Abstract
A variant of the simulated annealing algorithm, based on the generalized method of Bohachevsky et al., is proposed for continuous optimization problems. The algorithm automatically adjusts the step sizes to reflect the local slopes and function values, and it controls the random directions to point favorably toward potential improvements. Computational results on some well known functions show substantial improvements both in solution quality and efficiency.
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Wang, P.P., Chen, DS. Continuous optimization by a variant of simulated annealing. Comput Optim Applic 6, 59–71 (1996). https://doi.org/10.1007/BF00248009
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DOI: https://doi.org/10.1007/BF00248009