Cross-entropy method: Difference between revisions

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Line 68: ''// Sort X by objective function values in descending order'' X := sort(X, S) ''// Update parameters of sampling distribution via elite samples'' μ := mean(X(1:Ne)) σ2 := var(X(1:Ne)) Line 82: * [[Tabu search]] * [[Natural Evolution Strategy]] * [[Ant colony optimization algorithms]] ==See also== Line 90 ⟶ 91: == Journal papers == * De Boer, P.-T., Kroese, D.P., Mannor, S. and Rubinstein, R.Y. (2005). A Tutorial on the Cross-Entropy Method. ''Annals of Operations Research'', '''134''' (1), 19–67.[http://www.maths.uq.edu.au/~kroese/ps/aortut.pdf] Rubinstein, R.Y. (1997). Optimization of Computer ~~simulation~~Simulation Models with Rare Events, ''European Journal of Operational Research'', '''99''', 89–112. ==Software implementations== [https://ceopt.org '''CEopt''' Matlab package] * [https://cran.r-project.org/web/packages/CEoptim/index.html '''CEoptim''' R package] * [https://www.nuget.org/packages/Novacta.Analytics '''Novacta.Analytics''' .NET library]