Global and constrained optimization problems nowadays appear in almost all fields of science and engineering. In this case I focused on stochastic optimization in my thesis. The paper contains theoretical backgrounds and codes, along with multiple figures to present an overall review of simulated annealing algorithm. As a first step I created an implementation of SA for global optimization. On the second stage I combined several methods for choosing the candidate points and various cooling schedules. For the last part the algorithm was tested by several test functions.