Using neural network function approximation for optimal design of continuous-state parallel–series systems

Using neural network function approximation for optimal design of continuous-state parallel–series systems

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Article ID: iaor20031381
Country: United Kingdom
Volume: 30
Issue: 3
Start Page Number: 339
End Page Number: 352
Publication Date: Mar 2003
Journal: Computers and Operations Research
Authors: , ,
Keywords: neural networks
Abstract:

This paper presents a novel continuous-state system model for optimal design of parallel–series systems when both cost and reliability are considered. The advantage of a continuous-state system model is that it represents realities more accurately than discrete-state system models. However, using conventional optimization algorithms to solve the optimal design problem for continuous-state systems becomes very complex. Under general cases, it is impossible to obtain an explicit expression of the objective function to be optimized. In this paper, we propose a neural network (NN) approach to approximate the objective function. Once the approximate optimization model is obtained with the NN approach, the subsequent optimization methods and procedures are the same and straightforward. A 2-stage example is given to compare the analytical approach with the proposed NN approach. A complicated 4-stage example is given to illustrate that it is easy to use the NN approach while it is too difficult to solve the problem analytically.

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