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Computers & Operations Research
Volume 30, Issue 3, March 2003, Pages 427-442
 
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doi:10.1016/S0305-0548(01)00109-5    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2002 Published by Elsevier Science Ltd. All rights reserved.

Performance evaluation of acceptance probability functions for multi-objective SA

Hiroyuki KubotaniCorresponding Author Contact Information, E-mail The Corresponding Author, a and Kazuyuki Yoshimurab

a Graduate School of Information Science, Nara Institute of Science and Technology, 8916-5 Takayama-cho, Ikoma-shi, Nara 630-0101, Japan b NTT Communication Science Laboratories, NTT Corporation, 2-4 Hikaridai Seika-cho, Soraku-gun, Kyoto 619-0237, Japan

Received 1 September 2000; 
revised 1 July 2001. 
Available online 9 January 2002.

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Abstract

A probabilistic local search algorithm called simulated annealing (SA) is a useful approximate solution technique for multi-objective optimization problems. When we use SA to solve multi-objective optimization problems, we cannot use an acceptance probability function used for single objective optimization problems. Therefore, several types of acceptance probability functions for multi-objective SA have been previously proposed. In this paper, we introduce a parameterized acceptance probability function for multi-objective SA, which changes its type depending on the parameter, and investigate how the performance of the multi-objective SA depends on the type of acceptance probability function in two test problems.

Scope and purpose

There are many real-life problems that are formulated as multi-objective optimization problems. However, large-scale problems of this type are often difficult to solve by specific conventional exact procedures. Simulated annealing (SA) is an efficient tool for finding useful approximate solutions to such problems. Several types of acceptance probability functions are available for multi-objective SA. In this paper, we investigate how the performance of the multi-objective SA depends on the type of acceptance probability function applied.

Author Keywords: Multi-objective optimization; Simulated annealing; Acceptance probability function

Article Outline

1. Introduction
2. Multi-objective optimization problem
3. Multi-objective simulated annealing
3.1. Algorithm
3.2. Acceptance probability function
4. Parameterized acceptance probability function
5. Numerical experiments
5.1. Multi-objective knapsack problem
5.2. Multi-objective traveling salesman problem
6. Conclusions
References
Vitae
















 
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