Convergence properties of the cross-entropy method for discrete optimization

DOI10.1016/j.orl.2006.11.005zbMath1149.90184WikidataQ118141946 ScholiaQ118141946MaRDI QIDQ2465943

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 optimization; stochastic search; cross-entropy method

Mathematics Subject Classification ID

90C59: Approximation methods and heuristics in mathematical programming

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Cites Work

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• The transform likelihood ratio method for rare event simulation with heavy tails
• On the convergence of the cross-entropy method
• Introduction to Stochastic Search and Optimization
• A Global Search Method for Discrete Stochastic Optimization