A methodology to Parallel the temperature cycle in Simulated Annealing

Abstract

Simulated Annealing (SA) is usually implemented in a sequential way. We propose a Methodology to Parallel the Simulated Annealing Algorithm (MPSA). This methodology carries out the parallelization of the cycle that controls the temperature in the algorithm. This approach lets a massive parallelization. The initial solution for each internal cycle may be set through a Monte Carlo random sampling to adjust the Boltzmann distribution at the cycle beginning. In MPSA the communication scheme and its implementation must be in an asynchronous way. Through a theoretical analysis we establish that any implementation of MPSA leads to a Simulated Annealing Parallel Algorithm (SAPA) that is in general more efficient than its sequential implementation version. © Springer-Verlag Berlin Heidelberg 2000.