Simulated Annealing global optimization in Julia with a generalization of Gibbs startistics (C. Tsallis, Physica A
233 (1996) 395-406). Incluides an exact random number generator for the q-Gaussian distribution (T. Schanze, Comp. Phys. Comm.
175 (2006) 708โ712).
The backbone of this Simulated Annealing code is based on Optim.jl.
Generalized (Tsallis) simulated annealing may sometime outperform certain Differential Evolution heuristics (Xiang et al. R Journal
5/1 (2013) 13-28). A weak point of the current code is handling box constraints - this aspect has ample room for improvement.
(2015) Multi-disciplinary Insights LLC.
MIT license.