TSP in Spreadsheets a Guided Tour

RasmusRasmussen

Abstract
Thetravellingsalesmanproblem(TSP)isawellknownbusinessproblem,andvariantslikethemaximum benefitTSPorthepricecollectingTSPmayhavenumerouseconomicapplications.Wearelookingatseveral differentvariantsofTSP;allsolvedinspreadsheets,notusingtailoredsolversforTSP.Astheseproblemsare NPhard,solvingthoseusingstandardLP/MIPsolvershasbeenregardedfeasibleonlyforverysmallsized problems.However,acarefulconsiderationofthespreadsheetlayoutmayfacilitateefficientsoftware utilisation.Forrealworldproblemsthiscanhaveconsiderableeffects,andwiththerecentadvancementsin solverengines,problemspreviouslyregardedasbigarenoweasilysolvableinspreadsheets.Thispaper showsyouhow;andhowtheflexibilityofspreadsheetsmakesitaconvenienttoolsolvingmanyvariantsof TSP,wheretailoredsolverssimplywouldnotfit. JELclassification:C61,Z00

1. Introduction
Afteraformalstatementoftheproblem,threedifferentspreadsheetmodelswillbeillustrated.The flexibilityofspreadsheetswillalsobedemonstrated,aswillhowspreadsheetlayoutmayhelpinmaking anefficientproblemformulation,inadditiontohelpingtoclearlycommunicateanddisplaythe solution.Thedirectpermutationapproachispresentedfirst,applyingintegervariablestodescribethe sequenceofthevisits.Thedirectpermutationapproachfitssmallproblemswell,andrequiresverylittle workafterdatahasbeenobtained.Noconstraintstoeliminatesubtoursareneeded,buttheproblemis nonlinearandnonsmooth,requiringheuristicsolvers.Second,anetworkformulationispresented, wherebinaryvariablesareusedtomakealinearformulationoftheproblem.Anefficientspreadsheet layoutispresentedfornoncompletegraphs.Thirdlyanassignmentformulationispresented,applying aspreadsheetlayoutmoresuitableforcompletegraphs. VariantsofTSPnotfittingtailoredTSPsoftwarearealsosolved.Inadditionsomeconfiningsideeffects ofcommonsubtoureliminatingconstraintsarediscussed,particularlywhenmultiplevisitsarerequired.

2. ThestandardTSP
Travellingsalesmanproblems(TSP)areeasytodescribe:asalesmanneedstovisitallhiscustomers locatedindifferentcitiesinhisregion,andhewouldliketofindthecheapesttourthatwillassurethat allcitieshavebeenvisited.UnfortunatelyTSPisnotsoeasytoformulate,andrelativelyhardtosolve. Whenmakingamathematicalformulationoftheseproblemswewillforthemostpartuseanetwork framework.Thecitiesarethencallednodes,andtheroadsconnectingthecitiesarecalledarcs.See GutinandPunnen(2007)forafulltreatmentofTSPanditsvariants. ThesetofnodestobevisitedaredefinedasN={1,2,...,n}wherenisthetotalnumberofnodes (referredtoasthesizeofaTSP),andthesetofarcsconnectingthenodesisdefinedasA={(i,j):i,jN,

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ij},wherethepair(i,j)indicatesthearcbetweennodeiandj.AstandardassumptioninTSPisto assumedirectlinksbetweeneverypairofnodes,usuallyreferredtoasacompletegraph.Thegraph consistingofthenodesNandarcsAisthenconnected;thereisaconnectionorpathfromanynodeto anyothernodeinthegraph.Thebasicstandardassumptionistorestrictthenumberofvisitstoexactly oneforeachnode.Whythesalesmanisnotallowedtovisitanodemorethanonceisnotobvious.One canspeculatethatsucharequirementmakesiteasiertodevelopsolutionprocedures,therebyfitting theproblemtothetoolsathand.AcommondefinitionofthesetofdecisionvariablesisX{xij:i,jN, ij}wherexij=1ifthesalesmantravelsfromnodeitoj(nodeiisvisitedimmediatelybeforenodej), and0otherwise.ThecostmatrixisdefinedasC={cij:i,jN,ij}andusuallyassumedtobepositive, wherecijrepresentsthecostoftraversingfromnodeitonodej.InstandardTSPacommonassumption isthatthesquarecostmatrixissymmetric,cij=cji,thecostisthesameinbothdirections.Another standardassumptionistoassumethetriangleinequality;cij+cjkciki,j,kN,thedirectconnection betweentwonodesisalwaysthecheapest. OnebasicassumptioninTSPistoassumethatthesalesmanhastoreturntothenodewherehestarts thetour;thisnodeisusuallyreferredtoasthebasecityordepot.Thisassumptioniscalledaclosed tour.Foraclosedtouranynodecanbeselectedasthestartingnode,butforpracticalreasonsnode1is settobethestartingnode.Node1isthenthebasecityordepot. ForastandardTSPthereisalwaysafeasiblesolution(asacompletegraphisalwaysconnected),andwe canchooseanynodetostart(asthetourisclosedandallnodesarevisited).Therearealways alternativeoptimalsolutions;thetourcangoineitherdirection(asthecostsaresymmetric).Andinthe optimaltour(s)everynodeisvisitedonlyonce(becauseofthetriangleinequality,andtheobjectiveis alwaysminimisation).

3. VariantsofTSP
Quitealotofreallifeproblemsdonotfittheseassumptions.OftenwemustallowforthesetAnot beingcomplete,incaseswheresomenodesdonothavedirectlinkstoallothernodes.Graphsthatare notcompletearenolongerguaranteedtobeconnected,andfordisconnectedgraphsthereisno feasiblesolution.Inreallifewealsohavetoallowforcijcji,thecostoftravellingfromnodeitojmay notbethesameastravellingfromjtonodei.Thisrepresentstheasymmetrictravellingsalesman problem(ATSP),andimpliesdirectedarcs.Similarlyitisnotalwayscheapesttotravelthedirectlink fromnodeitonodek,sometimesitmaybecheapertotravelvianodej.Thuswemustallowforthe triangleinequalitynottoapply.Thebasicstandardassumptiontorestrictthevisitstoexactlyonefor eachnodemayalsobeskipped;TSPwithmultiplevisitsisreferredtoasTSPM,asinGutinandPunnen (2007). Ofcoursethereasonforthesalesmantomakethetouristoderivesomebenefitfromvisitingthe nodes.ThenletB={bj:jN},wherebjisthebenefitfromvisitingnodej.Forsuchproblemswehave themaximumbenefittravellingsalesmanproblem(MBTSP);seeMalandrakiandDaskin(1993).Another variantisthepricecollectingTSP(orPCTSP),seeGutin(2007). Sometimesthesalesmandoesnothavetoreturntothebase,andrelaxingsucharequirementiscalled anopentour.Foranopentouritmaybeadvantageoustobeabletoselecttheendingnodeaspartof theproblemsolution,butthismayincreasetheproblemsizeforsometypesofformulations,exceptfor thedirectpermutationapproach. Thereisawideselectionofliteratureontheseproblems,andseveralvariantsofproblemformulations. Wewillgrouptheformulationsintwoclasses:theassignmentformulationsandtheflowformulations. Further,ineachgroupthemodelsvaryaccordingtowhichassumptionsaremade,mostnotably whetheracompletegraphisassumed.

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4. AssignmentformulationofTSP
Fortheclosedtouranassignmentformulationcouldbeofthefollowingform:

Minimize cij xij

i =1 j =1

(1)

x
i =1

ij

=1 , j N

(2)

x
j =1

ij

=1 , i N

(3)

xij {0,1} , i, j N

(4)

Inadditionsubtoureliminationconstraints(SECs)areneeded.Constraints(2)and(3)arethestandard assignmentconstraints.Theobjectivein(1)willminimisethetotalcostalongallthearcsusedto completethetour.However,aswrittenthisformulationassumesacompletegraph,andifthedataare beingarrangedinasquarematrixwillalsoincludethediagonal.Foracompletegraphtheonlyarcsthat donotexistarerelatedtotheselfloopvariablexi,i(alongthediagonal).Thereforeitusuallyismore convenienttoexcludethesevariablesbyanewconstraint(5),insteadofexcludingtheminthe definitionofthesetX.Thisconveniencecomesatthecostofincreasedproblemsize(bothintermsof variablesandconstraints).Foracompletegraphthefollowingconstraintwillfixthediagonalinasquare nmatrixofthebinaryvariablesxijequaltozero: (5) Adifferentapproachtorectifythis,andallowforinstancesofnoncompletegraphs;istosetthecostcij sufficientlylargefornonexistingarcs,therebypreventingthemfromenteringthefinalsolution. Howeverthisisnotafoolprooftrick.Inaconnectedgraphthereisapathfromanynodetoanyother nodeinthegraph,andacompletegraphisalwaysconnected,andthushasafeasiblesolution.Non completegraphsmaynotbeconnected(disconnected),andwillassuchhavenofeasiblesolution.A highcostfornonexistingarcsisthennoguaranteeforthesesarcstobeexcludedinthefinalsolution. Thereforeanotherstrategyistosetanewparameter:eij=1ifnodeiisdirectlyconnectedtonodej, otherwise0;andreplaceconstraint(5)with(6):

xi ,i = 0 i N

xij eij , i , j N

(6)

Thisformulationdoesnotrequireacompletegraphandallowsforasymmetriccostsandalsoforthe triangleinequalitynottoapply,butunfortunatelyithassomeflaws.Iftheassumptionofacomplete graphisnotsatisfied(andthereforeconstraint(6)isrequired),thenafeasiblesolutionforaclosedtour mayrequiresomenodestobevisitedtwice,breakingthe=requirementinconstraint(2). Thelimitationofvisitingeachnodeexactlyoncemayalsocausedifficultiesevenforproblemswitha completegraph,ifthetriangleinequalityisnotsatisfied.Thisrequirementwilleffectivelyprohibithub likesolutions,evenwhensuchsolutionsarethemostcosteffective.Aproblemformulationthat excludessuchpossibleoptimalsolutionsisgenerallynotrecommended.

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5. FlowformulationofTSP
Aflowformulationoftheclosedtour,thatexplicitlyconsidersvalidconnectionsonly,canbemadeafter redefiningC={ci,j:(i,j)A}andX{xi,j:(i,j)A}.Thisformulationwillthusworkevenwhenthe graphisnotcomplete:

Minimize

( i , j ) A

ci , j xi , j

(7)

i : ( i , j ) A

xi , j 1 j N
xi , k =

(8)

i : ( i , k ) A

j : ( k , j ) A

xk , j k N

(9)

xi , j {0,1} ( i , j ) A

(10)

OfcourseSECsarealsorequired.Theobjective(7)willminimisethetotalcostofthetour,only consideringvalidarcs.Constraint(8)statesthatthesalesmanhastoarriveeachnodeatleastonce. Constraint(9)statesthatthesalesmanhastoleaveeachnodeasmanytimesashearrivethenode.By usinginsteadof=in(8),weavoidthepossibilityofmakingtheprobleminfeasiblefornoncomplete graphswheresomenodesneedtobevisitedtwice,andwedonotexcludehublikeoptimalsolutions ifthetriangleinequalitydoesnotapply.

6. FlowformulationofopentourTSP
FortheopentourformulationweaddtheparametersD={di:iN}wherediisthenetdemandin nodei;anddi=1forthestartnode(thebasecityisnumberednode1);di=+1fortheendnode,for thetransitorintermediatenodesdi=0.Theopentourformulationcanthenbestatedas:

Minimize

( i , j ) A

ci , j xi , j

(11)

i : ( i , j ) A

xi , j 1 j > 1 N

(12)

i : ( i , k ) A

xi , k

j : ( k , j ) A

xk , j = d k k N

(13)

xi , j {0,1} ( i , j ) A

(14)

WemustaddSECstocompletetheTSPformulation.Theobjectivein(11)isidenticalto(7).Constraint (12)issimilarto(8),exceptthatwedonotrequirethesalesmantoarrive/returntothestartingnode1. Constraints(13)requirethesalesmantoleavethestartingnodeonemoretimethanentering,enterthe stoppingnodeonemoretimethanleaving,andleaveanyintermediatenodeasoftenasarrivingthe node.Byremovingconstraint(12)wehavethecommonshortestpathproblem.Iftheendnodeisnot specified,thediparametersmaybeconvertedtobinaryvariables(exceptforthestartnode),requiring theirsumtoequal1.

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7. Subtoureliminatingconstraints(SECs)
AkeypartofaTSPistomakesurethetouriscontinuous,thatthearcsarelinkedfromthebasecityall thewaytoeverycityvisited.Withoutsuchconstraintswequiteoftenwillgetsolutionscontaining degeneratetoursbetweenintermediatenodesandnotconnectedtothebasecity.TheoriginallySECs wasformedin1954byDantzigFulkersonJohnson(DFJ)(seeDantzig,FulkersonandJohnson,1954):

x
iS jS

i, j

S 1, S N \ {1}, S

(15)

Unfortunatelythisintroducesanexponentialnumberofconstraints,andbecomesimpracticalevenfor smallsizedproblems.AdifferentSECproposedin1960byMillerTuckerZemlin(MTZ)(seeMiller, TuckerandZemlin,1960)introducesonlyamaximum1of(n2)2constraints,atthedisadvantageofa weakLPrelaxation:

ui u j + 1 ( n 1) (1 xi , j ) ( i, j ) A, : i, j 1

(16)

In(16)anewsetofvariablesU={ui:iN,i1}isrequired.Theuiarearbitraryrealnumbers,butcan berankedtononnegativeintegers,representingthesequencethenodesarebeingvisited.For conveniencewemayaddu11(node1isthebasecity),andlimittherangeofui,thushelpingthe optimisationsoftware(seealsoPataki(2003)):

2 ui n i > 1 N

(17)

TheMTZSECswillbeusedinthispaper,andhavethefollowingproperties: node1isrequiredtobethebasecity; theymakesurethateverycityvisitedbelongstoatourconnectedtothebasecity,thereby eliminatingsubtours; theyallownodestobevisitedmorethanonce(unlessotherconstraintspreventsuchasolution); theydonotrequireallnodesbeingvisited(unlessotherconstraintsmakesuchrequirements); theyallowunidirectionalarcstobeutilisedinbothdirectionsonthesametour. Foraclosedtourvisitingallnodesthebasenodecanalwaysbechosenarbitrarily.Afundamental weaknessofMTZSECsisthatfeasibilityandfinalsolutionmaydependonwhichnodeisselectedasthe basecity.TheMTZSECsmayfailtofindafeasiblesolutionevenifsuchexists,andtheymayfailtofind theglobaloptimalsolution.Problemswithfeasibilitymayoccurinnoncompletegraphs,whereall feasiblesolutionsrequiresomenodestobevisitedtwice.Problemsfindingtheglobaloptimalsolution mayoccurincompletegraphswherethetriangleinequalitydoesnotapply,andwheretheglobal optimalsolutionrequiressomenodestobevisitedmorethanonce.Itisthereforeimportanttobe awareofthesetwosituationswhereapplyingtheMTZSECsmaymakethefinalsolutionsensitiveasto whichnodeisselectedasthestartingnode.Theywillneverfailiftheglobaloptimalsolutionvisitseach nodeonlyonce.

8. ClosedTSPinacompletegraph
AsanexampleofaTSPinacompletegraphweshallusethefollowingexample.Asupplyshipisserving 10oilrigsatsea.Thebaseislocatedatcoordinates(0,0),andtherigsarelocatedasdisplayedinFigure
1

Inasquarennmatrix;thefirstrow,firstcolumnandthediagonalareexcluded.

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1.Assumingopenseathedistancesbetweenanypairofnodes(oilrigs)canbecalculatedasstraight lines(ignoringthefactthatthesealevelisnotflat).ThisisastandardsymmetricTSPwithacomplete graphwherethetriangleinequalityapplies.DataistakenfromRagsdale(2001).

Figure1Locationsoftheoilrigstovisit

9. Adirectpermutationapproach
Inthissimpleformtheproblemistofindtheorderforeachnodeinthesequenceofthetourthat minimisesthetotaldistance(cost).Ifthesupplyshiptakesthetourbasedontherignumbers:012... 9100;thetotaldistanceis205.67.Weseektheorderorpermutationthatminimisesthetotal distance.Thisdirectapproachisveryeasytoimplementinspreadsheets,asdisplayedinFigure2.

Figure2SpreadsheetfordirectpermutationofTSP

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Table1:FormulasforspreadsheetinFigure2
Cell G3 D17 D28 C17:C26 G16 H16 Formula =SQRT((INDEX($C$3:$D$13;$F3+1;1) INDEX($C$3:$D$13;G$2+1;1))^2 +(INDEX($C$3:$D$13;$F3+1;2) INDEX($C$3:$D$13;G$2+1;2))^2) =INDEX($G$3:$Q$13;C16+1;C17+1) =SUM(D17:D27) =INDEX($B$3:$D$13;$C16+1;2) =INDEX($B$3:$D$13;$F16+1;3) Copiedto G3:Q13 D18:D27 G17:G27 H17:H27 Name/Task CalculateEuclediandistances betweenanypairofnodes Costonaleg Totalcost Sequence Avisitednodesxcoordinate Avisitednodesycoordinate

Figure3SolversettingsforthespreadsheetinFigure2

Thespreadsheetisorganisedintwoparts.Theupperpartholdsatableofthecoordinatesforthe nodes,andacorrespondingtablecalculatingthedistances.Thelowerpartholdsatableofthetour sequenceandthecostofeachleg,andacorrespondingtablewiththecoordinatesofeachleg,to facilitateaplotofthetour.Thetableofthetoursequencestartsatthebase.Notethatnodenumber0 isusedforthedepotinthisexample,tofacilitateuseoftheAlldifferentconstraintinSolver.(Atrial versionofSolverisavailableatwww.solver.com.)Theproblemistoselectwhichnodetogotonextin thesequence(headingSequenceinFigure2).Thelastleghastoreturntothebase.Theminimum totaldistance/costof122.77isachievedbythetoursequence0946572810130(orreverse).To modelanopentoursimplydeleterow27inthesheet.Figure4displaystheoptimalopentour,which hasacostof103.58. Thescatterplotconsistsoftwoseries.Oneseriesisaplotofthenodes(C3:D13inFigure2),with markersbutnoline.Thesecondseriesisthetour(G13:H27inFigure2),withnomarkersandaline. 100

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Figure4TheopenTSPsolution

BoththespreadsheetandtheSolversettingsareverysimple.Wehave10decisionvariables(numberof nodeslessthedepot),namedSequenceinthespreadsheet.TheobjectiveintheSolversettingsisto minimisethevalueinthecellnamedTotal_cost,andtheonlyconstraintisthatthevariablesmustbe alldifferent.Thealldifferentconstraintsetsthevariablestointegersrangingfrom1tothenumberof variables,andallaredifferent.(ThistypeofconstraintisnotavailableintheStandardSolverthatships withExcelpriortoExcel2010,butisintroducedintheeducationalversionofSolver,includedinmany textbooks.) TheuseoftheIndexfunctioninExceltolookupthecostateachlegmakestheobjectivefunctionnon smooth,becausethedecisionvariablesareusedasargumentsintheIndexfunction.Anintegernon smoothproblemisnoteasytosolve,andisdefinitelynotthepreferredformforlargeproblems.Inthis casethePremiumSolverPlatform(PSP)selectstheOptQuestsolverengine,andSolverspendslessthan twosecondsinfindingtheoptimaltour(theAutoStopoptionforOptQuestwasincreasedfrom100to 1000iterationstoavoidaprematureending).Asthissolverengineappliesheuristics,itcannot guaranteethataglobaloptimalsolutionhasbeenfound.Whensuchproblemsbecomelarge,thisnon linearapproachisnolongerefficient.Wewillthereforeintroducethelinearformulation,whichwillbe appliedintherestofthepaper.Alsonotethatthedirectpermutationapproachdoesnotallowfor multiplevisits.

10. TSPinanoncompletegraph,flowformulation
AsanintroductoryexampleforanoncompletegraphtheGridspeedpuzzlewillbeused,takenfrom Chlond(2008).Figure5presentsthepuzzle,basedonarectangulargridstreetplan,wherethedistance betweenanytwointersectionsis10kilometres.(Ihavetakenthelibertytotransformthedatatothe metricsystem.)Thespeedalongallnorthsouthstreetsandalleastwestavenuesisconstant.However thespeedonthenorthsouthstreetsishighestontheeastendofthegrid,andfortheavenueseast westthespeedishighestinthesouthendofthegrid.Thefastestareaisthereforeatthesoutheast edgesofthegrid,andslowestinnorthwest.

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Figure5Streetplan
10 km/h (6, 1) 10 km/h 20 km/h 30 km/h 40 km/h 50 km/h 60 km/h (6, 6)

20 km/h

30 km/h

40 km/h

50 km/h

60 km/h

(1, 1)

10 km

(1, 6)

OnepuzzlerelatedtoFigure5istofindthefastestroutefromintersection(6,1)(northwest)to intersection(1,1)(southwest),butvisitingeachintersectionatleastonce.Theoriginalproblemisto visiteachintersectiononceandonlyonce.Howeverthisismorerestrictedthanrequired.Sinceit obviouslywilltakemoretimetovisitanintersectionmorethanonce,andwewanttospendasshort timeaspossibleonthetour,itissufficienttousetherequirementtovisiteachintersectionatleast once. Itisnecessarytotransformtheproblembynumberingtheintersectionsandcalculatethetravelling timebetweeneach(directlyconnectednode),tofacilitateamathematicalformulation.Thenumbered intersectionsarethenodes,andthelinesconnectingthenodesarethearcs.Thetravellingtime(in minutes)alongeacharciscalculatedasshowninFigure6.

Figure6Relabelledstreetplan

60 30

60 20

60 15

60 12

60 10

60
7

30 30

30 20

30 15

10

30 12

11

30 10

12

60

60

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20 30

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20 20

15

20 15

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20 12

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20 10

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15 30

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15 20

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15 15

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15 12

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15 10

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60
25

12 30

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12 15

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29

12 10

30

60
31

10

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10

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10

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10

36

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Figure7SpreadsheetofopenTSP,noncompletegraph(rows66121arehidden)

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Table2FormulasforthespreadsheetinFigure7 Cell
B63 C63 D63 D123 F63 G3 K4 L3 M3 E3:E122 I36 I38 J4:J38 N3:N38 P3 Q3 R3 S3

Formula
=C3 =B3 =D3 =SUMPRODUCT(D3:D122;E3:E122) =E3+E63 =IF(OR(B3=1;C3=1);0;INDEX($J$3:$J$38;B3) INDEX($J$3:$J$38;C3)+($I$37*E3)) =SUMIF($C$3:$C$122;$I$3:$I$38;$E$3:$E$122) =SUMIF($B$3:$B$122;$I$3:$I$38;$E$3:$E$122) =K3L3 =RANK(J3;$J$3:$J$38;1) =MATCH(U3;$P$3:$P$38;0) =INDEX($U$3:$W$38;$Q3;2) =INDEX($U$3:$W$38;$Q3;3)

Copiedto
B64:B122 C64:C122 D64:D122 F64:F122 G4:G122 K5:K38 L4:L38 M4:M38 P4:P38 Q4:Q38 R4:R38 S4:S38

Name/Task
Reversearcs:stopstart Reversearcs:startstop Reversearcs:copycosts Eq11 Eq18(LHS) Eq16(LHS) Eq12(LHS) FirstpartofEq13 Eq13(LHS) Var_x Param_n_2 Param_n Var_u Param_d Therankofanode Visitingsequence Avisitednodesxcoordinate Avisitednodesycoordinate

11. Theopentour
Wewillfirsthavealookattheopentourvariantofthepuzzle.Anefficientlayoutofthisnetworkina spreadsheetwouldbetoorganisetheproblemintwotables,onetableforthearcsandthebinary decisionvariables,andanothertableforthenodesandthecontinuousvariables(asinRagsdale,2001). Thiswillfacilitatetheentryoftheequations(11)(14),(16)and(17),andalsomakeasolutioneasyto understand.Oncethedatahasbeenenteredinthespreadsheet,themodelcaneasilybebuiltaround thedata.Noticethatfornondirectedarcsitissufficienttoentertheminonedirection,andusesimple formulastomirrortheotherdirection.Athirdtablehasbeenaddedtothespreadsheettofacilitatea plotofthetour,whichofcourseisnotneededforsolvingtheproblem,buthandyfordisplayingthe solution. Anewconstrainthasbeenadded,tospeedupthesolutionprocess:

xi , j + x j ,i 1 ( i , j ) A

(18)

Constraint(18)simplystatesthatnoarcwillbeusedinbothdirections,whichisquiteobviousforthis problem.Suchboundsonthevariablesareveryhelpfulfortheoptimisationprocess,particularlysofor binaryvariables.Howevertheyshouldbeusedwithcare,sinceaddingthemcanmakesomeproblems infeasible. InFigure7thetableforthearcsislistedfirst;thenthetableforthenodesandfinallythetablefor facilitatingaplotofthetour.Thefirsthalfofthearcsarelisted(allarcsinonedirection)andafewof therest,togetherwiththeobjective.(Therestofthearcsareinthehiddenrows66121.)Weseethat 104

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theoptimalvalueoftheobjective(11)is726;thefastestopentourfromnode1tonode31takesa minimumof726minutes.TheformulasinthespreadsheetaredisplayedinTable2,andtheSolver settingsarelistedinFigure8.

ThefirstthreerowsinTable2arepurelyforeasydataentry.Theoptimisationmodelconsistsofthe nextsixrows.Thefollowingfiverowsareusedfornamingsomekeycells,makingthemodeleasierto read.Thelastfourrowsfacilitateaplotofthesolution,assumingonlynlegsinthetour(eachnodeis visitedonlyonce).ThescatterplotinFigure7consistsoftwodataseries.Oneseriesisthexy coordinatesofthenodes(incolumnVandW),withnoline,andacircle(size20)asmarker.2The secondseriesisthexycoordinatesofthetour(incolumnRandS),withnomarkerandaline.Fora closedtourafinallegisaddedattheend(byreferringtothefirstlegincolumnQ).

Figure8SolversettingsforFigure7

TheStandardSolverParameterDialogBoxdisplayedinFigure8hasascrollbartodisplaythe constraintsnotfittingthefixedsizeofthebox.Hereconstraint(14)isnotdisplayed;thisisthe declarationofthexijvariablebeingbinary.Observethatconstraint(14)and(17)isentereddirectlyin Solver,involvingnoformulasinthespreadsheet.Constraints(17)arethelasttwovisibleconstraintsin theSolverParameterDialogBox.

Thismodelhas120binaryvariablesand35continuousvariables,155boundsonthevariablesand191 constraints.Thenumberofconstraintscanbereducedby4ifwegroupthefourarcsconnectedtonode 1andlistthemfirst,thennotincludetheminconstraints(16).Inthespreadsheettheformulafor(16) includethesearcs,butfixtheirvalueto0,therebysatisfyingtheconstraint. ExcelandtheStandardSolvertakelessthanfivesecondstofindtheoptimalsolutionfortheopentour. (ThesolutiontimewillofcoursedependontheversionofExcel,theoperatingsystem,andthe computer.)Thisspreadsheetdesignisquiteversatileformanytypesofnetworkproblems.Ifwedrop (12),(16),(17)and(18)wehavetheshortestpathproblem.(WemaythendeletecolumnF,G,JandP W.)

12. AclosedTSPinanoncompletegraph,assignmentformulation
Wewillnowrephrasetheproblemtoaclosedtour,requiringthesalesmantoreturntothebase.We willimplementtheassignmentformulationandcompareitwithaflowformulation(notshown).We willalsodemonstrateanefficientlayoutforthespreadsheetofaTSPinacompletegraph,eventhough thisparticularexampleisnoncomplete.ForaTSPinacompletegraph,itismoreefficienttogroupthe probleminthreetables;onetableforthecostmatrixandtheobjective(1),asecondtableforthexij
2

ThelabelsofthescatterplotweremadebytheXYChartLabeleraddinforExcel,freeatwww.appspro.com.

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binarydecisionvariablesandconstraint(2)and(3),andathirdtablefortheSECsandtherelatedui variables.Forconvenienceatableofthecoordinatesofthenodescanbeaddedtofacilitateaplotof thetour.Forlargeproblemsthesematrixesmaybeenteredindifferentsheetsintheworkbook.(Itis moreeffectivethoughforSolvertohavetheobjective,constraintsandvariablesinonesheet.Thecost matrixandtheplotdatacanbestoredinaseparatesheet.) Amatrixlayoutofthecostsisveryefficientforacompletegraph,whentherearedirectlinksbetween anynodetoeveryothernode.However,itisalsoverycommontousethesameapproachfornon completegraphs,maybebecauseitisconsideredhandierfordataentry,atleastinthepreferred softwaretoolsmostcommonlyused. Unfortunatelythisconveniencehasatradeoff.Addingenormousamountofnonexistingvariablesand correctingthisbyaddinganequalamountofnonexistingconstraints,makesasubstantialburdenon thesoftware.Incontrast,enteringthedatainaspreadsheetmayactuallybeeasierfornoncomplete graphsituations,usingonlytwotablesinsteadofthree.

Figure9MatrixofcostsforTSPnoncompletegraph,assignmentformulation

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Figure10MatrixofbinaryvariablesforTSPnoncompletegraph,assignmentformulation

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Figure11MatrixofSECsandplotdataforTSPnoncompletegraph,assignmentformulation

Figure12TheplotoftheclosedTSPinanoncompletegraph,assignmentformulation

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Figure13SolversettingsforFigures9to11

Table3:FormulasforspreadsheetinFigures9to11
Cell AM39 AM42 C78 D83 C3:AL38 C42:AL77 B36 B38 AM83:AM117 AO82 AP82 AP118 AQ82 AR82 Formula =SUMPRODUCT(C3:AL38;C42:AL77) =SUM(C42:AL42) =SUM(C42:C77) =INDEX($AM$82:$AM$117;$B83) INDEX($AM$82:$AM$117;D$81) +INDEX($C$42:$AL$77;$B83;D$81)*$B$37 =RANK(AM82;$AM$82:$AM$117;1) =MATCH(AT82;$AO$82:$AO$117;0) =AP82 =INDEX($AT$82:$AV$117;$AP82;2) =INDEX($AT$82:$AV$117;$AP82;3) Copiedto AM43:AM77 D78:AL78 D83:AL117 AO83:AO117 AP83:AP117 AQ83:AQ118 AR83:AR118 Name/Task Eq1 Eq3(LHS) Eq2(LHS) Eq15(LHS) Eq6(RHS) Var_x Param_n_2 Param_n Var_u Therankofanode Visitingsequence Lastleg,returntobase Avisitednodesx coordinate Avisitednodesy coordinate

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DuetoitssizethisformulationcannotbesolvedbytheStandardSolverinExcel,whichhasalimitof 200variables.WeseefromFigure9thattheminimumtimetocompleteaclosedtouris834,thevalue fortheobjective(1).

InTable4themodelinFigure7,aclosednetworkversion(notshown),andtheclosedassignment versioninFigures9to11arecompared.Thesolutiontimefortheassignmentformulationoftheclosed tourismorethan6.2timesthesolutiontimefortheflowformulation(usingtheGurobiSolverEnginein RSPV9.04forExcel).

Table4:Keyfeaturesofthemodels
Lessonslearnedfromthissmallexamplearethatformulationmatters.Avoidusingnonexisting variablesrectifiedbynonexistingconstraints.However,addingconstraintsmayhaveagreatimpact, evenwhennotchangingtheoptimalsolution.Constraintsthataretighteningthefeasiblespacemay speedupthesolutiontime(orthecontrary),butsuchconstraintsmustnoteliminateanotherwise optimalsolution.
ModelsofTSP Type, model Integervariables Continuousvariables Constraints Boundsonvariables Solutiontime(seconds) TimeStandardSolver Figure7 Open, network 155 35 248 70 0.44 5 Notshown Closed, network 155 35 249 70 3.84 Overnight Figure911 Closed, assignment 1296 35 1297 1331 24.01 Notsolvable

13. AclosedMBTSPinanoncompletegraph,flowformulation
Theultimateminimumcostforanyproblemiszero;simplydonothing.Sotheremustbeareasonfor doingsomething(presumablythereisanullalternative).Minimisingcostscanoftenturnouttobe solvingthewrongproblem.Unlessanyrevenuesarecompletelyunaffectedbythedecisionsathandwe cannotbesurethatminimisingcostsisavalidmodelthataccuratelyrepresentstherelevant characteristicsoftheproblem. Letusassumetherearesomerevenuesorbenefitsbjbyvisitingnodej;wherejN.Alsointroducethe setY={yj:jN,j1,yj{0,1}}wherethebinarydecisionvariableyj=1ifthesalesmanvisitsnodej, else0.Definetheparametery1=1astherequirementtovisit/returntothedepot(node1),a consequenceofourSECs. Theobjectivenowistomaximisethetotalnetbenefit(totalbenefitsminustotalcosts):

maximize

b
jN

yj

( i , j ) A

ci , j xi , j

(19)

Thesalesmanhastoarrive(atleast)onceeachnodehedecidestovisit:

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i:( i , j )A

xi , j y j j N

(20)

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Inadditionthebalanceconstraint(9)andbinaryconditions(10)apply,aswellastheSECs(16)andthe correspondingbounds(17).Here(19)and(20)replacetheoriginalobjective(7)andconstraint(8), whencomparedtotheclosedTSPflowformulation. TherevisedproblemispresentedinFigure14.Therevenuesareenteredwith$symbolsundereach nodenumber,indicatingtherevenueifthenodeisbeingvisited.Thecostisassumedtobe1$foreach minuteoftraveltime,sowehaveacommonunitofmeasurementintheobjective.Observethatnode 10andnode28havenorevenues,andarethereforeobviouscandidatesfornovisits.

Figure14RelabelledstreetplanforMBTSP
1 $90 -$60 7 $30 -$60 13 $30 -$60 19 $90 -$60 25 $30 -$60 31 $30 -$60 2 $80 -$60 3 $70 -$60 4 $60 -$60 5 $50 -$60 6 $40

-$30 -$30 8 $20

-$20 -$30 9 $10

-$15 -$30 10 $0

-$12 -$30 11 $10

-$10 -$30 12 $20

-$30 -$20 14 $40

-$20 -$20 15 $50

-$15 -$20 16 $60

-$12 -$20 17 $70

-$10 -$20 18 $80

-$30 -$15 20 $80

-$20 -$15 21 $70

-$15 -$15 22 $60

-$12 -$15 23 $50

-$10 -$15 24 $40

-$30 -$12 26 $20

-$20 -$12 27 $10

-$15 -$12 28 $0

-$12 -$12 29 $10

-$10 -$12 30 $20

-$30 -$10 32 $40

-$20 -$10 33 $50

-$15 -$10 34 $60

-$12 -$10 35 $70

-$10 -$10 36 $80

ThisisavariationofthePriceCollectingTSP.Thecommonfeatureoftheseproblemsinthiscategoryis thecombinationoftwokindsofdecisions,theselectionofsomenodes,andtheorderingofthenodes selectedforthetour(seeGutin,2007).

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Figure15ClosedMBTSPflowformulationinaspreadsheet,rows66119arehidden
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Table5:FormulasforspreadsheetinFigure15
Cell B63 C63 D63 D123 F3 I39 I40 L3 M3 E3:E122 H36 H38 K4:K38 J4:J38 O3 P3 Q3 Q39 R3 S3 Formula =C3 =B3 =D3 =SUMPRODUCT(D3:D122;E3:E122) =IF(OR(B3=1;C3=1);0;INDEX($K$3:$K$38;B3) INDEX($K$3:$K$38;C3)+$H$37*E3) =SUMPRODUCT(I3:I38;J3:J38) =I39D123 Copiedto Name/Task B64:B122 C64:C122 F4:F122 Reversearcs:stopstart Reversearcs:startstop Computingcosts Eq16(LHS) Computingrevenues Eq19 Eq20(LHS) Eq9(RHS) Var_x Param_n_2 Param_n Var_u Var_y Apreliminaryrankofnodes Rankofanodeinthetour Visitingsequence Lastleg,returntodepot Avisitednodesxcoordinate Avisitednodesycoordinate

D64:D122 Reversearcs:copycosts

=SUMIF($C$3:$C$122;$H$3:$H$38;$E$3:$E$122) L4:L38 =SUMIF($B$3:$B$122;$H$3:$H$38;$E$3:$E$122) M4:M38 =IF(J3=0;"";RANK(K3;$K$3:$K$38;1)) =IF(J3=0;"";RANK(O3;$O$3:$O$38;1)) =MATCH(U3;$P$3:$P$38;0) =Q3 =INDEX($U$3:$W$38;$Q3;2) =INDEX($U$3:$W$38;$Q3;3) O4:O38 P4:P38 Q4:Q38 R4:R39 S4:S39

Figure16SolversettingsforspreadsheetinFigure15

FromFigure15weseethatthesalesmanvisitsonly30ofthe36nodes,withanetprofitof$812.Notice thatthetouractuallyincludesnode10with$0benefits,butskipnode13with$30inbenefits.Using theStandardSolverittakesmorethanafullweekendtofindtheoptimalsolution.Anearlytestversion ofExcel2010(TechnicalPreview)withthenewStandardSolverfinishedduringanovernightrun.Again, anassignmentformulationapplyingafullnnmatrixofthexvariableswouldincludetoomany variablesfortheStandardSolver.UsingthecommercialPSPV9.04,thesolutiontimeinExcelis9.06 secondsfortheflowformulation.Thisalsorevealsanalternativeoptimalsolution,visiting32nodes. Thesolutiontimewhentheassignmentformulationisimplementedis11.45seconds,onthesame 113

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computer.Intheassignmentformulationacompletegraphisassumed,andtheextravariablesare eliminatedbyextraconstraints,therebyincreasingthesolutiontime. UnfortunatelytheMTZSEQsused(16)(17)assumesnode1tobethedepot.Thereforewecannot applythistypeofSECifourgoalistofindtheoptimallocationforthedepot.

14. PitfallsusingMTZSECs
Foraclosedtourthestartingnodecanalwaysbechosenarbitrarily,ifallnodeshavetobevisited. Unfortunately,whenapplyingtheMTZSECs,thesolutionmaydependuponwhichnodehasbeen selectedasthestartnode.Whendoweneedtostayalert?

15. Noncompletegraphsrequiringmultiplevisits
TakealookatFigure17.Twoidenticalgraphsaredisplayed,exceptthatnode1and2havebeen renumbered.Youcaneasilyfindtheoptimalsolutionbyvisualinspection.Tryingtosolveoneofthem fails,whereastheothersucceeds,iftheMTZSECsareappliedinaclosedTSP.Therearetwoother nodesthatcouldberenumberedasnumber1.Noneofthemwillsucceedifwetrytosolveusingthe MTZSECs.

Figure17TSPinanoncompletegraph,requiringmultiplevisitsinaclosedtour

4 4.47

4 4.47

Sincethisisanoncompletegraph,aspreadsheetlayoutsimilartoFigure7isprobablymostefficient, skippingequation(18),asitishardlyneeded.

16. Thetriangleinequalityisnotalwayssatisfied
HavealookatthecostmatrixesinTable6.Theonlydifferenceisthatoncemorethenodes1and2 havebeenrenumbered.Thisisacompletegraph,asthereisadirectlinkbetweenanynodetoevery othernode.

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Table6:Identicalcostmatrixesofacompletegraph,thetriangleinequalitydoesnotapply
cij 1 2 3 4 5 1
5 4 3 2

2
2 123 124 135

3
3 130 34 35

4
4 140 40 54

5
5 150 50 45 -

cij 1 2 3 4 5

1
2 123 124 135

2
5 4 3 2

3
130 3 34 35

4
140 4 40 54

5
150 5 50 45 -

Solvingoneofthemusingtheflowformulation(7)(10)andtheMTZSECs(16)(17)returnsa solutionwithaminimalcostof209,visitingeverynodeonce.Solvingtheotherreturnsaminimumcost of28,visitingfourofthenodesonceandvisitingonenodefourtimes.Thenumberingofthenodeshas thusagreatimpactonwhichsolutionisobtained.Theassignmentformulationwouldreturna minimumcostof209insteadof28.SeealsoLeeandRaffensperger(2006)forusingAMPLteachingTSP, wheretheDFJSECsarebeingimplemented. ForacompletegraphaspreadsheetlayoutsimilartoFigures9to11isprobablymostefficient,skipping columnsAOARandtheplot,sincenocoordinatesaregiveninthisexample.

17. Conclusion
SolvingTSPusinggeneralpurposeoptimisationtoolslikeMIPsolversinspreadsheetshasbeen regardedpracticalonlyforproblemsofasmallsize.Recentadvancementsinthesetypesofsoftware haveincreasedthislimit;problemsofsize358ofnoncompletegraphshavebeensolvedinlessthan10 minutes. SuchgeneralpurposeoptimisationtoolsalsoallowforagreatervarietyoftypesofTSP,whereas proceduresdesignedspecificallyforTSPoftenrestricttheproblemtoalimitednumberofvariants.In fact,wemayoverlookthebestsolutionbyapplyingthestandardapproachusingtheassignment formulationorthesespecifictoolsforsolvingTSP.Wemustbeabsolutelysureourproblemformulation isvalidallrelevantcostsandrevenueshavetobeconsidered,andtheconstraintsmustnotbetoo limiting.Otherwisewemayendupsolvingthewrongproblem.Anticipatingaspecifictypeofsolution whenformulatingtheproblemislikestartingatthewrongend,andmayleadtoapoorresult. However,theSECsneededinaTSPformulationmayhaveunfortunateconsequencesandlimitations. WhenusingtheMTZSECs,theselectionofthebasenodecanbecritical,evenforaclosedtourina completegraph.Itmayalsoprohibitasolution,eveninaconnectedgraph. Wehavefurtherseenthatformulationmattersincludingnonexistingvariablesandeliminatingthem byaddingnonexistingconstraintscanbothincreasesolutiontimeandcauseproblemsinfindingthe optimalsolution(thenumberofvariablesorconstraintsmayevenbecometoobigforthesolver).A wideformulationwillalwaysincludetheoptimalsolution.Atightformulationmayhelpfindingthe optimalsolution,butmayalsoexcludetheoptimalsolution.Atightformulationmayreduceor increasethesolutiontime,thisdependsonthetypeofsolverusedandtheproblemathand. Toplaysafeawideformulationseemslikeagoodstrategy.Ifthegraphisnotcompleteorthetriangle inequalitydoesnotapply,bothimplysituationswheremultiplevisitsmayberequired,thena replacementofthecostmatrixmaybeadvisable.Thenthecostsshouldbereplacedbyaminimumcost matrix(youcanusetheshortestpathformulation(n1)2times),whichformanylinksmayinvolvea lengthytourvisitingmanynodesfromnodeitonodej.TheTSPmodelcanthenbetight,whichmayor maynotbehelpfulforsomesolvers.UnfortunatelytheTSPmodelwillthenalsobeblindeyed;ithasno 115

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realtrackofthetourorhowmanyvisitsareactuallybeingmadeateachnode.TheTSPsolutionthen onlyindicatesthesequenceofthevisits,andignoresanyrevisits.

References
Chlond,M.J.(2008).Shashasgridspeedpuzzle,INFORMSTransactionsofEducation,Vol.9(1),pp.4652. Availableonlineathttp://ite.pubs.informs.org/. Dantzig,G.,Fulkerson,D.andJohnson,S.(1954).Solutionofalargescaletravelingsalesmanproblem, OperationsResearch,Vol.2,pp.393410. Gutin,G.andPunnen,A.P.(eds)(2007).Thetravelingsalesmanproblemanditsvariations,NewYork: Springer. LeeJ.,andJ.F.Raffensperger:(2006).UsingAMPLforteachingtheTSP,INFORMSTransactionson Education,Vol.7(1),pp.3769.http://archive.ite.journal.informs.org/Vol7No1/LeeRaffensperger/ Malandraki,C.andDaskin,M.S.(1993).ThemaximumbenefitChinesepostmanproblemandthemaximum benefittravelingsalesmanproblem,EuropeanJournalofOperationalResearch,Vol.65,pp.21834. Miller,C.E.,Tucker,A..W.andZemlin,R.A.(1960).Integerprogrammingformulationoftravelingsalesman problems,JournalofACM,Vol.7,pp.3269. Pataki,G(2003).Teachingintegerprogrammingformulationsusingthetravelingsalesmanproblem,SIAM Review,Vol.45(1),pp.11623. Ragsdale,C.T.(2001).SpreadsheetModelingandDecisionAnalysis,Cincinatti:SouthWesternCollege Publishing.

AuthorBiography
RasmusRasmussensteachingexperienceismostlyinthefieldsofbusinesseconomics,financeand managementscience.Hisresearchinterestsareinthefieldsofappliedmanagementsciencerelatedto problemsinbusinesseconomics,quiteoftenusingspreadsheets,thetoolfrequentlyusedalsoin teaching.

Contactdetails
RasmusRasmussen MoldeUniversityCollege P.O.Box2110 6402Molde,Norway Tel:+4771214242 Fax:+4771214100 rasmus.rasmussen@himolde.no

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