R Cross Entropy Inspired Method for Optimization
A Cross Entropy Inspired Method for Optimization
Enforce domain boundaries
Overplot an error polygon
Plot the distribution of elite members
An R Cross Entropy Inspired Method for Optimization RCEIM
Sorting a data frame by a key
1D test problem for RCEIM
2D test problem for RCEIM
An implementation of a stochastic heuristic method for performing multidimensional function optimization. The method is inspired in the Cross-Entropy Method. It does not relies on derivatives, neither imposes particularly strong requirements into the function to be optimized. Additionally, it takes profit from multi-core processing to enable optimization of time-consuming functions.