There exist several limitations associated with the traditional theory. Releasing the restricted conditions of traditional VRP has become a research focus in the past few decades. The vehicle routing problem is a well-known optimization issue in transportation and logistics network systems. The vehicle routing problem with split deliveries and pickups is particularly proposed to release the constraints on the visiting times per customer and vehicle capacity, that is, to allow the deliveries and pickups for each customer to be simultaneously split more than once. Few studies have focused on the VRPSPDP problem. In this paper we propose colony and Markov algorithm method integrating the initial colony algorithm to study the VRPSPDP problem. The computational results indicated that the proposed algorithm is superior to these three algorithms in terms of total travel cost and average loading rate.