week 6 lecture notes

47
Vehicle Routing in Transportation Networks ENGG1400 David Rey Research Center for Integrated Transport Innovation (rCITI) School of Civil and Environmental Engineering UNSW Australia

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Page 1: Week 6 Lecture Notes

Vehicle Routing in Transportation NetworksENGG1400

David Rey

Research Center for Integrated Transport Innovation (rCITI)School of Civil and Environmental Engineering

UNSW Australia

Page 2: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Outline

1 The Vehicle Routing Problem

2 Mathematical Formulation

3 Extensions of the VRP

4 Applications

Page 3: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Outline

1 The Vehicle Routing Problem

2 Mathematical Formulation

3 Extensions of the VRP

4 Applications

Page 4: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

History

• The Vehicle Routing Problem was first introduced by Dantzigand Ramser in 1959 as a combinatorial optimization problem.Generally the context of VRP is that of delivering goodslocated in a central depot to a list of customers which haveplaced orders for these goods.

• This problem can be encountered in the fields ofTransportation, Distribution and Logistics. This problem isgenerally hard to solve for a large number of customers.

Page 5: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Introduction of Vehicle Routing in Networks

• Finding the shortest tour to visit all nodes in a network

Page 6: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Introduction of Vehicle Routing in Networks

• Finding the shortest tour to visit all nodes in a network

• The tour starts and ends at the depot

Page 7: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Introduction of Vehicle Routing in Networks

• Finding the shortest tour to visit all nodes in a network

• The tour starts and ends at the depot

• In its most simple version (one vehicle, no capacity), the VRPis equivalent to the Travelling Salesman Problem (TSP)

Page 8: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Introduction of Vehicle Routing in Networks

• Finding the shortest tour to visit all nodes in a network

• The tour starts and ends at the depot

• In its most simple version (one vehicle, no capacity), the VRPis equivalent to the Travelling Salesman Problem (TSP)

• TSP is a NP-hard optimization problem, hence VRP is alsoNP-hard

A NP-hard problem is a problem for which there is no known polynomial algorithm

Page 9: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing is a Hard Problem

→ Why is it hard?

Page 10: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing is a Hard Problem

→ Why is it hard?

3 nodes VRP:

1

2

3

Depot (0)

c12

Page 11: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing is a Hard Problem

→ Why is it hard?

3 nodes VRP:

1

2

3

Depot (0)

c12

Paths

• 0-123-0

• 0-132-0

• 0-213-0

• 0-231-0

• 0-312-0

• 0-321-0

Page 12: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing is a Hard Problem

→ Why is it hard?

3 nodes VRP:

1

2

3

Depot (0)

c12

Paths

• 0-123-0

• 0-132-0

• 0-213-0

• 0-231-0

• 0-312-0

• 0-321-0

For N nodes there are N!combinations

N N! = 1× 2× . . .× N

3 64 245 12010 3628800100 9.332622× 10157

Page 13: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Outline

1 The Vehicle Routing Problem

2 Mathematical Formulation

3 Extensions of the VRP

4 Applications

Page 14: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Mathematical Formulation of a basic VRP

Sets and Parameters

• G = (N,A) complete network, i.e. every pair of nodes islinked by two arcs (1 to 2 and 2 to 1)

• [tij ] is the cost matrix where i , j ∈ N and (i , j) ∈ A

• K is the set of available vehicles

Page 15: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Mathematical Formulation of a basic VRP

Sets and Parameters

• G = (N,A) complete network, i.e. every pair of nodes islinked by two arcs (1 to 2 and 2 to 1)

• [tij ] is the cost matrix where i , j ∈ N and (i , j) ∈ A

• K is the set of available vehicles

Decision Variables

xkij ≡

{

1 if (i , j) ∈ A belongs to the tour of vehicle k ∈ K

0 otherwise

Page 16: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Objective

The most common objective is to minimize the total transportationcost (travel time or other) defined by the cost matrix [tij ].

Objective function

z = min∑

(i ,j)∈A

k∈K

tijxkij

z is equal to the sum of the transportation cost of every tour.

Notation:∑

(i ,j)∈A ⇔ “sum over all arcs in the network”

Page 17: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing Constraints (1)

Flow Conservation Constraints

The nb. of vehicles entering and the nb. of vehicles exiting eachnode must the same (similar to Kirchhoff’s circuit laws inelectricity).

(i ,j)∈A

xkij −∑

(j ,i)∈A

xkji = 0 ∀i ∈ N, ∀k ∈ K

WRONG!!

Page 18: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing Constraints (2)

Depot Constraints

Let 0 represent the depot node, each vehicle must leave and comeback to the depot.

(0,j)∈A

xk0j = 1 and∑

(i ,0)∈A

xki0 = 1 ∀k ∈ K

1

2 3

Depot (0)

4

vehicle 1 tour

vehicle 2 tour

?

???

2 3

Depot (0)

4

?

?

?

1

WRONG!!

Page 19: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Vehicle Routing Constraints (3)

Node Degree Constraints

Let Nc = N \ {0} be the set of customer nodes. Each node mustbe visited exactly once and by one vehicle only.

(i ,j)∈A

k∈K

xkij = 1 and∑

(j ,i)∈A

k∈K

xkji = 1 ∀i ∈ Nc

1

2 3

Depot (0)

4

vehicle 1 tour

vehicle 2 tour

1

2 3

Depot (0)

4WRONG!!

Page 20: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Model for the basic VRP?

z = min∑

(i ,j)∈A

k∈K

tijxkij

subject to∑

(i ,j)∈A

k∈K

xkij =1 ∀i ∈ Nc

(j ,i)∈A

k∈K

xkji =1 ∀i ∈ Nc

(0,j)∈A

xk0j =∑

(i ,0)∈A

xki0 =1 ∀k ∈ K

(i ,j)∈A

xkij −∑

(j ,i)∈A

xkji =0 ∀i ∈ N, ∀k ∈ K

xkij ∈{0, 1} ∀(i , j) ∈ A, ∀k ∈ K

Page 21: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Model for the basic VRP?

z = min∑

(i ,j)∈A

k∈K

tijxkij

subject to∑

(i ,j)∈A

k∈K

xkij =1 ∀i ∈ Nc

(j ,i)∈A

k∈K

xkji =1 ∀i ∈ Nc

(0,j)∈A

xk0j =∑

(i ,0)∈A

xki0 =1 ∀k ∈ K

(i ,j)∈A

xkij −∑

(j ,i)∈A

xkji =0 ∀i ∈ N, ∀k ∈ K

xkij ∈{0, 1} ∀(i , j) ∈ A, ∀k ∈ K

→ The solutions of this program can contain subtours

Page 22: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example

Assume that there is a single vehicle to route:

1

2 3

Depot (0)

4

Page 23: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example

The previous model for the VRP may produce to subtours

1

2 3

Depot (0)

4

vehicle 1 tour

subtour

Observe that all constraints are satisfied: Flow conservationconstraints, depot constraints, node degree constraints.

Page 24: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Subtour Elimination

It is necessary to eliminatesubtours among customersnodes

Let S ⊆ Nc , S has to betraversed by less than |S | − 1 arcs

S={1,2,3}:1

2

3

Page 25: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Subtour Elimination

It is necessary to eliminatesubtours among customersnodes

Let S ⊆ Nc , S has to betraversed by less than |S | − 1 arcs

S={1,2,3}:1

2

3x12 =1

x23 =1

Page 26: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Subtour Elimination

It is necessary to eliminatesubtours among customersnodes

Let S ⊆ Nc , S has to betraversed by less than |S | − 1 arcs

S={1,2,3}:1

2

3x12 =1

x23 =1

Subtour Constraints∑

(i ,j)∈A:i ,j∈S

xkij ≤ |S | − 1 ∀S ⊆ Nc , ∀k ∈ K

Page 27: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Model for the basic VRP

z = min∑

(i ,j)∈A

k∈K

tijxkij

subject to ∑

(i ,j)∈A

k∈K

xkij =1 ∀i ∈ Nc

(j ,i)∈A

k∈K

xkji =1 ∀i ∈ Nc

(0,j)∈A

xk0j =∑

(i ,0)∈A

xki0 =1 ∀k ∈ K

(i ,j)∈A

xkij −∑

(j ,i)∈A

xkji =0 ∀i ∈ N, ∀k ∈ K

(i ,j)∈A:i ,j∈S

xkij ≤|S | − 1 ∀S ⊆ Nc , ∀k ∈ K

xkij ∈{0, 1} ∀(i , j) ∈ A, ∀k ∈ K

Page 28: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example

Network and costs:

1

2 3

Depot (0)

4

2222

66

6

6

1 1

Page 29: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example

1 vehicle:

1

2 3

Depot (0)

4

2222

66

6

6

1 1

vehicle 1 tour

x 0 1 2 3 4

0 - 1 0 0 01 0 - 1 0 02 0 0 - 1 03 0 0 0 - 14 1 0 0 0 -

Optimal tour: z⋆ = 12,

Path → 0-1234-0

Page 30: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example

2 vehicles:

1

2 3

Depot (0)

4

2222

66

6

6

1 1

vehicle 1 tour

vehicle 2 tour Optimal tours: z⋆ = 5 + 5 = 10

k = 0 → 0-12-0,k = 1 → 0-43-0,

Page 31: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Outline

1 The Vehicle Routing Problem

2 Mathematical Formulation

3 Extensions of the VRP

4 Applications

Page 32: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Capacitated VRP (CVRP)

Assume every node is a customer and every visit corresponds to aproduct delivery.

Page 33: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Capacitated VRP (CVRP)

Assume every node is a customer and every visit corresponds to aproduct delivery.

If every costumer has a specific demand, qi ≥ 0, then vehicleshave a limited capacity, ck ≥ 0, and the total demand for everytour is bounded by this capacity.

Page 34: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Capacitated VRP (CVRP)

Assume every node is a customer and every visit corresponds to aproduct delivery.

If every costumer has a specific demand, qi ≥ 0, then vehicleshave a limited capacity, ck ≥ 0, and the total demand for everytour is bounded by this capacity.

Capacity constraints∑

(i ,j)∈A

xkij qi ≤ ck ∀k ∈ K

Page 35: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example: CVRP

With capacity and demand:

1

2 3

Depot (0)

4

2222

66

6

6

1 1

(100)

(80) (50)

(30)

vehicle capacity = 130customer demand = (i)

Page 36: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example: CVRP

Previous solution:

1

2 3

Depot (0)

4

2222

66

6

6

1 1

vehicle 1 tour

vehicle 2 tour

(100)

(80) (50)

(30)

vehicle capacity = 130customer demand = (i)

Previous cost: z⋆ = 5 + 5 = 10

k = 0 → 0-12-0,k = 1 → 0-43-0,

...but infeasible (capacityviolation)!

Page 37: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Example: CVRP

New solution:

1

2 3

Depot (0)

4

2222

66

6

6

1 1

vehicle 1 tour

vehicle 2 tour

(100)

(80) (50)

(30)

vehicle capacity = 130customer demand = (i)

Optimal tours:z⋆ = 10 + 10 = 20

k = 0 → 0-14-0,k = 1 → 0-23-0,

...more expensive but feasible.

Page 38: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Major VRP Variants• Vehicle capacity and customer demand (CVRP)

• Heterogeneous fleet of vehicles (HVRP)

• Tour duration constraint (DVRP)

• Time windows for deliveries (VRPTW)

• Vehicle routing over a period (PVRP)

• Multi-Depot scenario (MDVRP)

• Arc Routing Problem (ARP)

Page 39: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Solution Methods

1 Heuristics• Problem-Specific (Tree Network, Schedule Assignment,...)• Nodes Clustering• Minimum Spanning Tree algorithms can be used to determine

bounds on TSP relaxation

2 Metaheuristics• Genetic Algorithms• Ant Colony Optimization• Tabu Search• Swarm Particles

3 Exact Algorithms• Branch & Bound & Cut (CPLEX)• Branch & Price• Decomposition Methods

Page 40: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

In the VRP Workshop

Solution approach:

• Start by solving a VRP model without any subtour eliminationconstraints

• Study how we can incrementally add subtour eliminationconstraints to a VRP model:

1 detect existing subtours2 add the corresponding constraints

• Exact solution method but could be relatively slow in complexVRP instances

Page 41: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Outline

1 The Vehicle Routing Problem

2 Mathematical Formulation

3 Extensions of the VRP

4 Applications

Page 42: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Fuel Delivery

• Capacitated

• Time Windows: operate at night time

Page 43: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Waste Management

• Capacitated

• Arc Routing: visit streets instead of points

Page 44: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Post Logistics

• Mail pick-up and delivery

• Node and Arc Routing: visit streets and points

Page 45: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Ready-Mixed Concrete Delivery

• Multiple visits

• Tour duration: perishable good

Page 46: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Medical Supply

• Periodic visits

• Emergency dispatching

Page 47: Week 6 Lecture Notes

The Vehicle Routing Problem Mathematical Formulation Extensions of the VRP Applications

Bibliography

• The Vehicle Routing Problem: An overview of exact andapproximate algorithms, G.Laporte (EJOR, 2001)

• The Vehicle Routing Problem, P. Toth and D. Vigo (SIAM,2002)

• The Vehicle Routing Problem: Latest Advances and NewChallenges, B. Golden, S. Raghavan, E. Wasil (SpringerOR/CS, 2008)