An Exact Solution Method for Reliability Optimization in Complex Systems

Duan Li (), Xiaoling Sun () and Ken McKinnon ()

Annals of Operations Research, 2005, vol. 133, issue 1, 129-148

Abstract: Systems reliability plays an important role 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 subsystems under limited resource 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. Copyright Springer Science + Business Media, Inc. 2005

Keywords: reliability optimization; complex system; global optimization; convexification method; mixed-integer nonlinear programming; branch-and-bound (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10479-004-5028-8

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