I am using a simulated annealing algorithm to optimize a cost function. Given the fact that simulated annealing is a stochastic algorithm and will not give the same results each time you run it, I was wondering whether it is reasonable to run it multiple times and take an average of the results.
If not, what would increase my chances of finding the global minimum? From what I have read adaptive simulated annealing is a good way.
Thanks for your time.