A simulated annealing technique for multi-objective simulation optimization

Mahmoud H. Alrefaei, Ali H. Diabat

Research output: Contribution to journalArticlepeer-review


In this paper, we present a simulated annealing algorithm for solving multi-objective simulation optimization problems. The algorithm is based on the idea of simulated annealing with constant temperature, and uses a rule for accepting a candidate solution that depends on the individual estimated objective function values. The algorithm is shown to converge almost surely to an optimal solution. It is applied to a multi-objective inventory problem; the numerical results show that the algorithm converges rapidly.

Original languageEnglish (US)
Pages (from-to)3029-3035
Number of pages7
JournalApplied Mathematics and Computation
Issue number8
StatePublished - Dec 15 2009


  • Multi-objective simulation optimization
  • Simulated annealing
  • Simulation optimization

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics


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