Villalobos-Arias, Mario; Coello, Carlos; … - In: Mathematical Methods of Operations Research 64 (2006) 2, pp. 353-362
In this paper we consider a simulated annealing algorithm for multiobjective optimization problems. With a suitable choice of the acceptance probabilities, the algorithm is shown to converge asymptotically, that is, the Markov chain that describes the algorithm converges with probability one to...
