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The Cross-Entropy Method for Combinatorial and Continuous Optimization

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Cited by:

  1. Chan, Joshua C.C., 2023. "Comparing stochastic volatility specifications for large Bayesian VARs," Journal of Econometrics, Elsevier, vol. 235(2), pages 1419-1446.
  2. Mingle Zhou & Ming Cai & Gang Li & Min Li, 2022. "An End-to-End Formula Recognition Method Integrated Attention Mechanism," Mathematics, MDPI, vol. 11(1), pages 1-17, December.
  3. Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2022. "An automated prior robustness analysis in Bayesian model comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 583-602, April.
  4. Vandet, Christian Anker & Rich, Jeppe, 2023. "Optimal placement and sizing of charging infrastructure for EVs under information-sharing," Technological Forecasting and Social Change, Elsevier, vol. 187(C).
  5. Reuven Y. Rubinstein, 2006. "How Many Needles are in a Haystack, or How to Solve #P-Complete Counting Problems Fast," Methodology and Computing in Applied Probability, Springer, vol. 8(1), pages 5-51, March.
  6. Laijun Zhao & Huiyong Li & Yan Sun & Rongbing Huang & Qingmi Hu & Jiajia Wang & Fei Gao, 2017. "Planning Emergency Shelters for Urban Disaster Resilience: An Integrated Location-Allocation Modeling Approach," Sustainability, MDPI, vol. 9(11), pages 1-20, November.
  7. Xiaodong Zhang & Suhui Liu & Xin Zheng, 2021. "Stock Price Movement Prediction Based on a Deep Factorization Machine and the Attention Mechanism," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
  8. Sze Him Leung & Ji Meng Loh & Chun Yip Yau & Zhengyuan Zhu, 2021. "Spatial Sampling Design Using Generalized Neyman–Scott Process," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(1), pages 105-127, March.
  9. Catanzaro, Daniele & Pesenti, Raffaele & Ronco, Roberto, 2023. "Job scheduling under Time-of-Use energy tariffs for sustainable manufacturing: a survey," European Journal of Operational Research, Elsevier, vol. 308(3), pages 1091-1109.
  10. Ali Eshragh & Jerzy Filar & Michael Haythorpe, 2011. "A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem," Annals of Operations Research, Springer, vol. 189(1), pages 103-125, September.
  11. Hongrui Wang & Linlin Fan & Yuan Liang & Cheng Wang, 2018. "An integrated approach for water scarcity evaluation—a case study of Yunnan, China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 20(1), pages 109-127, February.
  12. Mor Kaspi & Tal Raviv, 2013. "Service-Oriented Line Planning and Timetabling for Passenger Trains," Transportation Science, INFORMS, vol. 47(3), pages 295-311, August.
  13. Ebrahimi, Mehrdad & Nobahar, Elnaz & Mohammadi, Reza Karami & Noroozinejad Farsangi, Ehsan & Noori, Mohammad & Li, Shaofan, 2023. "The influence of model and measurement uncertainties on damage detection of experimental structures through recursive algorithms," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
  14. L. Margolin, 2005. "On the Convergence of the Cross-Entropy Method," Annals of Operations Research, Springer, vol. 134(1), pages 201-214, February.
  15. Tito Homem-de-Mello, 2007. "A Study on the Cross-Entropy Method for Rare-Event Probability Estimation," INFORMS Journal on Computing, INFORMS, vol. 19(3), pages 381-394, August.
  16. Casas-Ramírez, Martha-Selene & Camacho-Vallejo, José-Fernando & Martínez-Salazar, Iris-Abril, 2018. "Approximating solutions to a bilevel capacitated facility location problem with customer's patronization toward a list of preferences," Applied Mathematics and Computation, Elsevier, vol. 319(C), pages 369-386.
  17. Hao Su & Qun Niu & Zhile Yang, 2023. "Optimal Power Flow Using Improved Cross-Entropy Method," Energies, MDPI, vol. 16(14), pages 1-33, July.
  18. Sigurdur Ólafsson, 2004. "Two-Stage Nested Partitions Method for Stochastic Optimization," Methodology and Computing in Applied Probability, Springer, vol. 6(1), pages 5-27, March.
  19. Ad Ridder & Bruno Tuffin, 2012. "Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques," Tinbergen Institute Discussion Papers 12-103/III, Tinbergen Institute.
  20. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
  21. Thuc Duy Le & Junpeng Zhang & Lin Liu & Jiuyong Li, 2015. "Ensemble Methods for MiRNA Target Prediction from Expression Data," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-19, June.
  22. Lan, Yingjie & Ball, Michael O. & Karaesmen, Itir Z. & Zhang, Jean X. & Liu, Gloria X., 2015. "Analysis of seat allocation and overbooking decisions with hybrid information," European Journal of Operational Research, Elsevier, vol. 240(2), pages 493-504.
  23. Leyuan Shi & Sigurdur O´lafsson, 2000. "Nested Partitions Method for Stochastic Optimization," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 271-291, September.
  24. Ferdinand Bollwein & Stephan Westphal, 2022. "Oblique decision tree induction by cross-entropy optimization based on the von Mises–Fisher distribution," Computational Statistics, Springer, vol. 37(5), pages 2203-2229, November.
  25. Mattrand, C. & Bourinet, J.-M., 2014. "The cross-entropy method for reliability assessment of cracked structures subjected to random Markovian loads," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 171-182.
  26. Alibrandi, Umberto, 2014. "A response surface method for stochastic dynamic analysis," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 44-53.
  27. Edward Ianovsky & Joseph Kreimer, 2011. "An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach)," Annals of Operations Research, Springer, vol. 189(1), pages 215-253, September.
  28. Saghaei, Mahsa & Ghaderi, Hadi & Soleimani, Hamed, 2020. "Design and optimization of biomass electricity supply chain with uncertainty in material quality, availability and market demand," Energy, Elsevier, vol. 197(C).
  29. Dirk P. Kroese & Sergey Porotsky & Reuven Y. Rubinstein, 2006. "The Cross-Entropy Method for Continuous Multi-Extremal Optimization," Methodology and Computing in Applied Probability, Springer, vol. 8(3), pages 383-407, September.
  30. Tai-Yu Ma & Jean-Patrick Lebacque, 2012. "Dynamic System Optimal Routing In Multimodal Transit Network," Working Papers hal-00740347, HAL.
  31. Jian Yang & Huadong Cheng, 2023. "Coupling Coordination between University Scientific & Technological Innovation and Sustainable Economic Development in China," Sustainability, MDPI, vol. 15(3), pages 1-14, January.
  32. Nguyen, Hoa T.M. & Chow, Andy H.F. & Ying, Cheng-shuo, 2021. "Pareto routing and scheduling of dynamic urban rail transit services with multi-objective cross entropy method," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 156(C).
  33. R. Y. Rubinstein, 2005. "A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 5-50, March.
  34. Joshua Chan & Eric Eisenstat & Xuewen Yu, 2022. "Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis," Papers 2207.03988, arXiv.org.
  35. Nicolas Chopin & Christian Schafer, 2010. "Adaptive Monte Carlo on Multivariate Binary Sampling Spaces," Working Papers 2010-24, Center for Research in Economics and Statistics.
  36. Min Xie & Yuxin Du & Peijun Cheng & Wei Wei & Mingbo Liu, 2019. "A Cross-Entropy-Based Hybrid Membrane Computing Method for Power System Unit Commitment Problems," Energies, MDPI, vol. 12(3), pages 1-18, February.
  37. Nagae, Takeshi & Fujihara, Tomo & Asakura, Yasuo, 2012. "Anti-seismic reinforcement strategy for an urban road network," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(5), pages 813-827.
  38. Jiaqiao Hu & Michael C. Fu & Steven I. Marcus, 2007. "A Model Reference Adaptive Search Method for Global Optimization," Operations Research, INFORMS, vol. 55(3), pages 549-568, June.
  39. Qun Niu & Ming You & Zhile Yang & Yang Zhang, 2021. "Economic Emission Dispatch Considering Renewable Energy Resources—A Multi-Objective Cross Entropy Optimization Approach," Sustainability, MDPI, vol. 13(10), pages 1-33, May.
  40. Fahimnia, Behnam & Sarkis, Joseph & Eshragh, Ali, 2015. "A tradeoff model for green supply chain planning:A leanness-versus-greenness analysis," Omega, Elsevier, vol. 54(C), pages 173-190.
  41. Youngjun Choe & Henry Lam & Eunshin Byon, 2018. "Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1155-1172, December.
  42. J Morio & R Pastel, 2012. "Plug-in estimation of d-dimensional density minimum volume set of a rare event in a complex system," Journal of Risk and Reliability, , vol. 226(3), pages 337-345, June.
  43. Coelho, B. & Andrade-Campos, A., 2014. "Efficiency achievement in water supply systems—A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 30(C), pages 59-84.
  44. Shi Yang & Shi Weiping & Wang Mengqiao & Lee Ji-Hyun & Kang Huining & Jiang Hui, 2023. "Accurate and fast small p-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 22(1), pages 1-22, January.
  45. Enlu Zhou & Xi Chen, 2013. "Sequential Monte Carlo simulated annealing," Journal of Global Optimization, Springer, vol. 55(1), pages 101-124, January.
  46. M. Bayat & F. Hooshmand & S. A. MirHassani, 2024. "Scenario-based stochastic model and efficient cross-entropy algorithm for the risk-budgeting problem," Annals of Operations Research, Springer, vol. 341(2), pages 731-755, October.
  47. Ali Kadhem, Athraa & Abdul Wahab, Noor Izzri & Aris, Ishak & Jasni, Jasronita & Abdalla, Ahmed N., 2017. "Computational techniques for assessing the reliability and sustainability of electrical power systems: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 1175-1186.
  48. Maldon Goodridge & John Moriarty & Jure Vogrinc & Alessandro Zocca, 2022. "Hopping between distant basins," Journal of Global Optimization, Springer, vol. 84(2), pages 465-489, October.
  49. Wang, Luhao & Li, Qiqiang & Ding, Ran & Sun, Mingshun & Wang, Guirong, 2017. "Integrated scheduling of energy supply and demand in microgrids under uncertainty: A robust multi-objective optimization approach," Energy, Elsevier, vol. 130(C), pages 1-14.
  50. Ad Ridder, 2004. "Importance Sampling Simulations of Markovian Reliability Systems using Cross Entropy," Tinbergen Institute Discussion Papers 04-018/4, Tinbergen Institute.
  51. Marion S. Rauner & Walter J. Gutjahr & Kurt Heidenberger & Joachim Wagner & Joseph Pasia, 2010. "Dynamic Policy Modeling for Chronic Diseases: Metaheuristic-Based Identification of Pareto-Optimal Screening Strategies," Operations Research, INFORMS, vol. 58(5), pages 1269-1286, October.
  52. Li, Yuanmao & Liu, Guixiong & Deng, Wei & Li, Zuyu, 2024. "Comparative study on parameter identification of an electrochemical model for lithium-ion batteries via meta-heuristic methods," Applied Energy, Elsevier, vol. 367(C).
  53. M. Garvels, 2011. "A combined splitting—cross entropy method for rare-event probability estimation of queueing networks," Annals of Operations Research, Springer, vol. 189(1), pages 167-185, September.
  54. Jorge Oyola & Halvard Arntzen & David L. Woodruff, 2017. "The stochastic vehicle routing problem, a literature review, Part II: solution methods," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 349-388, December.
  55. Masoud Esmaeilikia & Behnam Fahimnia & Joeseph Sarkis & Kannan Govindan & Arun Kumar & John Mo, 2016. "A tactical supply chain planning model with multiple flexibility options: an empirical evaluation," Annals of Operations Research, Springer, vol. 244(2), pages 429-454, September.
  56. DE CORTE, Annelies & SÖRENSEN, Kenneth, 2012. "Optimisation of water distribution network design: a critical review," Working Papers 2012016, University of Antwerp, Faculty of Business and Economics.
  57. Agbeyegbe, Terence D., 2020. "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  58. Morio, Jérôme, 2011. "Non-parametric adaptive importance sampling for the probability estimation of a launcher impact position," Reliability Engineering and System Safety, Elsevier, vol. 96(1), pages 178-183.
  59. Chaofan Hao & Nan Jin & Cuijuan Qiu & Kun Ba & Xiaoxi Wang & Huadong Zhang & Qi Zhao & Biqing Huang, 2021. "Balanced Convolutional Neural Networks for Pneumoconiosis Detection," IJERPH, MDPI, vol. 18(17), pages 1-14, August.
  60. Ye, Chengjin & Ding, Yi & Song, Yonghua & Lin, Zhenzhi & Wang, Lei, 2018. "A data driven multi-state model for distribution system flexible planning utilizing hierarchical parallel computing," Applied Energy, Elsevier, vol. 232(C), pages 9-25.
  61. Benham, Tim & Duan, Qibin & Kroese, Dirk P. & Liquet, Benoît, 2017. "CEoptim: Cross-Entropy R Package for Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i08).
  62. Tai-Yu Ma, 2011. "A cross entropy multiagent learning algorithm for solving vehicle routing problems with time windows," Post-Print halshs-00592118, HAL.
  63. Zheng Peng & Donghua Wu & Quan Zheng, 2013. "A Level-Value Estimation Method and Stochastic Implementation for Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 156(2), pages 493-523, February.
  64. K.-P. Hui & N. Bean & M. Kraetzl & Dirk Kroese, 2005. "The Cross-Entropy Method for Network Reliability Estimation," Annals of Operations Research, Springer, vol. 134(1), pages 101-118, February.
  65. András Lörincz & Zsolt Palotai & Gábor Szirtes, 2012. "Efficient Sparse Coding in Early Sensory Processing: Lessons from Signal Recovery," PLOS Computational Biology, Public Library of Science, vol. 8(3), pages 1-14, March.
  66. Fahimnia, Behnam & Sarkis, Joseph & Choudhary, Alok & Eshragh, Ali, 2015. "Tactical supply chain planning under a carbon tax policy scheme: A case study," International Journal of Production Economics, Elsevier, vol. 164(C), pages 206-215.
  67. Zdravko I. Botev & Dirk P. Kroese, 2008. "An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting," Methodology and Computing in Applied Probability, Springer, vol. 10(4), pages 471-505, December.
  68. De Corte, Annelies & Sörensen, Kenneth, 2013. "Optimisation of gravity-fed water distribution network design: A critical review," European Journal of Operational Research, Elsevier, vol. 228(1), pages 1-10.
  69. Zheng Peng & Donghua Wu & Wenxing Zhu, 2016. "The robust constant and its applications in random global search for unconstrained global optimization," Journal of Global Optimization, Springer, vol. 64(3), pages 469-482, March.
  70. Reuven Rubinstein, 2008. "Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events, Counting, Combinatorial and Integer Programming," Methodology and Computing in Applied Probability, Springer, vol. 10(2), pages 121-178, June.
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