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updated 1 year ago

A Sampling Algorithm for Generating Representative Random Samples given Small Sample Size by Mohamed Saleh

A novel algorithm for sampling from discrete probability distributions (random sampling, probability proportio..., discrete probability)

calculateBestDist(n, k, p)

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updated 3 years ago

Multi-Knapsack solver by Sebastien PARIS

Multi-Knapsack solver by two stochastic optimizer : CEM & BK algorithms (optimization, multiknapsack, crossentropy)

ce_knapsack.m

cemcmc_knapsack.m

cost_knapsack(X , p , W , c , alpha)

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updated almost 4 years ago

Multivariate Gaussian Mixture Model Optimization by Cross Entropy by Sebastien PARIS

Stochastic multi-extremum optimization. (optimization, cross entropy, gaussian)

ce_mvgm.m

sample_gaussian_mixture(mua , mub , mumin , mumax , ...

mexme_ce_gauss.m

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updated 5 years ago

Cross Entropy TSP Solver by Sebastien PARIS

Solve TSP problem with a CE method. (optimization, cross entropy, tsp)

TSP_CE.m

distmat.m

generation_TSP.m

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updated almost 6 years ago

General simulated annealing algorithm by Joachim Vandekerckhove

Minimizes a function with the method of simulated annealing (optimization, simulated annealing, stochastic optimizati...)

anneal(loss, parent, options)

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updated almost 8 years ago

Stochastic Search and Optimization by James Spall

Code in support of book Introduction to Stochastic Search and Optimization. (mathematics, stochastic optimizati..., genetic algorithm)

y=bit2num(th_bit,b,thetmin,thetmax)

y=fitpop(thetabit,bits,loss)

y=num2bit(th_element,b,thetmin,thetmax)

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