Parallel Very Fast Simulated Reannealing by Temperature BlockPartitioning

This work describes a parallel implementation of Very Fast Simulated Reannealing (VFSR), an advanced simulated annealing method for optimization of non-linear, multi-dimensional functions with large numbers of local minima. Parallel VFSR speed-ups on a CM-2 connection machine are reported for eight functions: De Jong's test suite, a 10-D parabolic function , and two multi-modal, highly non-linear functions. Within the test set, the function characteristic most aaecting parallel VFSR performance is number of optimized function parameters. Low dimension functions prooted least from parallelization, exhibiting speedups from 2 to 78 (where speedups are based on number of function evaluation cycles). Speed-ups for the three 10-D cost functions increased to 410, 823 and 1124. On a stochastic high dimensional (D=30) quar-tic cost function, the cycle ratio was over 19000. We present results of a systematic study of the dimension-ality eeect on three test functions.