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An Exact Solution Method for Reliability Optimization in Complex Systems

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  • Duan Li
  • Xiaoling Sun
  • Ken McKinnon

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

Suggested Citation

  • Duan Li & Xiaoling Sun & Ken McKinnon, 2005. "An Exact Solution Method for Reliability Optimization in Complex Systems," Annals of Operations Research, Springer, vol. 133(1), pages 129-148, January.
    • Handle: RePEc:spr:annopr:v:133:y:2005:i:1:p:129-148:10.1007/s10479-004-5028-8
    DOI: 10.1007/s10479-004-5028-8
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    References listed on IDEAS

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    1. Bennett Fox, 1966. "Discrete Optimization Via Marginal Analysis," Management Science, INFORMS, vol. 13(3), pages 210-216, November.
    2. Omprakash K. Gupta & A. Ravindran, 1985. "Branch and Bound Experiments in Convex Nonlinear Integer Programming," Management Science, INFORMS, vol. 31(12), pages 1533-1546, December.
    3. Harold P. Benson, 1996. "Deterministic algorithms for constrained concave minimization: A unified critical survey," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(6), pages 765-795, September.
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    Cited by:

    1. Hamideh Jeddi & Mahdi Doostparast, 2022. "Allocation of redundancies in systems: a general dependency-base framework," Annals of Operations Research, Springer, vol. 312(1), pages 259-273, May.
    2. Kuei-Hu Chang, 2016. "A novel reliability allocation approach using the OWA tree and soft set," Annals of Operations Research, Springer, vol. 244(1), pages 3-22, September.

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