Article ID: | iaor20113313 |
Volume: | 217 |
Issue: | 12 |
Start Page Number: | 5754 |
End Page Number: | 5767 |
Publication Date: | Feb 2011 |
Journal: | Applied Mathematics and Computation |
Authors: | Ma Lin, Cai Weiwei, Ewing David J |
Keywords: | computational analysis: parallel computers |
The simulated annealing (SA) algorithm is a well‐established optimization technique which has found applications in many research areas. However, the SA algorithm is limited in its application due to the high computational cost and the difficulties in determining the annealing schedule. This paper demonstrates that the temperature parallel simulated annealing (TPSA) algorithm, a parallel implementation of the SA algorithm, shows great promise to overcome these limitations when applied to continuous functions. The TPSA algorithm greatly reduces the computational time due to its parallel nature, and avoids the determination of the annealing schedule by fixing the temperatures during the annealing process. The main contributions of this paper are threefold. First, this paper explains a simple and effective way to determine the temperatures by applying the concept of critical temperature (