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研究生: 林毅誠
Lin Yi-Cheng
論文名稱: 以蒙地卡羅模擬法與粒子群演算法評估二元狀態之網路可靠度
Monte Carlo Simulation and Particle Swarm Optimization for Evaluating Binary State Network Reliability
指導教授: 葉維彰
Yeh Wei-Chang
口試委員:
學位類別: 碩士
Master
系所名稱: 工學院 - 工業工程與工程管理學系
Department of Industrial Engineering and Engineering Management
論文出版年: 2008
畢業學年度: 96
語文別: 英文
論文頁數: 73
中文關鍵詞: 網路可靠度蒙地卡羅模擬法最小路徑最小切割粒子群演算法
外文關鍵詞: Network reliability, Monte-Carlo Simulation, Minimal Path, Minimal Cut, Particle swarm optimization
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  • 網路可靠度在決策支援資訊上是非常重要的。蒙地卡羅模擬法是其中一種評估不同種類網路結構之網路可靠度的一種方法。本文比較與分析三種蒙地卡羅模擬法,用來評估兩端點二元狀態之網路可靠度。第一種蒙地卡羅模擬法是在已知最小路徑下求網路可靠度。第二種蒙地卡羅模擬法是在已知最小切割下求取網路可靠度。第三種方法是在未知任何最小路徑或最小切割的資訊下去評估網路可靠度。從結果得知在未知任何最小路徑或最小切割的資訊下,直接評估網路可靠度的速度是在已知最小路徑或最小切割之下的195倍。另外我們亦結合粒子群演算法與蒙地卡羅模擬法,利用這兩種方法去解決在滿足可靠度的下界限制之下,最小化花費的成本。與先前文獻做比較得知,結合此兩種方法能求出比先前文獻所求的結果更佳。


    Network reliability is very important for the decision support information. Monte Carlo Simulation (MCS) is one of the optimal algorithms to estimate the network reliability for different kinds of network configuration. This thesis has compared and analyzed three Monte Carlo simulation (MCS) methods for estimating the two-terminal network reliability of a binary-state network: (1) MCS1 simulates the network reliability in terms of known MPs, (2) MCS2 estimates the network reliability in terms of known MCs; and (3) MCS3 estimates the network reliability directly without knowing any information of MPs or MCs. Our simulation results show that the direct estimation without knowing any information of MPs or MCs can speedup about 195 times when compared with other traditional approaches which require MPs or MCs information. In addition, we also combine particle swarm optimization (PSO) and MCS to solve cost minimization problem under reliability constraints. Compared with previous works to solve this problem, the result of PSO combine with MCS can get the better solution.

    中文摘要 i Abstract ii Table of Contents iii List of Figures v List of Figures v List of Tables vi Chapter 1 Introduction 1 1.1 Background and Motivation 1 1.2 Problem Statement and Objectives 3 1.3 Overview of This Thesis 4 Chapter 2 Literature Review 5 2.1 Algorithms of System Networks’ Reliability 5 2.2 Monte Carlo simulation (MCS) for system network reliability 6 2.3 The related application of particle swarm optimization algorithm 9 Chapter 3 Research Methodology 10 3.1 Acronyms, notations, nomenclature and assumptions 10 3.1.1 Acronyms 10 3.1.2 Notations 11 3.1.3 Nomenclature 12 3.1.4 Assumptions 13 3.2 MCS method in terms of known all MPs to estimate two-terminal network reliability 13 3.2.1 Depth first search to find all MPs 14 3.2.2 MCS1: Procedure of knowing all MPs to estimate two-terminal network reliability 16 3.3 MCS method in terms of known all MCs to estimate two-terminal network reliability 17 3.3.1 Search all MCs of a network via Yeh’s algorithm 17 3.3.2 MCS2: Procedure of knowing all MCs to estimate two-terminal network reliability 18 3.4 MCS method without knowing MPs/MCs to estimate two-terminal network reliability 19 3.4.1 MCS3: Procedure of without knowing all MPs/MCs to estimate the two- terminal network reliability 19 3.4.2 Part of MP/MC information from MCS3 21 3.5 PSO combines with MCS to minimize cost under reliability constraints 23 3.5.1 Introduction to particle swarm optimization (PSO) 23 3.5.2 Model formulation of PSO combines with MCS to minimize cost under reliability constraint 24 Model Formulation 24 Heuristic method to find a particle’s initial solution 25 Penalty function 27 PSO combines with MCS to minimize cost under reliability constraint 28 Chapter 4 Result and Discussion 31 4.1 Illustrative example 31 4.2 Comparison and discussion 34 4.2.1 Results of three MCS methods with different replications 34 4.2.2 Percentage of finding MPs/MCs 46 4.2.3 Percentage of finding MP/MC with different arc reliability 49 4.3 The research of PSO combines with MCS 54 Chapter 5 Conclusion & Further Research 61 Reference 64

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