The Accelerated Cross Entropy Method: An Application to the Max-Cut Problem

Cross entropy has recently been proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest modifications and extensions with the goal of improving its performance. In the context of the well-known max-cut problem, we compare an implementation of the original cross entropy method with our proposed accelerated version. The suggested changes are not particular to the max-cut problem and could be considered for future applications of the cross entropy method to combinatorial optimization problems.