An importance sampling method based on the variance minimization with applications to Vehicle Routing Problem

2010 ◽  
Author(s):  
Yue Qiu
Keyword(s):  
Vehicle Routing ◽  
Importance Sampling ◽  
Vehicle Routing Problem ◽  
Sampling Method ◽  
Variance Minimization ◽  
Routing Problem ◽  
Importance Sampling Method

Vehicle Routing Problem with Stochastic Demands and Simultaneous Delivery and Pickup

2011 ◽  
Vol 148-149 ◽  
pp. 810-813
Author(s):  
Chuan Sheng Wang ◽  
Yue Qiu
Keyword(s):  
Distribution Function ◽  
Vehicle Routing ◽  
Likelihood Ratio ◽  
Importance Sampling ◽  
Vehicle Routing Problem ◽  
Numerical Experiments ◽  
Effective Algorithm ◽  
Routing Problem ◽  
Stochastic Demands ◽  
Simultaneous Delivery

In this paper vehicle routing problem with stochastic demands and simultaneous delivery and pickup is developed and analyzed, which is an important expansion of classical Vehicle Routing Problem(VRP).An effective algorithm based on Important Sampling is designed to solve the model. The optimal importance sampling distribution function was obtained by making use of the expection constructed by likelihood ratio. Numerical experiments have been conducted and the results indicate that the method can effectively solve this problem.

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