On the Performance of Simulated Annealing for Large-Scale L2 Unidimensional Scaling

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.