Parallel continuous simulated annealing for global optimization simulated annealing^∗

Abstract

Abstract In this paper a parallel algorithm for simulated annealing (SA) in the continuous case, the Multiple Trials and Adaptive Supplementary Search, MTASS algorithm, is presented. It is based on a combination of multiple trials, local improved searches and an adaptive cooling schedule. The results in optimizing some standard test problems are compared with some SA sequential algorithms and another parallel probabilistic algorithm Keywords: Simulated AnnealingGlobal OptimizationParallel Algorithms This work was completed while this author was visiting the Computer Science Department of Åbo Akademi University, whom he wishes to thank for their kind hospitality. He also thanks the University Paul Sabatier of Toulouse, France, for its financial support (bourse ATUPS). This work was completed while this author was visiting the Computer Science Department of Åbo Akademi University, whom he wishes to thank for their kind hospitality. He also thanks the University Paul Sabatier of Toulouse, France, for its financial support (bourse ATUPS). Notes This work was completed while this author was visiting the Computer Science Department of Åbo Akademi University, whom he wishes to thank for their kind hospitality. He also thanks the University Paul Sabatier of Toulouse, France, for its financial support (bourse ATUPS).