Characterizing the Shapley value in fixed-route traveling salesman problems with appointments

Starting from her home, a service provider visits several customers, following a predetermined route, and returns home after all customers are visited. The problem is to find a fair allocation of the total cost of this tour among the customers served. A transferable-utility cooperative game can be associated with this cost allocation problem. We introduce a new class of games, which we refer as the fixed-route traveling salesman games with appointments. We characterize the Shapley value in this class using a property which requires that sponsors do not benefit from mergers, or splitting into a set of sponsors.     

On the core of multiple longest traveling salesman games

In this paper we introduce multiple longest traveling salesman (MLTS) games. An MLTS game arises from a network in which a salesman has to visit each node (player) precisely once, except to his home location, in such an order that maximizes the total reward. First it is shown that the value of a coalition of an MLTS game is determined by taking the maximum of suitable combinations of one and two person coalitions. Secondly it is shown that MLTS games with five or less players have a nonempty core. However, a six player MLTS game may have an empty core. For the special instance in which the reward between a pair of nodes is equal to 0 or 1, we provide relations between the structure of the core and the underlying network.     

New techniques for cost sharing in combinatorial optimization games

Combinatorial optimization games form an important subclass of cooperative games. In recent years, increased attention has been given to the issue of finding good cost shares for such games. In this paper, we define a very general class of games, called integer minimization games, which includes the combinatorial optimization games in the literature as special cases. We then present new techniques, based on row and column generation, for computing good cost shares for these games. To illustrate the power of these techniques, we apply them to traveling salesman and vehicle routing games. Our results generalize and unify several results in the literature. The main underlying idea is that suitable valid inequalities for the associated combinatorial optimization problems can be used to derive improved cost shares.     

Submodularity and the traveling salesman problem

In this paper we investigate the relationship between traveling salesman tour lengths and submodular functions. This work is motivated by the one warehouse multi-retailer inventory/distribution problem with traveling salesman tour vehicle routing costs. Our goal is to find a submodular function whose values are close to those of optimal tour lengths through a central warehouse and a group of retailers. Our work shows that a submodular approximation to traveling salesman tour lengths whose error is bounded by a constant does not exist. However, we present heuristics that have errors which grow slowly with the number of retailers for the traveling salesman problem in the Euclidean plane. Furthermore, we perform computational tests that show that our submodular approximations of traveling salesman tour lengths have smaller errors than our theoretical worst case analysis would lead us to believe.     

A stabilized column generation scheme for the traveling salesman subtour problem

Given an undirected graph with edge costs and both revenues and weights on the vertices, the traveling salesman subtour problem is to find a subtour that includes a depot vertex, satisfies a knapsack constraint on the vertex weights, and that minimizes edge costs minus vertex revenues along the subtour.We propose a decomposition scheme for this problem. It is inspired by the classic side-constrained 1-tree formulation of the traveling salesman problem, and uses stabilized column generation for the solution of the linear programming relaxation. Further, this decomposition procedure is combined with the addition of variable upper bound (VUB) constraints, which improves the linear programming bound. Furthermore, we present a heuristic procedure for finding feasible subtours from solutions to the column generation problems. An extensive experimental analysis of the behavior of the computational scheme is presented.     

Local search for the probabilistic traveling salesman problem: Correction to the 2-p-opt and 1-shift algorithms

The probabilistic traveling salesman problem concerns the best way to visit a set of customers located in some metric space, where each customer requires a visit only with some known probability. A solution to this problem is an a priori tour which visits all customers, and the objective is to minimize the expected length of the a priori tour over all customer subsets, assuming that customers in any given subset must be visited in the same order as they appear in the a priori tour. This problem belongs to the class of stochastic vehicle routing problems, a class which has received increasing attention in recent years, and which is of major importance in real world applications.Several heuristics have been proposed and tested for the probabilistic traveling salesman problem, many of which are a straightforward adaptation of heuristics for the classical traveling salesman problem. In particular, two local search algorithms (2-p-opt and 1-shift) were introduced by Bertsimas.In a previous report we have shown that the expressions for the cost evaluation of 2-p-opt and 1-shift moves, as proposed by Bertsimas, are not correct. In this paper we derive the correct versions of these expressions, and we show that the local search algorithms based on these expressions perform significantly better than those exploiting the incorrect expressions.     

Survivable networks,linear programming relaxations and the parsimonious property

We consider the survivable network design problem — the problem of designing, at minimum cost, a network with edge-connectivity requirements. As special cases, this problem encompasses the Steiner tree problem, the traveling salesman problem and thek-edge-connected network design problem. We establish a property, referred to as the parsimonious property, of the linear programming (LP) relaxation of a classical formulation for the problem. The parsimonious property has numerous consequences. For example, we derive various structural properties of these LP relaxations, we present some algorithmic improvements and we perform tight worst-case analyses of two heuristics for the survivable network design problem.The research of both authors was partially supported by the National Science Foundation under grant ECS-8717970 and the Leaders for manufacturing program at MIT.     

On stability of collaborative supplier selection

This note discusses the possibility of fair gain sharing in cooperative situations where players optimally partition themselves across a number of alternative channels. An example is group purchasing among a set of buyers facing with a range of suppliers. We introduce channel selection games as a new class of cooperative games and give a representation of their cores. With two channels (suppliers), the game has a non-empty core if the gain functions across every individual channel is supermodular.     

The symmetric quadratic traveling salesman problem

In the quadratic traveling salesman problem a cost is associated with any three nodes traversed in succession. This structure arises, e.g., if the succession of two edges represents energetic conformations, a change of direction or a possible change of transportation means. In the symmetric case, costs do not depend on the direction of traversal. We study the polyhedral structure of a linearized integer programming formulation of the symmetric quadratic traveling salesman problem. Our constructive approach for establishing the dimension of the underlying polyhedron is rather involved but offers a generic path towards proving facetness of several classes of valid inequalities. We establish relations to facets of the Boolean quadric polytope, exhibit new classes of polynomial time separable facet defining inequalities that exclude conflicting configurations of edges, and provide a generic strengthening approach for lifting valid inequalities of the usual traveling salesman problem to stronger valid inequalities for the symmetric quadratic traveling salesman problem. Applying this strengthening to subtour elimination constraints gives rise to facet defining inequalities, but finding a maximally violated inequality among these is NP-complete. For the simplest comb inequality with three teeth the strengthening is no longer sufficient to obtain a facet. Preliminary computational results indicate that the new cutting planes may help to considerably improve the quality of the root relaxation in some important applications.     

A new extension principle algorithm for the traveling salesman problem

In this paper, an algorithm for solving the asymmetric traveling salesman problem is developed and tested by computation. This algorithm is based on the extension principle by Schoch and uses the assignment problem relaxation of the traveling salesman problem for computing lower bounds. Computational experience with randomly generated test problems indicate that the present algorithm yields good results in runtime which are comparable with the results of Smith/Srinivasan/Thompson. Computational experience are reported for up to 120-node problems with uniformly distributed and approximately normally distributed cost.     

On the equivalence between some local and global Chinese postman and traveling salesman graphs

A connected graph G=(V,E), a vertex in V and a non-negative weight function defined on E can be used to induce Chinese postman and traveling salesman (cooperative) games. A graph G=(V,E) is said to be locally (respectively, globally) Chinese postman balanced (respectively, totally balanced, submodular) if for at least one vertex (respectively, for all vertices) in V and any non-negative weight function defined on E, the corresponding Chinese postman game is balanced (respectively, totally balanced, submodular). Local and global traveling salesman balanced (respectively, totally balanced, submodular) graphs are similarly defined.In this paper, we study the equivalence between local and global Chinese postman balanced (respectively, totally balanced, submodular) graphs, and between local and global traveling salesman submodular graphs.     

Hybrid Metaheuristics for the Vehicle Routing Problem with Stochastic Demands

This article analyzes the performance of metaheuristics on the vehicle routing problem with stochastic demands (VRPSD). The problem is known to have a computationally demanding objective function, which could turn to be infeasible when large instances are considered. Fast approximations of the objective function are therefore appealing because they would allow for an extended exploration of the search space. We explore the hybridization of the metaheuristic by means of two objective functions which are surrogate measures of the exact solution quality. Particularly helpful for some metaheuristics is the objective function derived from the traveling salesman problem (TSP), a closely related problem. In the light of this observation, we analyze possible extensions of the metaheuristics which take the hybridized solution approach VRPSD-TSP even further and report about experimental results on different types of instances. We show that, for the instances tested, two hybridized versions of iterated local search and evolutionary algorithm attain better solutions than state-of-the-art algorithms.     

Cores and related solution concepts for multi-choice games

A multi-choice game is a generalization of a cooperative game in which each player has several activity levels. Cooperative games form a subclass of the class of multi-choice games.This paper extends some solution concepts for cooperative games to multi-choice games. In particular, the notions of core, dominance core and Weber set are extended. Relations between cores and dominance cores and between cores and Weber sets are extensively studied. A class of flow games is introduced and relations with non-negative games with non-empty cores are investigated.     

多选择NTU结构对策下的社会稳定核心

本文研究了多选择情形下NTU结构对策及其社会稳定核心的理论和应用。定义了多选择NTU结构对策的转移率规则和支付依赖平衡性质,给出了K-K-M-S定理在多选择NTU结构对策下的一个扩展形式,并用扩展后的K-K-M-S定理证明了如果转移率规则包含某些力量函数值,且多选择NTU结构对策关于转移率规则是支付依赖平衡的,则多选择NTU结构对策的社会稳定核心是非空的。     

Conditional Viability for Impulse Differential Games

We introduce in this paper the concept of “impulse evolutionary game”. Examples of evolutionary games are usual differential games, differentiable games with history (path-dependent differential games), mutational differential games, etc. Impulse evolutionary systems and games cover in particular “hybrid systems” as well as “qualitative systems”. The conditional viability kernel of a constrained set (with a target) is the set of initial states such that for all strategies (regarded as continuous feedbacks) played by the second player, there exists a strategy of the first player such that the associated run starting from this initial state satisfies the constraints until it hits the target. This paper characterizes the concept of conditional viability kernel for “qualitative games” and of conditional valuation function for “qualitative games” maximinimizing an intertemporal criterion. The theorems obtained so far about viability/capturability issues for evolutionary systems, conditional viability for differential games and about impulse and hybrid systems are used to provide characterizations of conditional viability under impulse evolutionary games.     

A cooperative location game based on the 1-center location problem

In this paper we introduce and analyze new classes of cooperative games related to facility location models defined on general metric spaces. The players are the customers (demand points) in the location problem and the characteristic value of a coalition is the cost of serving its members. Specifically, the cost in our games is the service radius of the coalition. We call these games the Minimum Radius Location Games (MRLG).We study the existence of core allocations and the existence of polynomial representations of the cores of these games, focusing on network spaces, i.e., finite metric spaces induced by undirected graphs and positive edge lengths, and on the ?_p metric spaces defined over R^d.     

Dominating set games

In this paper, we study cooperative cost games arising from domination problems on graphs. We introduce three games to model the cost allocation problem and we derive a necessary and sufficient condition for the balancedness of all three games.     

Expanding neighborhood search–GRASP for the probabilistic traveling salesman problem

The Probabilistic Traveling Salesman Problem is a variation of the classic traveling salesman problem and one of the most significant stochastic routing problems. In probabilistic traveling salesman problem only a subset of potential customers need to be visited on any given instance of the problem. The number of customers to be visited each time is a random variable. In this paper, a variant of the well-known Greedy Randomized Adaptive Search Procedure (GRASP), the Expanding Neighborhood Search–GRASP, is proposed for the solution of the probabilistic traveling salesman problem. expanding neighborhood search–GRASP has been proved to be a very efficient algorithm for the solution of the traveling salesman problem. The proposed algorithm is tested on a numerous benchmark problems from TSPLIB with very satisfactory results. Comparisons with the classic GRASP algorithm and with a Tabu Search algorithm are also presented. Also, a comparison is performed with the results of a number of implementations of the Ant Colony Optimization algorithm from the literature and in six out of ten cases the proposed algorithm gives a new best solution.     

Extension of the 2-p-opt and 1-shift algorithms to the heterogeneous probabilistic traveling salesman problem

The probabilistic traveling salesman problem is a well known problem that is quite challenging to solve. It involves finding the tour with the lowest expected cost for customers that will require a visit with a given probability. There are several proposed algorithms for the homogeneous version of the problem, where all customers have identical probability of being realized. From the literature, the most successful approaches involve local search procedures, with the most famous being the 2-p-opt and 1-shift procedures proposed by Bertsimas [D.J. Bertsimas, L. Howell, Further results on the probabilistic traveling salesman problem, European Journal of Operational Research 65 (1) (1993) 68–95]. Recently, however, evidence has emerged that indicates the equations offered for these procedures are not correct, and even when corrected, the translation to the heterogeneous version of the problem is not simple. In this paper we extend the analysis and correction to the heterogeneous case. We derive new expressions for computing the cost of 2-p-opt and 1-shift local search moves, and we show that the neighborhood of a solution may be explored in O(n²) time, the same as for the homogeneous case, instead of O(n³) as first reported in the literature.