CrossEntropy Properties

The start point initial variance. The elements number must equals to the start point dimension. By default the initial variance on each dimension is set to 100.

Overall minimization steps number.

Use multiple threads to find objective function minimum.

The population size (number of function estimations on one step).

The minimization process restarts number.

The selection size (the number of points from population, selected to create new step).

The best found solution point.

The step number where the best solution found.

The best found objective function value.

The user's stop criterion function.

The maximum optimization iterations number.

Objective function change stop criterion. Null means no objective change termination conditions.

The algorithm timeout: the execution will be interrupted on the next step after the timeout expiration.