Application of the important sampling method to Vehicle Routing Problem with weight coefficients and Stochastic Demands

Vehicle Routing Problem has been approved a NP problem and it belongs to classical Combination Optimization hard problem. An effective algorithm based on Important Sampling is designed to solve the model which named Vehicle Routing Problem with Weight Coefficients and Stochastic Demands (WVRPSD). 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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