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Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming - MaRDI portal

Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (Q931381)

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scientific article; zbMATH DE number 5292833
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Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming
scientific article; zbMATH DE number 5292833

    Statements

    Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (English)
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    25 June 2008
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    linear integer programming
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    numerical examples
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    Boltzmann distribution
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    combinatorial optimization
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    counting problems
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    Monte Carlo simulation
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    generic minimum cross-entropy method
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    rare-event probability estimation
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    variance minimization
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