CEM
Module: opytimizer.optimizers.single_objective.misc.cem
A CEM class, inherited from Optimizer.
This is the designed class to define CEM-related variables and methods.
References: R. Y. Rubinstein. Optimization of Computer simulation Models with Rare Events. European Journal of Operations Research (1997).
Constructor
CEM(params: Optional[Dict[str, Any]] = None) -> None
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
params | Optional[Dict[str, Any]] | None | — |
Methods
compile
compile(self, space: opytimizer.core.space._SingleObjectiveSpace) -> None
Compiles additional information that is used by this optimizer.
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
space | opytimizer.core.space._SingleObjectiveSpace | A Space object containing meta-information. |
update
update(self, space: opytimizer.core.space._SingleObjectiveSpace, function: opytimizer.core.function.Function) -> None
Wraps Cross-Entropy Method over all agents and variables.
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
space | opytimizer.core.space._SingleObjectiveSpace | Space containing agents and update-related information. | |
function | opytimizer.core.function.Function | A Function object that will be used as the objective function. |