|Start Page Number:||129|
|End Page Number:||148|
|Publication Date:||Jan 2005|
|Journal:||Annals of Operations Research|
|Authors:||Li Duan, McKinnon Ken, Sun Xaioling|
|Keywords:||programming: branch and bound, programming: integer|
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.