Genetic algorithm for chance constrained reliability stochastic optimisation problems

摘要

This paper addresses the chance constrained reliability stochastic optimisation problem, in which the objective is to maximise system reliability for the given chance constraints. A problem specific stochastic simulation-based genetic algorithm (GA) is developed for finding optimal redundancy to an n-stage series system with m-chance constraints of the redundancy allocation problem. As GA is a proven robust evolutionary optimisation search technique for solving various reliability optimisation problems and the Monte Carlo (MC) simulation, which is a flexible tool for checking feasibility of chance constraints, we have effectively combined GA and MC simulation in the proposed algorithm. The effectiveness of the proposed algorithm is illustrated for a four-stage series system with two chance constraints.