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) , 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.