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americocunhajr authored Sep 20, 2024
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## Cross-Entropy Optimizer

**CEopt: Cross-Entropy Optimizer** is a Matlab package that implements a framework for nonconvex optimization using the Cross-Entropy (CE) method. Due to the algorithm's relative simplicity, CEopt provides a transparent "gray-box" optimization solver with intuitive control parameters. It effectively handles both equality and inequality constraints through an augmented Lagrangian method, offering robustness and scalability for moderately sized complex problems. **CEopt**'s applicability and effectiveness are demonstrated through select case studies, making it a practical addition to optimization research and application toolsets.
**CEopt: Cross-Entropy Optimizer** is a Matlab package that implements a framework for non-convex optimization using the Cross-Entropy (CE) method. Due to the algorithm's relative simplicity, CEopt provides a transparent "gray-box" optimization solver with intuitive control parameters. It effectively handles both equality and inequality constraints through an augmented Lagrangian method, offering robustness and scalability for moderately sized complex problems. **CEopt**'s applicability and effectiveness are demonstrated through select case studies, making it a practical addition to optimization research and application toolsets.

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<img src="logo/CEoptStructure.png" width="80%">
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- [Contact](#contact)

### Overview
**CEopt** was developed to provide a robust and scalable solution for nonconvex optimization problems using the Cross-Entropy method. More details can be found in the following paper:
**CEopt** was developed to provide a robust and scalable solution for non-convex optimization problems using the Cross-Entropy method. More details can be found in the following paper:
- **A. Cunha Jr, M. V. Issa, J. C. Basilio, and J. G. Telles Ribeiro**, *CEopt: A MATLAB Package for Non-convex Optimization with the Cross-Entropy Method*, PrePrint, arXiv:2409.00013, 2024, DOI https://doi.org/10.48550/arXiv.2409.00013

Preprint available at: [https://doi.org/10.48550/arXiv.2409.00013](https://doi.org/10.48550/arXiv.2409.00013)

### Features
- Implements Cross-Entropy method for nonconvex optimization
- Implements Cross-Entropy method for non-convex optimization
- Handles equality and inequality constraints using augmented Lagrangian method
- Transparent "gray-box" optimization solver with intuitive control parameters
- Robust and scalable for moderately sized complex problems
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