The Cross-Entropy Method for Continuous Multi-Extremal Optimization

The Cross-Entropy Method for Continuous Multi-Extremal Optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difcult conti...

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Veröffentlicht in:Methodology and computing in applied probability 2006-09, Vol.8 (3), p.383-407
Hauptverfasser: Kroese, Dirk P., Porotsky, Sergey, Rubinstein, Reuven Y.
Format: Artikel
Sprache:eng
Schlagworte:
Computation
Entropy
Methodology
Nonlinearity
Optimization
Studies
Tasks
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Zusammenfassung:In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difcult continuous multi-extremal optimization problems, including those with non-linear constraints. [PUBLICATION ABSTRACT]
ISSN:1387-5841
1573-7713
DOI:10.1007/s11009-006-9753-0