CEoptim: Cross-Entropy R Package for Optimization
The cross-entropy (CE) method is a simple and versatile technique for optimization, based on Kullback-Leibler (or cross-entropy) minimization. The method can be applied to a wide range of optimization tasks, including continuous, discrete, mixed and constrained optimization problems. The new package...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2017-02-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3035 |