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.


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install.packages("noisyCE2")

1.0.0 by Flavio Santi, a month ago


https://www.flaviosanti.it/software/noisyCE2


Report a bug at https://github.com/f-santi/noisyCE2


Browse source code at https://github.com/cran/noisyCE2


Authors: Flavio Santi [cre, aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports magrittr

Suggests coda


See at CRAN