On the convergence of the cross-entropy method

DOI10.1007/S10479-005-5731-0MaRDI QIDQ2485934zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 August 2005

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-005-5731-0

zbMATH Keywords

combinatorial optimizationconvergencecross-entropy

Mathematics Subject Classification ID

Combinatorial optimization (90C27)

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Cites work

• ACO algorithms with guaranteed convergence to the optimal solution
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Combinatorial optimization, cross-entropy, ants and rare events
• Optimization of computer simulation models with rare events
• The cross-entropy method for combinatorial and continuous optimization
• The transform likelihood ratio method for rare event simulation with heavy tails

Cited in

(19)

• A cross entropy based algorithm for reliability problems
• The simple block iterative algorithm of an extended entropy model and its convergence
• The cross-entropy method for combinatorial and continuous optimization
• Convergence properties of the cross-entropy method for discrete optimization
• A tutorial on the cross-entropy method
• A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
• Cross-entropy loss for recommending efficient fold-over technique
• Cross entropy for multiobjective combinatorial optimization problems with linear relaxations
• Integration of Ranked Lists via Cross Entropy Monte Carlo with Applications to mRNA and microRNA Studies
• Revisiting the cross entropy method with applications in stochastic global optimization and reinforcement learning
• scientific article; zbMATH DE number 2117227 (Why is no real title available?)
• An inference and integration approach for the consolidation of ranked lists
• A cross-entropy scheme for mixtures
• A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
• Incident-specific cyber insurance
• The cross-entropy method for continuous multi-extremal optimization
• Controlling the number of HIV infectives in a mobile population
• Application of the cross entropy method to the GLVQ algorithm
• Hybridizing the cross-entropy method: An application to the max-cut problem

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