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1 paper

stat.CO2024

CEopt: A MATLAB Package for Non-convex Optimization with the Cross-Entropy Method

Americo Cunha, Marcos Vinicius Issa, Julio Cesar Basilio +1

This paper introduces CEopt (https://ceopt.org), a MATLAB tool leveraging the Cross-Entropy method for non-convex optimization. Due to the relative simplicity of the algorithm, it…