Premium
A Recourse Stochastic Goal Programming Approach for the Multi‐objective Stochastic Vehicle Routing Problem
Author(s) -
Masri Hatem,
Ben Abdelaziz Fouad,
Alaya Houda
Publication year - 2016
Publication title -
journal of multi‐criteria decision analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.462
H-Index - 47
eISSN - 1099-1360
pISSN - 1057-9214
DOI - 10.1002/mcda.1563
Subject(s) - goal programming , stochastic programming , mathematical optimization , vehicle routing problem , computer science , stochastic optimization , routing (electronic design automation) , operations research , mathematics , computer network
This paper addresses a multi‐objective stochastic vehicle routing problem where several conflicting objectives such as the travel time, the number of vehicles in use and the probability of an accident are simultaneously minimized. We suppose that demands and travel durations are of a stochastic nature. In order to build a certainty equivalent program to the multi‐objective stochastic vehicle routing problem, we propose a solution strategy based on a recourse approach, a chance‐constrained approach and a goal‐programming approach. The resulting certainty equivalent program is solved to optimality using CPLEX. Copyright © 2016 John Wiley & Sons, Ltd.