Convergence properties of the cross-entropy method for discrete optimization
نویسندگان
چکیده
منابع مشابه
Convergence properties of the cross-entropy method for discrete optimization
We present new theoretical convergence results on the Cross-Entropy method for discrete optimization. Our primary contribution is to show that a popular implementation of the Cross-Entropy method converges, and finds an optimal solution with probability arbitrarily close to 1. We also give necessary conditions and sufficient conditions under which an optimal solution is generated eventually wit...
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The cross-entropy method is a versatile heuristic tool for solving difficult estimation and optimization problems, based on Kullback–Leibler (or cross-entropy) minimization. As an optimization method it unifies many existing populationbased optimization heuristics. In this chapter we show how the cross-entropy method can be applied to a diverse range of combinatorial, continuous, and noisy opti...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2007
ISSN: 0167-6377
DOI: 10.1016/j.orl.2006.11.005