Application of simulated annealing algorithm to optimal decision of loan's po rtfolio
Lihong Gong · Journal of Changchun Post and Telecommunication Institute · 2003
The simulated annealing algorithm is extended by setting a m emorial de vice and linking a local search process in the algorithm. The improved algorithm is used to solve optimal decision problems of loan's portfolio. During the iter ation process for solving large combinatorial optimization, the proposed algorit hm can be quickly adjusted, so that it can pay attention to the quality of solut ion and running time, find the optimal solution fast, and overcome the randomnes s of the original algorithm. Numerical results show robustness of the proposed algorithm for loan's portfolio.