Online variants of the cross-entropy method

Autor: Szita, Istvan, Lorincz, Andras
Rok vydání: 2008
Předmět:
Druh dokumentu: Working Paper
Popis: The cross-entropy method is a simple but efficient method for global optimization. In this paper we provide two online variants of the basic CEM, together with a proof of convergence.
Comment: 8 pages
Databáze: arXiv