A Learning-Based Matheuristic for Stochastic Multicommodity Network Design
Fatemeh Sarayloo, Teodor Gabriel Crainic, Walter Rei
INFORMS Journal on Computing · 2021 · Volume 33 · Issue 2
Abstract
This paper proposes a solution approach for the multicommodity capacitated fixed-charge network design problem with uncertain demand modeled as a two-stage stochastic program. The proposed learning-based matheuristic combines heuristic search techniques with mathematical programming. It provides a systematic approach to identifying structures of good-quality solutions by gradually considering scenarios and their influences on design decisions. Extensive computational experiments illustrate the efficiency of the proposed matheuristic in obtaining high-quality solutions with limited computational efforts.
Keywords
stochastic capacitated network design, uncertain multicommodity demand, two-stage formulation, matheuristic
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