Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4632554 | Applied Mathematics and Computation | 2009 | 7 Pages |
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
Authors
Mahmoud H. Alrefaei, Ali H. Diabat,