基于优化的蒙特卡洛方法估计具有两类组件的网络两端生存签名

An optimization‐based Monte Carlo method for estimating the two‐terminal survival signature of networks with two component classes

Naval Research Logistics · 2024
被引 7
ABS 3

中文导读

提出一种基于双目标最短路径算法的蒙特卡洛方法,用于估计具有两类独立同分布组件的网络两端生存签名,实验表明该方法比基准方法更高效,尤其在大规模网络中优势更明显。

Abstract

Abstract Evaluating two‐terminal network reliability is a classical problem with numerous applications. Because this problem is ‐Complete, practical studies involving large systems commonly resort to approximating or estimating system reliability rather than evaluating it exactly. Researchers have characterized signatures, such as the destruction spectrum and survival signature, which summarize the system's structure and give rise to procedures for evaluating or approximating network reliability. These procedures are advantageous if the signature can be computed efficiently; however, computing the signature is challenging for complex systems. With this motivation, we consider the use of Monte Carlo (MC) simulation to estimate the survival signature of a two‐terminal network in which there are two classes of i.i.d. components. In this setting, we prove that each MC replication to estimate the signature of a multi‐class system entails solving a multi‐objective maximum capacity path problem. For the case of two classes of components, we adapt a Dijkstra's‐like bi‐objective shortest path algorithm from the literature for the purpose of solving the resulting bi‐objective maximum capacity path problem. We perform computational experiments to compare our method's efficiency against intuitive benchmark approaches. Our computational results demonstrate that the bi‐objective optimization approach consistently outperforms the benchmark approaches, thereby enabling a larger number of MC replications and improved accuracy of the reliability estimation. Furthermore, the efficiency gains versus benchmark approaches appear to become more significant as the network increases in size.

网络可靠性蒙特卡洛方法生存签名双目标优化