Improved Simulated Annealing Algorithm for Vehicle Routing Problem with Multiple Time Windows using Column Generation

This paper proposes an improved simulated annealing (ISA) algorithm embedded in column generation to solve the vehicle routing problem with multiple time windows (VRPMTW). Firstly, two mathematical models of the VRPMTW are discussed: mixed integer model and set covering model. Next, the principle of the column generation (CG) algorithm for the set covering model is introduced. In the column generation algorithm, we obtain the optimal solution of VRPMTW by solving the restrict master problem and subproblem. Then, the ISA algorithm which embedded an iterated local search with recursion (ILSR) algorithm is proposed to solve the subproblem. The master problem is solved by cplex. At last, experimental results show that the ISA algorithm can escape the local optimal solution effectively, avoid premature phenomenon and converge quickly.