Show newer

Two-stage heuristic algorithm for a new variant of the multi-compartment vehicle routing problem with stochastic demands arxiv.org/abs/2410.17302

Two-stage heuristic algorithm for a new variant of the multi-compartment vehicle routing problem with stochastic demands

This paper presents a model for a vehicle routing problem in which customer demands are stochastic and vehicles are divided into compartments. The problem is motivated by the needs of certain agricultural cooperatives that produce various types of livestock food. The vehicles and their compartments have different capacities, and each compartment can only contain one type of feed. Additionally, certain farms can only be accessed by specific vehicles, and there may be urgency constraints. To solve the problem, a two-step heuristic algorithm is proposed. First, a constructive heuristic is applied, followed by an improvement phase based on iterated tabu search. The designed algorithm is tested on several instances, including an analysis of real-world datasets where the results are compared with those provided by the model. Furthermore, multiple benchmark instances are created for this problem and an extensive simulation study is conducted. Results are presented for different model parameters, and it is shown that, despite the problems' complexity, the algorithm performs efficiently. Finally, the proposed heuristic is compared to existing solution algorithms for similar problems using benchmark instances from the literature, achieving competitive results.

arXiv.org

Information-Based Martingale Optimal Transport arxiv.org/abs/2410.16339

Information-Based Martingale Optimal Transport

Randomized arcade processes are a class of continuous stochastic processes that interpolate in a strong sense, i.e., omega by omega, between any given ordered set of random variables, at fixed pre-specified times. Utilizing these processes as generators of partial information, a class of continuous-time martingale -- the filtered arcade martingales (FAMs) -- is constructed. FAMs interpolate through a sequence of target random variables, which form a discrete-time martingale. The research presented in this paper treats the problem of selecting the worst martingale coupling for given, convexly ordered, probability measures contingent on the paths of FAMs that are constructed using the martingale coupling. This optimization problem, that we term the information-based martingale optimal transport problem (IB-MOT), can be viewed from different perspectives. It can be understood as a model-free construction of FAMs, in the case where the coupling is not determined, a priori. It can also be considered from the vantage point of optimal transport (OT), where the problem is concerned with introducing a noise factor in martingale optimal transport, similarly to how the entropic regularization of optimal transport introduces noise in OT. The IB-MOT problem is static in its nature, since it is concerned with finding a coupling, but a corresponding dynamical solution can be found by considering the FAM constructed with the identified optimal coupling. Existence and uniqueness of its solution are shown, and an algorithm for empirical measures is proposed.

arXiv.org
Show older
Qoto Mastodon

QOTO: Question Others to Teach Ourselves
An inclusive, Academic Freedom, instance
All cultures welcome.
Hate speech and harassment strictly forbidden.