Title
Two simulated annealing algorithms for noisy objective functions
Abstract
We present two new variants of the simulated annealing algorithm (with a decreasing cooling schedule) that are designed for solving discrete simulation optimization problems. We also provide conditions under which our methods converge almost surely to the set of global optimal solutions, discuss the implications of our results for both transient and steady-state simulations, and provide some numerical results.
Year
DOI
Venue
2005
10.1109/WSC.2005.1574324
Winter Simulation Conference
Keywords
Field
DocType
steady-state simulation,simulated annealing algorithm,new variant,noisy objective function,numerical result,discrete simulation optimization problem,global optimal solution,global optimization,steady state,optimization problem,discrete simulation,simulation,simulated annealing,objective function
Simulated annealing,Mathematical optimization,Simulation,Computer science,Algorithm,Adaptive simulated annealing,Almost surely,Optimization problem,Metaheuristic,Discrete event simulation
Conference
ISBN
Citations 
PageRank 
0-7803-9519-0
6
0.69
References 
Authors
11
2
Name
Order
Citations
PageRank
Andrei A. Prudius1372.51
Sigrún Andradóttir254855.09