# 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 language English (US) 3029-3035 7 Applied Mathematics and Computation 215 8 https://doi.org/10.1016/j.amc.2009.09.051 Published - 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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