A full Bayesian statistical treatment of complex pharmacokinetic or pharmacodynamic models, in particular in a population context, gives access to powerful inference, including on model structure. We present here the results of our implementation of the simulated tempering Markov Chain Monte Carlo (MCMC) algorithm in the GNU MCSim software. Simulated tempering MCMC has a number of advantages over usual MCMC algorithms: it can sample from sharp multi-modal posteriors; it provides insight into identifiability issues useful for model simplification; it rapidly converges. The main challenge to implementing this approach as been setting an adequate scale of auxiliary temperatures, which we solved by stochastically optimizing a grid of inverse-temperatures, or "perks," through a Robbins-Munro process. The resulting grid of perks can then easily be used to perform thermodynamic integration, bridging the joint prior and the posterior distributions and assuring convergence to the target posterior distribution with a single sampling chain. This approach additionally allows the calculation of normalized densities and of Bayes factors for model comparison. We illustrate our approach with two stylized case-studies and two realistic population pharmacokinetic inference problems, one of them involving a large PBPK model.