Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Math. Meth. of OR
دوره 64 شماره
صفحات -
تاریخ انتشار 2006