An optimization algorithm is presented which consists of cyclically heating and quenching by Metropolis and local search procedures, respectively. It works particularly well when it is applied to an archive of samples instead of to a single one. We demonstrate for the traveling salesman problem that this algorithm is far more efficient than the usual simulated annealing; our implementation can compete concerning speed with recent, very fast genetic local search algorithms.

• Received 16 June 1997

DOI:https://doi.org/10.1103/PhysRevLett.79.4297