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The method originated from the field of ''rare event simulation'', where
very small probabilities need to be accurately estimated, for example in network reliability analysis, queueing models, or performance analysis of telecommunication systems.
The CE method can be applied to static and noisy combinatorial optimization problems such as the [[traveling salesman problem]], the [[quadratic assignment problem]], [[Sequence_alignment|DNA sequence alignment]], the [[Maxcut|max-cut]] problem and the buffer allocation problem, as well as continuous [[
In a nutshell the CE method consists of two phases:
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