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Combinatorial Optimization via Cross-Entropy

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Part of the book series: Information Science and Statistics ((ISS))

Abstract

In this chapter we show how the CE method can be easily transformed into an efficient and versatile randomized algorithm for solving optimization problems, in particular combinatorial optimization problems.

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© 2004 Springer Science+Business Media New York

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Rubinstein, R.Y., Kroese, D.P. (2004). Combinatorial Optimization via Cross-Entropy. In: The Cross-Entropy Method. Information Science and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4321-0_4

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  • DOI: https://doi.org/10.1007/978-1-4757-4321-0_4

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4419-1940-3

  • Online ISBN: 978-1-4757-4321-0

  • eBook Packages: Springer Book Archive

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