In order to facilitate efficient query processing, the information contained in data warehouses is typically stored as a set of materialized views. Deciding which views to materialize represent a challenge in order to minimize view maintenance and query processing costs. Some existing approaches are applicable only for small problems, which are far from reality. In this paper we introduce a new approach for materialized view selection using Parallel Simulated Annealing (PSA) that selects views from an input Multiple View Processing Plan (MVPP). With PSA, we are able to perform view selection on MVPPs having hundreds of queries and thousands of views. Also, in our experimental study we show that our method provides a significant improvement in the quality of the obtained set of materialized views over existing heuristic and sequential simulated annealing algorithms.