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Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems

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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.

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Correspondence to Carlos A. Coello Coello.

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Villalobos-Arias, M., Coello, C.A.C. & Hernández-Lerma, O. Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems. Math Meth Oper Res 64, 353–362 (2006). https://doi.org/10.1007/s00186-006-0082-4

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  • DOI: https://doi.org/10.1007/s00186-006-0082-4

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