MS 00-018 Abstract

An Exact Solution Method for Reliability Optimization Problems in Complex Systems

Duan Li, Xiaoling Sun and Ken McKinnon

Technical Report MS 00-018

Abstract
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 is a nonconvex nonseparable optimization problem with certain monotone properties. In this paper a convexification method is proposed for solving 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 for reliability optimization in complex systems.

Key words: Reliability optimization, global optimization, convexification method, outer approximation, branch-and-bound.
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