Cross Entropy Solver
Constructs an instance of CrossEntropySolver with specified parameters.
Parameters
The evaluator responsible for assessing the quality of solutions. Must implement the EvaluatorIfc interface.
the cross-entropy sampler for the cross-entropy distribution
The maximum number of iterations allowed for the search process.
Strategy to determine the number of replications to perform for each evaluation.
Optional name identifier for this instance of solver.
Constructors
Constructs an instance of CrossEntropySolver with specified parameters.
Properties
The sample size associated with the CE algorithm used to determine the elite solutions. By default, this is determined by the function recommendCESampleSize() within the companion object. The value cannot be less than defaultMinCESampleSize or greater than defaultMaxCESampleSize
A value between 0 and 1 that represents the proportion of the CE sample that determines the elite sample. By default, this is 0.1, which can be controlled globally via the companion object's defaultElitePct.
If supplied, this function will be used to determine the size of the elite sample during the cross-entropy process. Supplying a function can permit dynamic changes when determining the elite sample.
This value is used as a termination threshold for the largest number of iterations during which no improvement of the best function value is found. By default, set to 5, which can be controlled globally via the companion object's defaultNoImproveThreshold
If supplied, this function will be used to determine the size of the cross-entropy sample during the cross-entropy process. Supplying a function can permit dynamic changes when determining the size of the cross-entropy sample (population).
Functions
If eliteSizeFn is supplied it will be used; otherwise, the elite percentage is used to determine the size of the elite sample.
If sampleSizeFn is supplied it will be used; otherwise, the value of ceSampleSize is used to determine the size of the cross-entropy sample (population).