ROptimus: A Parallel General-Purpose Adaptive Optimisation Engine
A general-purpose optimisation engine that supports
i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) <doi:10.1063/1.1699114>, Hastings (1970) <doi:10.1093/biomet/57.1.97>]
and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) <doi:10.1126/science.220.4598.671>, Černý (1985) <doi:10.1007/BF00940812>]
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.
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