A simulated annealing code for general integer linear programs

Citation
D. Abramson et M. Randall, A simulated annealing code for general integer linear programs, ANN OPER R, 86, 1999, pp. 3-21
Citations number
20
Categorie Soggetti
Engineering Mathematics
Journal title
ANNALS OF OPERATIONS RESEARCH
ISSN journal
02545330 → ACNP
Volume
86
Year of publication
1999
Pages
3 - 21
Database
ISI
SICI code
0254-5330(1999)86:<3:ASACFG>2.0.ZU;2-6
Abstract
This paper explores the use of simulated annealing (SA) for solving arbitra ry combinatorial optimisation problems. It reviews an existing code called GPSIMAN for solving 0-1 problems, and evaluates it against a commercial bra nch-and-bound code, OSL. The problems tested include travelling salesman, g raph colouring, bin packing, quadratic assignment and generalised assignmen t. The paper then describes a technique for representing these problems usi ng arbitrary integer variables, and shows how a general simulated annealing algorithm can also be applied. This new code, INTSA, outperforms GPSIMAN a nd OSL on almost all of the problems tested.