Solving Chance-Constrained Programs Combining Tabu Search and Simulation
- 575 Downloads
Real world problems usually have to deal with some uncertainties. This is particularly true for the planning of services whose requests are unknown a priori.
Several approaches for solving stochastic problems are reported in the literature. Metaheuristics seem to be a powerful tool for computing good and robust solutions. However, the efficiency of algorithms based on Local Search, such as Tabu Search, suffers from the complexity of evaluating the objective function after each move.
In this paper, we propose alternative methods of dealing with uncertainties which are suitable to be implemented within a Tabu Search framework.
KeywordsTabu Search Local Ring Stochastic Program Random Parameter Vehicle Route Problem
Unable to display preview. Download preview PDF.
- 1.Aringhieri, R., Dell’Amico, M.: Comparing Intensification and Diversification Strategies for the SONET Network Design Problem. Technical report, DISMI (2003); submitted to Journal of HeuristicsGoogle Scholar
- 2.Aringhieri, R., Dell’Amico, M., Grasselli, L.: Solution of the SONET Ring Assignment Problem with capacity constraints. Technical Report 12, DISMI (2001); To appear in Adaptive Memory and Evolution: Tabu Search and Scatter Search Rego, C., Alidaee, B. (eds.)Google Scholar
- 8.Gendreau, M., Laporte, G., Seguin, R.: A Tabu Search heuristic for the Vehicle Routing Problem with Stochastic Demands and Customers. Operations Research 44(3), 469–447 (1996)Google Scholar
- 9.Glover, F., Kelly, J.: New Advanced combining Optimization and Simulation. In: Airo 1999 Proceedings (1999)Google Scholar
- 13.Linderoth, J., Shapiro, A., Wright, S.: The Empirical Behavior of Sampling Methods for Stochastic Programming. Technical report, Computer Science Department, University of Wisconsin-Madison (2001)Google Scholar
- 14.Marsaglia, G., Zaman, A.: Toward a Universal Random Number Generator. Technical Report FSU-SCRI-87-50, Florida State University (1987)Google Scholar