In many optimization problems, especially in the multidimensional case, the objective function may have
many local extrema and may not be smooth. The simulated annealing algorithm is suitable for Global
Optimization i.e., it is able to move through local extrema and recognize when global optimum located.
Origin of the method is the Metropolis's Algorithm; actually the Metropolis algorithm was rst devised
as a method to implement simulated annealing. It is thus a probablistic method for optimization and
belongs to the class of stochastic optimization methods. It does not require calculation of derivatives,
and thus be considered as a derivative-free method.