A simulated annealing technique for multi-objective simulation optimization
A simulated annealing technique for multi-objective simulation optimization
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DOI：
10.1016/j.amc.2009.09.051
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发表时间：
2009-12
期刊：
影响因子：
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通讯作者：
M. Alrefaei;Ali H. Diabat
中科院分区：
文献类型：
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作者：
M. Alrefaei;Ali H. Diabat
本文提出了一种求解多目标仿真优化问题的模拟退火法。该算法基于恒温模拟退火法的思想，采用依赖于个体估计目标函数值的候选解接受规则。证明了该算法几乎必然收敛于最优解。将其应用于一个多目标库存问题，数值结果表明该算法收敛速度较快。
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.