Cross-entropy method: Difference between revisions

Revision as of 01:12, 27 November 2017

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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 [[global optimization]] problems with many local [[extremum|extrema]].

In a nutshell, the CE method consists of two phases <ref> Rubinstein, R.Y. and Kroese, D.P. (2004), The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning, Springer-Verlag, New York (2004){{ISBN|978-0-387-21240-1}}.</ref>

#Generate a random data sample (trajectories, vectors, etc.) according to a specified mechanism.