CEoptim-package: Cross-Entropy R package for optimization

CEoptim-packageR Documentation

Cross-Entropy R package for optimization

Description

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.

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 R package for optimization. Journal of Statistical Software, 76(8), 1-29.

See Also

CEoptim


CEoptim documentation built on Oct. 4, 2023, 9:13 a.m.