Travelling Salesman Problem
Problem Description
Program Descriptions
 tsp.m
This MATLAB program gives the best found tour via the CE method.Usage:
Call the program from MATLAB, with the following syntax:
pi = tsp( N , rho , alpha , A , traj )
Example: tour = tsp( 1000 , 0.05 , 0.8 , A , 0 )
where A is a matrix of lengths between nodes.Inputs: N  Number of samples to generate each round rho  fraction of best samples to take alpha  smoothing parameter A  A(i,j) is the distance between node i and node j traj  0, node placements 1, node transitions Outputs: pi  the best tour found  gtsp0.m
This program is used internally to generate tours via node placements.  gtsp1.m
This program is used internally to generate tours via node transitions.  stsp.m
This program is used internally to evaluate the performance of a particular tour.  minitsp.m This is a program which generates a smaller TSP problem (with a specified number of nodes) from a larger one. This idea is mentioned in Remark 4.13 in [1].
Bibliography

D. P. Kroese and R. Y. Rubinstein.
The CrossEntropy Method: A Unified Approach to Combinatorial Optimization, MonteCarlo Simulation and Machine Learning.
Springer, 2004.