Advanced Robust Design for Simulated Annealing Algorithms and Its Application

The performance of simulated annealing (SA) algorithms mainly depends on how to determine the SA-related parameters. Schemes as well as corresponding parameter values for defining the schemes should be appropriately determined. In this paper, we propose an advanced robust design method and apply it to the mixed-model sequencing problem which is known to be NP-hard. The proposed method considers interaction effects between annealing parameters and noise factors affecting the performance of SA algorithms, along with main effects for annealing parameters. To show the effectiveness of the proposed method, extensive computation experiments are conducted and the results are compared with those of two previous studies. It was found that this method outperforms two previous algorithms.