6533b831fe1ef96bd12996cb
RESEARCH PRODUCT
Hybridizing the cross-entropy method: An application to the max-cut problem
Manuel LagunaRafael MartíAbraham Duartesubject
Mathematical optimizationOptimization problemGeneral Computer ScienceQuadratic assignment problemMaximum cutCross-entropy methodManagement Science and Operations ResearchCross entropyModeling and SimulationCombinatorial optimizationCombinatorial methodMetaheuristicAlgorithmMathematicsdescription
Cross-entropy has been recently proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest a hybrid version with the goal of improving its performance. In the context of the well-known max-cut problem, we compare an implementation of the original cross-entropy method with our proposed version. The suggested changes are not particular to the max-cut problem and could be considered for future applications to other combinatorial optimization problems.
year | journal | country | edition | language |
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2009-02-01 | Computers & Operations Research |