Unlike its deterministic counterpart, static and stochastic vehicle routing problems (SS-VRP) aim at modeling and solving real-life operational problems by considering uncertainty on data. We consider the SS-VRPTW-CR introduced in Saint- (2017). Like the SS-VRP introduced by Bertsimas (1992), we search for optimal first stage routes for a fleet of vehicles to handle a set of stochastic customer demands, i.e., demands are uncertain and we only know their probabilities. In addition to capacity constraints, customer demands are also constrained by time windows. Unlike all SS-VRP variants, the SS-VRPTW-CR does not make any assumption on the time at which a stochastic demand is revealed, i.e., the reveal time is stochastic as well. To handle this new problem, we introduce waiting locations: Each vehicle is assigned a sequence of waiting locations from which it may serve some associated demands, and the objective is to minimize the expected number of demands that cannot be satisfied in time. In this paper, we propose two new recourse strategies for the SS-VRPTW-CR, together with their closed-form expressions for efficiently computing their expectations: The first one allows us to take vehicle capacities into account; The second one allows us to optimize routes by avoiding some useless trips. We propose two algorithms for searching for routes with optimal expected costs: The first one is an extended branch-and-cut algorithm, based on a stochastic integer formulation, and the second one is a local search based heuristic method. We also introduce a new public benchmark for the SS-VRPTW-CR, based on real-world data coming from the city of Lyon. We evaluate our two algorithms on this benchmark and empirically demonstrate the expected superiority of the SS-VRPTW-CR anticipative actions over a basic "wait-and-serve" policy.
We consider the courier delivery problem (CDP), a variant of the vehicle routing problem with time windows (VRPTW) in which customers appear probabilistically and their service times are uncertain. We use scenario-based stochastic programming with recourse to model the uncertainty in customers and robust optimization for the uncertainty in service times. Our proposed model generates a master plan and daily schedules by maximizing the coverage of customers and the similarity of routes in each scenario, while minimizing the total time spent by the couriers and the total earliness and lateness penalty. To solve large-scale problem instances, we develop an insertion-based solution heuristic, called master and daily scheduler (MADS), and a tabu search improvement procedure. The computational results show that our heuristic improves the similarity of routes and the lateness penalty at the expense of increased total time spent when compared to a solution of independently scheduling each day. Our experimental results also show improvements over current industry practice on two real-world data sets.