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
Online-Zugang:	Volltext
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