M. Laguna, A. Duarte and R. Martí
Computers and Operations Research, vol. 36, no. 2, pp. 487-498 (2009)
Cross entropy has recently been 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.
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