Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos

Detalhes bibliográficos
Autor(a) principal: De La Vega Martinez, Jonathan Justen
Data de Publicação: 2019
Tipo de documento: Tese
Idioma: por
Título da fonte: Repositório Institucional da UFSCAR
Texto Completo: https://repositorio.ufscar.br/handle/ufscar/11374
Resumo: In this thesis, we study the vehicle routing problem with time windows and multiple deliverymen with uncertainty. In addition to routing and scheduling decisions, this problem involves deliverymen allocation decisions on each route to reduce costs and service times. Parameters such as customer demands, travel and service times are considered uncertain. Thus, we propose new models of static robust optimization, which incorporate measures to effectively deal with the cost-risk trade-off, and new models of two stage stochastic programming with recourse to address this problem. Usually, when applying the concepts of robust optimization and stochastic programming, the number of decision variables and constraints grow significantly in terms of instance size. Consequently, the larger the instances, the greater is the computational effort required to solve the resulting models with general purpose solvers. However, computational effort can be significantly reduced if appropriate exact methods are developed that take advantage of the resulting robust and stochastic models’ structure. For this reason, we propose exact methods based on branch-and-cut and branch-price-and-cut, which are effective to solve literature instances. Numerical experiments based on these instances and risk analysis based on Monte Carlo simulation indicate the potential of static robust optimization to address the trade-off between cost and risk. These experiments also reveal that this approach provides good results, even without complete knowledge of some probabilistic measure of the uncertain parameters. Regarding stochastic programming, the numerical experiments show that it is possible to save important resources by solving the two stage stochastic programming model with recourse rather than adopting simpler strategies based on the expected value. To the best of our knowledge, there is no studies in the literature that have addressed the problem under study in this thesis, with uncertainty in demands, as well as in travel and service times. We believe that developing models and effective solution methods to address the vehicle routing problem with time windows and multiple deliverymen are original and relevant contributions to the state-of-the-art literature, opening up new fields for future research not only for the problem under study, but also for other variants of vehicle routing problem.
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spelling De La Vega Martinez, Jonathan JustenMorabito Neto, Reinaldohttp://lattes.cnpq.br/4194801952934254Munari Junior, Pedro Augustohttp://lattes.cnpq.br/1328868140869976http://lattes.cnpq.br/6363035402235765793d32a9-7f4e-4f0d-9756-c41bb2b57cc82019-05-06T19:27:39Z2019-05-06T19:27:39Z2019-03-29DE LA VEGA MARTINEZ, Jonathan Justen. Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos. 2019. Tese (Doutorado em Engenharia de Produção) – Universidade Federal de São Carlos, São Carlos, 2019. Disponível em: https://repositorio.ufscar.br/handle/ufscar/11374.https://repositorio.ufscar.br/handle/ufscar/11374In this thesis, we study the vehicle routing problem with time windows and multiple deliverymen with uncertainty. In addition to routing and scheduling decisions, this problem involves deliverymen allocation decisions on each route to reduce costs and service times. Parameters such as customer demands, travel and service times are considered uncertain. Thus, we propose new models of static robust optimization, which incorporate measures to effectively deal with the cost-risk trade-off, and new models of two stage stochastic programming with recourse to address this problem. Usually, when applying the concepts of robust optimization and stochastic programming, the number of decision variables and constraints grow significantly in terms of instance size. Consequently, the larger the instances, the greater is the computational effort required to solve the resulting models with general purpose solvers. However, computational effort can be significantly reduced if appropriate exact methods are developed that take advantage of the resulting robust and stochastic models’ structure. For this reason, we propose exact methods based on branch-and-cut and branch-price-and-cut, which are effective to solve literature instances. Numerical experiments based on these instances and risk analysis based on Monte Carlo simulation indicate the potential of static robust optimization to address the trade-off between cost and risk. These experiments also reveal that this approach provides good results, even without complete knowledge of some probabilistic measure of the uncertain parameters. Regarding stochastic programming, the numerical experiments show that it is possible to save important resources by solving the two stage stochastic programming model with recourse rather than adopting simpler strategies based on the expected value. To the best of our knowledge, there is no studies in the literature that have addressed the problem under study in this thesis, with uncertainty in demands, as well as in travel and service times. We believe that developing models and effective solution methods to address the vehicle routing problem with time windows and multiple deliverymen are original and relevant contributions to the state-of-the-art literature, opening up new fields for future research not only for the problem under study, but also for other variants of vehicle routing problem.Nesta tese, estuda-se o problema de roteamento de veículos com janelas de tempo e múltiplos entregadores com incerteza. Esse problema, além das decisões de roteamento e sequenciamento, também envolve decisões de alocação de entregadores a cada uma das rotas, visando reduzir os tempos de serviços e custos. Parâmetros como a demanda de clientes, tempos de viagens e tempos de serviços são aqui considerados incertos. Assim, nesta tese são propostos novos modelos de otimização robusta estática, que incorporam medidas para lidar efetivamente com o trade-off custo-risco, e novos modelos de programação estocástica de dois estágios com recurso, para abordar esse problema. Tipicamente, para tratar incertezas aplicando os conceitos das abordagens de otimização robusta e programação estocástica, os números de variáveis de decisão e de restrições do problema crescem significativamente em termos do tamanho da instância. Consequentemente, quanto maior for o tamanho da instância, maior é o esforço computacional requerido para resolver os modelos resultantes com solvers de propósito gerais. No entanto, o esforço computacional pode ser reduzido significativamente se métodos exatos apropriados forem desenvolvidos, de modo a aproveitarem bem a estrutura particular dos modelos robustos e estocásticos resultantes. Por essa razão, nesta tese, também desenvolvem-se métodos exatos customizados para esse problema, baseados em branch-and-cut e branch-price-and-cut, que são efetivos para resolver instâncias da literatura. Os experimentos numéricos baseados nestas instâncias e a análise de risco baseada na simulação de Monte-Carlo revelam o potencial da abordagem de otimização robusta estática para lidar com o compromisso existente entre custo e risco. Esses experimentos também revelam que essa abordagem oferece bons resultados, mesmo sem ter conhecimento exato de alguma medida probabilística dos parâmetros incertos. Em relação à programação estocástica, os resultados dos experimentos numéricos mostram que é possível poupar recursos importantes com a resolução do modelo de programação estocástica dois estágios com recurso, em vez de adotar estratégias mais simples baseadas no valor esperado. Até o presente momento, não se tem conhecimento de trabalhos na literatura que tenham abordado o problema objeto de estudo desta tese, com incertezas na demanda, bem como nos tempos de viagens e tempos de serviços. Acredita-se que desenvolver modelos e métodos de solução efetivos para tratar esse problema de roteamento de veículos com múltiplos entregadores sejam contribuições originais e relevantes para o estado da arte da literatura, abrindo novos campos para trabalhos futuros, não apenas para esse problema em estudo, mas também para outras variantes de problemas de roteamento de veículos.Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)FAPESP: 2015/14582-7porUniversidade Federal de São CarlosCâmpus São CarlosPrograma de Pós-Graduação em Engenharia de Produção - PPGEPUFSCarRoteamento de veículosMúltiplos entregadoresOtimização robustaProgramação estocásticaMétodos de decomposiçãoVehicle routingMultiple deliverymenRobust optimizationStochastic programmingDecomposition methodsENGENHARIAS::ENGENHARIA DE PRODUCAO::PESQUISA OPERACIONALENGENHARIAS::ENGENHARIA DE TRANSPORTES::PLANEJAMENTO DE TRANSPORTESOtimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatosinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisOnline600ab73fe2d-ae49-4b7d-915b-b256b3c2d946info:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFSCARinstname:Universidade Federal de São Carlos (UFSCAR)instacron:UFSCARLICENSElicense.txtlicense.txttext/plain; charset=utf-81957https://repositorio.ufscar.br/bitstream/ufscar/11374/4/license.txtae0398b6f8b235e40ad82cba6c50031dMD54ORIGINALMARTINEZ_Jonathan_2019.pdfMARTINEZ_Jonathan_2019.pdfapplication/pdf2715855https://repositorio.ufscar.br/bitstream/ufscar/11374/5/MARTINEZ_Jonathan_2019.pdf058c0085bfb3474670a0dcb6e7bd41e0MD55TEXTMARTINEZ_Jonathan_2019.pdf.txtMARTINEZ_Jonathan_2019.pdf.txtExtracted texttext/plain395267https://repositorio.ufscar.br/bitstream/ufscar/11374/6/MARTINEZ_Jonathan_2019.pdf.txt9494ffd1494a0827b31f726bed9ba274MD56THUMBNAILMARTINEZ_Jonathan_2019.pdf.jpgMARTINEZ_Jonathan_2019.pdf.jpgIM Thumbnailimage/jpeg9687https://repositorio.ufscar.br/bitstream/ufscar/11374/7/MARTINEZ_Jonathan_2019.pdf.jpg5e8230b2de60029a43025c6ba2c502e2MD57ufscar/113742023-09-18 18:31:42.329oai:repositorio.ufscar.br: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Repositório InstitucionalPUBhttps://repositorio.ufscar.br/oai/requestopendoar:43222023-09-18T18:31:42Repositório Institucional da UFSCAR - Universidade Federal de São Carlos (UFSCAR)false
dc.title.por.fl_str_mv Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
title Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
spellingShingle Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
De La Vega Martinez, Jonathan Justen
Roteamento de veículos
Múltiplos entregadores
Otimização robusta
Programação estocástica
Métodos de decomposição
Vehicle routing
Multiple deliverymen
Robust optimization
Stochastic programming
Decomposition methods
ENGENHARIAS::ENGENHARIA DE PRODUCAO::PESQUISA OPERACIONAL
ENGENHARIAS::ENGENHARIA DE TRANSPORTES::PLANEJAMENTO DE TRANSPORTES
title_short Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
title_full Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
title_fullStr Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
title_full_unstemmed Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
title_sort Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos
author De La Vega Martinez, Jonathan Justen
author_facet De La Vega Martinez, Jonathan Justen
author_role author
dc.contributor.authorlattes.por.fl_str_mv http://lattes.cnpq.br/6363035402235765
dc.contributor.author.fl_str_mv De La Vega Martinez, Jonathan Justen
dc.contributor.advisor1.fl_str_mv Morabito Neto, Reinaldo
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/4194801952934254
dc.contributor.advisor-co1.fl_str_mv Munari Junior, Pedro Augusto
dc.contributor.advisor-co1Lattes.fl_str_mv http://lattes.cnpq.br/1328868140869976
dc.contributor.authorID.fl_str_mv 793d32a9-7f4e-4f0d-9756-c41bb2b57cc8
contributor_str_mv Morabito Neto, Reinaldo
Munari Junior, Pedro Augusto
dc.subject.por.fl_str_mv Roteamento de veículos
Múltiplos entregadores
Otimização robusta
Programação estocástica
Métodos de decomposição
topic Roteamento de veículos
Múltiplos entregadores
Otimização robusta
Programação estocástica
Métodos de decomposição
Vehicle routing
Multiple deliverymen
Robust optimization
Stochastic programming
Decomposition methods
ENGENHARIAS::ENGENHARIA DE PRODUCAO::PESQUISA OPERACIONAL
ENGENHARIAS::ENGENHARIA DE TRANSPORTES::PLANEJAMENTO DE TRANSPORTES
dc.subject.eng.fl_str_mv Vehicle routing
Multiple deliverymen
Robust optimization
Stochastic programming
Decomposition methods
dc.subject.cnpq.fl_str_mv ENGENHARIAS::ENGENHARIA DE PRODUCAO::PESQUISA OPERACIONAL
ENGENHARIAS::ENGENHARIA DE TRANSPORTES::PLANEJAMENTO DE TRANSPORTES
description In this thesis, we study the vehicle routing problem with time windows and multiple deliverymen with uncertainty. In addition to routing and scheduling decisions, this problem involves deliverymen allocation decisions on each route to reduce costs and service times. Parameters such as customer demands, travel and service times are considered uncertain. Thus, we propose new models of static robust optimization, which incorporate measures to effectively deal with the cost-risk trade-off, and new models of two stage stochastic programming with recourse to address this problem. Usually, when applying the concepts of robust optimization and stochastic programming, the number of decision variables and constraints grow significantly in terms of instance size. Consequently, the larger the instances, the greater is the computational effort required to solve the resulting models with general purpose solvers. However, computational effort can be significantly reduced if appropriate exact methods are developed that take advantage of the resulting robust and stochastic models’ structure. For this reason, we propose exact methods based on branch-and-cut and branch-price-and-cut, which are effective to solve literature instances. Numerical experiments based on these instances and risk analysis based on Monte Carlo simulation indicate the potential of static robust optimization to address the trade-off between cost and risk. These experiments also reveal that this approach provides good results, even without complete knowledge of some probabilistic measure of the uncertain parameters. Regarding stochastic programming, the numerical experiments show that it is possible to save important resources by solving the two stage stochastic programming model with recourse rather than adopting simpler strategies based on the expected value. To the best of our knowledge, there is no studies in the literature that have addressed the problem under study in this thesis, with uncertainty in demands, as well as in travel and service times. We believe that developing models and effective solution methods to address the vehicle routing problem with time windows and multiple deliverymen are original and relevant contributions to the state-of-the-art literature, opening up new fields for future research not only for the problem under study, but also for other variants of vehicle routing problem.
publishDate 2019
dc.date.accessioned.fl_str_mv 2019-05-06T19:27:39Z
dc.date.available.fl_str_mv 2019-05-06T19:27:39Z
dc.date.issued.fl_str_mv 2019-03-29
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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dc.identifier.citation.fl_str_mv DE LA VEGA MARTINEZ, Jonathan Justen. Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos. 2019. Tese (Doutorado em Engenharia de Produção) – Universidade Federal de São Carlos, São Carlos, 2019. Disponível em: https://repositorio.ufscar.br/handle/ufscar/11374.
dc.identifier.uri.fl_str_mv https://repositorio.ufscar.br/handle/ufscar/11374
identifier_str_mv DE LA VEGA MARTINEZ, Jonathan Justen. Otimização robusta e programação estocástica para o problema de roteamento de veículos com múltiplos entregadores: formulações e métodos exatos. 2019. Tese (Doutorado em Engenharia de Produção) – Universidade Federal de São Carlos, São Carlos, 2019. Disponível em: https://repositorio.ufscar.br/handle/ufscar/11374.
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.publisher.none.fl_str_mv Universidade Federal de São Carlos
Câmpus São Carlos
dc.publisher.program.fl_str_mv Programa de Pós-Graduação em Engenharia de Produção - PPGEP
dc.publisher.initials.fl_str_mv UFSCar
publisher.none.fl_str_mv Universidade Federal de São Carlos
Câmpus São Carlos
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