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The Cross-Entropy Method for Continuous Multi-Extremal Optimization

Dirk P. Kroese, S. Porotsky, R. Rubinstein

2006.10.23METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

DOI: 10.1007/s11009-006-9753-0

tlooto Summary

The effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints, is demonstrated.

Abstract

Abstract is not available.

Citation format

KROESE, Dirk P.; POROTSKY, S.; RUBINSTEIN, R. The cross-entropy method for continuous multi-extremal optimization. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2006, 8: 383–407.