Hybridizing the cross-entropy method: An application to the max-cut problem |
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Authors: | Manuel Laguna Abraham Duarte Rafael Martí |
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Affiliation: | 1. Leeds School of Business, University of Colorado at Boulder, USA;2. Departamento de Ciencias de la Computación, Universidad Rey Juan Carlos, Spain;3. Departamento de Estadística e Investigación Operativa, Universidad de Valencia, Spain |
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Abstract: | Cross-entropy has been recently proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest a hybrid version with the goal of improving its performance. In the context of the well-known max-cut problem, we compare an implementation of the original cross-entropy method with our proposed version. The suggested changes are not particular to the max-cut problem and could be considered for future applications to other combinatorial optimization problems. |
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Keywords: | Combinatorial optimization Metaheuristics Max-cut problem Local search Cross-entropy |
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