Subcost-Guided Simulated Annealing

This paper describes a variant of simulated annealing for problems with compound objectives, i.e. those for which a number of diverse objectives are combined into a single objective function. The method takes account not only of the progress of the overall cost but also, to a limited extent, of the progress of the individual subcosts. Various experiments using this approach are described and results given. These results are not conclusive but suggest that there may be considerable value in using this type of approach.