noisyCE2 (1.0.0)

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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.

Maintainer: Flavio Santi
Author(s): Flavio Santi [cre, aut] (<>)

License: GPL (>= 2)

Uses: magrittr, coda

Released 6 months ago.



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