A simulated annealing technique for multi-objective simulation optimization

Mahmoud H. Alrefaei, Ali Diabat

    Research output: Contribution to journalArticle

    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.

    Original languageEnglish (US)
    Pages (from-to)3029-3035
    Number of pages7
    JournalApplied Mathematics and Computation
    Volume215
    Issue number8
    DOIs
    StatePublished - Dec 15 2009

    Fingerprint

    Simulation Optimization
    Simulated annealing
    Multi-objective Optimization
    Simulated Annealing
    Converge
    Simulated Annealing Algorithm
    Objective function
    Optimal Solution
    Optimization Problem
    Numerical Results
    Temperature

    Keywords

    • Multi-objective simulation optimization
    • Simulated annealing
    • Simulation optimization

    ASJC Scopus subject areas

    • Computational Mathematics
    • Applied Mathematics

    Cite this

    A simulated annealing technique for multi-objective simulation optimization. / Alrefaei, Mahmoud H.; Diabat, Ali.

    In: Applied Mathematics and Computation, Vol. 215, No. 8, 15.12.2009, p. 3029-3035.

    Research output: Contribution to journalArticle

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