The cross-entropy method for combinatorial and continuous optimization
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Publication:1961837
DOI10.1023/A:1010091220143zbMath0941.65061OpenAlexW1577352482MaRDI QIDQ1961837
Publication date: 7 August 2000
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010091220143
numerical testscross-entropy methodcombinatorial continuous optimizationfast randomized adaptive algorithm
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27) Measures of information, entropy (94A17)
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