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multi-objective optimization problem using kuhn tucker method

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1 Problem Definition

As employees of a cellular phone company, the team has been tasked with choosing the

location of a cell phone tower on a new plot of land that the company has just

purchased. The property is square and covers several square miles of land. The

company wants to minimize the cost of construction of the tower provided that the

location of the tower meets its minimum criteria for service and also adheres to all

zoning regulations. There is a residential zone to the west of the property, so the

company would like to maximize the distance the tower is built from the residential

area so the residents do not complain about the eyesore. The company requires that

all of its cell phone towers must reach at least 1000 meters above sea level because of

interference issues. Also, power lines run along the southern border of the property and

state regulations require that a cell phone tower must be at least as far away from the

lines as the height of the tower. To build the tower the team has hired two companies to

complete the task. The construction company charges 200 dollars per meter of the road

that they must build the tower, and it has a quadratic cost function for the height of the

tower. The taller the tower is, the more design needs to be done, so the cost of each

vertical meter of tower height is 10 dollars per meter squared. The only road in the area

runs along the western border of the property separating the property from the

residential area. The electrical company will hook up power to the tower and they will

charge 75 dollars per meter of line that they must run from the main power lines. As

mentioned above, the power lines run along the southern border of the property. Finally,

surveyors have discovered that the property is at 0 meters above sea level at the

intersection of the power lines and the road. They also found that the property rises in

elevation at a constant rate of 3 meters per meter to the east and 2 meters per meter

north.

2 Problem Objectives

This is a multi-objective optimization problem, with the two objectives bolded above in

the problem statement. We will solve the problem using the Kuhn-Tucker Conditions,

and develop a set of Pareto Optimal solutions.

3 Model Development

The objective function for this problem is to minimize the cost of building the tower, while

also maximizing the distance from the residential area.

There are three factors that affect the cost of the tower: the distance from the road on

the western border, the distance from the power lines on the southern border and the

height of the tower. We will designate these three factors as x, y and z. We can write the

objective functions as follows:

minimize : 200x + 75y + 10z

2

maximize : x

2

There are also several constraints that go into the decision. First, the tower must reach

at least 1000 meters above sea level. We can formulate this constraint as follows :

3x + 2y + z 1000

The other constraint says that the cell phone tower must be no closer to power lines than

its height. This can be written as:

y z

Finally, x, y, z 0.

The formal problem setup is as follows:

( )

0 , 0 , 0

0 ) , , ( g

0 2 3 1000 ) , , ( g

s.t.

, ,

10 75 200 ) , , (

min

2

1

2

2

1

, ,

> > >

s =

s =

)

`

=

+ + =

z y x

y z z y x

z y x z y x

x z y x f

z y x z y x f

z y x

Since there are 2 objectives, we will use the - constraint approach to convert one of the

objectives into a constraint:

0 , 0 , 0

0 ) , , ( g

0 2 3 1000 ) , , ( g

0

s.t.

10 75 200 ) , , (

min

2

1

2

1

, ,

> > >

s =

s =

s

)

`

+ + =

z y x

y z z y x

z y x z y x

x

z y x z y x f

z y x

c

4 Solving the Problem

In order to solve this problem, we will use the Lagrangian of the above problem, along

with the Kuhn-Tucker Conditions. Here is the Lagrangian:

( ) ( ) ( ) y z x y x x z y x L + + + + + =

3 2 1

2

2 3 1000 10 75 200 ) , ( c x

And the Kuhn-Tucker Conditions:

I.

3

0 20

0 2 75

0 3 200

3 2

3 2

2 1

> + =

c

c

> =

c

c

> =

c

c

z

z

L

y

L

x

L

0 ) , ( > V x

x

L

0 ) , ( = V x x

x

L

0 > x

0 , 0 , 0 > > > z y x

( )

( )

( ) 0 20

0 2 75

0 3 200

3 2

3 2

2 1

= + =

c

c

= =

c

c

= =

c

c

z z

z

L

z

y

y

L

y

x

x

L

x

II.

0 ) , ( s V

x L

0 ) , ( = V

x L

0 >

0

0 2 3 1000

0

3

2

1

s =

c

c

s =

c

c

s =

c

c

y z

L

z y x

L

x

L

0 , 0 , 0

3 2 1

> > >

( )

( )

( ) 0

0 2 3 1000

0

3

3

3

2

2

2

1

1

1

= =

c

c

= =

c

c

= =

c

c

y z

L

z y x

L

x

L

4

We will assume that z and y must be greater than 0 (since the tower must have some

vertical height, and if it has vertical height, y must be greater than or equal to that

height). Also,

1

must be greater than 0, since our objective constraint must be binding.

Using these assumptions, there is only one case with a feasible solution; this occurs

when the second constraint is binding (

2

> 0), and the third is not binding (

3

= 0).

Three Pareto optimal solutions are:

x = 10, y = 484.06, z = 1.875, Cost = $37,465, Distance from residential Area = 10m

x = 200, y = 199.06, z = 1.875, Cost = $54,965, Distance from residential Area = 200m

x = 330, y = 4.06, z = 1.875, Cost = $66,340, Distance from residential Area = 330m

The value of

1

is 87.5. This is the tradeoff between distance from residential area and

construction cost. For each meter further from the residential area the company

constructs the tower, the cost will increase by $87.50.

Three solutions that are not optimal are:

x = 50, y = 450, z = 10, Cost = $44,750, Distance from residential area = 50m

x = 100, y = 400, z = 10, Cost = $51,000, Distance from residential area = 100m

x = 200, y = 400, z = 10, Cost = $71,000, Distance from residential area = 200m

These solutions are not optimal because if you hold the distance from residential area

constant, you could build a cheaper tower that still meets all the constraints. Vice versa,

if you hold the cost constant, you could move the tower further from the residential area

and still pay the same price.

The blue line below represents all Pareto Optimal solutions. The area above the line is

infeasible; the area below the line is dominated by a better solution.

Distance from Residential Area vs. Construction Cost

0

50

100

150

200

250

300

350

$30,000 $35,000 $40,000 $45,000 $50,000 $55,000 $60,000 $65,000 $70,000

Construction Cost ($)

D

i

s

t

a

n

c

e

f

r

o

m

R

e

s

i

d

e

n

t

i

a

l

A

r

e

a

(

m

)

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