Cross-entropy method: Difference between revisions

Revision as of 09:16, 19 November 2023

Latest revision as of 19:50, 23 April 2025

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''// 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))

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* [[Tabu search]]

* [[Natural Evolution Strategy]]

* [[Ant colony optimization algorithms]]

==See also==

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==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]