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

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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.

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http://hdl.handle.net/123456789/521144

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https://ageconsearch.umn.edu/record/7420/files/simulated%20annealing.pdf

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University of Minnesota