The vehicle routing problem with cross-docking (VRPCD) consists in defining a set of routes that satisfy transportation requests between a set of pickup points and a set of delivery points. The vehicles bring goods from pickup locations to a cross-docking platform, where the items may be consolidated for efficient delivery. In this paper we propose a new solution methodology for this problem. It is based on large neighborhood search and periodically solving a set partitioning and matching problem with third-party solvers. Our method improves the best known solution in 19 of 35 instances from the literature.