tlooto
Sign up
MathematicsComputer Science

The Cross-Entropy Method for Combinatorial and Continuous Optimization

R. Rubinstein

1999.9.1METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

DOI: 10.1023/a:1010091220143

tlooto Summary

The mode of a unimodal importance sampling distribution, like the mode of beta distribution, is used as an estimate of the optimal solution for continuous optimization and Markov chains approach for combinatorial optimization.

Abstract

Abstract is not available.

Citation format

RUBINSTEIN, R. The cross-entropy method for combinatorial and continuous optimization. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 1999, 1: 127–190.