cross-Entropy

所属分类:matlab编程
开发工具:matlab
文件大小:3KB
下载次数:110
上传日期:2011-08-03 23:11:20
上 传 者suci_iso_s2its
说明:  The cross-entropy (CE) method attributed to Reuven Rubinstein is a general Monte Carlo approach to combinatorial and continuous multi-extremal optimization and importance sampling. The method originated from the field of rare event simulation, where very small probabilities need to be accurately estimated, for example in network reliability analysis, queueing models, or performance analysis of telecommunication systems. The CE method can be applied to static and noisy combinatorial optimization problems such as the traveling salesman problem, the quadratic assignment problem, DNA sequence alignment, the max-cut problem and the buffer allocation problem, as well as continuous global optimization problems with many local extrema.

文件列表:
sine_product.m (95, 2009-06-07)
camel.m (173, 2009-06-07)
CE.m (1046, 2009-06-06)
CrossEntropy.m (3995, 2009-06-07)
rosen.m (191, 2009-06-07)

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