Update optimization module

STONEHENGE-1.0/HarvesterOpt-1.0/CrossEntropyOpt_Example.m

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+
+% -----------------------------------------------------------------
+%  One-dimensional optimization with the Cross-entropy method
+%  
+%  Example from:
+%  Reuven Y. Rubinstein, Dirk P. Kroese
+%  The Cross-Entropy Method: A Unified Approach to
+%  Combinatorial Optimization, Monte-Carlo Simulation,
+%  and Machine Learning
+%  Springer-Verlag, 2004.
+% -----------------------------------------------------------------
+
+clc
+clear
+close all
+
+S = inline('exp(-(x-2).^2) + 0.8*exp(-(x+2).^2)');
+
+mu = -6;
+sigma = 10;
+Nel = 10;
+N = 100;
+eps = 1E-8;
+tic
+t=0;
+
+while sigma > eps
+t = t+1;
+x = mu + sigma*randn(N,1);
+SX = S(x);
+sortSX = sortrows([x SX],2);
+Xel = sortSX((N - Nel + 1):N,1);
+mu = mean(Xel);
+sigma = std(Xel);
+fprintf('%g %6.9f %6.9f %6.9f \n', t, S(mu),mu, sigma)
+end
+
+mu
+toc