Article ID: | iaor20022519 |
Country: | United Kingdom |
Volume: | 29 |
Issue: | 4 |
Start Page Number: | 387 |
End Page Number: | 402 |
Publication Date: | Apr 2002 |
Journal: | Computers and Operations Research |
Authors: | Alkhamis Talal M., Ahmed Mohamed A. |
In this paper, we present a new iterative method that combines the simulated annealing method and the ranking and selection procedures for solving discrete stochastic optimization problems. The number of visits to every state by the proposed algorithm is used to estimate the optimal solution. We show that the configuration that has been visited most often in the first