Convergence properties of the cross-entropy method for discrete optimization

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We present new theoretical convergence results on the Cross-Entropy method for discrete optimization. Our primary contribution is to show that a popular implementation of the Cross-Entropy method converges, and ﬁnds the optimal solution

Andre Costa, Owen Dafydd Jones, Dirk P. Kroese

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Cross-Entropy Method | Discrete Optimization | ORL 2007 | Primary Contribution |

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Added	27 Dec 2010
Updated	27 Dec 2010
Type	Journal
Year	2007
Where	ORL
Authors	Andre Costa, Owen Dafydd Jones, Dirk P. Kroese

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Convergence properties of the cross-entropy method for discrete optimization

Cross-Entropy Method | Discrete Optimization | ORL 2007 | Primary Contribution |

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