Optimal algorithm for the communication networkbased on the cross-entropy
Yong Gui Zhou · Systems engineering and electronics · 2004
Reliability is one of the main indexes of the communication network's performance. To seek the optimal trajectory of the network reliability, a method is proposed for solving the optimal trajectory of the network reliability based on the cross-entropy. Firstly, all the possible trajectories are obtained via the algorithm 1. Secondly, by solving the maximal value of the cross-entropy, the optimal trajectory is found by making the auxiliary transition probability matrix P converge to a degenerated matrix P~*\-d such that at each row of the P~*\-d only a single element equals unity, while the remaining elements are zeros. Thus the unity element of each row uniquely defines the optimal trajectory. It is shown numerically that in a finite step algorithm 2 converges with very high probability to the optimal trajectory. The cross-entropy method can also be applied to other network optimal problems.