Article ID Journal Published Year Pages File Type
4632554 Applied Mathematics and Computation 2009 7 Pages PDF
Abstract

In this paper, we present a simulated annealing algorithm for solving multi-objective simulation optimization problems. The algorithm is based on the idea of simulated annealing with constant temperature, and uses a rule for accepting a candidate solution that depends on the individual estimated objective function values. The algorithm is shown to converge almost surely to an optimal solution. It is applied to a multi-objective inventory problem; the numerical results show that the algorithm converges rapidly.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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