Combinatorial Optimization via Cross-Entropy

  • Reuven Y. Rubinstein
  • Dirk P. Kroese
Part of the Information Science and Statistics book series (ISS)


In this chapter we show how the CE method can be easily transformed into an efficient and versatile randomized algorithm for solving optimization problems, in particular combinatorial optimization problems.


Travel Salesman Problem Partition Problem Quadratic Assignment Problem Trajectory Generation Cost Matrix 


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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Reuven Y. Rubinstein
    • 1
  • Dirk P. Kroese
    • 2
  1. 1.Department of Industrial Engineering and ManagementTechnionTechnion City, HaifaIsrael
  2. 2.Department of MathematicsUniversity of QueenslandBrisbaneAustralia

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