Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems

Mario Villalobos-Arias (), Carlos Coello () and Onésimo Hernández-Lerma ()

Mathematical Methods of Operations Research, 2006, vol. 64, issue 2, 353-362

Abstract: In this paper we consider a simulated annealing algorithm for multiobjective optimization problems. With a suitable choice of the acceptance probabilities, the algorithm is shown to converge asymptotically, that is, the Markov chain that describes the algorithm converges with probability one to the Pareto optimal set. Copyright Springer-Verlag 2006

Keywords: Simulated annealing; Multiple objective programming; Multiobjective optimization; Vector optimization; Convergence; 90C29; 90C59; 68T20 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00186-006-0082-4

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