noisyCE2: Cross-Entropy Optimisation of Noisy Functions

Cross-Entropy optimisation of unconstrained deterministic and noisy functions illustrated in Rubinstein and Kroese (2004, ISBN: 978-1-4419-1940-3) through a highly flexible and customisable function which allows user to define custom variable domains, sampling distributions, updating and smoothing rules, and stopping criteria. Several built-in methods and settings make the package very easy-to-use under standard optimisation problems.

Package details

AuthorFlavio Santi [cre, aut] (<https://orcid.org/0000-0002-2014-1981>)
MaintainerFlavio Santi <[email protected]>
LicenseGPL (>= 2)
Version1.0.0
URL https://www.flaviosanti.it/software/noisyCE2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("noisyCE2")

Try the noisyCE2 package in your browser

Any scripts or data that you put into this service are public.

noisyCE2 documentation built on Aug. 20, 2019, 5:13 p.m.