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] (<>)
MaintainerFlavio Santi <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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noisyCE2 documentation built on Nov. 9, 2020, 5:13 p.m.