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.


Reference manual

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1.1.0 by Flavio Santi, a year ago

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Authors: Flavio Santi [cre, aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports magrittr

Suggests coda, testthat

See at CRAN