The cross-entropy method for continuous multi-extremal optimization
Kroese, Dirk P., Porotsky, Sergey and Rubinstein, Reuven Y. (2006) The cross-entropy method for continuous multi-extremal optimization. Methodology and Computing In Applied Probability, 83: 383-407. doi:10.1007/s11009-006-9753-0
(Some files may be inaccessible until you login with your UQ eSpace credentials)
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.