create
Creates and configures a cross-entropy optimization algorithm for a given problem definition.
Return
An instance of CrossEntropySolver that encapsulates the optimization process and results.
Parameters
The definition of the optimization problem, including constraints and objectives.
The model builder interface used to create models for evaluation.
Optional initial coordinates to start the optimization. If left null, the solver will automatically generate a random feasible starting point upon initialization.
The cross-entropy sampler (reference distribution). When null (the default), a CENormalSampler is created. The solver attaches the sampler onto its own stream provider.
The maximum number of iterations the algorithm will run. Defaults to 1000.
The number of replications to use during each evaluation to reduce stochastic noise. Defaults to 50.
Specifies if the evaluator uses a solution cache. By default, this is MemorySolutionCache.
Specifies if the simulation oracle will use a SimulationRunCache. The default is null (no cache).
the run parameters to apply to the model during the building process
the random number stream number for the solver; 0 (the default) means the next available stream
the provider of random number streams; the cross-entropy sampler draws its stream from this same provider, so the solver and sampler share one provider (distinct streams)