An exact algorithm for optimal redundancy in a series system with multiple component choices  

作　　者：孙小玲 阮宁 

机构地区：[1]Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P.R. China

出　　处：《Journal of Shanghai University(English Edition)》2006年第1期15-19,共5页上海大学学报（英文版）

基　　金：ProjectsupportedbyNationalNaturalScienceFoundationofChina(GrantNos.79970107,10271073)

摘　　要：In this paper, an exact algorithm was proposed for optimal redundancy in a series system with multiple component choices. A reformulation of the nonseparable reliability function was approximated by a separable integer programming problem. The resulting separable nonlinear integer programming problem is used to compute upper bounds by Lagrangian relaxation and dual search. A special partition scheme was derived to reduce the duality gap in a branch-and-bound process, thus ensure the convergence of the algorithm. Computational results show that the algorithm is efficient for solving this class of reliability optimization problems.In this paper, an exact algorithm was proposed for optimal redundancy in a series system with multiple component choices. A reformulation of the nonseparable reliability function was approximated by a separable integer programming problem. The resulting separable nonlinear integer programming problem is used to compute upper bounds by Lagrangian relaxation and dual search. A special partition scheme was derived to reduce the duality gap in a branch-and-bound process, thus ensure the convergence of the algorithm. Computational results show that the algorithm is efficient for solving this class of reliability optimization problems.

关 键 词：reliability optimization multiple component choices Lagrangian relaxation and dual search partition scheme numerical results. 

分 类 号：O221.4[理学—运筹学与控制论]