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: CEoptim
Type: Package
Version: 1.0
Date: 2015-02-28
License: GPL (>=2.0)
LazyLoad: yes


Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet <>


Benham T., Duan Q., Kroese D.P., Liquet B. (2015) CEoptim: Cross-Entropy R package for optimization. Journal of Statistical Software, submitted.

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