A hybrid method for optimizing a complex system reliability

¹ Laboratory of Study and Research for Applied Mathematics, Mohammed V university – Engineering Mohammedia School, Rabat, BP. 765, Ibn Sina avenue, Agdal, Morocco
² Laboratory of Mechanics of Rouen, National Institute for Applied Sciences – Rouen, BP 08, avenue de l'université 76801, St Etienne du Rouvray Cedex, France

Corresponding author: welalem@yahoo.fr

Received: 10 December 2009
Accepted: 5 March 2010

Abstract

In this paper we present a new hybrid method for maximizing a complex system reliability. The hybridization of two methods, namely the Penalty Simultaneous Perturbation Stochastic Approximation (PSPSA) and the heuristic method Sharma-Venkateswaran allowed as to design a new method, called Penalty Simultaneous Perturbation Stochastic Approximation Restarted with Sharma-Venkateswaran (PSPSARSV) method, which is expected to have some ability to look for a global minimum. The concept of this hybrid method, in which both stochastic and heuristic methods are com- bined, is based on the view that, as stochastic search algorithms are good for finding global optima but slow at converging, while heuristic search algorithms are good at fine-tuning but often converge on local optima, the hybrid algorithm can compensate for their individual shortcomings and outperform either one individually. The proposed hybrid method is applicable for any system configuration where subsystems are composed of identical parallel elements. PSPSARSV is simple, fast and capable of handling problems subject to any number of constraints which are not necessarily linear. An example of bridge complex system illustrates the method.