Abstract In this chapter we will discuss a topic whose importance has grown considerably in recent years. Several breakthroughs in sequential algorithms have been made, in such diverse areas as computational number theory (with applications to factoring large numbers and breaking Public-Key Encryption schemes, etc.), and artificial intelligence (with the development of Simulated Annealing techniques). A complete treatment of this field is beyond the scope of the present text. Nevertheless, there are a number of simple areas that we can touch upon.