CEoptim-package

Cross-Entropy R package for optimization

The CEoptim package provides an optimization solver based on the Cross-Entropy method. The main function CEoptim can be used to solve multi-extremal optimization problems involving discrete, continuous, and mixed variables. In addition, CEoptim implements linear constraints for continuous optimization. package

Author(s)

Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet b.liquet@uq.edu.au

References

Benham T., Duan Q., Kroese D.P., Liquet B. (2017) CEoptim : Cross-Entropy package for optimization. Journal of Statistical Software, 76(8), 1-29.

See Also

CEoptim