Multiple-Try Simulated Annealing Algorithm for Global Optimization

Algorithm 1

MTMSA algorithm used to detect the minimum of , .

Input:

Output:

(1)     Initialize:  , ,

(2)     while    do

(3)     set ;

(4)     for   to   do

(5)     ;

(6)     ;

(7)     for   to   do

(8)     sample from ;

(9)     ;

(10)   ;

(11)   choose from with probability ;

(12)   for   to   do

(13)   sample from ;

(14)   ;

(15)   ;

(16)   set ;

(17)   sample u from uniform distribution in ;

(18)   if    then

(19)   set ;

(20)   ;

(21)   ;

(22)     return ;