Simulated Annealing: A Heuristic for Parallel Stochastic Optimization

An overview of physical annealing and simulated annealing methods is presented. The target audience includes computational analysts and software engineers who are considering simulated annealing for the solution of a combinatorical optimization problem. Several important implementation issues are discussed including decompositions for parallel programming. Special emphasis is given to the often ignored perspective of thermodynamics. Keywords: parallel, optimization, stochastic 1 Introduction Annealing is a formal term for the ancient art of heating and/or cooling materials to forge pottery, tools, weapons, and works of art. It is the process of subjecting a substance to changes in pressure or temperature to achieve desired material properties. Annealing has played a key role in human history: entire nations have been won and lost on the abilities of craftsmen to produce fit materials. A contemporary example of annealing is the manufacture of glass products from raw silica. The silica..