Title :
Two simulated annealing algorithms for noisy objective functions
Author :
Prudius, Andrei A. ; Andradóttir, Sigrún
Author_Institution :
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
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.
Keywords :
simulated annealing; simulation; discrete simulation optimization; global optimal solution; noisy objective function; simulated annealing; steady-state simulation; transient simulation; Algorithm design and analysis; Cooling; Design optimization; Job shop scheduling; Modeling; Scheduling algorithm; Simulated annealing; State estimation; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN :
0-7803-9519-0
DOI :
10.1109/WSC.2005.1574324
