When Simulated Annealing (SA) is applied to continuous optimization problems, the design of the neighborhood used in SA becomes important. Many experiments are necessary to determine an appropriate neighborhood range in each problem, because the neighborhood range corresponds to distance in Euclidean space and is decided arbitrarily. We propose Multi-point Simulated Annealing with Adaptive Neighborhood (MSA/AN) for continuous optimization problems, which determine the appropriate neighborhood range automatically. The proposed method provides a neighborhood range from the distance and the design variables of two search points, and generates candidate solutions using a probability distribution based on this distance in the neighborhood, and selects the next solutions from them based on the energy. In addition, a new acceptance judgment is proposed for multi-point SA based on the Metropolis criterion. The proposed method shows good performance in solving typical test problems.

It is well known that the Hopfield Model (HM) for neural networks to solve the TSP suffers from three major drawbacks: (D1) it can converge to non-optimal local minimum solutions; (D2) it can also converge to non-feasible solutions; (D3) results are very sensitive to the careful tuning of its parameters. A number of methods have been proposed to overcome (D1) well. In contrast, work on (D2) and (D3) has not been sufficient; techniques have not been generalized to larger classes of optimization problems with constraint including the TSP. We first construct Extended HMs (E-HMs) that overcome both (D2) and (D3). The extension of the E-HM lies in the addition of a synapse dynamical system cooperated with the corrent HM unit dynamical system. It is this synapse dynamical system that makes the TSP constraint hold at any final states for whatever choices of the HM parameters and an initial state. We then generalize the E-HM further into a network that can solve a larger class of continuous optimization problems with a constraint equation where both of the objective function and the constraint function are non-negative and continuously differentiable.