Reliability stochastic optimization for an n-stage series system with m chance constraints : research letter

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Authors

Yadavalli, Venkata S. Sarma
Malada, Awelani
Charles, V.

Journal Title

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Publisher

Academy of Science of South Africa

Abstract

This paper addresses the chance constraints reliability stochastic optimization (CCRSO) problem, for which the objective is to maximize system reliability for the given chance constraints. A method is illustrated to determine optimal solutions to an n-stage series system with m chance constraints of the redundancy allocation problem, incorporating the concepts of chance constraints techniques. One can quickly reach an exact real number solution closest to the optimal solution by this means. Once the real number solution is obtained, the branch-and-bound (B&B) technique is used to obtain the integer solution. We illustrate this approach for a 4-stage series system with two chance constraints.

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Keywords

Chance constraints reliability stochastic optimization, CCRSO, Chance constraints techniques

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Citation

Yadavalli, VSS, Malada, A & Charles, V 2007, 'Reliability stochastic optimization for an n-stage series system with m chance constraints : research letter', South African Journal of Science, vol. 103, no. 11 & 12, pp. 502-504.[http://www.sajs.co.za/]