Multi-scale reliability analysis and updating of complex systems by use of linear programming

Complex systems are characterized by large numbers of components, cut sets or link sets, or by statistical dependence between the component states. These measures of complexity render the computation of system reliability a challenging task. In this paper, a decomposition approach is described, which, together with a linear programming formulation, allows determination of bounds on the reliability of complex systems with manageable computational effort. The approach also facilitates multi-scale modeling and analysis of a system, whereby varying degrees of detail can be considered in the decomposed system. The paper also describes a method for computing bounds on conditional probabilities by use of linear programming, which can be used to update the system reliability for any given event. Applications to a power network demonstrate the methodology.