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@article{Ohlmann2004ConvergenceIP, title={Convergence in Probability of Compressed Annealing}, author={Jeffrey W. Ohlmann and James C. Bean and Shane G. Henderson}, journal={Math. Oper. Res.}, year={2004}, volume={29}, pages={837-860} }

- Published 2004 in Math. Oper. Res.
DOI:10.1287/moor.1040.0095

We consider combinatorial optimization problems for which the formation of a neighborhood structure of feasible solutions is impeded by a set of constraints. Neighborhoods are recovered by relaxing the complicating constraints into the objective function within a penalty term. We examine a heuristic called compressed annealing that integrates a variable penalty multiplier approach within the framework of simulated annealing. We refer to the value of the penalty multiplier as “pressure.” We… CONTINUE READING