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.

Details

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

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. (2015) CEoptim: Cross-Entropy R package for optimization. Journal of Statistical Software, submitted.

See Also

CEoptim