818.54 eil33 33 4 0.22 3 13540.53 1 1037.77 eil51 51 5 1 2951.48 1 1383.03 S51D1 51 3 1 18.71 1 23.51 S51D2 51 9 2.86 N/A 5210.24 3.08 N/A 5226.98 p01-110 51 3 1 19.43 1 15.15 p01-1030 51 11 2.41 N/A 6100.37 2.41 N/A 5946.72 p01-1050 51 16 1.37 N/A 4817.89 1.38 N/A 4621.67

Hande Yaman (Bilkent University) SDVRP 20 / 26

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Results: Node splitting

instance with x(δ−(i)) ≥ 1 with cutset inequalities name nodes vehicles gap iters cpu gap iters cpu eil22 22 4 1 4.06 1 2.58 eil23 23 3 1 0.64 1 0.58 eil30 30 3 4 248.4 5 2403.13 eil33 33 4 3 7129.49 1 1033.82 eil51 51 5 1 2953.74 1 1382.24 S51D1 51 3 1 18.77 1 23.58 S51D2 51 9 2.86 N/A 5296.85 2.82 N/A 5098.22 p01-110 51 3 1 19.70 1 15.04 p01-1030 51 11 2.41 N/A 6111.64 2.41 N/A 6050.16 p01-1050 51 16 1.37 N/A 4983.22 1.38 N/A 4767.24

Hande Yaman (Bilkent University) SDVRP 21 / 26

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SLIDE 22

Comparison

patching with node splitting with instance nodes vehicles x(δ−(i)) ≥ 1 cutsets x(δ−(i)) ≥ 1 cutsets eil30 30 3 1804.22 (3) 1818.54 (4) 248.4 (4) 2403.13 (5) eil33 33 4 13540.53 (3) 1037.77 (1) 7129.49 (3) 1033.82 (1)

Hande Yaman (Bilkent University) SDVRP 22 / 26

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SLIDE 23

eil30 with cutting planes

Figure : Initial solution with objective 508

Hande Yaman (Bilkent University) SDVRP 23 / 26

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eil30 with cutting planes

Figure : Seventh solution with objective 510

Hande Yaman (Bilkent University) SDVRP 24 / 26

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eil30 with cutting planes

Figure : Ninth solution with objective 510: optimal!

Hande Yaman (Bilkent University) SDVRP 25 / 26

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To be done

  • Strengthen R-SDVRP
  • Properties of optimal solutions
  • Separation of framed capacity constraints
  • Complete model ?
  • Combine different approaches
  • Variants: at most 2 splits, splitting and/or stocking costs ...

Hande Yaman (Bilkent University) SDVRP 26 / 26