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

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2010 2nd International Conference on Future Computer and Communication

Volume 3 - 2010

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Volume 2 - 2010

Volume 1 - 2010

2009 ETP International Conference on Future Computer and Communication

2009 International Conference on Future Computer and Communication

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

Content Provider	IEEE Xplore Digital Library
Author	Yue Qiu
Copyright Year	2010
Description	Author affiliation: Information College, Capital University of Economic and Business, Beijing 100070, China (Yue Qiu)
Abstract	Vehicle routing problem belongs to classical Combination Optimization hard problem and has been extensively studied by many researchers. Vehicle Routing Problem with Weight Coefficients and Stochastic Demands (WVRPSD) is established and a new implementation for importance sampling method to solve this model is proposed in this paper, in which the classical exponential change of measure is adopted to construct the family of importance sampling distributions, and the optimal importance sampling distribution is obtained by minimizing the variance of importance sampling estimator. Numerical experiments have been conducted and the results indicate that the method can effectively solve this problem.
File Size	200775
File Format	PDF
ISBN	9781424458219
e-ISBN	9781424458240
DOI	10.1109/ICFCC.2010.5497664
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-05-21
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Minimization methods Costs Stochastic processes Transportation Stochastic Demands Routing Educational institutions Variance Minimization Important Sampling Vehicles Monte Carlo methods Vehicle Routing Problem NP-hard problem Sampling methods
Content Type	Text
Resource Type	Article

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