Robust optimization with simulated annealing

  title={Robust optimization with simulated annealing},
  author={Dimitris Bertsimas and Omid Nohadani},
  journal={J. Global Optimization},
Complex systems can be optimized to improve the performance with respect to desired functionalities. An optimized solution, however, can become suboptimal or even infeasible, when errors in implementation or input data are encountered. We report on a robust simulated annealing algorithm that does not require any knowledge of the problems structure. This is necessary in many engineering applications where solutions are often not explicitly known and have to be obtained by numerical simulations… CONTINUE READING