Convergence properties of the cross-entropy method for discrete optimization

DOI10.1016/j.orl.2006.11.005zbMath1149.90184OpenAlexW2133615895WikidataQ118141946 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 optimizationstochastic searchcross-entropy method

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Related Items (9)

On the benefits of Laplace samples in solving a rare event problem using cross-entropy method ⋮ A DC programming approach for planning a multisensor multizone search for a target ⋮ Stochastic runtime analysis of a cross-entropy algorithm for traveling salesman problems ⋮ Controlling the number of HIV infectives in a mobile population ⋮ A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem ⋮ Globally solving a nonlinear UAV task assignment problem by stochastic and deterministic optimization approaches ⋮ Solving the multidimensional assignment problem by a cross-entropy method ⋮ A hierarchical approach for planning a multisensor multizone search for a moving target ⋮ A Cross-Entropy Scheme for Mixtures

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

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