Multiobjective Simulated Annealing: Principles and Algorithm Variants

Algorithm 1

PSA procedure.

Input: A cooling schedule ; a starting temperature ; a starting sample of generated solutions ;

  and an initial memory

Output: The archive representing an approximation of the Pareto solutions set

 1: repeat

 2:  for each do

 3:   repeat

 4:    Construct a neighbouring solution

 5:    if is not dominated by then

 6:     Update with

 7:     Select (if exists) the closest solution to

 8:     Update weights of objectives in accordance with and partial dominance

 9:    else

 10:     Accept with certain probability

 11:    end if

 12:   until Equilibrium condition

 13:  end for

 14:  Decrease temperature

 15: until Cooling condition

 16: return