A robust approach towards Net-work level Bridge Maintenance Optimization

Abstract
Optimal maintenance alternatives are those solutions that minimize the life-cycle cost of an infrastructure network
while fulfilling reliability and functionality requirements over a given planning horizon. This research aims at
finding a Robust Optimization approach to determine the optimal set of maintenance alternatives for a network of
infrastructure facilities (namely bridges). The proposed approach can produce successfully-performing maintenance
scenarios under the perturbation of bridge condition grades while maintaining well-balanced maintenance strategy
both in terms of bridge performance and maintenance cost. Thus a well-balanced planning strategy in terms of the
mutually conflicting performance and cost measures can be achieved.

1. Introduction
Infrastructure management systems have been developed to apply the life-cycle costing approach to optimize
maintenance decisions at both network and project levels and achieving network/project performance requirements
under financial constraints.
This is extremely important for most facility managers because of the limitations on the availability of resources
required to fulfill even urgent maintenance needs. Since the early 1980s, many optimization techniques have been
adopted for this purpose. Although these optimization techniques have provided satisfactory results, many agencies
still prefer using traditional methods of maintenance optimization in spite of their arbitrary nature and relatively
low degree of accuracy. These methods are mostly heuristic and based on subjective ranking and priority rules
developed by domain experts. The reason of this preference is due in-part to the mathematical complication of
formulating a maintenance optimization problem using these techniques in addition to the computational
complexity associated with large size networks.
Here is where Robust Optimization can be effective. Robust Optimization has been successfully solving large scale
problems maintaining both feasibility robustness and optimality robustness of the problems.

1.1 Preventive maintenance versus reactive maintenance

An important notion of preventive maintenance strategy is that it can eventually reduce the life cycle cost of
structure with more frequent but low-cost pre-emptive maintenance actions rather than relatively rare but high-cost
post-damage maintenance actions. The latter is often called as reactive maintenance approach
in which appropriate remedy actions are applied expensively after damage or degradation are observed. For bridge
structures, it can be said that the preventive maintenance approach could be more effective than the reactive
maintenance approach. The benefits of the pre-planned preventive maintenance stand out in that it can significantly
save the resources needed for the processes of investigation, diagnosis and decision making
which are typical in reactive maintenance. The success of preventive strategy, however, depends on the quality of
maintenance planning that decides the time and the way of maintenance actions.
For example, it is obvious that a plan of yearly reinforcement of bridge girder would be neither effective nor
economical. Such frequent maintenance actions would provide more than enough capacity with overmuch cost.
Thus, optimization technique plays a key role in solving the preventive maintenance planning problem.

2.Bridge network-level optimization modeling

The network-level model consists of optimization methods for selecting a subset of candidate projects from a
network-wide candidate project list to yield maximum network benefits subject to multiple constraints. Each
network benefit is measured with multiple criteria, and the constraints can be budgetary limitations or performance
constraints. The model helps to investigate the impact of various funding levels on network
performance and can be used to estimate funding needed to achieve user-specified condition targets and acceptable
risk levels. Because of the need for consistency of the analyses at the network level and bridge level, it is necessary
for bridges and candidates to keep their identity in the network level.
The problem we are dealing with here is a special case of integer programming problems known as the knapsack
problem, which is a problem of combinatorial optimization. It is one of the most well-known integer programming
problems and has received wide attention from the operations research community during the last four decades.
Although recent advances have made possible the solution of medium-size
instances, solving this computationally hard problem remains a very interesting challenge (Freville 2004). One of the
most common applications of the knapsack problem is the capital budgeting problem (Lorie and Savage 1955).
Other applications include cutting stock, investment policy for the tourism sector, allocation of databases and
processors in a distributed data processing, delivery of groceries in multi-compartment vehicles, multi-commodity
network optimization, and daily management of a remote-sensing satellite reville( 2004). More specifically, the
network optimization problem is a multi-choice, multi-dimensional knapsack problem. The following section
defines the problem.

2.1 Problem Definition

Multi-Choice, Multi-Dimensional Knapsack Problem (MCMDKP)
The bridge network optimization problem being addressed in the present study falls in this category. The
multi-choice aspect of the problem is that exactly one candidate project must be selected for each bridge, where the
do nothing alternative is included in the set of candidates. The multi-dimensional aspect of the problem is that there
are multiple constraints, such as budget and performance target constraints. The multi-objective aspect of the
problem refers to the use of more than one criterion in the objective function.
The optimization process attempts to maximize network wide utility subject to a set of constraints. Multiple
constraints are inherent in the problem structure and formulation and give the multi-dimensionality to the
knapsack problem.

2.2 Problem Formulation

Depending on the decision maker’s concern at any time, the optimization problem can take different
formulations.These formulations are classified on the basis of the number and type of size constraints in the
knapsack problem.
Let Ujk equal the utility associated with project j for bridge k. This utility, in general, is a function of various
performance indicators, for example:
Ujk = f (UCjk ,Hjk ,Vjk ) where
UCjk = user cost associated with project j for bridge k,
Hjk = health index for bridge k at the end of the program period if project j is implemented, and
Vjk = vulnerability rating for bridge k at the end of the program period if project j is implemented.
Depending on the formulation of the problem, the utility can be defined as a function of only a subset of the
performance measures, which can be chosen by the decision maker.
Let:
ACjk = agency cost associated with project j for bridge k;
n = number of bridges in the network;
Lk = set of candidate projects considered for bridge k;
Xjk = 1 if project j is selected for bridge k, and 0 otherwise;
and
B = budget available for the program period.
 Constraint, MCKP)
The problem is classified as Formulation 1 when the decision maker’s concern is to determine the best possible
candidate projects to be implemented to maximize the network wide reward in terms of various performance
measures and subject to a budget constraint. The network-level optimization problem can be formulated as follows:

model1
This problem is a multi-choice knapsack problem (MCKP).
The objective function is to maximize the network wide reward, which is a function of multiple performance
indicators.
-BudgetConstraint, MCKP)
constraint is replaced by a condition constraint (which
means that there is still only one constraint in total). It is possible to transform the Formulation 2 problem to be
very similar to Formulation 1. For example, the decision maker might want to minimize the agency costs to attain
given condition targets or risk levels, while simultaneously optimizing for multiple objectives. The non-budget
constraint could be, for example, that the average health index of the network be at least Hmin, or that the average
vulnerability rating of the network be no more than Vmax. The problem can then be formulated as the following
MCKP:

model2

where Hmin is the performance target specified by the decision maker.

-Budget Constraints, MCMDKP)
maker’s concern is to determine the best possible
projects to be implemented to maximize network wide reward in terms of various performance measures and
subject to a budget constraint and one or more condition targets and/or risk-level
constraints. The problem can be formulated as follows:

model3
The problem is an MCMDKP.
-Budge Constraints, MCMDKP)
maker seeks to determine minimum possible costs to
achieve condition and risk targets, while maximizing the network wide rewards in terms of multiple performance
criteria. The formulation is as follows:

model4

3. Goals and performance measures of a network level bridge maintenance system

Table 1 shows the set of performance measures for each goal.

Table 1: performance measures

4. Multi-Criteria Utility Functions

Complex decision-making problems typically involve multiple conflicting criteria.
In the context of a bridge management decision-making process, some of the criteria other than cost are health
index and vulnerability ratings. Inherent in any multi-criteria decision making is the value trade-off that is, the
decision maker is faced with a problem of trading off the achievement of one criterion against another criterion. In
such a case, an important aspect of the decision making process is to be able to capture these value trade-offs
effectively. An important class of decision-making techniques that attempt to construct the preference order by
directly eliciting the decision maker's preference is predicated on what is known as utility theory. This, in turn, is
based on the premise that the decision maker's preference structure can be represented by a real-valued function
called a utility function. Once such a function is constructed, the selection of the alternative candidates can be done
using an optimization method. Broadly speaking, this technique involves three steps:
1. Weighting: This assigns relative weights to the multiple criteria
2. Scaling: Because the performance criteria can be of different units, scaling provides a common scale of
measurement and translates the decision maker's preferences for each performance criterion on a 0–
involves developing single-criterion utility functions
3. Amalgamation: Amalgamation is combining the single criterion utility functions using the relative weights into
one measure based on mathematical assumptions about the decision maker's preference structure. This involves
deriving the functional forms of multi-criteria utility functions. Each of the three procedures depend on either of
two scenarios: certainty scenario and risk scenario.

In the presence of uncertainty, the gamble method is used to derive the functional form of a multi-criteria utility
function. This method establishes the scaling constants for a given set of performance measures.
One approach is an additive utility function and the other approach is the multiplicative utility function.
Establishing the scaling constants for a given set of performance measures, if the sum of the acquired constants add
up to 1, this implies that an additive utility function is appropriate for the given multi-criteria problem (i.e., the
weighted values or utilities of the performance measures can be added together to
obtain the overall performance). However, if the sum is not equal to 1, then a multiplicative utility function is more
appropriate
Because the measures in the bridge preservation ratings set (NBI ratings, health index, and sufficiency rating)
overlap to a much large extent, it can be argued that a multiplicative functional form would be more appropriate for
intra-set relative utility functions, and an additive utility function is appropriate for relative overall goals.
Thus, the multi-criteria utility function, in the presence of uncertainty, is of multiplicative form for all intra-set
performance measures. This function is given as follows (Keeney

k can be calculated through the following equation

Table 2 presents the scaling constants ki established by the gamble method for individual performance measures.
 Table 2: scaling constants

Ref: NCHRP report 590

Tables 3 refers to relative weighs assessed through NCHRP research, report 590:
Table 3: recommended relative weights, Overall goals.

Hence the overall utility function concerning individual sets of performance measures weighed against each other
according to relative weights mentioned in table 3 would be calculated by the following equation:

=0.360*U (Bridge preservation) +0.205*U (safety) + 0.150*U (protection from extreme -events) +0.175*U
(agency Cost) +0.110*U(user cost) (1)
Where
U (bridge preservation) = [0.42*U (NBI condition ratings) +1]*[0.53*U (health Index) +1]
*[0.34*U (Sufficiency rating) +1] (2)
U(protection from extreme events)=[0.38*U(Scour vulnerability rating)+1]*[0.42*U(fatigue vulnerability
rating)+1]*[0.37*U(earthquake vulnerability rating)+1] (3)
U (Traffic safety) = [0.40*U (Geometric rating) +1]*[0.49*U (inventory rating) +1] (4)
As for costs, having in mind the time value of money,

= (5)
( )

= (6)
( )

Being the user cost associated with the jth maintenance action applied at time Ti if project j is implemented
for bridge k

Being the Agency cost associated with the jth maintenance action applied at time Ti if project j is
implemented for bridge k

And being the TVM rate

As for assessing single criterion utility functions, according to NCHRP research, report 590, table 4 determines the
relation between each performance measure utility function with its corresponding value function.

Table 4: Utility functions related to value functions for each performance measure

For those non-linear utility functions figures 1 through 7 (from NCHRP research, report 590depict their corresponding
value functions:
As mentioned in Table 4, and depicted in figures 1-7, for the following ratings,
FSVR, EVR, OR, IR, GR, SR.HI,
U(x) =V(x)
Obtaining each single criterion utility function and incorporating equations 1 through 6 into either one of models 1
through 4, will result in a deterministic network–level bridge maintenance model. As aforementioned, there exists
significant uncertainty in describing the deteriorating process of the bridge components. Thus, a reliable
maintenance planning should be able to guarantee that the scheduled maintenance scenarios can keep the structure
safe even under the worst conditions. This phenomenon is termed as robust maintenance planning in this study.

5. Robust maintenance planning

Robustness or sensitivity of the model to changing threshold parameters like budget, health index and sufficiency
or vulnerability rating can be obtained using robust optimization methods.
5.1. Determining the robust optimization method
The robust optimization method proposed for this study is a scenario based robust optimization model, presented
by Aghezzaf et al , 2009. Had it not been for the nature of the utility function being exponential, the most suitable
robust model would have been Robust Counterpart based on uncertainty convex sets. Also robust Fuzzy Possibilistic
Programming would have boon an option if the support of uncertain parameters such as Health index or
vulnerability rating were known, as these parameters require to be defined as trapezoidal or triangular fuzzy
parameters in robust Fuzzy Possibilistic Models.
Since the objective function utility to be maximized in the proposed models 1through 4 are all non-linear and also
since the support of stochastic parameters is unknown the proposed robust optimization model follows:
 ∗
Max min( − )+
s.t.

, ∈ ( , )

5.2 Sample deterministic model:

.
Max =∑ ∑ ∈ 102 ∗ 1 − ∗

s.t.

∑ ∑ ∈ ≤

∑ ∑ ∈ ≥

∑ ∑ ∈ ≥

∑ ∈ = 1, = 1,2, … ,

∈ {0,1}, = 1,2 … . , , ∈
Where
is the utility function to be maximized, since HI is an index available in most bridge inventories , a utility
function sensitive to HI is sought after

is the cost of maintenance alternative j implemented for bridge k

is the health index of bridge k after going through maintenance alternative j

is the sufficiency rating of bridge k after going through maintenance alternative j

, and should be appointed according to Decision Maker's targets or goals.

An example of such maintenance goals determined by Departments of Transportations throughout several US states
is presented in Table 5.
 Table 5. Performance measure targets

5.3 The effect of uncertainty in threshold parameters

Suppose the maintenance intervention always a Do Nothing alternative

to be counted with zero cost. The largest network to be dealt with has 50,000 bridges. Each bridge could have as
many as five possible interventions, including the do-nothing option. This means that there are about a quarter
million items, or 0-1 variables, for the knapsack problem. This would be a huge integer programming problem. One
can imagine how perturbations of even less than 10 %, in the nominal threshold parameters such as HI or SR can
affect this large network problem.

Table 6. Maintenance intervention alternatives and their cost

5.4 Numerical Example

Data for a simple network of three bridges each having three alternatives for maintenance interventions including
the do nothing alternative has been prepared.
For each threshold parameter, namely maintenance cost, bridge health index and bridge sufficiency rating, a
tolerance of -10% to +10% is obtained through three scenarios;
The first scenario includes acquired data after each maintenance intervention, the second scenario, contains
nominal parameters decremented by ten percent and the third scenario contains nominal values incremented by ten
percent.

For this simple network of 3 bridges, as can be observed the total utility benefit of the network has reached, 235.889,
for bridge #1, alternative 2, for bridge #2, alternative 1 and for bridge #3, alternative maintenance3 has been proved
to be optimal , amongst the 3*3=9 alternatives available. The total cost of the network maintenance and repair has
added up to 8469 monetary units.
‫‪References‬‬

‫‪ Ok SY, Lee SY, Park W. Robust Multi-objective maintenance planning of deterioration bridges against‬‬
‫‪uncertainty‬‬ ‫‪-42.‬‬
‫‪ NCHRP Report 590. Multi-Objective Optimization for Bridge Management Systems. Transportation‬‬
‫‪Research Board, 2007.‬‬

‫ﻫﺎ ﺗﺎﯾﯿﺪ‬ ‫آﯾﺎ ﻣﺪل اراﺋﻪ ﺷﺪه و ادﻟﻪ اﻧﺘﺨﺎب آن ﻗﺎﻧﻊ ﮐﻨﻨﺪه ﻣﯽ ﺑﺎﺷﺪ؟ و‬
‫ﻣﯽ ﻓﺮﻣﺎﯾﯿﺪ؟‬
‫ﭼﺮا در اﯾﻦ ﻣﺪل‪ ،‬ﺗﺎﺳﻒ ﻫﻤﯿﺸﻪ ﺻﻔﺮ اﺳﺖ؟ در ﺣﻘﯿﻘﺖ ﻣﺪل ﺑﺎ ﺗﮑﯿﻪ ﺑﺮ ﺗﻨﻬﺎ ﻣﺘﻮﺳﻂ ﻋﻤﻠﮑﺮد در ﺣﺎل ﺑﻬﯿﻨﻪ ﺳﺎزی اﺳﺖ ﯾﻌﻨﯽ از ﺑﯿﻦ ﻣﻮ و‬
‫ﻻﻣﺒﺪا ‪ ،‬ﻣﻮ ﻋﻤﻼ ﺑﻼ اﺳﺘﻔﺎده ﻣﺎﻧﺪه اﺳﺖ‪.‬‬
‫ﭼﮕﻮﻧﻪ ﻣﯽ ﺗﻮان از ﺷﯿﺖ ﻫ ﺎی اﮐﺴﻞ آراﯾﻪ ﻫﺎی ﺳﻪ ﺑﻌﺪی ﺧﻮاﻧﺪ؟ ﻣﻦ ﭼﻮن راه آن را ﻧﯿﺎﻓﺘﻢ ﻣﺠﺒﻮر ﺷﺪم از ﻣﺜﺎل ﻋﺪدی ﺳﺎده ای اﺳﺘﻔﺎده‬
‫ﮐﻨﻢ ﮐﻪ ﺑﻪ ﺗﻌﺪاد ﮐﻤﯽ داده داﺷﺘﻪ ﺑﺎﺷﺪ‪.‬‬
‫در ﺿﻤﻦ اﮔﺮ ﻣﺮاﺣﻞ ﻣﺪل ﺗﺎ اﯾﻨﺠﺎ ﻣﻮرد ﺗﺎﯾﯿﺪ ﺟﻨﺎﺑﻌﺎﻟﯽ اﺳﺖ‪ ،‬ﻣﺮﺣﻠﻪ اﻋﺘﺒﺎر ﺳﻨﺠﯽ ﻣﺪل را در ﮔﺰارش ﺗﮑﻤﯿﻠﯽ ﺧﺪﻣﺘﺘﺎن اراﺋﻪ ﺧﻮاﻫﻢ داد‬
‫ﺑﺎ ﺗﺸﮑﺮ‬
‫زﻫﺮه ﻋﻠﯿﺰاده‬
‫‪۹۳۸۷۱۸۲۸‬‬