Optimal burn‐in procedure for periodically inspected systems

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we study burn‐in procedure for a system that is maintained under periodic inspection and perfect repair policy. Assuming that the underlying lifetime distribution of a system has an initially decreasing and/or eventually increasing failure rate function, we derive upper and lower bounds for the optimal burn‐in time, which maximizes the system availability. Furthermore, adopting an age replacement policy, we derive upper and lower bounds for the optimal age parameter of the replacement policy for each fixed burn‐in time and a uniform upper bound for the optimal burn‐in time given the age replacement policy. These results can be used to reduce the numerical work for determining both optimal burn‐in time and optimal replacement policy. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于马氏过程的电子对抗装备伺服驱动器可用度分析

针对电子对抗装备天线伺服系统驱动器可用度评估问题,考虑其具有优先使用权冷贮备冗余设计的特点,运用马尔可夫过程分析的方法,研究修理工人数不同情况下伺服驱动器稳态可用度和瞬时可用度,建立相应的数学模型,最后进行实例验证,绘出不同维修策略下系统瞬时可用度随时间变化的曲线.     

故障检查间隔期的简化计算方法

建立了定期故障检查策略下系统的可用度模型,在满足系统可用度要求的条件下,可以使用该模型确定故障检查工作的间隔期。为了简化故障检查间隔期的计算,给出了故障时间服从指数分布时,故障检查间隔期的上、下限计算公式及应用示例。     

Bounding the optimal burn‐in time for a system with two types of failure

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining bounds to the optimal burn‐in time and optimal replacement policy maximizing the steady state availability of a repairable system. It is assumed that two types of system failures may occur: One is Type I failure (minor failure), which can be removed by a minimal repair, and the other is Type II failure (catastrophic failure), which can be removed only by a complete repair. Assuming that the underlying lifetime distribution of the system has a bathtub‐shaped failure rate function, upper and lower bounds for the optimal burn‐in time are provided. Furthermore, some other applications of optimal burn‐in are also considered. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

有限维修能力下多级保障系统装备时变可用度评估及保障方案优化

备件库存和站点维修能力是影响备件维修周转的重要因素，制约装备使用效果。针对备件需求随任务阶段动态变化的装备保障方案评估和优化问题，考虑站点维修能力对备件维修过程的影响，结合METRIC建模方法和动态排队理论，建立了有限维修能力下多级保障系统装备时变可用度评估模型。在评估模型基础之上，以保障费用为优化目标，装备可用度为约束条件，建立了任务期内多级保障系统保障方案优化模型。以任务期内的最低可用度所对应的备件短缺数为观测值，分析了各项资源的边际效益值，采用边际优化算法对各项资源进行优化计算。算例分析表明，评估模型能够计算多级保障系统任务期内各阶段装备可用度；保障方案优化模型和方法能够得到各项保障资源的优化配置方案。提出的模型和优化方法能够为装备保障人员制定合理的保障方案提供决策支持。     

有限维修能力下多级保障系统装备时变可用度评估及保障方案优化

备件库存和站点维修能力是影响备件维修周转的重要因素,制约着装备的使用效果。针对备件需求随任务阶段动态变化时装备保障方案的评估和优化问题,考虑站点维修能力对备件维修过程的影响,结合METRIC建模方法和动态排队理论,建立了有限维修能力下多级保障系统装备时变可用度评估模型。在评估模型基础之上,以保障费用为优化目标、装备可用度为约束条件,建立任务期内多级保障系统保障方案优化模型。以任务期内的最低可用度所对应的备件短缺数为观测值,分析各项资源的边际效益值,采用边际优化算法对各项资源进行优化计算。算例分析表明,评估模型能够计算多级保障系统任务期内各阶段装备可用度;保障方案优化模型和方法能够得到各项保障资源的优化配置方案。提出的模型和优化方法能够为装备保障人员制订合理的保障方案提供决策支持。     

Log‐concave and concave distributions in reliability

Nonparametric classes of life distributions are usually based on the pattern of aging in some sense. The common parametric families of life distributions also feature monotone aging. In this paper we consider the class of log‐concave distributions and the subclass of concave distributions. The work is motivated by the fact that most of the common parametric models of life distributions (including Weibull, Gamma, log‐normal, Pareto, and Gompertz distributions) are log‐concave, while the remaining life of maintained and old units tend to have a concave distribution. The classes of concave and log‐concave distributions do not feature monotone aging. Nevertheless, these two classes are shown to have several interesting and useful properties. We examine the closure of these classes under a number of reliability operations, and provide sharp reliability bounds for nonmaintained and maintained units having life distribution belonging to these classes. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 419–433, 1999     

The error in the normal approximation to the multinomial with an increasing number of classes

In an earlier paper, it was shown that under certain conditions, if the number of classes in a multinomial distribution increases as the number of trials increases, the probabilities assigned to arbitrary regions by the multinomial distribution are close to the probabilities assigned by the distribution of slightly rounded-off normal random variables. A different method of studying the approximation of the multinomial distribution by a normal distribution is to use the multivariate Berry-Esseen bound. In this paper, these two methods are compared, particularly with respect to the class of multinomial distributions for which the bounds on the error remain useful.     

MAD: Mathematical analysis of downtime

The MAD model presents a mathematic treatment of the relationship between aircraft reliability and maintainability, system manning and inspection policies, scheduling and sortie length, and aircraft downtime. Log normal distributions are postulated for subsystem repair times and simultaneous repair of malfunctions is assumed. The aircraft downtime for maintenance is computed with the distribution of the largest of k log normal distributions. Waiting time for maintenance men is calculated either by using a multiple-channel queuing model or by generating the distribution of the number of maintenance men required and comparing this to the number of men available to determine the probability of waiting at each inspection.     

Combination setwise-Bonferroni-type bounds

We consider three classes of lower bounds to P(c) = P (X₁ ≤ c₁,…, X_n ≤ c); Bonferroni-type bounds, product-type bounds and setwise bounds. Setwise probability inequalities are shown to be a compromise between product-type and Bonferroni-type probability inequalities. Bonferroni-type inequalities always hold. Product-type inequalities require positive dependence conditions, but are superior to the Bonferroni-type and setwise bounds when these conditions are satisfied. Setwise inequalities require less stringent positive dependence bound conditions than the product-type bounds. Neither setwise nor Bonferroni-type bounds dominate the other. Optimized setwise bounds are developed. Results pertaining to the nesting of setwise bounds are obtained. Combination setwise-Bonferroni-type bounds are developed in which high dimensional setwise bounds are applied and second and third order Bonferroni-type bounds are applied within each subvector of the setwise bounds. These new combination bounds, which are applicable for associated random variables, are shown to be superior to Bonferroni-type and setwise bounds for moving averages and runs probabilities. Recently proposed upper bounds to P(c) are reviewed. The lower and upper bounds are tabulated for various classes of multivariate normal distributions with banded covariance matrices. The bounds are shown to be surprisingly accurate and are much easier to compute than the inclusion-exclusion bounds. A strategy for employing the bounds is developed. © 1996 John Wiley & Sons, Inc.     

Iterative coloring extension of a maximum clique

In this paper we present an improved branch and bound algorithm for the vertex coloring problem. The idea is to try to extend the coloring of a maximum clique to its adjacent vertices. If this succeeds, its successive neighbors are considered; in case of failure (i.e., in the case the initial colors are not sufficient), working on the subgraph induced by the maximum clique and its neighborhood, the lower bound is improved by seeking for an optimal coloring of this subgraph by branch and bound. The process is repeated iteratively until the whole graph is examined. The iterative scheme exploits a further lower bound obtained by integrating a simple algorithm into the maximum clique search, and a new method to compute upper bounds on subgraphs. Furthermore, a new branching rule and a method for the selection of the initial maximum clique are presented. Extensive computational results and comparisons with existing exact coloring algorithms on random graphs and benchmarks are given. © 2001 John Wiley & Sons, Inc. Naval Research Logistic 48: 518–550, 2001     

相控阵天线阵面两级备件优化配置模型

针对相控阵天线阵面备件配置存在的冗余性强、批量送修、多级维修等现实问题,综合考虑备件费用、维修能力以及库存策略之间的关系,建立了基于定期补给的两级备件优化配置模型。给出了系统的故障件维修周转过程和维修备件的定期补给过程,在分析备件、库存、维修能力之间关系的基础上,结合成批到达的排队理论,建立了系统的供应可用度模型。以备件配置费用最小为目标、以系统供应可用度为约束条件,建立了系统的备件优化配置模型,并通过边际效益分析法对模型进行了求解。通过算例仿真与分析对模型进行了验证。结果表明:构建的备件配置能够较好地解决相控阵天线阵面的备件配置问题,具有一定的优越性。     

Minimizing the false alarm rate in systems with transient abnormality

We consider a stochastic partially observable system that can switch between a normal state and a transient abnormal state before entering a persistent abnormal state. Only the persistent abnormal state requires alarms. The transient and persistent abnormal states may be similar in appearance, which can result in excess false alarms. We propose a partially observable Markov decision process model to minimize the false alarm rate, subject to a given upper bound on the expected alarm delay time. The cost parameter is treated as the Lagrange multiplier, which can be estimated from the bound of the alarm delay. We show that the optimal policy has a control‐limit structure on the probability of persistent abnormality, and derive closed‐form bounds for the control limit and present an algorithm to specify the Lagrange multiplier. We also study a specialized model where the transient and persistent abnormal states have the same observation distribution, in which case an intuitive “watchful‐waiting” policy is optimal. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 320–334, 2016     

Heuristics for multimachine minmax scheduling problems with general earliness and tardiness costs

We consider the problem of scheduling N jobs on M parallel machines so as to minimize the maximum earliness or tardiness cost incurred for each of the jobs. Earliness and tardiness costs are given by general (but job-independent) functions of the amount of time a job is completed prior to or after a common due date. We show that in problems with a nonrestrictive due date, the problem decomposes into two parts. Each of the M longest jobs is assigned to a different machine, and all other jobs are assigned to the machines so as to minimize their makespan. With these assignments, the individual scheduling problems for each of the machines are simple to solve. We demonstrate that several simple heuristics of low complexity, based on this characterization, are asymptotically optimal under mild probabilistic conditions. We develop attractive worst-case bounds for them. We also develop a simple closed-form lower bound for the minimum cost value. The bound is asymptotically accurate under the same probabilistic conditions. In the case where the due date is restrictive, the problem is more complex only in the sense that the set of initial jobs on the machines is not easily characterized. However, we extend our heuristics and lower bounds to this general case as well. Numerical studies exhibit that these heuristics perform excellently even for small- or moderate-size problems both in the restrictive and nonrestrictive due-date case. © 1997 John Wiley & Sons, Inc.     

Parametric analysis of linear programs with upper bounded variables

Linear programming problems with upper bounded variables can be solved by regular simplex method by considering upper bounding constraints as explicit constraints of the problem. However, more efficient methods exist which consider these upper bound constraints implicitly. When parametric analysis for problems with upper bounds is to be carried out, one can use the regular parameter analysis by considering the upper bound constraints explicitly. This paper develops formulas for parametric analysis where upper bound constraints are used implicitly, thus reducing the size of the basic matrix.     

An optimum group maintenance policy

In this article we present an optimum maintenance policy for a group of machines subject to stochastic failures where the repair cost and production loss due to the breakdown of machines are minimized. A nomograph was developed for machines with exponential failure time distributions. The optimal schedule time for repair as well as the total repair cost per cycle can be obtained easily from the nomograph. Conditions for the existence of a unique solution for the optimum schedule and the bounds for the schedule are discussed.     

Branch and bound methods for a search problem

The problem of searching for randomly moving targets such as children and submarines is known to be fundamentally difficult, but finding efficient methods for generating optimal or near optimal solutions is nonetheless an important practical problem. This paper investigates the efficiency of Branch and Bound methods, with emphasis on the tradeoff between the accuracy of the bound employed and the time required to compute it. A variety of bounds are investigated, some of which are new. In most cases the best bounds turn out to be imprecise, but very easy to compute. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 243–257, 1998     

Distribution free bounds for service constrained (Q,r) inventory systems

A classical and important problem in stochastic inventory theory is to determine the order quantity (Q) and the reorder level (r) to minimize inventory holding and backorder costs subject to a service constraint that the fill rate, i.e., the fraction of demand satisfied by inventory in stock, is at least equal to a desired value. This problem is often hard to solve because the fill rate constraint is not convex in (Q, r) unless additional assumptions are made about the distribution of demand during the lead‐time. As a consequence, there are no known algorithms, other than exhaustive search, that are available for solving this problem in its full generality. Our paper derives the first known bounds to the fill‐rate constrained (Q, r) inventory problem. We derive upper and lower bounds for the optimal values of the order quantity and the reorder level for this problem that are independent of the distribution of demand during the lead time and its variance. We show that the classical economic order quantity is a lower bound on the optimal ordering quantity. We present an efficient solution procedure that exploits these bounds and has a guaranteed bound on the error. When the Lagrangian of the fill rate constraint is convex or when the fill rate constraint does not exist, our bounds can be used to enhance the efficiency of existing algorithms. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 635–656, 2000     

有限维修能力下作战单元时变可用度评估模型

针对作战单元任务期内备件需求随任务阶段动态变化的现实情况,考虑作战单元因携行维修能力有限而导致可修件具有一定报废概率的影响,通过引入报废因子,建立两级保障体制下,故障件具有一定报废概率且不考虑外部补给的作战单元时变可用度评估模型。采用Extend Sim仿真软件进行计算,根据仿真值进行参数拟合得到模型中报废因子的近似解析表达形式。研究表明,报废因子能够适应不同的可靠性维修性参数值,模型具有较强的适应性。该模型有效解决了备件非平衡状态下的装备时变可用度评估问题,可为装备管理人员制定合理的保障方案提供支撑。     

Computing bounds for the optimal value in linear programming

Consider a standard linear programming problem and suppose that there are bounds available for the decision variables such that those bounds are not violated at an optimal solution of the problem (but they may be violated at some other feasible solutions of the problem). Thus, these bounds may not appear explicitly in the problem, but rather they may have been derived from some prior knowledge about an optimal solution or from the explicit constraints of the problem. In this paper, the bounds on variables are used to compute bounds on the optimal value when the problem is being solved by the simplex method. The latter bounds may then be used as a termination criteria for the simples iterations for the purpose of finding a “sufficiently good” near optimal solution. The bounds proposed are such that the computational effort in evaluating them is insignificant compared to that involved in the simplex iterations. A numerical example is given to demonstrate their performance.