The Cross-Entropy Method for Continuous Multi-extremal Optimization

Abstract

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 difficult continuous multi-extremal optimization problems, including those with nonlinear constraints.

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@inproceedings{Kroese2004TheCM, title={The Cross-Entropy Method for Continuous Multi-extremal Optimization}, author={Dirk P. Kroese and Sergey Porotsky}, year={2004} }