Mata Kuliah Penelitian Operasional 1

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Mata Kuliah Penelitian Operasional 1

© All Rights Reserved

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Engineers and managers are constantly attempting to optimize, particularly in the design, analysis, and operation of complex systems. The course seeks to:

network optimization problem in many scientific domains and industrial setting;

linear programming and network flows;

problems;

problems in engineering and management;

design, development and analysis.

1

Formulating linear programs Applications of linear programming Linear algebra Simplex algorithm Duality theory Sensitivity analysis Integer programming: Applications and algorithms

Network Optimization

Shortest path problem Minimum spanning tree problem Maximum flow problem Minimum cost flow problem

Text Books:

M.S. Bazaraa, J. J. Jarvis, and H.D. Sherali, Linear Programming Winston, Wayne L., Operations Research : Applications and

Algoritms, Fourth Edition, Thomson, 2004

2

Tugas: 20% Quiz: 30% Midterm Exam: 25% Final Exam: 25%

Regrading

If I have made a mistake in grading something, I will be happy

to correct it.

In order to receive a re-grade, you must contact/email me

If a test is submitted for regrading, I have the right to regrade

the entire test. So it is possible to lose additional points. Therefore, it is strongly recommended that you do not ask for regrading unless you have substantial reason to believe that I made a mistake when originally grading the test.

OR Definition

Scientific approach to solve decision making problem for finding the best system design and operation, with limited resources (can also be defined as Management Science)

Characteristics of OR

Depends on computer

Model formulation: Objective function (Max atau Min) Decision variables (controllable) Parameters (uncontrollable) Constraints Build mathematical model Do analytical Validity test of the model and solution Conduct sensitivitis analysis Implementation

2. 3. 4. 5. 6.

N

C O N T R O L

Management Problems

Mathematic Model

Solution

IMPLEMENTATION

Observation

SYSTEM

Data Collection

TI091306/OR1/sew/2012 /#1

CONTENTS

Applications of Linear Programming

Reference: Chapter 1 in BJS book.

Linear Programming Formulation:

Minimize c1x1 + c2x2 + c3x3 + . + cnxn

subject to a11x1 + a12x2 + a13x3 + . + a1nxn b1 a21x1 + a22x2 + a23x3 + . + a2nxn b2 : : am1x1 + am2x2 + am3x3 + . + amnxn bm or, x1, x2, x3 , ., xn 0

Minimize subject to

j=1, n cjxj

for all i = 1, , m

xj 0 for all j =1, , n+m Note:- xn+i is the slack variable corresponding to ith equation.

9

Matrix Notation

Minimize cx subject to

Ax = b x0 where

c1 x1 x2 : : xn Xn+1 : : Xn+m

a11 a21

.. ..

1 1 : : 1

b1 b2

c2 : : cn 0 : : 0

A=

: : am1

b=

: : bm

c=

x=

10

Features of a Linear Programming (LP) Problem Decision Variables We minimize (or maximize) a linear function of decision

variables, called objective function.

The decision variables must satisfy a set of constraints. Decision variables have sign restrictions.

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toys: soldiers and trains

Soldier Selling Price Raw Material required Variable Cost Finishing Labor required Carpenting labor required $27 $10 $14 2 hrs 1 hr Train $21 $9 $10 1 hr 1 hr

Constraints:

100 finishing hour per week available 80 carpentry hours per week available produce no more than 40 soldiers per week

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An Example of a LP (cont.)

Linear Programming formulation:

(Obj. Func.)

(Finishing constraint) (Carpentry constraint) (Bound on soldiers) (Sign restriction) (Sign restriction)

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Contribution of a variable is proportional to its value.

Additivity Assumptions

Contributions of variables are independent.

Divisibility Assumption

Decision variables can take fractional values.

Certainty Assumption

Each parameter is known with certainty.

14

Problem formulation Mathematical model Deriving a solution Model testing and analysis Implementation

15

Capital Budgeting Problem Five different investment opportunities are available for

investment.

than one

Time 0: $40 million Time 1: $20 million

Inv.1 Time 0 cash Outflow Time 1 cash Outflow NPV $11 $3 $17 Inv. 2 $5 $6 $16 Inv. 3 $5 $5 $16 Inv. 4 $5 $1 $14 Inv. 5 $29 $3 $39

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Decision Variables: xi: fraction of investment i purchased Formulation: Maximize z = 13x1 + 16x2 + 16x3 + 14x4 + 39x5

subject to

11x1 + 53x2 + 5x3 + 5x4 + 29x5 3x1 + 6x2 + 5x3 + x4 + 34x5 x1 x2 x3 x4 40 20 1 1 1 1 x5 1 x 1, x 2, x 3, x 4, x 5 0

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Transportation Problem The Brazilian coffee company processes coffee beans into

coffee at m plants. The production capacity at plant i is ai.

cities for retail, distribution, and exporting. The demand at warehouse j is bj.

The unit shipping cost from plant i to warehouse j is cij. It is desired to find the production-shipping pattern xij from

plant i to warehouse j, i = 1, .. , m, j = 1, , n, that minimizes the overall shipping cost.

18

Decision Variables: xij: amount shipped from plant i to warehouse j Formulation:

m n

Minimize z = subject to

i=1j=1 n

cijxij

j=1

xij

m

= ai, i = 1, , m bj, j = 1, , n

i=1

xij

xij 0, i = 1, , m, j = 1, , n

19

Static Workforce Scheduling Number of full time employees on different days of the week

are given below.

receive two days off.

the total number of full time employees.

Day 1 = Monday Day 2 = Tues. Day 3 = Wedn. Day 4 = Thurs. Day 5 = Friday Day 6 = Satur. Day 7 = Sunday

20

17 13 15 19 14 16 11

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LP Formulation: Min. z = x1+ x2 + x3 + x4 + x5 + x6 + x7 subject to x1 + x4 + x5 + x6 + x7 x1+ x2 + x5 + x6 + x7 x1+ x2 + x3 + x6 + x7 x1+ x2 + x3 + x4 + x7 x1+ x2 + x3 + x4 + x5 x2 + x3 + x4 + x5 + x6 x3 + x4 + x5 + x6 + x7 17 13 15 19 14 16 11

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Determine investment strategy for the next three years Money available for investment at time 0 = $100,000 Investments available : A, B, C, D & E No more than $75,000 in one invest Uninvested cash earns 8% interest Cash flow of these investments:

A B C D E

0 -1 0 -1 -1 0

1 + 0.5 -1 + 1.2 0 0

2 +1 + 0.5 0 0 -1

3 0 +1 0 + 1.9 + 1.5

22

11

Multi-Period Workforce Scheduling Requirement of skilled repair time (in hours) is given below. At the beginning of the period, 50 skilled technicians are

available.

month.

Each month 5% of the technicians leave. A new technician needs one month of training, is paid

$1,000 per month, and requires 50 hours of supervision of a trained technician.

Month 1 6,000 Month 2 7,000 Month 3 8,000 Month 4 9,500 Month 5 11,000

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Decision Variables: A, B, C, D, E : Dollars invested in the investments A, B, C, D, and E St: Dollars invested in money market fund at time t (t = 0, 1, 2) Formulation: Maximize z = B + 1.9D + 1.5E + 1.08S2

subject to

A + C + D + S0 = 100,000 0.5A + 1.2C + 1.08S0 = B + S1 A + 0.5B + 1.08S1 = E + S2 A 75,000 B 75,000 C 75,000 D 75,000 E 75,000 A, B, C, D, E, S0, S1, S2 0

24

12

Decision Variables: xt: number of technicians trained in period t yt: number of experienced technicians in period t Formulation: Minimize z = 1000(x1 + x2 + x3 + x4 + x5) + 2000(y1 + y2 + y3 + y4 + y5)

y1 = 50 + x1 = y2 + x2 = y3 + x3 = y4 + x4 = y5

xt, yt 0, t = 1, 2, 3, , 5

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Formulation:

Minimize subject to

i=1,n xi

i=1,n aij xi bi

xi 0 xi integer

i = 1, , m j = 1, , n j = 1, , n

26

13

Feasible Region

Feasible Region: Set of all points satisfying all the constraints and all the sign restrictions

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Example 1

28

14

Example 2

Maximize z = 3x1+ 2x2 subject to 1/40x1 + 1/60x2 1/50x1 + 1/50x2 x1 30 x2 20 x1, x2 0 1 1

29

Example 3

Max. z = 3x1+ 2x2 subject to 1/40 x1 1/50 x1 x 1, x 2 0 + 1/60x2 1 + 1/50x2 1

30

15

fixed width w and of standard length l.

width w and varying lengths. He needs bi sheets of length li, i = 1, , m.

way as to satisfy the order and to minimize the waste.

objective is to minimize the number of rolls needed to satisfy the order.

31

Cutting Stock Problem (contd.) Given a standard sheet of length l, there are many ways of

cutting it. Each such way is called a cutting pattern.

vector aj, where the ith component, namely, aij, is a nonnegative integer denoting the number of sheets of length li in the jth pattern.

only if

32

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