A simulated annealing with ranking and selection for stochastic optimization

Mahmoud H. Alrefaei, Ali Diabat

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    We consider the problem of stochastic optimization, where the objective function values are not available and need to be simulated to get their estimates. When the function values are available one can use the simulated annealing algorithm. In this paper, we modify an algorithm that uses the hill climbing feature of simulated annealing with fixed temperature to search the feasible solution set. The proposed algorithm uses indifference zone approach of ranking and selection method to compare the current optimal solution and the potential solution that guarantee the optimal solution with a pre specified level of confidence. The algorithm is tested on a (s, S) inventory problem and compared to other competing algorithm. The numerical results show that the proposed method outperforms the competing method and indeed locate the optimal solution quickly.

    Original languageEnglish (US)
    Title of host publicationKey Engineering Materials II
    Pages1335-1340
    Number of pages6
    DOIs
    StatePublished - Apr 2 2012
    Event2012 2nd International Conference on Key Engineering Materials, ICKEM 2012 - Singapore, Singapore
    Duration: Feb 26 2012Feb 28 2012

    Publication series

    NameAdvanced Materials Research
    Volume488-489
    ISSN (Print)1022-6680

    Other

    Other2012 2nd International Conference on Key Engineering Materials, ICKEM 2012
    CountrySingapore
    CitySingapore
    Period2/26/122/28/12

    Fingerprint

    Simulated annealing
    Temperature

    Keywords

    • Ranking and selection
    • Simulated annealing
    • Stochastic optimization

    ASJC Scopus subject areas

    • Engineering(all)

    Cite this

    Alrefaei, M. H., & Diabat, A. (2012). A simulated annealing with ranking and selection for stochastic optimization. In Key Engineering Materials II (pp. 1335-1340). (Advanced Materials Research; Vol. 488-489). https://doi.org/10.4028/www.scientific.net/AMR.488-489.1335

    A simulated annealing with ranking and selection for stochastic optimization. / Alrefaei, Mahmoud H.; Diabat, Ali.

    Key Engineering Materials II. 2012. p. 1335-1340 (Advanced Materials Research; Vol. 488-489).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Alrefaei, MH & Diabat, A 2012, A simulated annealing with ranking and selection for stochastic optimization. in Key Engineering Materials II. Advanced Materials Research, vol. 488-489, pp. 1335-1340, 2012 2nd International Conference on Key Engineering Materials, ICKEM 2012, Singapore, Singapore, 2/26/12. https://doi.org/10.4028/www.scientific.net/AMR.488-489.1335
    Alrefaei MH, Diabat A. A simulated annealing with ranking and selection for stochastic optimization. In Key Engineering Materials II. 2012. p. 1335-1340. (Advanced Materials Research). https://doi.org/10.4028/www.scientific.net/AMR.488-489.1335
    Alrefaei, Mahmoud H. ; Diabat, Ali. / A simulated annealing with ranking and selection for stochastic optimization. Key Engineering Materials II. 2012. pp. 1335-1340 (Advanced Materials Research).
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