Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Benoit Liquet
Title: CEoptim: Cross-Entropy R Package for Optimization
Abstract:

The cross-entropy (CE) method is a simple and versatile technique for optimization, based on Kullback-Leibler (or cross-entropy) minimization. The method can be applied to a wide range of optimization tasks, including continuous, discrete, mixed and constrained optimization problems. The new package CEoptim provides the R implementation of the CE method for optimization. We describe the general CE methodology for optimization and well as some useful modifications. The usage and efficacy of CEoptim is demonstrated through a variety of optimization examples, including model fitting, combinatorial opti- mization, and maximum likelihood estimation. 


Page views:: 48. Submitted: 2015-09-26. Published: 2017-02-20.
Paper: CEoptim: Cross-Entropy R Package for Optimization     (Downloads: 0)
Supplements:
replyPBP-version2.pdf: Response point by point to our revised version Download (Downloads: 11; 95KB)
CEoptim_1.0.tar.gz: CEoptim R package Download (Downloads: 10; 18KB)
Replication-CEoptim-rev.R: Replication file Download (Downloads: 10; 17KB)


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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.