Consecutive k‐within‐m‐out‐of‐n:F system with exchangeable components

As a generalization of k‐out‐of‐n:F and consecutive k‐out‐of‐n:F systems, the consecutive k‐within‐m‐out‐of‐n:F system consists of n linearly ordered components such that the system fails iff there are m consecutive components which include among them at least k failed components. In this article, the reliability properties of consecutive k‐within‐m‐out‐of‐n:F systems with exchangeable components are studied. The bounds and approximations for the survival function are provided. A Monte Carlo estimator of system signature is obtained and used to approximate survival function. The results are illustrated and numerics are provided for an exchangeable multivariate Pareto distribution. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Component importance for linear consecutive‐ k ‐Out‐of‐ n and m ‐Consecutive‐ k ‐Out‐of‐ n systems with exchangeable components

Measuring the relative importance of components in a mechanical system is useful for various purposes. In this article, we study Birnbaum and Barlow‐Proschan importance measures for two frequently studied system designs: linear consecutive k ‐out‐of‐ n and m ‐consecutive‐ k ‐out‐of‐ n systems. We obtain explicit expressions for the component importance measures for systems consisting of exchangeable components. We illustrate the results for a system whose components have a Lomax type lifetime distribution. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Evaluating methods for the reliability of a large 2‐dimensional rectangular k‐within‐consecutive‐(r,s)‐out‐of‐(m,n):F system

A 2‐dimensional rectangular k‐within‐consecutive‐(r, s)‐out‐of‐(m, n):F system consists of m × n components, and fails if and only if k or more components fail in an r × s submatrix. This system can be treated as a reliability model for TFT liquid crystal displays, wireless communication networks, etc. Although an effective method has been developed for evaluating the exact system reliability of small or medium‐sized systems, that method needs extremely high computing time and memory capacity when applied to larger systems. Therefore, developing upper and lower bounds and accurate approximations for system reliability is useful for large systems. In this paper, first, we propose new upper and lower bounds for the reliability of a 2‐dimensional rectangular k‐within‐consecutive‐(r, s)‐out‐of‐(m, n):F system. Secondly, we propose two limit theorems for that system. With these theorems we can obtain accurate approximations for system reliabilities when the system is large and component reliabilities are close to one. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Repairable consecutive‐k‐out‐of‐n: F system with Markov dependence

In this article, a model for a repairable consecutive‐k‐out‐of‐n: F system with Markov dependence is studied. A binary vector is used to represent the system state. The failure rate of a component in the system depends on the state of the preceding component. The failure risk of a system state is then introduced. On the basis of the failure risk, a priority repair rule is adopted. Then the transition density matrix can be determined, and the analysis of the system reliability can be conducted accordingly. One example each of a linear and a circular system is then studied in detail to explain the model and methodology developed in this paper. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 18–39, 2000     

Signature based analysis of m‐Consecutive‐k‐out‐of‐n: F systems with exchangeable components

In this article, we study reliability properties of m‐consecutive‐k‐out‐of‐n: F systems with exchangeable components. We deduce exact formulae and recurrence relations for the signature of the system. Closed form expressions for the survival function and the lifetime distribution as a mixture of the distribution of order statistics are established as well. These representations facilitate the computation of several reliability characteristics of the system for a given exchangeable joint distribution or survival function. Finally, we provide signature‐based stochastic ordering results for the system's lifetime and investigate the IFR preservation property under the formulation of m‐consecutive‐k‐out‐of‐n: F systems. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Reliability of a 2‐dimensional k‐within‐consecutive‐r × s‐out‐of‐m × n:F system

A 2‐dimensional rectangular (cylindrical) k‐within‐consecutive‐r × s‐out‐of‐m × n:F system is the rectangular (cylindrical) m × n‐system if the system fails whenever k components in a r × s‐submatrix fail. This paper proposes a recursive algorithm for the reliability of the 2‐dimensional k‐within‐consecutive‐r × s‐out‐m × n:F system, in the rectangular case and the cylindrical case. This algorithm requires min ( O (mk^r(n?s)), O (nk^s(m?r))), and O (mk^rn) computing time in the rectangular case and the cylindrical case, respectively. The proposed algorithm will be demonstrated and some numerical examples will be shown. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 625–637, 2001.     

A heuristic algorithm for determining replacement policies in k-out-of-n systems

The authors study a discrete-time, infinite-horizon, dynamic programming model for the replacement of components in a binary k-out-of-n failure system. (The system fails when k or more of its n components fail.) Costs are incurred when the system fails and when failed components are replaced. The objective is to minimize the long-run expected average undiscounted cost per period. A companion article develops a branch-and-bound algorithm for computing optimal policies. Extensive computational experiments find it effective for k to be small or near n; however, difficulties are encountered when n ≥ 30 and 10 ≤ k ≤ n − 4. This article presents a simple, intuitive heuristic rule for determining a replacement policy whose memory storage and computation time requirements are O(n − k) and O(n(n − k) + k), respectively. This heuristic is based on a plausible formula for ranking components in order of their usefulness. The authors provide sufficient conditions for it to be optimal and undertake computational experiments that suggest that it handles parallel systems (k = n) effectively and, further, that its effectiveness increases as k moves away from n. In our test problems, the mean relative errors are under 5% when n ≤ 100 and under 2% when k ≤ n − 3 and n ≤ 50. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44, 273–286, 1997.     

Generalizing the survival signature to unrepairable homogeneous multi‐state systems

The notion of signature has been widely applied for the reliability evaluation of technical systems that consist of binary components. Multi‐state system modeling is also widely used for representing real life engineering systems whose components can have different performance levels. In this article, the concept of survival signature is generalized to a certain class of unrepairable homogeneous multi‐state systems with multi‐state components. With such a generalization, a representation for the survival function of the time spent by a system in a specific state or above is obtained. The findings of the article are illustrated for multi‐state consecutive‐k‐out‐of‐n system which perform its task at three different performance levels. The generalization of the concept of survival signature to a multi‐state system with multiple types of components is also presented. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 593–599, 2017     

Rare‐event component importance for the consecutive‐k system

Various indices of component importance with respect to system reliability have been proposed. The most popular one is the Birnbaum importance. In particular, a special case called uniform Birnbaum importance in which all components have the same reliability p has been widely studied for the consecutive‐k system. Since it is not easy to compare uniform Birnbaum importance, the literature has looked into the case p = ½, p → 1, or p ≥ ½. In this paper, we look into the case p → 0 to complete the spectrum of examining Birnbaum importance over the whole range of p. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 159–166, 2002; DOI 10.1002/nav.10001     

A branch‐and‐price algorithm for parallel machine scheduling with time windows and job priorities

This paper presents a branch‐and‐price algorithm for scheduling n jobs on m nonhomogeneous parallel machines with multiple time windows. An additional feature of the problem is that each job falls into one of ρ priority classes and may require two operations. The objective is to maximize the weighted number of jobs scheduled, where a job in a higher priority class has “infinitely” more weight or value than a job in a lower priority class. The methodology makes use of a greedy randomized adaptive search procedure (GRASP) to find feasible solutions during implicit enumeration and a two‐cycle elimination heuristic when solving the pricing subproblems. Extensive computational results are presented based on data from an application involving the use of communications relay satellites. Many 100‐job instances that were believed to be beyond the capability of exact methods, were solved within minutes. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Branch‐and‐price‐and‐cut for the manpower routing problem with synchronization constraints

In this article, we propose a branch‐and‐price‐and‐cut (BPC) algorithm to exactly solve the manpower routing problem with synchronization constraints (MRPSC). Compared with the classical vehicle routing problems (VRPs), the defining characteristic of the MRPSC is that multiple workers are required to work together and start at the same time to carry out a job, that is, the routes of the scheduling subjects are dependent. The incorporation of the synchronization constraints increases the difficulty of the MRPSC significantly and makes the existing VRP exact algorithm inapplicable. Although there are many types of valid inequalities for the VRP or its variants, so far we can only adapt the infeasible path elimination inequality and the weak clique inequality to handle the synchronization constraints in our BPC algorithm. The experimental results at the root node of the branch‐and‐bound tree show that the employed inequalities can effectively improve the lower bound of the problem. Compared with ILOG CPLEX, our BPC algorithm managed to find optimal solutions for more test instances within 1 hour. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 138–171, 2016     

Optimizing usage and maintenance decisions for k‐out‐of‐n systems of moving assets

We consider an integrated usage and maintenance optimization problem for a k‐out‐of‐n system pertaining to a moving asset. The k‐out‐of‐n systems are commonly utilized in practice to increase availability, where n denotes the total number of parallel and identical units and k the number of units required to be active for a functional system. Moving assets such as aircraft, ships, and submarines are subject to different operating modes. Operating modes can dictate not only the number of system units that are needed to be active, but also where the moving asset physically is, and under which environmental conditions it operates. We use the intrinsic age concept to model the degradation process. The intrinsic age is analogous to an intrinsic clock which ticks on a different pace in different operating modes. In our problem setting, the number of active units, degradation rates of active and standby units, maintenance costs, and type of economic dependencies are functions of operating modes. In each operating mode, the decision maker should decide on the set of units to activate (usage decision) and the set of units to maintain (maintenance decision). Since the degradation rate differs for active and standby units, the units to be maintained depend on the units that have been activated, and vice versa. In order to minimize maintenance costs, usage and maintenance decisions should be jointly optimized. We formulate this problem as a Markov decision process and provide some structural properties of the optimal policy. Moreover, we assess the performance of usage policies that are commonly implemented for maritime systems. We show that the cost increase resulting from these policies is up to 27% for realistic settings. Our numerical experiments demonstrate the cases in which joint usage and maintenance optimization is more valuable. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 418–434, 2017     

Selecting review periods for a coordinated multi‐item inventory model with staggered deliveries

Consider an N‐item, periodic review, infinite‐horizon, undiscounted, inventory model with stochastic demands, proportional holding and shortage costs, and full backlogging. For 1 ≤ j ≤ N, orders for item j can arrive in every period, and the cost of receiving them is negligible (as in a JIT setting). Every T_j periods, one reviews the current stock level of item j and decides on deliveries for each of the next T_j periods, thus incurring an item‐by‐item fixed cost k_j. There is also a joint fixed cost whenever any item is reviewed. The problem is to find review periods T₁, T₂, …, T_N and an ordering policy satisfying the average cost criterion. The current article builds on earlier results for the single‐item case. We prove an optimal policy exists, give conditions where it has a simple form, and develop a branch and bound algorithm for its computation. We also provide two heuristic policies with O(N) computational requirements. Computational experiments indicate that the branch and bound algorithm can handle normal demand problems with N ≤ 10 and that both heuristics do well for a wide variety of problems with N ranging from 2 to 200; moreover, the performance of our heuristics seems insensitive to N. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:430–449, 2001     

Optimal (τ, T) opportunistic maintenance of a k‐out‐of‐n:G system with imperfect PM and partial failure

The opportunistic maintenance of a k‐out‐of‐n:G system with imperfect preventive maintenance (PM) is studied in this paper, where partial failure is allowed. In many applications, the optimal maintenance actions for one component often depend on the states of the other components and system reliability requirements. Two new (τ, T) opportunistic maintenance models with the consideration of reliability requirements are proposed. In these two models, only minimal repairs are performed on failed components before time τ and the corrective maintenance (CM) of all failed components are combined with PM of all functioning but deteriorated components after τ; if the system survives to time T without perfect maintenance, it will be subject to PM at time T. Considering maintenance time, asymptotic system cost rate and availability are derived. The results obtained generalize and unify some previous research in this area. Application to aircraft engine maintenance is presented. © 2000 John Wiley & Sons;, Inc. Naval Research Logistics 47: 223–239, 2000     

Two‐stage component test plans for testing the reliability of a series system

A system reliability is often evaluated by individual tests of components that constitute the system. These component test plans have advantages over complete system based tests in terms of time and cost. In this paper, we consider the series system with n components, where the lifetime of the i‐th component follows exponential distribution with parameter λ_i. Assuming test costs for the components are different, we develop an efficient algorithm to design a two‐stage component test plan that satisfies the usual probability requirements on the system reliability and in addition minimizes the maximum expected cost. For the case of prior information in the form of upper bounds on λ_i's, we use the genetic algorithm to solve the associated optimization problems which are otherwise difficult to solve using mathematical programming techniques. The two‐stage component test plans are cost effective compared to single‐stage plans developed by Rajgopal and Mazumdar. We demonstrate through several numerical examples that our approach has the potential to reduce the overall testing costs significantly. © 2002 John Wiley & Sons, Inc. Naval Research Logistics, 49: 95–116, 2002; DOI 10.1002/nav.1051     

Measures of component importance for markov chain imbeddable reliability structures

In this article we study the reliability importance of the components for the wide class of Markov chain imbeddable systems (MIS). Methods for the evaluation of Birnbaum importance are developed for a general MIS, and some generating function techniques are demonstrated for the special case of homogeneous MISs. As an application, the reliability ordering for the components of a k‐out‐of‐n and consecutive‐k‐out‐of‐n structure is examined in some detail. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 613–639, 1999     

Dynamic signatures and their use in comparing the reliability of new and used systems

The signature of a system with independent and identically distributed (i.i.d.) component lifetimes is a vector whose ith element is the probability that the ith component failure is fatal to the system. System signatures have been found to be quite useful tools in the study and comparison of engineered systems. In this article, the theory of system signatures is extended to versions of signatures applicable in dynamic reliability settings. It is shown that, when a working used system is inspected at time t and it is noted that precisely k failures have occurred, the vector s [0,1]^n‐k whose jth element is the probability that the (k + j)th component failure is fatal to the system, for j = 1,2,2026;,n ‐ k, is a distribution‐free measure of the design of the residual system. Next, known representation and preservation theorems for system signatures are generalized to dynamic versions. Two additional applications of dynamic signatures are studied in detail. The well‐known “new better than used” (NBU) property of aging systems is extended to a uniform (UNBU) version, which compares systems when new and when used, conditional on the known number of failures. Sufficient conditions are given for a system to have the UNBU property. The application of dynamic signatures to the engineering practice of “burn‐in” is also treated. Specifically, we consider the comparison of new systems with working used systems burned‐in to a given ordered component failure time. In a reliability economics framework, we illustrate how one might compare a new system to one successfully burned‐in to the kth component failure, and we identify circumstances in which burn‐in is inferior (or is superior) to the fielding of a new system. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Single‐warehouse multi‐retailer inventory systems with full truckload shipments

We consider a multi‐stage inventory system composed of a single warehouse that receives a single product from a single supplier and replenishes the inventory of n retailers through direct shipments. Fixed costs are incurred for each truck dispatched and all trucks have the same capacity limit. Costs are stationary, or more generally monotone as in Lippman (Management Sci 16, 1969, 118–138). Demands for the n retailers over a planning horizon of T periods are given. The objective is to find the shipment quantities over the planning horizon to satisfy all demands at minimum system‐wide inventory and transportation costs without backlogging. Using the structural properties of optimal solutions, we develop (1) an O(T²) algorithm for the single‐stage dynamic lot sizing problem; (2) an O(T³) algorithm for the case of a single‐warehouse single‐retailer system; and (3) a nested shortest‐path algorithm for the single‐warehouse multi‐retailer problem that runs in polynomial time for a given number of retailers. To overcome the computational burden when the number of retailers is large, we propose aggregated and disaggregated Lagrangian decomposition methods that make use of the structural properties and the efficient single‐stage algorithm. Computational experiments show the effectiveness of these algorithms and the gains associated with coordinated versus decentralized systems. Finally, we show that the decentralized solution is asymptotically optimal. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

On optimal system designs in reliability‐economics frameworks

Reliability Economics is a field that can be defined as the collection of all problems in which there is tension between the performance of systems of interest and their cost. Given such a problem, the aim is to resolve the tension through an optimization process that identifies the system which maximizes some appropriate criterion function (e.g. expected lifetime per unit cost). In this paper, we focus on coherent systems of n independent and identically distributed (iid) components and mixtures thereof, and characterize both a system's performance and cost as functions of the system's signature vector (Samaniego, IEEE Trans Reliabil (1985) 69–72). For a given family of criterion functions, a variety of optimality results are obtained for systems of arbitrary order n. Approximations are developed and justified when the underlying component distribution is unknown. Assuming the availability of an auxiliary sample of N component failure times, the asymptotic theory of L‐estimators is adapted for the purpose of establishing the consistency and asymptotic normality of the proposed estimators of the expected ordered failure times of the n components of the systems under study. These results lead to the identification of ε‐optimal systems relative to the chosen criterion function. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Centralized inventory control in a two‐level distribution system with Poisson demand

This paper introduces a new replenishment policy for inventory control in a two‐level distribution system consisting of one central warehouse and an arbitrary number of nonidentical retailers. The new policy is designed to control the replenishment process at the central warehouse, using centralized information regarding the inventory positions and demand processes of all installations in the system. The retailers on the other hand are assumed to use continuous review (R, Q) policies. A technique for exact evaluation of the expected inventory holding and backorder costs for the system is presented. Numerical results indicate that there are cases when considerable savings can be made by using the new (α₀, Q₀) policy instead of a traditional echelon‐ or installation‐stock (R, Q) policy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 798–822, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10040