The Cross-Entropy Method for Optimization
نویسندگان
چکیده
The cross-entropy method is a versatile heuristic tool for solving difficult estimation and optimization problems, based on Kullback–Leibler (or cross-entropy) minimization. As an optimization method it unifies many existing populationbased optimization heuristics. In this chapter we show how the cross-entropy method can be applied to a diverse range of combinatorial, continuous, and noisy optimization problems.
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تاریخ انتشار 2011