Reliability optimization of a complex system by the stochastic branch and bound method |
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| Authors: | V. I. Norkin B. O. Onishchenko |
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| Affiliation: | (1) V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine;(2) Cherkassy National University, Cherkassy, Ukraine |
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| 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. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 129–141, May–June 2008. |
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| Keywords: | reliability optimization optimal redundancy minorants majorants stochastic minorants stochastic programming discrete optimization stochastic branch and bound algorithm permutable relaxation dynamic programming |
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