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A simulated annealing code for general integer linear programs
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DOI：10.1023/A:1018915104438.png)
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摘要
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This paper explores the use of simulated annealing (SA) for solving arbitrary combinatorial optimisation problems. It reviews an existing code called GPSIMAN for solving 0-1 problems, and evaluates it against a commercial branch-and-bound code, OSL. The problems tested include travelling salesman, graph colouring, bin packing, quadratic assignment and generalised assignment. The paper then describes a technique for representing these problems using arbitrary integer variables, and shows how a general simulated annealing algorithm can also be applied. This new code, INTSA, outperforms GPSIMAN and OSL on almost all of the problems tested.
Keyword:
simulated annealing
combinatorial optimisation
integer linear programming
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