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A simulated annealing code for general integer linear programs

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Abstract

This paper explores the use of simulated annealing (SA) for solving arbitrary combinatorialoptimisation problems. It reviews an existing code called GPSIMAN for solving0‐1 problems, and evaluates it against a commercial branch‐and‐bound code, OSL. Theproblems tested include travelling salesman, graph colouring, bin packing, quadratic assignmentand generalised assignment. The paper then describes a technique for representingthese problems using arbitrary integer variables, and shows how a general simulated annealingalgorithm can also be applied. This new code, INTSA, outperforms GPSIMAN andOSL on almost all of the problems tested.

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Abramson, D., Randall, M. A simulated annealing code for general integer linear programs. Annals of Operations Research 86, 3–21 (1999). https://doi.org/10.1023/A:1018915104438

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