A Parallel General-Purpose Adaptive Optimisation Engine
Description
A general-purpose optimisation engine that supports
i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) , Hastings (1970) ]
and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) , Černý (1985) ]
on multiple cores, and ii) Acceptance Ratio Replica Exchange Monte
Carlo Optimisation. In each case, the system pseudo-temperature is
dynamically adjusted such that the observed acceptance ratio is kept
near to the desired (fixed or changing) acceptance ratio.