Analysis and optimization of highly reliable systems

In the field of network design, the survivability property enables the network to maintain a certain level of network connectivity and quality of service under failure conditions. In this thesis, survivability aspects of communication systems are studied. Aspects of reliability and vulnerability of network design are also addressed. The contributions are three-fold. First, a Hop Constrained node Survivable Network Design Problem (HCSNDP) with optional (Steiner) nodes is modelled. This kind of problems are N P-Hard. An exact integer linear model is built, focused on networks represented by graphs without rooted demands, considering costs in arcs and in Steiner nodes. In addition to the exact model, the calculation of lower and upper bounds to the optimal solution is included. Models were tested over several graphs and instances, in order to validate it in cases with known solution. An Approximation Algorithm is also developed in order to address a particular case of SNDP: the Two Node Survivable Star Problem (2NCSP) with optional nodes. This problem belongs to the class of N P-Hard computational problems too. Second, the research is focused on cascading failures and target/random attacks. The Graph Fragmentation Problem (GFP) is the result of a worst case analysis of a random attack. A fixed number of individuals for protection can be chosen, and a non-protected target node immediately destroys all reachable nodes. The goal is to minimize the expected number of destroyed nodes in the network. This problem belongs to the N P-Hard class. A mathematical programming formulation is introduced and exact resolution for small instances as well as lower and upper bounds to the optimal solution. In addition to exact methods, we address the GFP by several approaches: metaheuristics, approximation algorithms, polytime methods for specific instances and exact methods in exponential time. Finally, the concept of separability in stochastic binary systems is here introduced. Stochastic Binary Systems (SBS) represent a mathematical model of a multi-component on-off system subject to independent failures. The reliability evaluation of an SBS belongs to the N P-Hard class. Therefore, we fully characterize separable systems using Han-Banach separation theorem for convex sets. Using this new concept of separable systems and Markov inequality, reliability bounds are provided for arbitrary SBS

GRASP/VND Optimization Algorithms for Hard Combinatorial Problems

Two hard combinatorial problems are addressed in this thesis. The first one is known as the ”Max CutClique”, a combinatorial problem introduced by P. Martins in 2012. Given a simple graph, the goal is to find a clique C such that the number of links shared between C and its complement C C is maximum. In a first contribution, a GRASP/VND methodology is proposed to tackle the problem. In a second one, the N P-Completeness of the problem is mathematically proved. Finally, a further generalization with weighted links is formally presented with a mathematical programming formulation, and the previous GRASP is adapted to the new problem. The second problem under study is a celebrated optimization problem coming from network reliability analysis. We assume a graph G with perfect nodes and imperfect links, that fail independently with identical probability ρ ∈ [0,1]. The reliability RG(ρ), is the probability that the resulting subgraph has some spanning tree. Given a number of nodes and links, p and q, the goal is to find the (p,q)-graph that has the maximum reliability RG(ρ), uniformly in the compact set ρ ∈ [0,1]. In a first contribution, we exploit properties shared by all uniformly most-reliable graphs such as maximum connectivity and maximum Kirchhoff number, in order to build a novel GRASP/VND methodology. Our proposal finds the globally optimum solution under small cases, and it returns novel candidates of uniformly most-reliable graphs, such as Kantor-Mobius and Heawood graphs. We also offer a literature review, ¨ and a mathematical proof that the bipartite graph K4,4 is uniformly most-reliable. Finally, an abstract mathematical model of Stochastic Binary Systems (SBS) is also studied. It is a further generalization of network reliability models, where failures are modelled by a general logical function. A geometrical approximation of a logical function is offered, as well as a novel method to find reliability bounds for general SBS. This bounding method combines an algebraic duality, Markov inequality and Hahn-Banach separation theorem between convex and compact sets