  This paper proposes a novel technique called Perpetual Orbit (PO) to control
the generation temperature of the Coupled Simulated Annealing (CSA) algorithm.
The new algorithm, PO-CSA, takes advantage of the PO technique combined to the
CSA's automatic quasi-optimal scheduling of the acceptance temperature to make
optimization of continuous variables more robust w.r.t. the initialization
parameters. The PO-CSA was tested with 14 optimization problems, compared to
five reference algorithms, including the original CSA with two different
initialization procedures. While the PO-CSA performed better than its
competitors for the majority of the cost functions, its control of the
generation temperature also proved to be more effective than the original CSA
with exhaustively tuned initialization parameters. The new parameter-free
method also proved more effective in the use of an extra budget of cost
function evaluations when compared to the exhaustively tuned case.
