Designing an Optimal Network Using the Cross-Entropy Method

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.

• Type: Conference
• Year: 2005
• Where: IDEAL
• Authors: Sho Nariai, Kin-Ping Hui, Dirk P. Kroese
• Keywords: Certain Price, Combinatorial Optimization Problem, IDEAL 2005, Unreliable Links