CEoptim：交叉熵R包优化
CEoptim: Cross-Entropy R Package for Optimization
摘要：
交叉熵（CE）方法是一种简单而通用的优化技术，基于Kullback-Leibler（或交叉熵）最小化。该方法可以应用于广泛的优化任务，包括连续，离散，混合和约束优化问题。新的包CEoptim提供了CE方法的R实现以进行优化。我们描述了一般的CE优化方法，以及一些有用的修改。CEoptim的用法和疗效通过各种优化实例证明，包括模型拟合、组合优化和极大似然估计。
英文摘要：
The cross-entropy (CE) method is 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 optimization, and maximum likelihood estimation.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
