A direct search variant of the simulated annealing algorithm for optimization involving continuous variables

A memory-based simulated annealing algorithm is proposed which fundamentall y differs from the previously developed simulated annealing algorithms for continuous variables by the fact that a set of points rather than a single working point is used. The implementation of the new method does not need d ifferentiability properties of the function being optimized. The method is well tested on a range of problems classified as easy, moderately difficult and difficult. The new algorithm is compared with other simulated annealin g methods on both test problems and practical problems. Results showing an improved performance in finding the global minimum are given.