On the Performance of Simulated Annealing
for Large-Scale L2 Unidimensional Scaling |
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Authors: | Michael J Brusco |
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Institution: | (1) Department of Marketing, College of Business, Florida State University, Tallahassee, FL 32306-1110, USA |
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Abstract: | In this research note, I present a modified version of G. De Soete, L. Hubert, and P. Arabie’s (1988) simulated annealing
approach for the problem of L2 unidimensional scaling via maximization of the Defays criterion. The modifications include efficient storage and computation
methods that facilitate rapid evaluation of trial solutions. The results of two experimental studies indicate that the enhanced
simulated annealing algorithm is competitive with A. Murillo, J.F. Vera, and W.J. Heiser’s (2005) recently published pertsaus2
procedure in terms of solution quality and computation time. Both Fortran and MatLab versions of this modified simulated annealing
implementation are available from the author. |
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Keywords: | |
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