Designing an optimal network using the cross-entropy method

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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. © Springer-Verlag Berlin Heidelberg 2005.

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Nariai, S., Hui, K. P., & Kroese, D. P. (2005). Designing an optimal network using the cross-entropy method. In Lecture Notes in Computer Science (Vol. 3578, pp. 228–233). Springer Verlag. https://doi.org/10.1007/11508069_30

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