A Cross Entropy based Optimization Algorithm with Global Convergence Guarantees

31 Jan 2018Ajin George JosephShalabh Bhatnagar

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is inefficient, both computationally and space wise... (read more)

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