A-PRIORI OPTIMIZATION OF THE PROBABILISTIC TRAVELING SALESMAN PROBLEM

成果类型:
Article
署名作者:
LAPORTE, G; LOUVEAUX, FV; MERCURE, H
署名单位:
Universite de Montreal; HEC Montreal
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.42.3.543
发表日期:
1994
页码:
543-549
关键词:
摘要:
The probabilistic traveling salesman problem (PTSP) is defined on a graph G = (V, E), where V is the vertex set and E is the edge set. Each vertex v(i) has a probability p(i) of being present. With each edge (v(i), v(j)) is associated a distance or cost c(ij). In a first stage, an a priori Hamiltonian tour on G is designed. The list of present vertices is then revealed. In a second stage, the a priori tour is followed by skipping the absent vertices. The PTSP consists of determining a first-stage solution that minimizes the expected cost of the second-stage tour. The problem is formulated as an integer linear stochastic program, and solved by means of a branch-and-cut approach which relaxes some of the constraints and uses lower bounding functionals on the objective function. Problems involving up to 50 vertices are solved to optimality.