Hybridizing the cross-entropy method: An application to the max-cut problem

Cross entropy has been recently proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest a hybrid version with the goal of improving its performance. In the context of the well-known max-cut problem, we compare an implementation of the original cross entropy method with our proposed version. The suggested changes are not particular to the max-cut problem and could be considered for future applications to other combinatorial optimization problems.