A primer on implementing compressed simulated annealing for the optimisation of a constrained simulation model in Microsoft Excel

Graeme Doole

No 7420, Working Papers from University of Western Australia, School of Agricultural and Resource Economics

Abstract: This short paper provides a simple introduction on how a simulation model implemented in Microsoft Excel® can be optimised using Visual Basic for Applications (VBA) programming and the compressed simulated annealing algorithm (Ohlmann et al., 2004; Ohlmann and Thomas, 2007). The standard simulated annealing procedure enters as a special case. Practical advice for determining the parameters that guide the stochastic search process in an annealing algorithm is also given.

Keywords: Research; and; Development/Tech; Change/Emerging; Technologies (search for similar items in EconPapers)
Pages: 18
Date: 2007
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwauwp:7420

DOI: 10.22004/ag.econ.7420

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