Author： Kroese Dirk Porotsky Sergey Rubinstein Reuven
Publisher： Springer Publishing Company
ISSN： 1387-5841
Source： Methodology And Computing In Applied Probability, Vol.8, Iss.3, 2006-09, pp. : 383-407
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Abstract
In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.
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