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A primer on implementing compressed simulated annealing for the optimisation of a constrained simulation model in Microsoft Excel

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  • Doole, Graeme J.

Abstract

This short paper provides a simple introduction on how a simulation model implemented in Microsoft Excel® can be optimised using Visual Basic for Applications (VBA) programming and the compressed simulated annealing algorithm (Ohlmann et al., 2004; Ohlmann and Thomas, 2007). The standard simulated annealing procedure enters as a special case. Practical advice for determining the parameters that guide the stochastic search process in an annealing algorithm is also given.

Suggested Citation

  • Doole, Graeme J., 2007. "A primer on implementing compressed simulated annealing for the optimisation of a constrained simulation model in Microsoft Excel," Working Papers 7420, University of Western Australia, School of Agricultural and Resource Economics.
    • Handle: RePEc:ags:uwauwp:7420
    DOI: 10.22004/ag.econ.7420
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    File URL: https://ageconsearch.umn.edu/record/7420/files/simulated%20annealing.pdf
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    References listed on IDEAS

    as
    1. Bruce Hajek, 1988. "Cooling Schedules for Optimal Annealing," Mathematics of Operations Research, INFORMS, vol. 13(2), pages 311-329, May.
    2. David S. Johnson & Cecilia R. Aragon & Lyle A. McGeoch & Catherine Schevon, 1991. "Optimization by Simulated Annealing: An Experimental Evaluation; Part II, Graph Coloring and Number Partitioning," Operations Research, INFORMS, vol. 39(3), pages 378-406, June.
    3. Jeffrey W. Ohlmann & James C. Bean & Shane G. Henderson, 2004. "Convergence in Probability of Compressed Annealing," Mathematics of Operations Research, INFORMS, vol. 29(4), pages 837-860, November.
    4. Pannell, David J. & Stewart, Vanessa & Bennett, Anne & Monjardino, Marta & Schmidt, Carmel & Powles, Stephen B., 2004. "RIM: a bioeconomic model for integrated weed management of Lolium rigidum in Western Australia," Agricultural Systems, Elsevier, vol. 79(3), pages 305-325, March.
    5. David S. Johnson & Cecilia R. Aragon & Lyle A. McGeoch & Catherine Schevon, 1989. "Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning," Operations Research, INFORMS, vol. 37(6), pages 865-892, December.
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    Cited by:

    1. Doole, Graeme J. & Weetman, Ellen, 2009. "Tactical management of pasture fallows in Western Australian cropping systems," Agricultural Systems, Elsevier, vol. 102(1-3), pages 24-32, October.

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