Measuring and optimizing system reliability: a stochastic programming approach

DOI10.1007/S11750-020-00550-5MaRDI QIDQ828737zbMATH OpenOpenAlexFDO

Authors Joshua L. Pulsipher, Victor M. Zavala

Publication date 5 May 2021

Published in Top (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.12712

zbMATH Keywords

networktopologyreliabilitydesign

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Stochastic programming (90C15) Mixed integer programming (90C11)

Abstract: We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges). Under this setting, reliability is defined as the probability of finding a path between sources and sink nodes under random component failures and we show that this measure can be computed by solving a stochastic mixed-integer program. The stochastic programming setting allows us to account for system constraints and general probability distributions to characterize failures and allows us to derive optimization formulations that identify designs of maximum reliability. We also propose a strategy to approximately solve these problems in a scalable manner by using purely continuous formulations.

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Cites work

• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• Complete Convergence and the Law of Large Numbers
• Introduction to stochastic programming.
• JuMP: a modeling language for mathematical optimization
• The sample average approximation method for stochastic discrete optimization

Cited in

(6)

• Optimization techniques for system reliability: a review
• MPC Framework for System Reliability Optimization
• Exact reliability optimization for series‐parallel graphs using convex envelopes
• Coherent quality management for big data systems: a dynamic approach for stochastic time consistency
• Uniformly optimally reliable graphs: A survey
• On optimal system designs in reliability-economics frameworks

Describes a project that uses

Uses Software

• JuMP
• MATPOWER

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