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The CEoptim package provides an optimization solver based on
the Cross-Entropy method.
The main function CEoptim can be used to solve
multi-extremal optimization problems involving discrete, continuous,
and mixed variables. In addition,
CEoptim implements linear constraints for continuous optimization.
Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet <b.liquet@uq.edu.au>
Benham T., Duan Q., Kroese D.P., Liquet B. (2017) CEoptim: Cross-Entropy R package for optimization. Journal of Statistical Software, 76(8), 1-29.
CEoptim