A reliability-aware randomized simheuristic for the team orienteering problem with stochastic travel times
Michele Circelli
Abstract
We study a stochastic variant of the Team Orienteering Problem (TOP) with uncertain travel times and an all-or-nothing reward policy, under which the reward of a route is lost if its travel time exceeds the available budget. This setting makes the trade-off between expected reward and route reliability a central issue in solution design. To address this problem, we propose a reliability-aware simheuristic that combines a savings-based constructive heuristic, controlled randomization, local search, and Monte Carlo simulation. The method evaluates candidate solutions directly under uncertainty and selects them using both estimated expected reward and a reliability criterion, rather than relying on deterministic optimization followed by ex-post stochastic evaluation. Computational experiments on benchmark instances adapted from the TOP literature show that the proposed approach substantially improves stochastic performance with respect to a deterministic baseline evaluated under uncertainty. In most instances, the simheuristic increases both expected reward and reliability, and in the loosest regimes reliability can approach 0.99 while keeping computation times moderate.
