Vehicle Routing Problem with Stochastic Demands and Simultaneous Delivery and Pickup

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.