Convergence properties of the cross-entropy method for discrete optimization

DOI10.1016/J.ORL.2006.11.005MaRDI QIDQ2465943zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 11 January 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.399.4581

zbMATH Keywords

discrete optimizationstochastic searchcross-entropy method

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• scientific article; zbMATH DE number 1647923 (Why is no real title available?)
• scientific article; zbMATH DE number 3116771 (Why is no real title available?)
• scientific article; zbMATH DE number 193411 (Why is no real title available?)
• scientific article; zbMATH DE number 1016966 (Why is no real title available?)
• A Global Search Method for Discrete Stochastic Optimization
• Introduction to Stochastic Search and Optimization
• On the convergence of the cross-entropy method
• The transform likelihood ratio method for rare event simulation with heavy tails

Cited in

(16)

• The cross-entropy method for combinatorial and continuous optimization
• On the benefits of Laplace samples in solving a rare event problem using cross-entropy method
• A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
• Adapted cross entropy method to investigate costly price-changes in pricing and production planning
• Globally solving a nonlinear UAV task assignment problem by stochastic and deterministic optimization approaches
• The cross-entropy method for continuous multi-extremal optimization
• A hierarchical approach for planning a multisensor multizone search for a moving target
• Stochastic runtime analysis of a cross-entropy algorithm for traveling salesman problems
• Cumulative weighting optimization
• On the convergence of the cross-entropy method
• Controlling the number of HIV infectives in a mobile population
• Application of the cross entropy method to the GLVQ algorithm
• A DC programming approach for planning a multisensor multizone search for a target
• A tutorial on the cross-entropy method
• A cross-entropy scheme for mixtures
• Solving the multidimensional assignment problem by a cross-entropy method

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