The cross-entropy method for continuous multi-extremal optimization
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Publication:861537
DOI10.1007/s11009-006-9753-0zbMath1107.65049OpenAlexW2162112538WikidataQ118141951 ScholiaQ118141951MaRDI QIDQ861537
Dirk P. Kroese, Sergey Porotsky, Reuven Y. Rubinstein
Publication date: 29 January 2007
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-006-9753-0
Constrained optimizationNumerical examplesPenalty functionNonlinear constraintsAcceptance-rejectionContinuous optimizationDynamic smoothingMulti-extremal objective function
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15) Dynamic programming (90C39)
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