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Cross-entropy and rare events for maximal cut and partition problems

ACM Trans. Model. Comput. Simul., no. 1 (2002): 27-53

Cited by: 69|Views10
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Abstract

We show how to solve the maximal cut and partition problems using a randomized algorithm based on the cross-entropy method. For the maximal cut problem, the proposed algorithm employs an auxiliary Bernoulli distribution, which transforms the original deterministic network into an associated stochastic one, called the associated stochastic...More

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