Combinatorial Optimization via Cross-Entropy

  • Rubinstein R
  • Kroese D
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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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Rubinstein, R. Y., & Kroese, D. P. (2004). Combinatorial Optimization via Cross-Entropy (pp. 129–186). https://doi.org/10.1007/978-1-4757-4321-0_4

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