High Quality Content by WIKIPEDIA articles The cross-entropy (CE)
method attributed to Reuven Rubinstein is a general Monte Carlo
approach to combinatorial and continuous multi-extremal
optimization and importance sampling. The method originated from
the field of rare event simulation, where very small probabilities
need to be accurately estimated, for example in network reliability
analysis, queueing models, or performance analysis of
telecommunication systems. The CE method can be applied to static
and noisy combinatorial optimization problems such as the traveling
salesman problem, the quadratic assignment problem, DNA sequence
alignment, the max-cut problem and the buffer allocation problem,
as well as continuous global optimization problems with many local
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