Designing an optimal network using the cross-entropy method

Authors:
Sho Nariai;Kin-Ping Hui;Dirk P. Kroese
Affiliations:
Department of Mathematics, University of Queensland, Brisbane, Australia;IN Division, DSTO, Edinburgh, Australia;Department of Mathematics, University of Queensland, Brisbane, Australia
Venue:
IDEAL'05 Proceedings of the 6th international conference on Intelligent Data Engineering and Automated Learning
Year:
2005

Citing 3
Cited 0

The Combinatorics of Network Reliability

The Combinatorics of Network Reliability
THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY

Probability in the Engineering and Informational Sciences
The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics)

The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics)

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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 bought in order to maximize the system’s reliability? We introduce a Cross-Entropy approach to this problem, which can deal effectively with the noise and constraints in this difficult combinatorial optimization problem. Numerical results demonstrate the effectiveness of the proposed technique.