Nonconvex and discrete optimal design using multiple state simulated annealing

New strategies used in multiple state simulated annealing are proposed with the goal of increasing the chances of locating more optima through the use of interactive search strategies. A multiple state simulated annealing is characterized as one in which multiple sequences of state changes, instead of only one, are independently created under a common temperature dropping schedule and state change process. A number of interactive strategies are proposed to interconnect the development of multiple states during the annealing process so that in a single run of miltiple state simulated annealing the design space could be explored more thoroughly and more global/local optima could be discovered. Two illustrative examples including nonconvex and discrete optimization problems are included.