Skip to main content
SpringerLink
Log in

Combinatorial optimization by simulated cross-entropy

  • Reference work entry
  • First Online:
Book cover Encyclopedia of Operations Research and Management Science

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 532.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Aarts, E. H.L. and Lenstra, J. K. (1997). Local Search in Combinatorial Optimization, Wiley, Chichester, UK.

    Google Scholar 

  2. Andradóttir, S. (1996). “A Global Search Method for Discrete Stochastic Optimization,” SIAM Jl. Optimization, 6, 513–530.

    Google Scholar 

  3. Glover, F. (1996). “Tabu search,” in Encyclopedia of Operations Research and Management Science, S. I. Gass and C. M. Harris, eds., Kluwer, Norwell, Massachusetts.

    Google Scholar 

  4. Goldberg, D. (1989). Genetic Algorithms in Search, Optimization and Machine Learning, Addison Wesley, Reading, Massachusetts.

    Google Scholar 

  5. Gong, W. B., Ho, Y. C., and Zhai, W. (1992). “Stochastic Comparison of the Algorithm for Discrete Optimization with Estimation,” Proceedings of the 31st IEEE Conference on Decision and Control, 795–800, Piscataway, New Jersey.

    Google Scholar 

  6. Kapur, J. N. and Kesavan, H. K. (1992). Entropy Optimization Principles with Applications, Academic Press, New York.

    Google Scholar 

  7. Kirkpatrick, S., Gelatt, C. D., and Vecchi, M. P. (1983). “Optimization by simulated annealing,” Science, 220, 671–680.

    Google Scholar 

  8. Lieber, D. (1999). “The cross-entropy method for estimating probabilities of rare events,” Ph.D. Dissertation, William Davidson Faculty of Industrial Engineering and Management, Technion, Haifa, Israel.

    Google Scholar 

  9. Norkin, W. I., Pflug, G. C., and Ruszczyński, A. (1996). “A Branch and Bound Method for Stochastic Global Optimization.” Working paper, International Institute for Applied System Analysis, WP-96-065, Laxenburg, Austria.

    Google Scholar 

  10. Podgaetsky, A. and Rubinstein, R. Y. (1999). “The cross-entropy method in graph partition problems,” Working paper, Faculty of Industrial Engineering, Technion, Haifa, Israel.

    Google Scholar 

  11. Romejn, H. E. and Smith, R. L. (1994). “Simulated Annealing for Constrained Global Optimization,” Jl. Global Optimization, 5, 101–126.

    Google Scholar 

  12. Rubinstein, R. Y. (1999). “The cross-entropy method for combinatorial optimization,” Methodology and Computing in Applied Probability, 2, 1–48.

    Google Scholar 

  13. Rubinstein, R. Y. and Melamed, B. (1998). Efficient Simulation and Modeling, John Wiley, New York.

    Google Scholar 

  14. Shi, L. and Olafsson, S. (1998). “Nested Partitioning Method for Global Optimization,” Working paper, Department of Industrial Engineering, University of Wisconsin, Madison.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Technion, Haifa, Israel

    Reuven Y. Rubinstein

Authors
  1. Reuven Y. Rubinstein
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Robert H. Smith School of Business, University of Maryland, College Part, Maryland, USA

    Saul I. Gass

  2. School of Information Technology & Engineering, George Mason University, Fairfax, Virginia, USA

    Carl M. Harris

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Kluwer Academic Publishers

About this entry

Cite this entry

Rubinstein, R.Y. (2001). Combinatorial optimization by simulated cross-entropy . In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_131

Download citation

  • DOI: https://doi.org/10.1007/1-4020-0611-X_131

  • Published:

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-7923-7827-3

  • Online ISBN: 978-1-4020-0611-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation