PARALLEL RECOMBINATIVE SIMULATED ANNEALING - A GENETIC ALGORITHM

This paper introduces and analyzes a parallel method of stimulated annealing. Borrowing from genetic algorithms, an effective combination of simulated annealing and genetic algorithms, called parallel recombinative simulated annealing, is developed. This new algorithm strives to retain the desirable asymptotic convergence properties of simulated annealing, while adding the populations approach and recombinative power of genetic algorithms. The algorithm iterates a population of solutions rather than a single solution, employing a binary recombination operator as well as a unary neighborhood operator. Proofs of global convergence are given for two variations of the algorithm. Convergence behavior is examined, and empirical distributions are compared to Boltzmann distributions. Parallel recombinative simulated annealing is amenable to straightforward implementation on SIMD, MIMD, or shared-memory machines. The algorithm, implemented on the CM-5, is run repeatedly on two deceptive problems to demonstrate the added implicit parallelism and faster convergence which can result from larger population sizes.