A Compressed-Annealing Heuristic for the Traveling Salesman Problem with Time Windows

Authors:
Jeffrey W. Ohlmann;Barrett W. Thomas
Affiliations:
Department of Management Sciences, University of Iowa, 108 John Pappajohn Business Building, Iowa City, Iowa 52242-1994;Department of Management Sciences, University of Iowa, 108 John Pappajohn Business Building, Iowa City, Iowa 52242-1994
Venue:
INFORMS Journal on Computing
Year:
2007

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Abstract

This paper describes a variant of simulated annealing incorporating a variable penalty method to solve the traveling-salesman problem with time windows (TSPTW). Augmenting temperature from traditional simulated annealing with the concept of pressure (analogous to the value of the penalty multiplier), compressed annealing relaxes the time-window constraints by integrating a penalty method within a stochastic search procedure. Computational results validate the value of a variable-penalty method versus a static-penalty approach. Compressed annealing compares favorably with benchmark results in the literature, obtaining best known results for numerous instances.