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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.

A reliability-aware randomized simheuristic for the team orienteering problem with stochastic travel times

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.
Paper Structure (29 sections, 45 equations, 3 tables, 2 algorithms)