Solving two-stage stochastic route-planning problem in milliseconds via end-to-end deep learning

With the rapid development of e-economy, ordering via online food delivery platforms has become prevalent in recent years. Nevertheless, the platforms are facing lots of challenges such as time-limitation and uncertainty. This paper addresses a complex stochastic online route-planning problem (SORPP) which is mathematically formulated as a two-stage stochastic programming model. To meet the immediacy requirement of online fashion, an end-to-end deep learning model is designed which is composed of an encoder and a decoder. To embed different problem-specific features, different network layers are adopted in the encoder; to extract the implicit relationship, the probability mass functions of stochastic food preparation time is processed by a convolution neural network layer; to provide global information, the location map and rider features are handled by the factorization-machine (FM) and deep FM layers, respectively; to screen out valuable information, the order features are embedded by attention layers. In the decoder, the permutation sequence is predicted by long-short term memory cells with attention and masking mechanism. To learn the policy for finding optimal permutation under complex constraints of the SORPP, the model is trained in a supervised learning way with the labels obtained by iterated greedy search algorithm. Extensive experiments are conducted based on real-world data sets. The comparative results show that the proposed model is more efficient than meta-heuristics and is able to yield higher quality solutions than heuristics. This work provides an intelligent optimization technique for complex online food delivery system.