Optimization of the nested Monte-Carlo algorithm on the traveling salesman problem with time windows

  • Authors:
  • Arpad Rimmel;Fabien Teytaud;Tristan Cazenave

  • Affiliations:
  • LAMSADE, Université Paris Dauphine, France;TAO, Inria, LRI, Univ. Paris-Sud, France;LAMSADE, Université Paris Dauphine, France

  • Venue:
  • EvoApplications'11 Proceedings of the 2011 international conference on Applications of evolutionary computation - Volume Part II
  • Year:
  • 2011

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Abstract

The traveling salesman problem with time windows is known to be a really difficult benchmark for optimization algorithms. In this paper, we are interested in the minimization of the travel cost. To solve this problem, we propose to use the nested Monte-Carlo algorithm combined with a Self-Adaptation Evolution Strategy. We compare the efficiency of several fitness functions. We show that with our technique we can reach the state of the art solutions for a lot of problems in a short period of time.