A simulated annealing technique for multi-objective simulation optimization |
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Authors: | Mahmoud H Alrefaei Ali H Diabat |
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Institution: | a Qatar University, Department of Mathematics and Physics, P.O. Box 2713, Doha, Qatar b Masdar Institute of Science and Technology, P.O. Box 54224, Abu Dhabi, United Arab Emirates |
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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. |
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Keywords: | Simulated annealing Simulation optimization Multi-objective simulation optimization |
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