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We consider a single Unmanned Aerial Vehicle (UAV) routing problem where there are multiple depots and the vehicle is allowed to refuel at any depot. The objective of the problem is to find a path for the UAV such that each target is visited at least once by the vehicle, the fuel constraint is never violated along the path for the UAV, and the total fuel required by the UAV is a minimum. We develop an approximation algorithm for the problem, and propose fast construction and improvement heuristics to solve the same. Computational results show that solutions whose costs are on an average within 1.4% of the optimum can be obtained relatively fast for the problem involving five depots and 25 targets.