WHAMII - An enumeration and insertion procedure with binomial bounds for the stochastic time-constrained traveling salesman problem
This paper presents an algorithm (WHAMII) designed to solve the Artificial Intelligence Design Challenge at the 1987 AIAA Guidance, Navigation and Control Conference. The problem under consideration is a stochastic generalization of the traveling salesman problem in which travel costs can incur a penalty with a given probability. The variability in travel costs leads to a probability constraint with respect to violating the budget allocation. Given the small size of the problem (eleven cities), an approach is considered that combines partial tour enumeration with a heuristic city insertion procedure. For computational efficiency during both the enumeration and insertion procedures, precalculated binomial probabilities are used to determine an upper bound on the actual probability of violating the budget constraint for each tour. The actual probability is calculated for the final best tour, and additional insertions are attempted until the actual probability exceeds the bound.