This paper presents a new meta heuristic algorithm based on the search method called simulated annealing, and its application to solving multi objective simulation optimization problems. Since the simulated annealing search method has been extensively applied as a modern heuristic to solve single objective simulation optimization problems, a modification to this method has been developed in order to solve multi objective problems. The efficiency of this new algorithm was tested on a real case problem modeled under discrete simulation.
Eduardo Alberto Avello, Felipe F. Baesler, Reinald