An exact solution method for reliability optimization in complex systems

An exact solution method for reliability optimization in complex systems

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Article ID: iaor20052343
Country: Netherlands
Volume: 133
Issue: 1
Start Page Number: 129
End Page Number: 148
Publication Date: Jan 2005
Journal: Annals of Operations Research
Authors: , ,
Keywords: programming: branch and bound, programming: integer
Abstract:

Systems reliability plays an important part in systems design, operation and management. Systems reliability can be improved by adding redundant components or increasing the reliability levels of subsystems. Determination of the optimal amount of redundancy and reliability levels among various sub-systems under limited constraints leads to a mixed-integer nonlinear programming problem. The continuous relaxation of this problem in a complex system is a nonconvex nonseparable optimization problem with certain monotone properties. In this paper, we propose a convexification method to solve this class of continuous relaxation problems. Combined with a branch-and-bound method, our solution scheme provides an efficient way to find an exact optimal solution to integer reliability optimization in complex systems.

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