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A branch and bound algorithm for computing optimal replacement policies in consecutive k‐out‐of‐n‐systems

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  • James Flynn
  • Chia‐Shin Chung

Abstract

This paper presents a branch and bound algorithm for computing optimal replacement policies in a discrete‐time, infinite‐horizon, dynamic programming model of a binary coherent system with n statistically independent components, and then specializes the algorithm to consecutive k‐out‐of‐n systems. The objective is to minimize the long‐run expected average undiscounted cost per period. (Costs arise when the system fails and when failed components are replaced.) An earlier paper established the optimality of following a critical component policy (CCP), i.e., a policy specified by a critical component set and the rule: Replace a component if and only if it is failed and in the critical component set. Computing an optimal CCP is a optimization problem with n binary variables and a nonlinear objective function. Our branch and bound algorithm for solving this problem has memory storage requirement O(n) for consecutive k‐out‐of‐n systems. Extensive computational experiments on such systems involving over 350,000 test problems with n ranging from 10 to 150 find this algorithm to be effective when n ≤ 40 or k is near n. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 288–302, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10017

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  • James Flynn & Chia‐Shin Chung, 2002. "A branch and bound algorithm for computing optimal replacement policies in consecutive k‐out‐of‐n‐systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 49(3), pages 288-302, April.
  • Handle: RePEc:wly:navres:v:49:y:2002:i:3:p:288-302
    DOI: 10.1002/nav.10017
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    References listed on IDEAS

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    1. Chia‐Shin Chung & James Flynn, 1997. "A heuristic algorithm for determining replacement policies in k‐out‐of‐n systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 44(3), pages 273-286, April.
    2. Chia-Shin Chung & James Flynn, 1995. "A Branch-and-Bound Algorithm for Computing Optimal Replacement Policies in K -Out-of- N Systems," Operations Research, INFORMS, vol. 43(5), pages 826-837, October.
    3. William P. Pierskalla & John A. Voelker, 1976. "A survey of maintenance models: The control and surveillance of deteriorating systems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 23(3), pages 353-388, September.
    4. Y. S. Sherif & M. L. Smith, 1981. "Optimal maintenance models for systems subject to failure–A Review," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 28(1), pages 47-74, March.
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