Two simulated annealing algorithms for noisy objective functions

Authors:
Andrei A. Prudius;Sigrún Andradóttir
Affiliations:
Georgia Institute of Technology, Atlanta, GA;Georgia Institute of Technology, Atlanta, GA
Venue:
WSC '05 Proceedings of the 37th conference on Winter simulation
Year:
2005

Citing 11
Cited 2

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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.