Solving Large MAX CUT Problems Using Cross Entropy & Parametric Minimum Cross Entropy
نویسنده
چکیده
Two stochastic optimization methods: Cross Entropy (CE) and Parametric Minimum Cross Entropy (PME) were tested against Large Max-Cut problems. The problems were taken from the "The DIMACS Library of Mixed Semidefinite-Quadratic-Linear Programs" challenge web site. The two methods achieved close and even better results than the Best Known Solution. In addition to results presentation, several implementation issues and convergence properties of the Cross Entropy will be discussed.
منابع مشابه
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 s...
متن کاملHybridizing the cross-entropy method: An application to the max-cut problem
Cross entropy has been recently proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest a hybrid version 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 version. The suggested changes are not...
متن کاملA Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation
We present a new method, called the minimum cross-entropy (MCE) method for approximating the optimal solution of NP-hard combinatorial optimization problems and rare-event probability estimation, which can be viewed as an alternative to the standard cross entropy (CE) method. The MCE method presents a generic adaptive stochastic version of Kullback’s classic MinxEnt method. We discuss its simil...
متن کاملA cross entropy algorithm for continuous covering location problem
Covering problem tries to locate the least number of facilities and each demand has at least one facility located within a specific distance.This paper considers a cross entropy algorithm for solving the mixed integer nonlinear programming (MINLP) for covering location model.The model is solved to determine the best covering value.Also, this paper proposes aCross Entropy (CE) algorithm consider...
متن کاملMax-flow min-cut theorem for Rényi entropy in communication networks
A symbolic approach to communication networks, where the topology of the underlying network is contained in a set of formal terms, was recently introduced. Many communication problems can be recast as dispersion problems in this setup. The so-called min-cut of a term set represents its number of degrees of freedom. For any assignment of function symbols, its dispersion measures the amount of in...
متن کامل