Optimizing Preventive Maintenance Models

We deal with the problem of scheduling preventive maintenance (PM) for a system so that, over its operating life, we minimize a performance function which reflects repair and replacement costs as well as the costs of the PM itself. It is assumed that a hazard rate model is known which predicts the frequency of system failure as a function of age. It is also assumed that each PM produces a step reduction in the effective age of the system. We consider some variations and extensions of a PM scheduling approach proposed by Lin et al [6]. In particular we consider numerical algorithms which may be more appropriate for hazard rate models which are less simple than those used in [6] and we introduce some constraints into the problem in order to avoid the possibility of spurious solutions. We also discuss the use of automatic differentiation (AD) as a convenient tool for computing the gradients and Hessians that are needed by numerical optimization methods. The main contribution of the paper is a new problem formulation which allows the optimal number of occurrences of PM to be determined along with their optimal timings. This formulation involves the global minimization of a non-smooth performance function. In our numerical tests this is done via the algorithm DIRECT proposed by Jones et al [19]. We show results for a number of examples, involving different hazard rate models, to give an indication of how PM schedules can vary in response to changes in relative costs of maintenance, repair and replacement.