Fuzzy optimization with simulated annealing

The Simulated Annealing (SA) algorithm is an adequate tool for solving fuzzy optimisation problems, through the selection of the best solution among a finite number of possible solutions. It is a particularly atttractive technique to solve fuzzy optimisation problems because it allows finding close to optimal solutions, without big computational effort, which in a fuzzy environment is usually good-enough. In this context, we present the results for a set of problems, selected with the purpose of testing the SA algorithm performance. The problems tested were formulated following a complete fuzzification method proposed by Ribeiro and Moura-Pires. These examples show the flexibility and adaptability of the fuzzy method as well as the SA algorithm, for the resolution of fuzzy linear optimisation problems.