Date of Award
11-1993
Document Type
Thesis
Degree Name
Master of Science
Department
Department of Operational Sciences
First Advisor
James S. Shedden, PhD
Abstract
Simulated Annealing was used to optimize three constrained simulation models. For each of these models, seven different acceptance functions were evaluated and compared against the performance of Local Search. These comparisons demonstrated the affect that different acceptance functions have on the performance of the algorithm. The performance was measured by the average solution quality and average efficiency obtained from several runs. The first model facilitated the implementation of Simulated Annealing using the SLAM simulation language. The configuration space was small, described by only two decision variables. It demonstrated the viability of using Simulated Annealing to optimize the variable settings in a simulation model. The second model, with six decision variables, provided greater insight to the advantages and limitations of Simulated Annealing. This model was implemented as an open queuing network. The third model, similar to the second, was implemented as a closed queuing network. The results from this variation were completely unexpected. They showed a wide performance separation among the different acceptance functions that was not present in the first two models. No attempt was made to justify the use of Simulated Annealing from a theoretical perspective. Rather, empirical results from the three models were used to infer the practical utility of the algorithm.
AFIT Designator
AFIT-GSO-ENS-93D-16
DTIC Accession Number
ADA273850
Recommended Citation
Warrender, Charles B., "The Application of Simulated Annealing to Stochastic Systems" (1993). Theses and Dissertations. 6794.
https://scholar.afit.edu/etd/6794
Comments
The author's Vita page is omitted.