Hybridizing the cross-entropy method: An application to the max-cut problem

Authors:
Manuel Laguna;Abraham Duarte;Rafael Martí
Affiliations:
Leeds School of Business, University of Colorado at Boulder, USA;Departamento de Ciencias de la Computación, Universidad Rey Juan Carlos, Spain;Departamento de Estadística e Investigación Operativa, Universidad de Valencia, Spain
Venue:
Computers and Operations Research
Year:
2009

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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.