Title :
Network Reliability Optimization via the Cross-Entropy Method
Author :
Kroese, Dirk P. ; Hui, Kin-Ping ; Nariai, Sho
Author_Institution :
Dept. of Math., Univ. of Queensland, Brisbane, Qld.
fDate :
6/1/2007 12:00:00 AM
Abstract :
Consider a network of unreliable links, each of which comes with a certain price, and reliability. Given a fixed budget, which links should be purchased in order to maximize the system´s reliability? We introduce a new approach, based on the cross-entropy method, which can deal effectively with the constraints, and noise introduced when estimating the reliabilities via simulation, in this difficult combinatorial optimization problem. Numerical results demonstrate the effectiveness of the proposed technique
Keywords :
combinatorial mathematics; entropy; graph theory; optimisation; telecommunication network planning; telecommunication network reliability; Monte Carlo simulation; combinatorial optimization; cross-entropy method; network planning; network reliability; telecommunication link; unreliable links; Computational modeling; Constraint optimization; Cost function; Monte Carlo methods; Optimization methods; Process planning; Smoothing methods; State estimation; Telecommunication network reliability; Telecommunication network topology; Cross-entropy method; Monte Carlo simulation; merge process; network reliability; noisy optimization;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.2007.895303
