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1. Introduction

This paper presents a tabu search approach to solving the traveling-salesman problem with time windows (TSPTW) as defined by Baker (1983) Dumas et al. (1993) and Desrosiers et al. (1995). The objective of the TSPTW is to find an optimal tour where a single vehicle is required to visit each of a given set of locations

(customers) exactly once and then return to its starting location. The vehicle must visit each location within

a specified time window, defined by an earliest service start time and latest service start time. If the vehicle

arrives at a service location before the earliest service start time, it is permitted to wait until the earliest service start time is reached. The vehicle conducts its service for a known period of time and immediately departs for the location of the next scheduled customer. All parameters of the problem are assumed to be known with certainty.

The parameters required to define a specific instance of the problem are the travel times between all pairs of locations, [travelTime.sub.ij]; the customer's service time, [serviceTime.sub.i]; the earliest service start time, [earliestTime.sub.i]; and latest service start time, [latestTime.sub.i], for each of n customers. For algorithmic simplicity, any nonzero [serviceTime.sub.i] is added to [travelTime.sub.ij] for customer i and all customers j. If [latestTime.sub.i] is assumed to be the latest time that a service may end, then [serviceTime.sub.i] is subtracted from [latestTime.sub.i]. Thus any nonzero [serviceTime.sub.i] need not be considered explicitly by the solution algorithm after the effects are accounted for within the [travelTime.sub.ij] and [latestTime.sub.i]. We assume the [travelTime.sub.ij] satisfy the triangle inequality.

A tour is defined by the order in which the n customers are served and may be represented by

T = {[[Tau].sub.0], [[Tau].sub.1], [[Tau].sub.2],

., [[Tau].sub.n], [[Tau].sub.n 1]}, (1)

where [[Tau].sub.i] is the index of the customer in the ith position of the route. For notational convenience, in the explanations that appear below we will presume, without loss of generality, that [[Tau].sub.i] = i, [for every] i. By convention the 'customer' in position 0 and position n 1 is the depot, and the remaining customers may occupy any position from 1 to n inclusive. Define N = {the set of all customers including the depot}, so that [absolute value of N] = n 1, and [absolute value of T] = n 2. The variables required to define the tour's solution value are:

[A.sub.i] = [D.sub.i-1] [t.sub.i-1], i, (2)

[D.sub.i] = max[[A.sub.i], [earliestTime.sub.i]], (3)

[W.sub.i] = max[0, [earliestTime.sub.i] - [A.sub.i]] = [D.sub.i] - [A.sub.i], (4)

where [A.sub.i] is the arrival time, [D.sub.i] is the departure time, and [W.sub.i] is the waiting time at customer i. Whenever [W.sub.i] [greater than] 0, the vehicle arrives at customer i before [earliestTime.sub.i].

There are several objective functions that are commonly addressed in the literature (Desrosiers et al., 1995; Savelsbergh, 1992b). Some authors desire to minimize the tour's total amount of travel time, [Z.sub.t](T),

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whereas others prefer to minimize the tour completion time, [Z.sub.c](T), which equals [Z.sub.t](T) plus the sum of all the [W.sub.i]. If the time that the truck is actually absent from the depot is important, then [Z.sub.c](T) may be appropriate. However, if the actual vehicle usage is the dominant concern then [Z.sub.t] (T) may be selected.

Our preferred objective function is hierarchical in form. First we wish minimize [Z.sub.c](T); then, if there is a set of two or more tours that yield the optimum [Mathematical Expression Omitted], we wish to minimize [Z.sub.t](T), the total travel time, for all tours with [Mathematical Expression Omitted]. This hierarchical objective is practical from an operational standpoint and demonstrates the power and flexibility of the tabu search approach. This is particularly true from the view of a manager who will often desire a minimal mission completion time. Following that primary goal, a manager will desire minimum wear-and-tear or usage of the equipment. We express our hierarchical objective as

Minimize{[Z.sub.c](T)[[Z.sub.t](T)]}, (5)

where

[Z.sub.c](T) = [Z.sub.t](T) [summation of] [W.sub.i] where i = 0 to n 1 and [Z.sub.t](T) = [summation of] [t.sub.i,i 1] where i = 0 to n. (6)

Because the [earliestTime.sub.i] constraints are 'soft', only the following constraints must be enforced:

[D.sub.i] [less than or equal to] [latestTime.sub.i] [for every] i [element of] N. (7)

The [earliestTime.sub.i] become important to the problem because the [W.sub.i] are added to the objective function. Since [D.sub.i] = [W.sub.i] [A.sub.i], it follows that

[D.sub.n 1] = [W.sub.n 1] [A.sub.n 1] = [W.sub.n 1] [t.sub.n,n 1] [D.sub.n]

= [W.sub.n 1] [W.sub.n] [t.sub.n,n 1] [A.sub.n]

= [W.sub.n 1] [W.sub.n] [t.sub.n,n 1] [t.sub.n-1,n] [D.sub.n-1], (8)

so that

[D.sub.n 1] = [summation of] [t.sub.i,i 1] where i = 0 to n [summation of] [W.sub.i] [D.sub.0] where i = 0 to

n 1. (9)

Therefore [Z.sub.c](T) = [D.sub.n 1] - [D.sub.0]. If [D.sub.0] [not equal to] 0, and [D.sub.0] is itself a decision variable, then a significantly different problem arises (Savelsbergh, 1992b). In this paper we consider only the case where [D.sub.0] = 0.

We describe below a tabu search approach for the TSPTW that provides optimal or near-optimal solutions in a fraction of the time required by other methods described in the literature. Our search is not constrained to feasible solutions. During the search we penalize infeasible solutions by incorporating a penalty term, P(T):

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P(T) = K [summation of] ([D.sub.i] - [latestTime.sub.i]) where i = 0 to n, for ([D.sub.i] - [latestTime.sub.i]) [greater than] 0, (10)

where K is an input parameter.

Tabu search uses adaptive memory structures based on identifying and monitoring solution attributes during the course of the search. Our approach combines two different themes from the literature, which alternately focus on the use of fine-gauge and broad-gauge attribute definitions. The fine-gauge definitions that we employ follow the model of reactive tabu search, which generates attributes by hashing functions with the goal of allowing a single attribute to correspond uniquely to a given solution. The approach encourages diversification of the search as a result of its ability to detect cycling and to alter the search parameters to avoid cycling during subsequent iterations. The broad-gauge definitions that we employ follow the theme of allowing an attribute implicitly to represent a subset of solutions, and thus encourage diversification at a different level.

The paper is organized as follows. Section 2 gives a brief overview of the literature relevant to our approach to the TSPTW. Section 3 describes our tabu search approach to the TSPTW. Section 4 presents the results of an extensive computational analysis using a standard set of test problems. Finally, Section 5 outlines conclusions and recommendations for further research.

2. Literature review

The TSPTW has not received as much attention as its special case, the traveling-salesman problem (TSP), or as its generalizations in the class of vehicle routing problems with time windows (VRPTW). In a very real sense, it stands in the gap between these two more popular problems. The TSPTW is most closely related to the shortest-path problem with time windows (SPPTW), the vehicle routing problem with time windows (VRPTW), and the pick up and delivery problem with time windows (PDPTW). To understand the effects of the time window constraints on the TSPTW an acquaintance with previous work on these related problems is necessary. Desrosiers et al. (1995) and Savelsbergh (1992a) present very good overviews of the preceding work on the TSPTW. Solomon and Desrosiers (1988) present a brief survey of the TSPTW and related time window constrained problems. Baker (1983) presents a very compact formulation of the TSPTW. Most approaches to the problem that seek to obtain and prove a globally optimal solution are based on dynamic programming (DP) as in Christofides et al. (1981), Dumas et al. (1993), and Desrosiers et al. (1986). Other optimal approaches are branch-and-bound based algorithms such as that presented in Baker (1983). The most well-known heuristic approaches are the k-opt approach of Savelsbergh (1985, 1990) and the more recent work of Van der Bruggen (1993).

Analysts use three primary formulations to study the structure of the TSPTW. The first formulation

(Desrosiers et al., 1994; Solomon and Desrosiers, 1988) is based on a set of continuous time window feasibility variables, and a set of (0,1) variables that indicate whether a pair of customers are adjacent on the tour and visited in a specific order. Dynamic programming formulations for this problem class are presented in Christofides (1981) and Dumas et al. (1992). The third formulation (Baker, 1983) uses only continuous decision variables on a disjunctive network to specify the time that the vehicle encounters each node. This formulation employs constraints that are based on the absolute value of the difference of the decision

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variables. While Baker's formulation is linear in terms of the decision variables, the constraints would lead to

a possible set of [2.sup.n] linear programs if every combination were analyzed. Baker's algorithm branches on the selection of the node ordering and then solves the dual of the problem to determine the bound to the problem. Baker's dual problem is an easily solved longest path network formulation.

A common characteristic of optimal algorithms is their heavy reliance on time window relationships to

sufficiently reduce the dynamic programming state-space and to restrict the number of feasible solutions so that dynamic programming approaches are computationally practicable. Ultimately, it is the time window constraints that determine whether the problem is tractable from an optimal algorithm perspective.

The TSPTW is not as 'well solved' as the TSP, primarily because the nature of the time window constraints requires that two separate but related questions be answered. The first question is whether a specific TSPTW possesses a feasible solution. The second question is associated with the difficulty of finding an optimal solution to the TSPTW. Savelsbergh (1985, 1992a) proves that finding a feasible solution to the general TSPTW is a strongly NP-complete problem. Thus finding an optimal solution to the TSPTW is a strongly NP-hard problem.

However, in some TSPTW instances it is very easy to find a feasible solution. The special case where the smallest [latestTime.sub.i] is greater than the length of the longest tour in the problem, and all [earliestTime.sub.i] = 0 reduces to the TSP where any permutation of customers is a feasible solution. In the Vehicle Scheduling Problem (Bodin et al., 1983), a special case of the TSPTW where [latestTime.sub.i] = [earliestTime.sub.i][for every] i, it is a simple matter to find the feasible solution, if one exists. In general, as the width of the time windows increases, it is easier to find a feasible solution to the TSPTW because the TSPTW approaches the TSP.

In practice, many heuristic or approximate algorithms described in the literature, i.e., Savelsbergh (1985), and Van der Bruggen et al. (1993), start from a feasible solution and require that all subsequent solutions be feasible. This is a viable approach for many problem instances.

The VRPTW is a generalization of the TSPTW where more than one vehicle with finite capacity is available to serve the customers. Desrochers et al. (1992) formulate the VRPTW by employing a set-partitioning model and using a column generation approach to solve the problem in two phases. First, they use linear programming (LP) to solve a set-covering relaxation of the original problem. The dual variables are used as input to a DP subproblem to determine the minimum-cost routes that satisfy feasibility constraints. The DP subproblems output new feasible routes, which are then appended to the master problem, which is again solved by LP. The procedure iterates between the master problem and subproblems until no improving routes are found. The algorithm ensures feasibility by employing a branch-and-bound scheme to force a feasible integer solution to the problem.

The DP subproblem is of interest here because it determines single-vehicle subtours that are feasible with respect to the time-window and vehicle capacity constraints, i.e., each subproblem is a capacitated SPPTW.

It is in this context that Desrochers et al. (1992) address the computational complexity of the SPPTW as a

function of the time window parameters and propose three DP solution procedures for the subproblems (Desrochers et al., 1992, p. 347). Many authors cite the width of the time windows as the main determinant

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of the ability of an optimal procedure to solve a particular problem (Solomon and Desrosiers, 1988; Dumas et al., 1993).

Because the width of the time windows determines the solution difficulty for a TSPTW, a great amount of attention has been given to methods to reduce time window width. Desrochers et al. (1992) outline four procedures that are applied sequentially until no further reduction in the time windows is found. In related work, many researchers have developed methods to eliminate arcs from the underlying DP network structure, thereby eliminating the need to consider arcs and states that lead to obvious infeasibilities. Desrosiers et al. (1995) cite arc elimination work done by Langevin et al. (1990) to reduce the set of feasible arcs under consideration.

If the TSPTW time windows are so wide that they present no limitation, any ordering of the customers is

feasible. However, as the widths of the time windows narrow, these constraints may cause feasible solutions

to the TSPTW to be more and more remote from one another. In fact, Van der Bruggen et al. (1993) construct examples where no reasonable neighborhood structure allows connectivity of these feasible solutions. Indeed, it is possible to construct example problems where the unique optimum solution is disjoint from all other feasible solutions for reasonable search neighborhoods.

3. A tabu search approach to the TSPTW

3.1. Overview

The rich nature of the TSPTW requires an algorithm that is robust with respect to parameter settings across

a wide spectrum of constraints, objective functions and time window widths. These considerations led to

the selection of tabu search as our primary metaheuristic search technique. Because several authors have given in depth discussions of tabu search (see, for example, Glover and Laguna, 1993), we will forgo a detailed discussion of tabu search. In essence, tabu search avoids becoming trapped in local optima by exploiting memory and data structures that prevent immediately moving back to a previously examined solution, and more generally prevent moving to solutions that share certain attributes with previous solutions. Tabu search proceeds by defining a current solution. A neighborhood structure is then imposed

that enables the algorithm to develop other solutions from the current solution. A candidate list of the neighbors is examined to determine the best move available in terms of the selected objective function. The current solution is updated to the best of the neighbors that is not tabu. Common forms of memory include recency-based and frequency-based memory. Defined relative to recency-based memory, a neighbor is tabu

if it has an 'attribute' (which may be a combination or function of elementary attributes) that has appeared in a solution within a designated number of previous algorithm steps. The primary parameter required for

this type of memory is the 'tabu length', which is usually the number of algorithm steps for which the designated attribute is declared tabu. Often, tabu search algorithms incorporate 'aspiration criteria' to allow

a tabu move to be accepted whenever such a move is deemed advantageous to the search. Other

procedures can be designed to encourage the algorithm to intensify or diversify the search. Those incorporating frequency-based memory keep track of how often solution attributes occur in different classes of solutions visited. A strict diversification approach, for example, keeps track of attribute frequencies over all solutions visited during the history of the search (or of the search within a given region). Then diversification is initiated by seeking to discourage moves to solutions that embody higher-frequency attributes or to encourage moves to solutions that embody lower-frequency attributes. A strict

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intensification approach instead keeps track of frequencies over sets of elite solutions (which may be differentiated by clustering). During an intensification phase, high-frequency attributes from an elite domain are encouraged or even 'locked in'. Ideally, intensification and diversification should not be independent but allowed to interact so that each makes reference to the relevant influences from the other. Within a framework that varies the emphasis on such influences, the tabu search method terminates after a designated number of iterations or a stated amount of computation time.

Tabu search may be described as a feedback-driven approach, where the reliance on adaptive memory determines both the form and the use of this feedback. Motivated by the concern for robustness, we decided to adapt the Reactive Tabu Search procedures described by Battiti and Tecchiolli (1994) to the TSPTW. Reactive tabu search uses a memory structure based on coded attributes, determined by hashing, which provide a fine-gauge screening to differentiate between different individual solutions. Other forms of tabu search typically rely on memory structures based on a courser level of differentiation, embodied in broad gauge attributes, thus focusing more strongly on 'features' that may be shared in common by multiple solutions. Neither reactive tabu search nor standard tabu search excludes the types of memory used by the other, but each has its apparent predominant emphasis. Our approach blends these two themes, by memory structures designed to derive the benefits of both fine-gauge and broad-gauge attribute definitions.

Reactive tabu search stresses the use of routines that automatically adjust the search parameters based on the quality of the search. Such an automatic response mechanism is characteristic of many tabu search procedures, according to how 'quality' is defined. In the fine-grain view of reactive tabu search, quality is determined by the number of iterations since the last time a particular solution was visited. High-quality searches do not frequently cycle through the same solution. (In other tabu search approaches, quality often depends instead on seeking to avoid repetition of 'key attributes' at a broader level, via frequency-based memory.) The analyst chooses length of cycle, multiplicative factors for the amount of tabu length increase or decrease as input parameters. The algorithm proceeds as follows (within the context of the usual tabu scheme):

1. The tabu algorithm moves to a neighbor solution.

2. The algorithm determines whether this particular solution has been visited before.

(a) If the solution has been visited within the designated minimum cycle length, the tabu length is

increased by a predetermined factor.

(b) If the solution has never been visited, it is added to the solution structure.

The algorithm also tracks the number of iterations since the last time a change in the tabu length occurred. If a selected number of iterations has passed, then the tabu length is decreased. As recommended by Battiti and Tecchiolli (1994), our algorithm computes a moving average of the cycle lengths that are less than the allowed length. The tabu length is decreased if the algorithm performs more iterations than this moving average without having changed the tabu length.

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3.

If all candidate neighbors are tabu and none meets the aspiration criteria, the algorithm will allow a move

to the neighbor with the smallest move value regardless of its tabu status. A concurrent decrease in the tabu length is performed. (This can occur when the tabu length becomes very large and the current solution has a very small number of permissible moves.)

3.2. Reactive tabu search and hashing structures

Reactive tabu search requires efficient identification of previously visited solutions. For this, as previously intimated, it effectively creates coded attributes by hashing. (This is an instance of the general approach of creating new attributes as functions of other attributes.) We use a two-level open hashing structure (Horowitz et al., 1993) for this identification process. One characteristic of an effective hashing structure is that it must minimize the occurrence of collisions (Woodruff and Zemel, 1993), i.e., when two nonidentical tours are incorrectly determined to be identical. A collision causes the reactive tabu search to proceed incorrectly, behaving as if a previously visited tour has been found. The only way to be certain that collisions are avoided is to compare the current tour's vector (customer sequence) to the solution vector of every tour previously visited. The algorithm would have to store the complete solution vector for all tours visited, and then compare the vectors position by position. This would be very inefficient. The two-level hashing, described below, yields a very small chance of collisions, and is efficient in terms of computational effort and memory use.

The first level of hashing uses an array called the hash table that enables the algorithm to efficiently store and access tours. The 'hashing function', f(T), assigns the tour T to an element in the hash table. The actual value stored in the array element is the location of the tour's identification values in the computer's memory. The hashing function we used is based on the tour's objective function value:

f(T) = [Z(T)] mod k. (11)

Note that 0 [less than or equal to] f(T) [less than or equal to] k - 1, and that the hash table is a k-dimensional array. In our computational work we set k = 1009 because it is a prime number, does not force unreasonable storage requirements, and is larger than most of the objective function values that we expected to encounter.

Because more than one tour might yield the same f(T), f(T) cannot be used to verify identical tours. To overcome this limitation, we store four values associated with each tour within the hash table as shown in Fig. 1:

1. The computer memory location of another tour with the same value f(T).

2. P(T), the infeasibility penalty term for the tour.

3. The tour hashing value (thv), based on the order of the customers in the tour.

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4. The iteration when the tour was last visited.

The first value links all tours with the same f(T) in one 'chain'. If their penalty terms are not identical, two tours on the same chain are not identical. If P(T) for the current tour matches P(T) for a tour in the chain, the second level of hashing is invoked by comparing the tour hashing values (Woodruff and Zemel, 1993). The tour hashing value is the transformation of a tour solution vector into an integer. To compute the tour hashing value, we generate a vector of random numbers [Psi](i) in the range (1, 131072) for each i = 0 to n 1. The tour hashing value is computed as follows:

thv (T) = [summation of] [Psi] ([Tau] [i]) [Psi] ([Tau] [i 1]) where i = 0 to n. (12)

In our application, the tour hashing value is stored as a unsigned integer value, which allows integers up to [2.sup.32]-1 (4 bytes). There is an extremely small chance that a collision will occur with this hashing function (Woodruff and Zemel, 1993; Carlton and Barnes, 1995). Another direct benefit of having this information available is the ability to determine with reasonable certainty how many different tours are visited as well as the number of feasible tours that are visited.

In summary, the two-level hashing proceeds as follows:

1. Once a tour is accepted as the incumbent tour, compute f(T) and thv(T).

2. Compare the values of P(T) and thv(T) for the incumbent tour with the values of every tour in the chain linked to hash table element f(T).

3. If both values P(T) and thv(T) match the stored values, then the tour is being revisited.

4. If the tour is revisited, compute the cycle length and change the tabu length if required.

5. If no match is found, add the tour to the chain.

3.3. The starting solution

Because the search will not be constrained to feasible solutions, any TSP tour will suffice as a starting solution. However, it is reasonable that a starting tour should satisfy the condition: if [e.sub.j] [t.sub.ji] [greater than] [latestTime.sub.i] then i precedes j. While enforcing this condition, we select the initial tour as the tour whose order corresponds to the order of the midpoint of the respective time window. Specifically, if 1/2 ([latestTime.sub.i] [earliestTime.sub.i]) [less than] 1/2([l.sub.j] [e.sub.j]) then i precedes j.

(13)

After implementing the iterative four-step process of time window reduction as outlined in Desrochers et al. (1992), the starting tour is the tour that results by sorting the customers into the order of increasing average time window value while enforcing the initial time window feasibility condition. The midpoint of the time window is suggested by the work of Van der Bruggen et al. (1993). The algorithm computes the initial [Z.sub.c](T), [Z.sub.t](T), P(T), thv(T) and initializes the parameters in preparation for the search.

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3.4. The neighborhood structure

Tabu search uses the neighborhood structure to develop new solutions that are related to the current solution by an elementary rearrangement of the solution values. Savelsbergh (1985) uses a 2-opt structure for a symmetric TSPTW, and other authors use the move procedure proposed by Or (1976). The Or-opt move structure is a subset of the 3-opt neighborhood. The structure we first investigated was a subset of 1-Or moves and is based on the ideas suggested by the disjunctive graph formulation in Baker (1983).

Van Laarhoven et al. (1992) and Barnes and Chambers (1995) model the general job shop scheduling problem by using a disjunctive graph network as the underlying structure. Their neighborhood structure selects two jobs that are adjacent on the critical path and reverses their position. This accomplishes two significant tasks. First, reversal of arcs on the critical path are the only moves that may lead to improved solution values. Secondly, reversal of arcs on the critical path will never lead to a subsequent cyclic digraph (Van Laarhoven et al., 1992, p. 118). In the TSPTW context, Fig. 2 illustrates that a similar reversal of adjacent customers on the critical path corresponds to a 'swap' of the customers' positions within the tour.

This reversal of customers in the tour corresponds to one element of the 2-opt neighborhood of moves. If the adjacent customers are i and i 2, then arcs (i - 1, i) and (i 1, i 2) are replaced by arcs (i - 1, i 1) and (i, i 2). This 'swap' move is also one element of two Or-opt moves families, where customer i is repositioned after customer i 1 (1-Orf), or customer i 1 is repositioned before customer i (1-Orb). If the symmetry property ([travelTime.sub.ij] = [t.sub.ji][for every], j) is violated, there can be no true 2-opt neighborhood, because the reversal of two adjacent customers implies that the arc (i, i 1) is traversed in the opposite direction. Because symmetry is lost in any instance that does not have equal service times at all customers, practical routing and scheduling problems with service times at each customer rarely possess the symmetry property. In the absence of symmetry, the arc (i, i 1) must be replaced with the arc (i 1, i) and the resulting potential change in the path must be considered. Similarly, for any removal of arcs (i - 1, i) and (j, j 1) where i and j may not be adjacent, the arcs in the path (i, j) must be replaced with arcs in the path (j, i).

Because this neighborhood is a subset of the 2-opt and Or-opt neighborhood, it is limited and our initial computational studies indicated the need to increase the size of the neighborhood while retaining the properties related to the disjunctive graph representation of the problem. The next neighborhood we considered was the neighborhood of 'insertion' moves. As illustrated in Fig. 3, an insertion move corresponds to an Or-opt move of one customer who is removed from its current position and placed d

positions later (for d [greater than] 0) or earlier (for d [less than] 0) in the tour. We therefore define the

neighborhood of moves as follows: given a tour at some iteration k, [T.sub.k] = {0, 1, 2,

the neighborhood is the set of all moves that remove customer i from its current tour position, and then insert customer i later or earlier in the tour. The number of positions that customer i is moved is the depth, d, of its insertion. For example, if we insert customer i earlier into the tour before customer j, where j = i - 3, then this is an I(i, -3) move. If customer i is inserted later in the tour after customer j = i 4, then this is an I(i, 4) move. Note that move I(i - 1, 1) is equivalent to move I(i, -1). An insertion move, I(i, [ or -]d), is equivalent to a sequence of d swap moves and therefore corresponds to a sequential application exchanging the orders

., i, i 1,

., n, n 1};

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of adjacent customers one at a time. This permits the application of a sequence of incremental move value evaluations.

There are two natural ways to restrict the candidate set of moves. One way to restrict the set of candidate moves is by restricting the 'depth' of the search. Another way is to restrict the search by using strong time- window constraints that restrict the candidate set to those moves that do not violate the strong time- window infeasibility conditions described in the next section.

3.5. Strong time-window in feasibility

The most powerful way to exploit an inherent time-window relationship between customers is to detect a condition of 'strong time-window infeasibility' and to use this condition to restrict the candidate moves under consideration. We use such relationships to eliminate an entire set of moves from further consideration without unduly restricting the algorithm's ability to move to 'good' regions of the solution space. We begin with the following definitions:

* A customer i is said to be 'strongly time-window infeasible' with respect to customer j if [e.sub.j] [t.sub.ji]

[greater than] [latestTime.sub.i]. This implies that customer i must always precede customer j in the tour. If both [e.sub.j] [t.sub.ji] [greater than] [latestTime.sub.i] and [earliestTime.sub.i] [travelTime.sub.ij] [greater than] [l.sub.j], then the TSPTW has no feasible solution.

* A customer i is said to be 'weakly time-window infeasible' with respect to customer j if [D.sub.j] [t.sub.ji] [greater than] [latestTime.sub.i].

* IE(i, j) is the earlier insertion of customer i immediately before customer j.

* IL(i, j) is the later insertion of customer i immediately before customer j.

Proposition 1. If customer j is strongly time-window infeasible with respect to customer i, IE(i, j - k) is infeasible [for every] k: 0 [less than or equal to] k [less than] j.

Proof:

[D.sub.i] = max ([earliestTime.sub.i], [D.sub.j - k - 1] [t.sub.j - k - 1], i) [greater than or equal to] [earliestTime.sub.i]. (14)

[D.sub.i] [t.sub.i,j - k] [summation of] [t.sub.p,p 1] where p = j - k to j - 1 [greater than or equal to] [earliestTime.sub.i] [travelTime.sub.ij] [greater than] [l.sub.j]. (15)

Similarly, IL(j, i k) is infeasible [for every] k: 1 [less than or equal to] k [less than] n 1 - i. The proof follows likewise.

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This implies that if customer i is inserted before customer j or customer j is inserted after customer i, there can be no resulting tour that will be feasible. Unfortunately, weak time-window infeasibility does not offer the same restrictive properties.

Proposition 2: If customer j is weakly time-window infeasible with respect to customer i, IE(i, j - k) may be feasible for some k. This occurs if both the travel time from j - k - 1 to j decreases more than [D.sub.j] - [l.sub.j] and the departure time at customer j can be moved earlier by at least [D.sub.j] - [l.sub.j].

Fig. 4 illustrates this concept.

In summary, if a customer j is time-window infeasible, then some insertions may eliminate or reduce the infeasibility at customer j unless the customer is strongly time-window infeasible with respect to customer i.

In this case the only insertion that may lead to time-window feasibility is to perform one of the moves: IL(i, j k) for k [greater than or equal to] 1, or IE(j, i - k) for k [greater than or equal to] 0. Conversely, if customer i is

strongly time-window infeasible with respect to customer j, then for a tour {0,

never be feasible to perform the move IE(j, i - k) for k [greater than or equal to] 0, or IL(i, j k) for k [greater

than or equal to] 1.

., i,

., j,

., n 1}, it will

3.6. The move evaluation

Multiple move structures and choice rules, executed either in alternation or in combination (as by 'voting'), are a common theme in the tabu search literature, particularly in conjunction with 'strategic oscillation' processes (see, for example, Glover, 1977). Van der Bruggen et al. (1993) construct a local search algorithm by repeatedly cycling through a series of different move structures. They limit their approach to a simple form of frequency-based memory for guidance, in what may be viewed as a classical type of intensification procedure. They state 'the arc-exchange procedures have been selected such that the most effective procedures are used most frequently' (Van der Bruggen et al., 1993, p. 305). The procedures used most frequently are the 2-opt, 1-Orf, and 1-Orb moves. The 1-Orf is equivalent to the I(i, d) move for d [greater

than] 0, and the 1-Orb is equivalent to the I(i, d) move for d [less than] 0. A k-Or move repositions a string of

k nodes either later or earlier in the tour. Define an Or move at depth 1 as 1-Orb = 1-Orf = I(i, 1), = I(i 1, -1).

These moves are only the sets of moves such that customer i swaps place with customer j = i 1 in the tour. Now also define 1-Or at depth k to be the set of moves such that a customer is moved k places earlier in the tour for k [less than] 0, or k places later in the tour if k [greater than] 0. Note that a 1-Or depth (-2) is exactly the same as a 2-Or depth (1), and that a 1-Or depth (3) = 3-Or depth (-1). In general:

[Mathematical Expression Omitted]. (16)

It has already been noted that a move 1-Or depth ([ or -]1) are 'swap' moves, so consequently the moves

k-Or depth (j) = k-(1-Or depth(j))

= k-(j-Or depth([ or -]1))

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= kj-(1-Or depth([ or -]1))

= kj-('swap' moves). (17)

These results establish several things. First, the 'swap' move is a reasonable foundation for a move structure. Every Or move can be replicated with a sequence of swap moves. Secondly, swap moves are subsets of the 2-opt neighborhood for a problem that has a symmetric time/distance matrix, and is a subset of the 3-opt neighborhood for the asymmetric case. Thirdly, the 1-Or family of moves is effective because it evaluates a subset of the other k-Or moves directly as a by-product, i.e., there is duplication of effort if one searches all of the 1-Or moves and then separately examines all of the k-Or moves. Finally, as noted by Savelsbergh (1985), the k-Or family of moves preserves the natural ordering of any sequence of time-window feasible customers.

Given this information and a starting tour, [T.sub.0], for i = 1 to n - 1, we incrementally search all of the transitions that examine I(i, d) insertions of customer i, d positions later in the tour, stopping when i is positioned before customer n 1 (depot). Then, for i = 3 to n, we incrementally (examine all I(i, -d) insertions of customer i, d positions earlier in the tour for d [greater than] 2. We begin at depth 2 because all moves I(i, 1) = I(i 1, -1) of every customer were previously examined. We further restrict the search by using the conditions of strong time-window infeasibility so that if customer i is strongly time-window infeasible with respect to customer j, then i is never inserted after j and j is never inserted before i. This sequence of potential moves is evaluated incrementally by performing a sequence of swap moves based on the incumbent tour.

At iteration k, let [T.sub.k] be the current tour and let [Mathematical Expression Omitted] be the neighborhood of tours reachable in one move from [T.sub.k]. The tabu search algorithm must determine which member of [Mathematical Expression Omitted] will be selected as [T.sub.k 1]. This choice is made by selecting the nontabu move I(i, [ or -]d) with the best move value, i.e., the one that yields the algebraically smallest move value of Z([T.sub.k 1]).

Any move value consists of three components, the change in the travel time, [Delta]T, the change in the waiting time, [Delta]W, and the change in the penalty for lateness, [Delta]P. Although [Delta]T is easy to compute in constant time, [Delta]W and [Delta]P are more difficult because they can be computed only by traversing the entire proposed [T.sub.k 1]. Rather than compute each component individually, we chose to compute

Delta](tour completion time) = [Delta]T [Delta]W,

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with the move cost for I(i, [ or -]d) equal to [Delta](tour completion time) [Delta]P. This value is computed incrementally as i moves through the tour, but is still the most time-consuming procedure within the algorithm.

The addition of time windows makes the efficient computation of move values difficult. Savelsbergh (1985) has developed constant-time methods for evaluating moves that are a subset of the 2-opt class. However, Savelsbergh's procedure requires that the search remain feasible at every step. The problem becomes much more complicated when infeasible moves are allowed because of the potential effect that a move has on customers that are serviced later in the tour. For example, a move that reduces the travel time between customers i and j in a feasible [T.sub.k] will yield a feasible [T.sub.k 1]. However, if a move reduces the travel time between nodes i and j in an infeasible [T.sub.k], there is no easy way to assess the feasibility of [T.sub.k 1]. The feasibility of customers after j in [T.sub.k 1] is a function of both the amount of infeasibility after customer j and the waiting time after customer j. Even more of a complication is that the subsequent feasibility is affected by the location of the waiting and infeasibility in the tour after customer j. In short, given that one starts from an infeasible [T.sub.k], there is apparently no good way to assess the feasibility of [T.sub.k 1] unless one completely evaluates [T.sub.k 1].

3.7. The tabu criteria, tabu length, and tabu data structures

Tabu search algorithms use short-term memory functions to determine whether a solution with a particular attribute has been visited before. With recency-based memory, if the algorithm detects that the candidate solution (or, more precisely, a particular collection of its attributes) has been visited within a prespecified number of iterations, then the candidate move is declared 'tabu'. The number of iterations for which this move is not allowed is called the tabu length. The selection of the attribute to be examined, the data structure used, and the tabu length are critical to the success and efficiency of the search. Another important consideration in the design of the tabu search algorithm is the selection of the aspiration criterion. In our algorithm, the aspiration criterion is invoked whenever a move is found that yields an objective function value lower than any previously found value.

The data structure we employ for a broad-gauge definition of move attributes is an (n 1) x (n 1) array called tabu_list(i, j). The rows of tabu_list(i, j) correspond to each customer number. The array column index corresponds to each tour position. Thus the attributes we track are the occurrence of customers in given tour positions. This array stores the value of the current iteration, k, plus the current value of the tabu length, k tabu_length. Again, assume that at the current iteration all customers are renumbered so that their position in the tour is their customer number. If move I(i, d) is accepted, the value k tabu_length is stored at tabu_list(i, i). This prevents any 'return' move of the customer to position i for tabu_length iterations.

Customer i could be moved from its new position by being directly chosen for another move at some future iteration. Customer i also could move from its new position indirectly as the result of the movement of other customers. Our tabu restriction takes both of these possibilities into consideration because failure to do so could cause indefinite 'indirect cycling' between two or more customers. Discussions of such memory structures and associated tabu restrictions may be found in Glover and Laguna (1993).

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Using this broad-gauge attribute memory, the algorithm can verify all of the tabu conditions by a one-step check of the candidate move under consideration, I(i, d). If the current iteration k [less than or equal to] tabu_list(i, i d) then the move is tabu and is not allowed unless it leads to a value for the objective function that is lower than any value previously encountered. One possible benefit of the fine-gauge memory of the hashing structure is that one can identify precisely whether a specific tour has been visited. Because the tour hashing value and the iteration when the tour was last visited is immediately available within the hashing table, we applied an 'exact' tabu criterion to the algorithm. This criterion was not based on a broad-gauge attribute of the move. Rather, the tabu status of a candidate tour was determined by searching the hashing table to see whether a tour with the same hashing value had been previously visited. The exact criterion simply computed the tour hashing value for the candidate move and if that hashing value appeared in the structure, the iteration when it was last visited was returned. Then the iteration last visited tabu_length was compared with the current iteration to determine the tour's tabu status. This approach yielded results poorer than those from the tabu criteria based on broad-gauge positional attributes as described above.

The attribute we selected to define the tabu status is derived from attributes described by Malek et al. (1989). They also report that tabu 'list sizes of the order of the size of the problem' seemed to perform well. This observation and some initial computational studies indicated that we should set tabu_length = min(30, number of customers). This initial tabu length value has given consistently good performance in conjunction with the previously described reactive tabu search attributes.

3.8. Selection of the new incumbent tour

Most tabu search algorithms choose to move to the neighbor tour that has the smallest move value on a candidate list. Indeed, this is what our algorithm does if we are minimizing either [Z.sub.c](T) or [Z.sub.t](T). For the hierarchical objective, [Z.sub.c](T)[[Z.sub.t](T)], simply moving to the tour that has the smallest [Z.sub.c](T) is insufficient. The difference is that we move to the neighbor that has the smallest [Z.sub.t](T) from among the neighbors that have the smallest [Z.sub.c](T), provided that the move is not tabu.

4. Computational results

The 145 symmetric, Euclidean TSPTW problems we studied are from Dumas et al. (1993). Exclusive of the depot, the problems range from 20 to 200 customers with varying time windows and customer coordinates randomly chosen on the interval (0, 50). Inter-customer Euclidean distances are truncated integers, and are modified whenever the triangle inequality is not satisfied. Using a second-nearest-neighbor TSP tour based on the coordinates, Dumas et al. (1993) computed the arrival time at each customer and then used that time as the 'midpoint' of the time window for customer i: mp(i). Next, for a specified time window width w, the authors generated two random numbers, [r.sub.1](i) and [r.sub.2](i) in the range (0, w) for each customer. The time window for customer i is [earliestTime.sub.i] = max(0,mp(i) - [r.sub.1](i)) and [latestTime.sub.i] = mp(i) [r.sub.2](i). This yields an average time window width of w for the particular problem set and guarantees at least one feasible tour for each problem. Note that the arrival time at each customer corresponding to the second-nearest neighbor tour is not the midpoint of the customer's time window. Dumas et al. (1993) have noted that the optimal TSPTW tours have very few arcs in common with the second-nearest neighbor tour. (We generated very few feasible initial tours with the method described in Section 3.3.) Dumas et al. (1992) used average time window widths of 20, 40, 60, 80, and 100 units to

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generate the time windows. There are five problems for each combination of the number of customers and time window widths in Table 1. Our algorithms are coded in C and the tests were conducted on an IBM RISC 6000 workstation. The code was compiled with the standard C compiler using optimization flag '-03'.

For comparison purposes with Dumas et al. (1993), the algorithm was run on all problems with the objective minimize [Z.sub.t](T). Table 2 shows our reactive tabu search algorithm results for the following parameter settings:

Penalty factor, K = 1.0;

Maximal depth, d = the number of customers in the problem;

Tabu_length = min (30, number of customers);

Tabu_length increase factor = 1.2;

Tabu_length decrease factor = 0.9;

Minimum cycle length allowed = 50.

Table 1. Layout of TSPTW test problems

Average time window widths

 

20

40

60

80

100

Nodes

20

5

5

5

5

5

40

5

5

5

5

5

60

5

5

5

5

5

80

5

5

5

5

5

100

5

5

5

5

150

5

5

5

200

5

5

In six of the more difficult problem classes, those with 100 or more customers having time window widths of 40 or greater, an initialization phase of 100 moves with K = 0.25 was implemented before continuing the search with K = 1.0. The smaller penalty in the initialization phase has the effect of freeing the search in the

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earliest stages from as great an affinity for feasible solutions and allows a quicker approach to good solutions in the more difficult problem classes.

The first two columns of Table 2 identify the problem class addressed in each row. Column four gives the average value of the minimal [Z.sub.t](T) for the five problems in each class and column three gives the average [Z.sub.c](T) associated with the minimal values of [Z.sub.t](T). Columns five and six give the average number of moves and the average computation times (in seconds), respectively, required to obtain the minimal [Z.sub.t](T). Column seven gives the optimal average solution for each class and column eight gives the average seconds of time required by the algorithm of Dumas et al. (1993). Column nine gives the time for which our algorithm was allowed to run on each problem in the class. Unfortunately, optimal results are available from Dumas et al., only for each class of five problems and not for individual problems (E. Gelinas, personal communication). Finally, the last column gives the average percentage deviation from the optimum for our algorithm's best solutions to the five problems in the class.

Dumas et al. (1993) do not provide the average optimal solutions for the n80w100, the n100w80, or the n150w60 problem sets. This is because either the memory requirements were too large, or the run time was excessive when applying their algorithm. The TS algorithm does not exhibit such problems and can attack larger problems both in number of customers and the width of the time windows.

Our computation times do not include the time required to convert the customer (x, y) coordinates to a time/distance matrix, but they do include the time to [TABULAR DATA FOR TABLE 2 OMITTED] perform time window reductions and the time required to construct the initial solution. In all cases, the average [Z.sub.t] (T) produced by the tabu search algorithm is no worse than 0.78% higher than the average optimal solution for a class. In the classes where the optimal solution is known, but is not found, for all problems in the class, the algorithm averages within 0.36% of the optimal solution. This implies that the tabu search finds the optimal solution for many of the individual problems, and is very close to the optimal solution for the remaining problems.

Table 3 presents the results for the tabu search algorithm applied against the hierarchical objective function min {[Z.sub.c](T)[[Z.sub.t](T)]}. The results show that the algorithm is flexible and can be easily applied to different objective functions. In 23 of the 30 problem classes, the hierarchical objective returned smaller values [Z.sub.c](T) and it failed to return a smaller [Z.sub.c](T) in only one class, n60w60.

Because the algorithm is not restricted to remain feasible, it often returns many 'super-optimal' solutions that are only slightly infeasible and may be attractive alternatives to the decision maker because of their significant decrease in travel time and/or completion times. For example, consider the last of the problems with 150 customers and time windows of width 60 units. Our best feasible solution for the study documented in Table 2 yielded [Z.sub.c](T) = 1001 and [Z.sub.t](T) = 850. However, the method also provided a routing with [Z.sub.t](T) = 835, which incurred a P(T) = 4 where 2 of the 150 customers experienced an extension of 1 unit in their required [latestTime.sub.i], and one customer experienced a 2 unit lateness of departure. The decision maker could use this information to assess whether the marginal violations of the

[latestTime.sub.i] would be justifiable in view of a reduction of 15 units in the [TABULAR DATA FOR TABLE 3

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OMITTED] route's total travel time. Indeed, the method identified 113 routes that had a [Z.sub.t](T) less than 850 with P(T) less than or equal to 5 units. This kind of information can be extremely valuable to practical decision makers where the [latestTime.sub.i] constraints can often be negotiated with individual customers for a mutual gain.

The results presented in Tables 2 and 3 were obtained without 'tuning' the algorithm to the problem set studied. The reactive tabu search seems to be robust across a wide range of problem types and parameter settings.

5. Recommendations for further research

The primary goal for future research is to extend and apply the general framework presented above to problems of a more complicated nature that often occur in practical settings. Augmentations to be addressed in the near future include limitations on the length of the route and limitations on the duration for which a vehicle may operate. The next major area for further research is the application of this approach to problems with multiple vehicles. The multiple-vehicle TSP (m-TSP) is easily transformed into an equivalent TSP. Based on this transformation, the tabu search approach to the TSPTW detailed here should be applicable to the m-TSPTW problem with only minor modifications. After refining the approach for the multiple-vehicle TSPTW, the addition of vehicle capacity constraints will permit extension of these techniques to the design and implementation of practical vehicle routing and scheduling problems faced daily by various entities within the private and public sectors.

Acknowledgements

We thank Jacques Desrosiers and Eric Gelinas for providing the test problems and optimal results and also for providing helpful comments and insights to the TSPTW. We also acknowledge insights provided by Roberto Battiti, Giampietro Techiolli and Dave Woodruff that assisted us in the design and implementation of reactive tabu search and hashing schemes used herein.

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