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CEoptim: Cross-entropy R package for optimization
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نویسنده
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benham t. ,duan q. ,kroese d.p. ,liquet b.
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منبع
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journal of statistical software - 2017 - دوره : 76 - شماره : 1
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چکیده
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The cross-entropy (ce) method is a simple and versatile technique for optimization,based on kullback-leibler (or cross-entropy) minimization. the method can be applied to a wide range of optimization tasks,including continuous,discrete,mixed and constrained optimization problems. the new package ceoptim provides the r implementation of the ce method for optimization. we describe the general ce methodology for optimization and well as some useful modifications. the usage and efficacy of ceoptim is demonstrated through a variety of optimization examples,including model fitting,combinatorial optimization,and maximum likelihood estimation. © 2017,american statistical association. all rights reserved.
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کلیدواژه
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Constrained optimization; Continuous optimization; Cross-entropy; Discrete optimization; Kullback-Leibler divergence; Lasso; Maximum likelihood; R Regression
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آدرس
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school of mathemathics and physics,the university of queensland,brisbane, Australia, school of mathemathics and physics,the university of queensland,brisbane, Australia, school of mathemathics and physics,the university of queensland,brisbane, Australia, school of mathemathics and physics,the university of queensland,arc centre of excellence for mathematical and statistical frontiers,queensland university of technology (qut),brisbane,australia,laboratoire de mathématiques et de leurs applications,université de pau et des pays de l’adour,umr cnrs 5142,pau, France
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Authors
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