Article ID: | iaor20101952 |
Volume: | 44 |
Issue: | 1 |
Start Page Number: | 136 |
End Page Number: | 146 |
Publication Date: | Feb 2010 |
Journal: | Transportation Science |
Authors: | Gendreau Michel, Soriano Patrick, Rei Walter |
Keywords: | programming: integer, programming: probabilistic |
We present a new algorithm that uses both local branching and Monte Carlo sampling in a multidescent search strategy for solving 0-1 integer stochastic programming problems. This procedure is applied to the single-vehicle routing problem with stochastic demands. Computational results show the effectiveness of this new approach to solving hard instances of the problem.