Can we initialise the first best solution in Simulated Annealing with some other optimization algorithm like nearest neighbour algorithm(I am solving TSPTW)?if it is better then what are some other algorithm which i can use for initialisation of the problem I am new to meta-heuristic techniques, please help me.
Yes, you can in OptaPlanner. The nearest neighbor algorithm isn't implemented yes (watch this issue) as a Construction Heuristic, but in a Custom Phase (see docs) you can easily add it yourself to initialize the solution before doing SA, LA, TS, etc.