Article ID: | iaor2006449 |
Country: | Germany |
Volume: | 11 |
Issue: | 3 |
Start Page Number: | 201 |
End Page Number: | 217 |
Publication Date: | May 2005 |
Journal: | Journal of Heuristics |
Authors: | Kuo Way, Ha Chunghun |
Keywords: | heuristics, programming: integer |
The reliability–redundancy allocation problem is an optimization problem that achieves better system reliability by determining levels of component redundancies and reliabilities simultaneously. The problem is classified with the hardest problems in the reliability optimization field because the decision variables are mixed-integer and the system reliability function is nonlinear, non-separable, and non-convex. Thus, iterative heuristics are highly recommended for solving the problem due to their reasonable solution quality and relatively short computation time. At present, most iterative heuristics use sensitivity factors to select an appropriate variable which significantly improves the system reliability. The sensitivity factor represents the impact amount of each variable to the system reliability at a designated iteration. However, these heuristics are inefficient in terms of solution quality and computation time because the sensitivity factor calculations are performed only at integer variables. It results in degradation of the exploration and growth in the number of subsequent continuous nonlinear programming (NLP) subproblems. To overcome the drawbacks of existing iterative heuristics, we propose a new scaling method based on the multi-path iterative heuristics introduced by Ha. The scaling method is able to compute sensitivity factors for all decision variables and results in a decreased number of NLP subproblems. In addition, the approximation heuristic for NLP subproblems helps to avoid redundant computation on NLP subproblems caused by outlined solution candidates. Numerical experimental results show that the proposed heuristic is superior to the best existing heuristic in terms of solution quality and computation time.