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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.
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Package details |
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| Author | Flavio Santi [cre, aut] (<https://orcid.org/0000-0002-2014-1981>) |
| Maintainer | Flavio Santi <flavio.santi@univr.it> |
| License | GPL (>= 2) |
| Version | 1.1.0 |
| URL | https://www.flaviosanti.it/software/noisyCE2 |
| Package repository | View on CRAN |
| Installation |
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