Parallel continuous simulated annealing for global optimization simulated annealing

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

[1]  Emile H. L. Aarts,et al.  A Parallel Statistical Cooling Algorithm , 1986, STACS.

[2]  Bruce E. Hajek,et al.  Cooling Schedules for Optimal Annealing , 1988, Math. Oper. Res..

[3]  Claude J. P. Bélisle.  Convergence theorems for a class of simulated annealing algorithms on ℝd , 1992 .

[4]  Emile H. L. Aarts,et al.  Simulated Annealing: Theory and Applications , 1987, Mathematics and Its Applications.

[5]  Emile H. L. Aarts,et al.  Global optimization and simulated annealing , 1991, Math. Program..

[6]  Patrick Siarry,et al.  Enhanced simulated annealing for globally minimizing functions of many-continuous variables , 1997, TOMS.

[7]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[8]  V. Cerný.  Thermodynamical approach to the traveling salesman problem: An efficient simulation algorithm , 1985 .

[9]  A. C. Tsoi,et al.  Improved Simulated Annealing Technique , 1988, Proceedings of the 1988 IEEE International Conference on Systems, Man, and Cybernetics.

[10]  Steven G. Louie,et al.  A Monte carlo simulated annealing approach to optimization over continuous variables , 1984 .

[11]  H. Zimmermann.  Towards global optimization 2: L.C.W. DIXON and G.P. SZEGÖ (eds.) North-Holland, Amsterdam, 1978, viii + 364 pages, US $ 44.50, Dfl. 100,-. , 1979 .

[12]  Emile H. L. Aarts,et al.  Parallel implementations of the statistical cooling algorithm , 1986, Integr..

[13]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[14]  Guoliang Xue,et al.  Molecular conformation on the CM-5 by parallel two-level simulated annealing , 1994, J. Glob. Optim..

[15]  ČernýV..  Thermodynamical approach to the traveling salesman problem , 1985 .

[16]  Aimo A. Törn,et al.  Topographical global optimization using pre-sampled points , 1994, J. Glob. Optim..