R package noisyCE2

The package noisyCE2 implements the cross-entropy algorithm (Rubinstein and Kroese, 2004) for the optimisation of unconstrained deterministic and noisy functions through a highly flexible and customisable function which allows user to define custom variable domains, sampling distributions, updating and smoothing rules, and stopping criteria. Several built-in methods and settings make the package very easy-to-use under standard optimisation problems.


The package can be cited as it follows:

Santi, F. (2020) “noisyCE2: Cross-Entropy Optimisation of Noisy Functions”. R package version 1.1.0.

BibTeX entry:

  title = {noisyCE2: Cross-Entropy Optimisation of Noisy Functions},
  author = {Santi, F.},
  year = {2020},
  note = {R package version 1.1.0}