It might even be more accurate to say the model of metallurgical annealing used in simulated annealing has parallels with a model of jellyfish search behaviour, rather than jellyfish "using" simulated annealing to find food.
Wouldn't almost any other effective search technique be more complex to implement in a very simple nerve net? If jellyfish were found to utilize say genetic optimization based search then I would really be surprised.
For more information (than you probably want to know) about the nervous system of jellyfish see [3].
[1] http://societyofbiologyblog.org/the-peculiarities-of-the-jel...