Genetic algorithm to maximize a lower-bound for system time-to-failure with uncertain component Weibull parameters

A genetic algorithm (GA) is used to solve the redundancy allocation problem when the objective is to maximize a lower percentile of the system time-to-failure distribution and the available components have random Weibull scale parameters. The GA searches the prospective solution space using an adaptive penalty to consider both feasible and infeasible solutions until converging to a feasible recommended system design. The objective function is intractable and a bi-section search is required as a function evaluator. Previously, this problem has most often been formulated to maximize system reliability instead of a lower-bound on system time-to-failure. Most system designers and users are risk-averse, and maximization of a lower percentile of the system time-to-failure distribution is a more conservative strategy (i.e. less risky) compared to maximization of the mean or median of the time-to-failure distribution. The only previous research to consider a lower percentile of system time-to-failure, also required that all component Weibull parameters are known. Those findings have been extended to address problems where the Weibull shape parameter is known, or can be accurately estimated, but the scale parameter is a random variable. Results from over 90 examples indicate that the preferred system design is sensitive to the user's perceived risk.

[1]  David W. Coit,et al.  Reliability optimization of series-parallel systems using a genetic algorithm , 1996, IEEE Trans. Reliab..

[2]  Kazuharu Yamato,et al.  Optimal Design of a Series-Parallel System with Time-Dependent Reliability , 1977, IEEE Transactions on Reliability.

[3]  P. Spreij Probability and Measure , 1996 .

[4]  Laura Painton,et al.  Genetic algorithms in optimization of system reliability. , 1995 .

[5]  David E. Goldberg,et al.  Genetic Algorithms in Search Optimization and Machine Learning , 1988 .

[6]  Alice E. Smith,et al.  Redundancy allocation to maximize a lower percentile of the system time-to-failure distribution , 1998 .

[7]  Mitsuo Gen,et al.  System Reliability Optimization Problems with Several Failure Modes by Genetic Algorithm , 1995 .

[8]  F. van der Ploeg,et al.  Applied decision analysis and economic behaviour , 1984 .

[9]  Hamed Kamal Eldin Computers & Industrial Engineering. A quarterly International Journal , 1988 .

[10]  David W. Coit,et al.  Adaptive Penalty Methods for Genetic Optimization of Constrained Combinatorial Problems , 1996, INFORMS J. Comput..

[11]  Laura Painton,et al.  Optimization of reliability allocation strategies through use of genetic algorithms , 1996 .

[12]  Gregory Levitin,et al.  Redundancy optimization of static series-parallel reliability models under uncertainty , 1997 .

[13]  Yuji Nakagawa,et al.  Surrogate Constraints Algorithm for Reliability Optimization Problems with Two Constraints , 1981, IEEE Transactions on Reliability.

[14]  R. Bulfin,et al.  Optimal Allocation of Redundant Components for Large Systems , 1985, IEEE Transactions on Reliability.

[15]  Patrick Billingsley,et al.  Probability and Measure. , 1986 .

[16]  John H. Holland,et al.  Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .

[17]  Necip Doganaksoy,et al.  Handbook of Reliability Engineering , 1994 .

[18]  M. Gen,et al.  A computational algorithm for solving 0-1 goal programming with GUB structures and its application for optimization problems in system reliability , 1990 .

[19]  Enrico Zio,et al.  Genetic algorithms and Monte Carlo simulation for optimal plant design , 2000, Reliab. Eng. Syst. Saf..

[20]  Maw-Sheng Chern,et al.  On the computational complexity of reliability redundancy allocation in a series system , 1992, Oper. Res. Lett..

[21]  P. A. Joyce,et al.  Application of Genetic Algorithms to Optimum Offshore Plant Design , 1998 .

[22]  Robert Lewis Reuben,et al.  Probabilistic reliability engineering: Genedenko and Ushakov , 1997 .

[23]  Hiroshi Kamada,et al.  Surrogate Constraints Algorithm for Reliability Optimization Problems with Multiple Constraints , 1981, IEEE Transactions on Reliability.

[24]  Nam Kee Lee,et al.  System Reliability Allocation and a Computational Algorithm , 1968 .

[25]  Alice E. Smith,et al.  Penalty guided genetic search for reliability design optimization , 1996 .