A cross entropy based algorithm for reliability problems

The Cross Entropy method has recently been applied to combinatorial optimization problems with promising results. This paper proposes a Cross Entropy based algorithm for reliability optimization of complex systems, where one wants to maximize the reliability of a system through optimal allocation of redundant components while respecting a set of budget constraints. We illustrate the effectiveness of the proposed algorithm on two classes of problems, software system reliability optimization and complex network reliability optimization, by testing it on instances from the literature as well as on randomly generated large scale instances. Furthermore, we show how a Cross Entropy-based algorithm can be fine-tuned by using a training scheme based upon the Response Surface Methodology. Computational results show the effectiveness as well as the robustness of the algorithm on different classes of problems.