CESampler
An interface to define the sampling mechanism used within the Cross-Entropy method. Implementors of this interface are responsible for generating samples from the cross-entropy "distribution", updating the parameters based on observations of the elite samples, and determining if the sampling distribution has degenerated (converged).
Inheritors
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
The problem definition associated with the sampling process.
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
The random number stream associated with the sampling process.
The assigned stream number associated with the sampling process.
The stream provider associated with the sampling process.
Functions
Positions the RNG at the beginning of its next substream
This function should be used to specify the initial values of the underlying sampling mechanism.
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream
The underlying parameters of the sampling mechanism should be updated. Implementors need to handle the edge case of less than 2 elites.