Multiobjective simulated annealing: a comparative study to evolutionary algorithms

As multiobjective optimization problems have many solutions, evolutionary algorithms have been widely used for complex multiobjective problems instead of simulated annealing. However, simulated annealing also has favorable characteristics in the multimodal search. We developed several simulated annealing schemes for the multiobjective optimization based on this fact. Simulated annealing and evolutionary algorithms are compared in multiobjective NK model. The preliminary results of the simulated annealing developed show that simulated annealing method performs well and sometimes better than evolutionary algorithms. More systematical analyses to the various problems are discussed as further researches.

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