Reliability Engineering and System Safety 84 (2004) 271–284

www.elsevier.com/locate/ress

Reliability and cost optimization of electronic devices considering the

component failure rate uncertainty
E.P. Zafiropoulos, E.N. Dialynas*
School of Electrical and Computer Engineering, National Technical University of Athens, 9, Iroon Polytechneiou Street, Zografou 157 73, Greece
Received 11 November 2003; accepted 25 November 2003

Abstract
The objective of this paper is to present an efficient computational methodology to obtain the optimal system structure of electronic
devices by using either a single or a multiobjective optimization approach, while considering the constraints on reliability and cost. The
component failure rate uncertainty is taken under consideration and it is modeled with two alternative probability distribution functions.
The Latin hypercube sampling method is used to simulate the probability distributions. An optimization approach was developed using the
simulated annealing algorithm because of its flexibility to be applied in various system types with several constraints and its efficiency in
computational time. This optimization approach can handle efficiently either the single or the multiobjective optimization modeling of the
system design. The developed methodology was applied to a power electronic device and the results were compared with the results of
the complete enumeration of the solution space. The stochastic nature of the best solutions for the single objective optimization modeling of
the system design was sampled extensively and the robustness of the developed optimization approach was demonstrated.
q 2004 Elsevier Ltd. All rights reserved.
Keywords: Single objective and multiobjective optimization; System reliability; Failure rate uncertainty; Monte Carlo simulation; Latin hypercube sampling
method; Simulated annealing algorithm

1. Introduction mathematically as a single objective or a multiobjective

During the design phase of a product, reliability
engineers are called upon to evaluate the reliability of the
developing system [1]. The electronic devices are usually
designed using commercial-off-the-shelf components with
known cost and reliability. However, some component
characteristics, such as the failure rate, exhibit significant
unit-to-unit variability. This component failure rate uncer-
tainty can be modeled assuming a probability distribution
function with appropriate parameters. The stochastic nature
of the component failure rates is propagated to the system
failure rate and results in more realistic estimations of the
system characteristics.
The question of how to meet a reliability goal for the
system under specific budget constraints arises, when
several choices can be made concerning the type
of components that will be used and their different
configurations [2,3]. This question can be formulated
* Corresponding author. Fax: þ 30-210-722-3586.
E-mail address: dialynas@power.ece.ntua.gr (E.N. Dialynas).
0951-8320/$ - see front matter q 2004 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ress.2003.11.012
optimization problem, with several constraints on cost and
system reliability performance [4 –6]. The optimization
techniques being applied to solve these problems can be
broadly classified into two classes, which are the gradient-
based methods and the direct search methods. Gradient-
based methods use the first order or higher derivatives of the
objective function to determine a suitable search direction.
Direct search methods require only the computation of the
objective(s) function(s) values to select suitable search
directions. Since evaluating derivatives of the objective(s)
function(s) is usually laborious, and in some cases
impossible, this gives an advantage to the direct search
class of algorithms [7,8]. However, conventional search
techniques, such as hill climbing, are often incapable of
optimizing non-linear multi-modal functions. Directed
random search techniques such as Genetic Algorithms,
Simulated Annealing, Tabu search can find the optimal
solution in complex multidimensional search spaces.
The purpose of this paper is to present an efficient
computational methodology that was developed to solve the
non-linear reliability and cost optimization problem of
272 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284
system design under reliability and cost constraints. The
optimization methodology is based on the simulated
annealing algorithm and it is extended in order to be
applied in single objective and multiobjective optimization
problems [8,9]. The component failure rates are considered
to be stochastic variables and two different probability
distributions are used to model this uncertainty. The
simulation of the component failure rate distributions is
performed using the Latin Hypercube Sampling (LHS)
method [10,11]. The developed methodology is applied to a
power electronic device and the obtained results are
presented. In the case of the single objective optimization
problem the optimal combination of components is found
while in the case of the multiobjective optimization
problem, the Pareto optimal solutions are specified. Further
analysis of the stochastic nature of the solutions of the single
objective optimization problem is conducted and the
relevant results are presented.
2. Simulation modeling of the stochastic nature of the
component failure rate uncertainty
A probability distribution can be used to represent the
stochastic nature of the components’ failure rate of an
electronic device but its selection procedure is a critical
issue for the estimation of the system’s failure rate
characteristics. For this purpose, two probability distri-
butions were selected in order to provide alternative ways of
simulating the components’ failure rate uncertainty while
the obtained results of the optimal system configuration
could be compared and their relative differences would be
identified. The normal and the triangular distribution
functions were selected and their density functions are
given in Eqs. (1) and (2), respectively, while their curves are
shown in Fig. 1.
8 8
>
> 0; x , L or x . U
>
> 21
>
< 2ðx 2 LÞ
; L#x#M
ftriang ðxÞ ¼ ðM 2 LÞðU 2 LÞ ð1Þ
>
> U 2L
>
> 2ðU 2 xÞ
>
: ; M,x#U
ðU 2 MÞðU 2 LÞ
! In typical Monte Carlo simulation, sample values are drawn at
1 ðx 2 mÞ2
fnorm ðxÞ ¼ pffiffiffiffiffiffi exp 2 ð2Þ
2ps 2 s2
Fig. 1. Triangular (a) and normal (b) distribution functions.
In these two equations, m; and s are the mean value and the
standard deviation of the normal distribution function while
L; U; and M are the triangular distribution parameters. The
values M and m correspond to the point values of the
component failure rates and the values U; L and m þ 3s;
m 2 3s correspond to the upper and lower values that were
reported or empirically estimated for the components’
failure rates, for the triangular and the normal distribution,
respectively.
The component failure rate uncertainty can be simulated
and propagated to the system failure rate. The simulation of
the component failure rate probability distribution function
can be presented using the typical Monte Carlo simulation
or a stratified sampling method, such as the LHS method
[10,11]. A random variable X with a probability density
function f ðxÞ and a probability cumulative function FðxÞ can
be simulated by generating random numbers, uniformly
distributed between 0 and 1, and calculating the correspond-
ing values of the inverse cumulative distribution function
F 21 ðxÞ: In the case of the normal distribution function, the
inverse cumulative distribution function can be calculated
using appropriate computer programs. In the case of the
triangular distribution function, the cumulative distribution
function Ftriang ðxÞ and the inverse cumulative distribution
21
function Ftriang ðyÞ are given in Eqs. (3) and (4), respectively.
ðþ1
Ftriang ðxÞ ¼ ftriang ðxÞdx
21
8
> 0; x#L
>
>
>
> 2
>
> ðx 2 LÞ
< ðU 2 LÞðM 2 LÞ ;
> L,x,M
¼ ð3Þ
>
> ðx 2 UÞ2
>
> 12 ; M,x#U
>
> ðU 2 LÞðU 2 MÞ
>
>
:
1; x.U
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
> M 2L
>
< Lþ yðM 2LÞðU 2LÞ; 0#y#
U 2L
Ftriang ðyÞ ¼
>
> p ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
: U 2 ð12yÞðU 2LÞðU 2MÞ; M 2L , y # 1
ð4Þ
random from the distributions of each of the input variables.
Random numbers uniformly distributed between 0 and 1 are
produced and the samples are calculated by the corresponding
values of the inverse cumulative distribution function.
Stratified sampling techniques produce a more representative
distribution of points in this space. In LHS method, the
interval of numbers 0 –1 is divided into equally probable
subintervals and random numbers, uniformly distributed in
each subinterval, are produced. The samples are calculated by
the corresponding values of the inverse cumulative distri-
bution function. As it is shown in Fig. 2, the LHS method
guarantees that the values from the entire range of a
distribution are sampled in proportion to their probability.
 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284
Fig. 2. Simulation of normal random variables using the typical Monte
Carlo simulation random sampling (a) and the Latin hypercube sampling
method (b).
The number of samples required to represent adequately a
probability distribution is substantially less than for typical
Monte Carlo simulation samples. Using LHS, the samples are
taken randomly in intervals of equal probability and represent
better even the extreme regions of the distribution.
3. General aspects of the simulated annealing algorithm
The simulated annealing algorithm is based on the
analogy between a combinatorial problem and physical
systems integrating a large number of particles [7,8]. The
algorithm consists of a sequence of iterations and it is usually
used for the minimization of an objective function, but it can
also be used for the maximization of an objective function
with appropriate settings of its parameters. Each iteration
consists of randomly changing the current solution to create a
new solution in the ‘neighborhood’ of the current solution.
The neighborhood is defined by the choice of the generation
mechanism. Once a new solution is created, the correspond-
ing change in the objective function is computed to decide
whether the newly produced solution can be accepted as the
current solution. In the case of minimization problems, if the
value of the objective function for the newly produced
solution is smaller than the value for the current solution, the
newly produced solution is directly taken as the current
solution and the optimal solution is updated if it is required.
Otherwise, it is accepted as a current solution according to
Metropolis’ criterion based on Boltzman’s probability.
According to Metropolis’ criterion, if the difference between
the objective function values of the current and the newly
produced solutions is smaller than zero, a random number d
in [0,1] is generated from a uniform distribution and if
d # eð2DE=kTÞ ð5Þ
then the newly produced solution is accepted as the current
solution. If not, the current solution is unchanged. The
parameter k is a constant and T is the temperature parameter
that is updated after nmax iterations according to a certain
schedule (‘cooling schedule’). In Eq. (5), DE is the difference
of the new solution’s objective function value and the current
solution’s objective function value. The parameters to be
optimized are usually represented in a string form using
various binary coding schemes. In the case of maximization
problems, DE is the quantity with the opposite value, so that
DE is always a positive number.
273
In order to implement the simulated annealing algorithm
for the solution of an optimization problem, there are four
principal choices that must be made. These are the
representation of solutions, the definition of the objective
function, the definition of the generation mechanism for the
neighbors and the design of a cooling schedule. The
generation mechanism produces a new tentative solution
applying two steps. The first step randomly selects a bit in
the bit string of the current solution by applying a certain
procedure. The second step generates a random number
between 0 and 1 and if the random number is greater than
0.5 the selected bit is flipped one level up while in all other
cases it is flipped one level down. In designing the cooling
schedule for a simulated annealing algorithm, four par-
ameters must be specified. These are the initial and the
lowest temperature, the temperature update rule, the
parameter nmax of the maximum number of iterations for
each temperature level and the maximum number of
accepted ‘worst-than-current’ solutions ðCWmax Þ: The cool-
ing schedules employ different temperature updating
schemes. Stepwise reduction schemes are widely used and
include very simple cooling strategies. This rule updates the
temperature by the following equation:
Tiþ1 ¼ cTi ; i ¼ 0; 1; … ð6Þ
where c is a temperature factor which is a constant smaller
than 1 but close to 1.
4. Reliability modeling of electronic devices
The electronic devices usually consist of boards or
assemblies that are, in general, all connected to each other in
order to perform the required operation. In order to estimate
the reliability indices of the electronic devices, a reliability
engineer in cooperation with a design engineer should
interpret the functional block diagram and the device
drawings into a reliability block diagram [1]. It is assumed
that the components are characterized by a constant failure
rate, which means that their reliability has an exponential
distribution over time. The reliability block diagram is
usually constructed using the minimal cut set method [1]. A
minimal cut set is defined as a set of system components,
which when failed, causes failure of the system but if any of
them operates then the system is operating. The minimal cut
sets are connected in series in the reliability block diagram
while in every minimal cut set the components are
connected in parallel. The system failure rate lsys is
calculated using the Eq. (7).
X
n
lsys ¼ li ð7Þ
i¼1
In this equation li is the failure rate of the minimal cut set i
which is calculated applying appropriate equations [1]. For
example, if the minimal cut set i is a second-order failure
274 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284
Fig. 3. Structure of a static transfer switch (single-phase).
event of components A and B; the failure rate li is calculated
by the Eq. (8).
lA lB ·ðrA þ rB Þ
li ¼
1 þ lA rA þ lB rB
In this equation ðlA ; rA Þ; ðlB ; rB Þ are the failure rates and
repair times of components A and B, respectively.
The electronic devices can be constructed by com-
ponents from several off-the-shelf types, which can be
provided by different manufacturers. However, these
components are characterized by unit-to-unit variability,
which means that the actual component failure rate is
characterized by uncertainty. This component failure rate
uncertainty will be propagated to the system failure rate.
The manufacturer of the devices is concerned with the
proportion of the devices that exhibit a failure rate higher
than a certain limit and require warranty repair. Therefore,
the need to model the system failure characteristics in
a stochastic manner is imminent and this can be achieved
using the modeling procedure described in Section 3 of
the paper.
The static transfer switch (STS) can be used as a
typical power electronic device in order to apply the
developed computational methodology. The STS is a
very fast switch that connects a critical load to an
alternate feeder in the case where the voltage in the
primary feeder suffers from sags or short interruptions
[12,13]. The single-phase model of the STS is shown in
Fig. 3. It consists of two thyristor blocks at the primary
(P) and the alternate (A) source, which connect the load
to the two alternate sources. Each thyristor block is
composed of three thyristor modules corresponding to the
three phases of the load. A redundant thyristor module is
connected in parallel for each phase in order to withstand
high load currents. In each thyristor module, two sets of
thyristor switches are connected in opposite directions to
allow the load current to flow in both positive and
negative directions. Mechanical bypass three phase
switches are used in parallel with the thyristor blocks
of the primary and alternate source to supply the load
even if the thyristor switches are out of operation. The
control circuit of the device takes as an input the voltage
magnitudes of the two feeders and performs a load
transfer when needed.
The device failure is considered to be its inability to fully
perform its objective which is the switch from the primary
to the alternate feeder and vice versa and supply the load
through the fast thyristor switches. The mechanical bypass
switches are not taken under consideration in the present
system reliability evaluation. The device is decomposed
into several components, such as the control circuit, two
thyristors and the firing circuit for each phase, the redundant
two thyristors and the firing circuit for each phase. The
minimal cut set method can be applied in order to deduce all
the failure events causing system failure [1]. These events
constitute the equivalent reliability block diagram of the
system, which has the following components and is shown
in Fig. 4.
ð8Þ C control circuit component
TH thyristor component in the primary feeder’s
thyristor module
TH1 thyristor component in the primary feeder’s
redundant thyristor module
F firing circuit for the two thyristor components TH
F1 firing circuit for the two thyristor components
TH1
UNIT P two thyristor components THP and the corre-
sponding firing circuit F
UNIT P1 two thyristor components THP1 and the corre-
sponding firing circuit F1
THA thyristor component in the alternate feeder’s
thyristor module
THA1 thyristor component in the alternate feeder’s
redundant thyristor module
FA firing circuit for the two thyristor components
THA
FA1 firing circuit for the two thyristor components
THA1
UNIT A two thyristor components THA and the corre-
sponding firing circuit FA
UNIT A1 two thyristor components THA1 and the corre-
sponding firing circuit FA1
It can be noticed that there are certain failure events (for
example, failure of units P and P1) that permit the switch
form primary to alternate feeder. However, these failure
events are considered as system failures because the device
cannot fully perform its objective (for example, to switch
from the alternate to the primary). The STS has 55 minimal
cut sets and the failure rate lsys of the device is calculated
 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284
Fig. 4. Reliability block diagram of the static transfer switch.
from the Eq. (9):
lsys ¼ lC þ 12lTH;TH1 þ 6lF;TH1 þ 6lF1;TH þ 3lF;F1
þ 12lTHA;THA1 þ 6lFA;THA1 þ 6lFA1;THA þ 3lFA;FA1
ð9Þ
In this equation, lC is the control circuit failure rate (first-
order minimal cut) while all the other failure rates
correspond to the second-order failure events including
the respective components.
5. Optimization method using the simulated annealing
algorithm
5.1. Single objective optimization modeling
The selection of the optimal component combination for
the construction of the electronic devices constitutes one of
the major aspects of the design phase by taking into
consideration the reliability and cost constraints of the
components. The components that will be used are off-the-
shelf and it can be assumed that their cost and failure rate
data are available. The failure rates of the components are
considered to be stochastic variables, which means that the
system failure rate will also be a stochastic variable. It is
required that the 95th percentile of the system failure rate is
lower than a certain value ld ; while the total system cost
should not exceed a certain limit cd : This means that only
5% of the produced electronic devices or less should exceed
the failure rate ld : The optimal solution will be character-
ized by a low value of the 95th percentile of the system
failure rate and a low system cost. These two factors are
taken into consideration when constructing the objective
function. In order to limit the problem to single objective
optimization, a certain combination of weight factors w1 and
w2 can be used. Their positive values are selected according
275
to the relative importance of each of the two factors to the
final decision for the design of the electronic device.
Therefore, the objective function to be maximized is the
following:
8
>
> 0;
>
>
>
>
< 95th perc_frðxÞ . ld or CostðxÞ . cd
fobj ðxÞ ¼ l 2 95th perc_frðxÞ c 2 CostðxÞ
>
> w1 d þ w2 d ;
>
> ld cd
>
>
:
otherwise
ð10Þ
where x is the component configuration and 95th perc_frðxÞ
is the value of the 95th percentile of the system failure rate.
The total system cost CostðxÞ is calculated as the sum of the
cost of all system components. This optimization problem is
defined as a maximization problem of the objective function
in Eq. (10), but it can also be defined as a minimization
problem. In order to obtain the optimal solution of the
design of the electronic devices, an efficient method was
developed applying the simulated annealing algorithm
together with the associated computer program written in
Visual Basic 6 language. The first part of the developed
method applies the LHS method to simulate the component
failure rate uncertainty. The user may choose parameters
such as the number of LHS trials and intervals, the
parameters governing the cooling procedure of the simu-
lated annealing algorithm and the initial solution. A
flowchart of the developed computational method and the
associated computer program is presented in Fig. 5.
5.2. Multiobjective optimization modeling
Different design factors such as reliability and cost have
different and conflicting impacts on the selection procedure
of the optimal solution and this is the motivation for a
multiobjective perspective, which relieves the designer
276 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284
Fig. 5. Flowchart of the developed method and the associated computer program for the single objective optimization problem.
from weighting a priori the effect of the different objectives.
Two separate objective functions are used in order to
quantify the impact of each component combination on the
system reliability and cost. Consequently, the optimization
problem is characterized as a multiobjective one. The
solution to the multiobjective optimization problem is the
set of all the solutions that represent the best possible trade-
off between reliability and cost and these solutions are
known as Pareto optimal solutions. A solution is character-
ized as Pareto optimal when it is not dominated by any other
solution in the solution space. A solution ‘a’ is said to
dominate solution ‘b’ if its performance against each of the
objective functions is at least as good as that of ‘b’ and its
performance is better against at least one objective function.
For a maximization problem, this is expressed as:
;i [ {1; 2; …; n} : fi ðaÞ $ fi ðbÞ and
’j [ {1; 2; …; n} : fj ðaÞ . fj ðbÞ
The problem of the optimal selection of the component
combination for electronic devices can be expressed as a
multiobjective problem having the two following objective
functions f1 and f2 :
( )
0; 95th perc_frðxÞ . ld
f1 ¼
ðld 2 95th perc_frðxÞÞ=ld ; 95th perc_frðxÞ , ld
ð12Þ
( )
0; costðxÞ . cd
f2 ¼ ð13Þ
ðcd 2 costðxÞÞ=cd ; costðxÞ , cd
The optimization method presented in Fig. 5 has been
modified effectively in order to solve the multiobjective
maximization problem with the two objective functions of
Eqs. (12) and (13). The modified method and the associated
computer program were developed accordingly and their
flowchart is shown in Fig. 6. It should be noted that, when
applying the Metropolis criterion, the quantity DE of Eq. (5) is
the minimum absolute difference of the new solution’s value
of the objective function f1 and the values of the correspond-
ð11Þ ing objective function for the solutions in the Pareto optimal
set. For the implementation of the Metropolis criterion, one
objective function should be chosen in order to calculate a
numerical difference of the current and the neighbor bit string.
The use of function f2 instead of f1 in the Metropolis criterion
 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284
Fig. 6. Flowchart of the developed method and the associated computer program for the multiobjective optimization problem.
would not influence the algorithm’s efficiency because the
efficiency of the algorithm is basically influenced by the
parameters of the cooling schedule and the generation
mechanism for the neighboring solutions [14 –16].
6. Analysis of the static transfer switch
6.1. General aspects
In order to demonstrate the application of the methods
being developed for the single and multiobjective modeling,
the optimal design of the STS was conducted. The
components that will be used are off-the-shelf and it can be
assumed that their cost and failure rate data are available. The
candidate components failure rate uncertainty is modeled in
two ways, using the triangular and the normal distribution
function, and the optimization problem is solved for the two
uncertainty models, respectively. The failure rate data for the
candidate components are presented in Tables 1 and 2
277
assuming the respective two probability distributions while
their costs and the repair times are presented in Table 3. The
values being used for the parameters of the cooling schedule
are k ¼ 0:005; initial temperature ¼ 100, final
temperature ¼ 1, temperature factor c ¼ 0:9; nmax ¼ 1000;
CWmax ¼ 500: The values used for the parameters ld ; cd ; w1 ;
w2 in Eq. (10) are ld ¼ 150 frs=1025 h; cd ¼ 9600 monetary
units (mu), w1 ¼ 0:75; w2 ¼ 0:25: For the search procedure,
each component configuration was coded as a string with 9
bits of 4 levels each. For example, string 033212220
corresponds to a combination of candidates
1; 4; 4; 3; 2; 3; 3; 3; 1 for components C, TH, TH1, F, F1,
THA, THA1, FA, FA1, respectively.
A complete enumeration of the solution space was
calculated in order to test the performance of the developed
methods for the single and the multiobjective optimization
modeling. In the single objective case, the solution space
consists of 49 ¼ 262,144 calculations of the objective
function of Eq. (10), since one calculation is needed
for each combination of the candidate components. In
278 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284

Table 1
Characteristics of the candidate components’ failure rates (uncertainty modeled with the triangular probability density function)

Component Components failure rates (frs/1025 h)

Candidate 1 Candidate 2 Candidate 3 Candidate 4

U M L U M L U M L U M L

C 16 14 12 10 8 6 7.5 6 4.5 5 4 3
TH 12 10 8 9 7 5 4 3 2 2.5 2 1.5
TH1 12 10 8 9 7 5 4 3 2 2.5 2 1.5
F 15 13 11 12 10 8 10 8 6 8.5 7.5 6.5
F1 15 13 11 12 10 8 10 8 6 8.5 7.5 6.5
THA 16 14 12 12 10 8 8.5 7 5.5 7 5 3
THA1 16 14 12 12 10 8 8.5 7 5.5 7 6 5
FA 18 16 14 15 13 11 12 10 8 10 8 6
FA1 18 16 14 15 13 11 12 10 8 10 8 6

the multiobjective case, the solution space consists of the
same number of calculations for each of the two objective
functions f1 and f2 of Eqs. (12) and (13), respectively. Each
calculation requires 200 samples using the LHS method in
order to obtain the 95th percentile of the system failure rate
distribution. The array containing the 200 samples for each
candidate component is rearranged each time a system
configuration’s failure rate is calculated using a random
procedure in order to obtain a different order of sampled
realizations.
The application of the two methods being developed was
conducted using a Pentium 4 processor at 2 GHz. The search
procedure required approximately 18 s while the full
enumeration analysis on the typical system required
approximately 532 s (8.87 min).
6.2. Single objective optimization modeling
6.2.1. Modeling of component failure rate uncertainty using
the triangular distribution
The failure rate uncertainty of the system compo-
nents is modeled using the triangular distribution with
the parameters presented in Table 1. The complete
enumeration of the solution space showed that there are
22 solutions with objective function values higher than
0.12 and 199 solutions with objective function values
between 0.10 and 0.12. These values change when a new
simulation is executed due to the stochastic nature of the
component failure rates. However, the percentage of
solutions that lie in the specific intervals of the objective
function values does not change significantly. The results
of the complete enumeration with the 10 highest values of
the objective function are presented in Table 4. This table
also presents the respective values of the 95th percentile of
the system failure rate and the system cost. Additionally,
this set of 10 component configurations was sampled
several times and the respective values of the 95th
percentile of the system failure rate were calculated.
Using these data, the respective mean value and its
confidence interval for a confidence level of 0.95 were
calculated and they are also presented in Table 4.
The developed methodology finds an excellent solution
with objective function value higher than 0.12 after
executing approximately 3500 calculations of the objective
function. Since the complete enumeration of the solution

Table 2
Characteristics of the candidate components’ failure rates (uncertainty modeled with the normal probability density function)

Component Components failure rates (frs/1025 h)

Candidate 1 Candidate 2 Candidate 3 Candidate 4

m 3s s m 3s s m 3s s m 3s s

C 14 2 0.67 8 2 0.67 6 1.5 0.5 4 1 0.33

TH 10 2 0.67 7 2 0.67 3 1 0.33 2 0.5 0.17
TH1 10 2 0.67 7 2 0.67 3 1 0.33 2 0.5 0.17
F 13 2 0.67 10 2 0.67 8 2 0.67 7.5 1 0.33
F1 13 2 0.67 10 2 0.67 8 2 0.67 7.5 1 0.33
THA 14 2 0.67 10 2 0.67 7 1.5 0.5 5 2 0.67
THA1 14 2 0.67 10 2 0.67 7 1.5 0.5 6 1 0.33
FA 16 2 0.67 13 2 0.67 10 2 0.67 8 2 0.67
FA1 16 2 0.67 13 2 0.67 10 2 0.67 8 2 0.67
 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284 279

Table 3
Cost and repair time of candidate components

Component Components-off-the-shelf cost (in mon. units) Repair time (in h)

Candidate 1 Candidate 2 Candidate 3 Candidate 4

C 1000 1300 1500 1750 48

TH 680 900 1200 1300 60
TH1 680 900 1200 1300 60
F 800 1000 1100 1150 70
F1 800 1000 1100 1150 70
THA 580 680 900 1100 60
THA1 580 680 900 1000 60
FA 630 800 1000 1200 70
FA1 630 800 1000 1200 70

space requires 262,144 calculations of the objective
function, the developed methodology requires almost
1.3% of the time that is required by the complete
enumeration to find the optimal solution. The developed
methodology was applied several times. In 60% of these
runs, the optimization algorithm found a solution with an
objective function value higher than 0.12, in 20% of these
runs it found a solution with an objective function value
between 0.10 and 0.12, while in the remaining 20% of the
runs it found a solution with an objective function value
between 0.08 and 0.10. In all cases, the optimization method
needed less than 5% of the time that is required by the
complete enumeration to find the optimal solution. The
results of the complete enumeration are presented in Table 4
in order to verify the efficiency of the developed
optimization method. It should be noted that certain
solutions result in identical system configurations (identical
solutions) but they exhibit slight deviations in the values of
the objective function. For example, the solution strings
133133030 and 133313030 result in the same system
configuration, because of the existing redundancies in the
system of Fig. 4. Theoretically, they should exhibit exactly
the same value of failure rate but the stochastic nature of the
problem justifies the small deviations in their values of the
objective function.
6.2.2. Modeling of component failure rate uncertainty using
the normal distribution
When the component failure rate uncertainty is modeled
with a normal distribution function, the complete enumer-
ation of the solution space showed that there are 13 solutions
with objective function values higher than 0.14 and 175
solutions with objective function values between 0.12 and
0.14. The 10 solutions that exhibit the highest objective
function values are shown in Table 5. The developed
methodology found the optimal solution 133133030 by
running 5182 calculations of the objective function, while the
complete enumeration requires 262,144 calculations. This
means that the developed method requires almost 2% of the
time that is required by the complete enumeration to find the
optimal solution. The developed method was applied several
consecutive times in order to test the robustness of the
optimization algorithm. In 30% of these runs, solutions with
an objective function value higher than 0.14 were found, in
30% of these runs, solutions with an objective function value
between 0.12 and 0.14 were found, and in the remaining 40%

Table 4
Dominant solutions for the single objective optimization problem using the triangular distribution to model the component failure rate uncertainty

Solution x f ðxÞ 95th perc_frðxÞ (frs/1025 h) Estimation of the 95th perc_frðxÞ (frs/1025 h) Cost (mon. units)

Mean value Confidence interval (95%)

133133030 0.1294 124.3217 124.3219 0.0346 9560

133313030 0.1293 124.3404 124.3404 0.0354 9560
033333130 0.1277 124.9294 124.9293 0.0438 9510
123233030 0.1255 125.1074 125.1072 0.0330 9560
233033030 0.1252 125.1513 125.1514 0.0358 9560
132323030 0.1252 125.1651 125.1652 0.0382 9560
233303030 0.1251 125.1816 125.1818 0.0292 9560
133333020 0.1247 125.5100 125.5102 0.0303 9510
033333030 0.1243 126.1232 126.1233 0.0292 9410
133033130 0.1222 126.2814 126.2814 0.0396 9460
280 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284

Table 5
Dominant solutions for the single objective optimization problem using the normal distribution to model the component failure rate uncertainty

Solution x f ðxÞ 95th perc_frðxÞ (frs/1025 h) Estimation of the 95th perc_frðxÞ (frs/1025 h) cost (mon. units)
25
95th perc_frðxÞ (frs/10 h) Confidence interval (95%)

133133030 0.1473 120.7330 120.7331 0.0429 9560

133313030 0.1473 120.7360 120.7359 0.0312 9560
033333130 0.1446 121.5416 121.5415 0.0310 9510
123233030 0.1439 121.4161 121.4162 0.0384 9560
132323030 0.1439 121.4193 121.4191 0.0234 9560
233033030 0.1427 121.6534 121.6532 0.0333 9560
233303030 0.1427 121.6544 121.6544 0.0378 9560
133333020 0.1417 122.1239 122.1238 0.0333 9510
132233030 0.1412 121.9513 121.9511 0.0240 9560
123323030 0.1412 121.9560 121.9558 0.0294 9560

of the runs, solutions with an objective function value
between 0.10 and 0.12 were found. In all cases, the developed
method did not need more than 5% of the time that is required
by the complete enumeration to find the optimal solution.
The comparison of the objective function values of the
identical solutions showed a very small difference due to the
stochastic nature of the problem, but it was obvious that
solution 133133030 was the best one because it exhibited the
highest value of the objective function. The results of the
complete enumeration with the 10 highest values of the
objective function are presented in Table 5. This table also
presents the respective values of the 95th percentile of the
system failure rate and the system cost. Additionally, this set
of 10 component configurations was sampled several times
and the respective values of the 95th percentile of the system
failure rate were calculated. Using this data, the respective
mean value and its confidence interval for a confidence level
of 0.95 were calculated and they are also presented in Table 5.
6.2.3. Comparison of the solutions
The results obtained by applying the two models of the
failure rate uncertainty were compared. Taking into
consideration that solutions 133133030 and 133313030
are identical, it can be noticed that the best solutions for the
optimization problem with the single objective function are
the bit strings 133133030 (solution 1), 033333130 (solution
2), 123233030 (solution 3) and 233033030 (solution 4).
There are slight differences in the values being obtained for
the 95th percentile of the system failure rate when
choosing the identical configurations or running a new
simulation. This happens because of the variability induced
by the failure rate uncertainty and the random sampling
method used to simulate this uncertainty. These four
dominant solutions were sampled extensively in order to
check the ranges of the objective values and the 95th
percentile of the system failure rates estimates. Several sets
of the 200 samples of component failure rates were
generated and the respective values of the 95th percentile
of the system failure rate and the corresponding objective
function were calculated. This procedure was performed
for the four optimal component combinations and the
obtained results are presented in ascending order in Figs.
7 – 10. From Figs. 7 and 9, it can be noticed that the
optimal solution is solution 1 with string 133133030

Fig. 7. Variability of the single objective function values for the best four solutions when the failure rate uncertainty is modeled with the triangular distribution.
 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284 281

Fig. 8. Variability of the 95th percentile of the system failure rate for the best four solutions when the failure rate uncertainty is modeled with the triangular
distribution.

Fig. 9. Variability of the single objective function values for the best four solutions when the failure rate uncertainty is modeled with the normal distribution.

Fig. 10. Variability of the 95th percentile of the system failure rate for the best four solutions when the failure rate uncertainty is modeled with the normal
distribution.
282 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284

Fig. 11. Set of solutions that satisfy the constraints, when the failure rate uncertainty is modeled with the triangular distribution.

regardless of the model for the failure rate uncertainty
being used. Furthermore, from Figs. 8 and 10, it can be
noticed that solution 1 corresponds to a system configur-
ation that exhibits the lowest value of the 95th percentile of
the system failure rate under the budget constraint of 9600
monetary units, regardless of the model being used for the
failure rate uncertainty.
6.3. Multiobjective optimization modeling
6.3.1. Modeling of component failure rate uncertainty using
the triangular distribution
The failure rate uncertainty of the system components
is modeled using the triangular distribution with the
parameters presented in Table 1. The set of the solutions
that satisfy the constraints is presented in Fig. 11 and the
Pareto optimal solutions can be easily identified using a
simple computer program. Fig. 12 shows the Pareto
optimal solutions found by the developed methodology. In
Table 6, the Pareto optimal solutions being found and
the complete enumeration are presented. The time needed
to identify the Pareto optimal solutions was approximately
3% of the time being required by the complete
enumeration, since only 6549 calculations of the two
objective functions were executed. It can be seen from
Table 6 that the performance of the developed method-
ology is very good since the biggest part of the Pareto
optimal solutions was found.
6.3.2. Modeling of component failure rate uncertainty using
the normal distribution
The failure rate uncertainty of the system components is
modeled using the normal distribution with the parameters
presented in Table 2. The set of the solutions that satisfy the
constraints is presented in Fig. 13 and the Pareto optimal
solutions can be easily identified using a simple computer
program. Fig. 14 shows the Pareto optimal solutions found
by the developed methodology. In Table 7, the Pareto
optimal solutions found and the complete enumeration are
presented. The time needed for the developed methodology

Fig. 12. Pareto optimal solutions found by the developed methodology, when the failure rate uncertainty is modeled with the triangular distribution.
 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284 283

Table 6 the developed method is very good since the biggest part
Solutions found by the developed methodology (failure rate uncertainty is of the Pareto optimal solutions was found.
modeled with the triangular distribution)

Pareto optimal solutions Not Pareto optimal Not found 6.3.3. Comparison of the solutions
133133030 023033030 133333020 033333130 From the comparison of the solutions being presented in
033333030 203033030 023333020 003033120 Tables 6 and 7, it can be noticed that the developed
133033030 103033130 032203030 methodology found almost all the Pareto optimal solutions,
033223030 103033030
while only 2– 3 solutions being found were not Pareto
123033030 013033030
033333020 103033120 optimal ones. Furthermore, these Pareto optimal solutions
033033130 003033130 are almost the same in both cases of the failure rate
033033030 003033030 uncertainty modeling using either the triangular or the
203033130 030203030 normal probability distribution function. The best solutions
133133030 and 033333130 being found applying the
to identify the Pareto optimal solution was approximately developed single objective optimization method are also
3% of the time the complete enumeration requires, since included in the Pareto optimal solutions set. This means
only 7489 calculations of the two objective functions were that, if there is a modification in the weight factors w1 and
executed. It can be seen that the performance of w2 in Eq. (10), the optimal solution can be found easily in

Fig. 13. Set of solutions that satisfy the constraints, when the failure rate uncertainty is modeled with the normal distribution.

Fig. 14. Pareto optimal solutions found by the multiobjective optimization algorithm and the complete enumeration of the solution space, when the failure rate
uncertainty is modeled with the normal distribution.
284 E.P. Zafiropoulos, E.N. Dialynas / Reliability Engineering and System Safety 84 (2004) 271–284

Table 7 distribution used for the failure rate uncertainty. Further-

Solutions found by the developed method (failure rate uncertainty is more, the best solutions of the single objective optimization
modeled with the normal distribution)
problem were sampled extensively and it was shown that the
Pareto optimal solutions Not Pareto optimal Not found developed methodology was robust despite of the statistical
noise induced by the failure rate uncertainty.
133133030 033023030 003133030 103033120
033333130 023033030 303033130 003023030
033333030 203033030 003133030 003033020
133033030 103033130 References
033223030 103033030
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