Reliability optimization of a complex system by the stochastic branch and bound method

Authors:
V. I. Norkin;B. O. Onishchenko
Affiliations:
V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine;Cherkassy National University, Cherkassy, Ukraine
Venue:
Cybernetics and Systems Analysis
Year:
2008

Citing 6
Cited 0

Piyavskii's method for solving the general global optimization problem

Computational Mathematics and Mathematical Physics
A branch and bound method for stochastic global optimization

Mathematical Programming: Series A and B
On Optimization Properties of Functions, with a Concave Minorant

Journal of Global Optimization
On Optimal Allocation of Indivisibles Under Uncertainty

Operations Research
Reliability Analysis of Systems Described by Fault Trees with Efficiency

Cybernetics and Systems Analysis
Minorant Methods of Stochastic Global Optimization

Cybernetics and Systems Analysis

Quantified Score

Hi-index	0.00

Visualization

Abstract

An optimal redundancy problem is considered as a stochastic optimization problem. The mean lifetime of a network is maximized by the stochastic branch and bound algorithm. To obtain (stochastic) estimates of branches, use is made of stochastic tangent minorants and majorants of the objective functional, interchange relaxation (permutation of maximization and expectation operations), and multiple solution of auxiliary dynamic programming problems.