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OPERATION RESEARCH

DR.BAMBANG SUDARYANA MSI DEA

POKOK BAHASAN
Mata

Kuliah ini membahas tentang


Linear
Programming,
Model
Transportasi,
Model
Penugasan,
Manajemen Proyek, Model Antrian,
Linear Goal Programming dan Dynamic
Programming yang bermanfaat untuk
pengambilan keputusan manajemen.

LITERATUR
Richard,

dkk (2000), Pengambilan


Keputusan Secara Kuantitatif, Rajawali
Pers Jakarta
Subagyo. P, dkk (1983). Dasar-Dasar
Operation Research. BPFE Yogyakarta
Supranto. J (1988), Riset Operasi
Untuk Pengambilan Keputusan, UI
Press, Jakarta

What is OPERATION RESEARCH ?


Operations

research
(OR)
is
a
discipline explicitly devoted to aiding
decision makers. This section reviews
the terminology of OR, a process for
addressing practical decision problems
and the relation between Excel models
and OR.

Linear Programming
A typical mathematical program consists of a single

objective function, representing either a profit to be


maximized or a cost to be minimized, and a set of
constraints that circumscribe the decision variables.
In the case of a linear program (LP) the objective
function and constraints are all linear functions of
the decision variables. At first glance these
restrictions would seem to limit the scope of the LP
model, but this is hardly the case. Because of its
simplicity, software has been developed that is
capable of solving problems containing millions of
variables and tens of thousands of constraints.
Countless
real-world
applications
have
been
successfully modeled and solved using linear
programming techniques.

Network Flow Programmi


The term network flow program describes a type of
ng
model that is a special case of the more general linear

program. The class of network flow programs includes


such problems as the transportation problem, the
assignment problem, the shortest path problem, the
maximum flow problem, the pure minimum cost flow
problem, and the generalized minimum cost flow
problem. It is an important class because many aspects
of actual situations are readily recognized as networks
and the representation of the model is much more
compact than the general linear program. When a
situation can be entirely modeled as a network, very
efficient algorithms exist for the solution of the
optimization problem, many times more efficient than
linear programming in the utilization of computer time
and space resources.

Integer Programming
Integer

programming is concerned with optimization


problems in which some of the variables are required to take
on discrete values. Rather than allow a variable to assume all
real values in a given range, only predetermined discrete
values within the range are permitted. In most cases, these
values are the integers, giving rise to the name of this class
of models.
Models with integer variables are very useful. Situations that
cannot be modeled by linear programming are easily handled
by integer programming. Primary among these involve
binary decisions such as yes-no, build-no build or invest-not
invest. Although one can model a binary decision in linear
programming with a variable that ranges between 0 and 1,
there is nothing that keeps the solution from obtaining a
fractional value such as 0.5, hardly acceptable to a decision
maker. Integer programming requires such a variable to be
either 0 or 1, but not in-between.

Nonlinear Programming
When expressions defining the objective

function or constraints of an optimization


model are not linear, one has a nonlinear
programming model. Again, the class of
situations
appropriate
for
nonlinear
programming is much larger than the class
for linear programming. Indeed it can be
argued that all linear expressions are really
approximations for nonlinear ones.

Dynamic Programming
Dynamic

programming
(DP)
models
are
represented in a different way than other
mathematical programming models. Rather than
an objective function and constraints, a DP
model describes a process in terms of states,
decisions, transitions and returns. The process
begins in some initial state where a decision is
made. The decision causes a transition to a new
state. Based on the starting state, ending state
and decision a return is realized. The process
continues through a sequence of states until
finally a final state is reached. The problem is to
find the sequence that maximizes the total
return.

Stochastic Programming
The

mathematical
programming
models, such as linear programming,
network
flow
programming
and
integer
programming
generally
neglect the effects of uncertainty and
assume that the results of decisions
are predictable and deterministic.
This abstraction of reality allows large
and complex decision problems to be
modeled and solved using powerful
computational methods.

Combinatorial Optimizatio
The most general type of optimization problem
nand one that is applicable to most spreadsheet
models
is
the
combinatorial
optimization
problem. Many spreadsheet models contain
variables and compute measures of effectiveness.
The spreadsheet user often changes the variables
in an unstructured way to look for the solution
that obtains the greatest or least of the measure.
In the words of OR, the analyst is searching for
the solution that optimizes an objective function,
the measure of effectiveness. Combinatorial
optimization provides tools for automating the
search for good solutions and can be of great
value for spreadsheet applications.

Stochastic Processes
In many practical situations the attributes

of a system randomly change over time.


Examples include the number of customers
in a checkout line, congestion on a highway,
the number of items in a warehouse, and
the price of a financial security, to name a
few. When aspects of the process are
governed by probability theory, we have a
stochastic process. The example for this
section is an Automated Teller Machine
(ATM) system and the state is the number
of customers at or waiting for the machine

Discrete Time Markov Cha

Say a system is observed at regular intervals


ins
such as every day or every week. Then the
stochastic process can be described by a matrix
which gives the probabilities of moving to each
state from every other state in one time
interval. Assuming this matrix is unchanging
with time, the process is called a Discrete Time
Markov
Chain
(DTMC).
Computational
techniques are available to compute a variety of
system measures that can be used to analyze
and evaluate a DTMC model. This section
illustrates how to construct a model of this type
and the measures that are available.

Continuous Time Markov C


Here we consider a continuous time stochastic
hains
process in which the duration of all state
changing activities are exponentially distributed.
Time is a continuous parameter. The process
satisfies the Markovian property and is called a
Continuous Time Markov Chain (CTMC). The
process is entirely described by a matrix showing
the rate of transition from each state to every
other state. The rates are the parameters of the
associated
exponential
distributions.
The
analytical results are very similar to those of a
DTMC. The ATM example is continued with
illustrations of the elements of the model and the
statistical measures that can be obtained from it.

Terminology
OPERATIONS

The activities carried out in an organization


related to attaining its goals and objectives.
RESEARCH
The process of observation and testing
characterized by the scientific method. The
steps of the process include observing the
situation and formulating a problem statement,
constructing
a
mathematical
model,
hypothesizing that the model represents the
important aspects of the situation, and
validating the model through experimentation.

ORGANIZATION

The society in which the problem arises or


for which the solution is important. The
organization may be a corporation, a
branch of government, a department within
a firm, a group of employees, or perhaps
even a household or individual.
DECISION MAKER
An individual or group in the organization
capable of proposing and implementing
necessary actions.

ANALYST

An individual called upon to aid the decision maker in the problem


solving process. The analyst typically has special skills in modeling,
mathematics, data gathering, and computer implementation.
TEAM
A group of individuals bringing various skills and viewpoints to a
problem. Historically, operations research has used the team
approach in order that the solution not be limited by past experience
or too narrow a focus. A team also provides the collection of
specialized skills that are rarely found in a single individual.
MODEL
An abstract representation of reality. As used here, a
representation of a decision problem related to the operations of the
organization. The model is usually presented in mathematical terms
and includes a statement of the assumptions used in the functional
relationships. Models can also be physical, narrative, or a set of
rules embodied in a computer program.

SYSTEMS

APPROACH
An approach to analysis that attempts to ascertain and include the
broad implications of decisions for the organization. Both quantitative
and qualitative factors are included in the analysis.
OPTIMAL SOLUTION
A solution to the model that optimizes (maximizes or minimizes)
some objective measure of merit over all feasible solutions -- the best
solution amongst all alternatives given the organizational, physical and
technological constraints.
OPERATIONS RESEARCH TECHNIQUES
A collection of general mathematical models, analytical procedures,
and optimization algorithms that have been found useful in
quantitative studies. These include linear programming, integer
programming, network programming, nonlinear programming, dynamic
programming, statistical analysis, probability theory, queuing theory,
stochastic processes, simulation, inventory theory, reliability, decision
analysis, and others. Operations research professionals have created
some of these fields while others derive from allied disciplines.

The Operations Research


Process
Recognize the Problem
Formulate the Problem
Construct a Model
Find a Solution
Establish the Procedure
Implement the Solution
The OR Process

Recognize the Problem

Decision making begins with a situation in which a

problem is recognized. The problem may be actual or


abstract, it may involve current operations or proposed
expansions or contractions due to expected market
shifts, it may become apparent through consumer
complaints or through employee suggestions, it may be
a conscious effort to improve efficiency or a response to
an unexpected crisis. It is impossible to circumscribe
the breadth of circumstances that might be appropriate
for this discussion, for indeed problem situations that
are amenable to objective analysis arise in every area
of human activity

Formulate the Problem

The first analytical step of the solution process is to formulate the problem in
more precise terms. At the formulation stage, statements of objectives, constraints
on solutions, appropriate assumptions, descriptions of processes, data
requirements, alternatives for action and metrics for measuring progress are
introduced. Because of the ambiguity of the perceived situation, the process of
formulating the problem is extremely important. The analyst is usually not the
decision maker and may not be part of the organization, so care must be taken to
get agreement on the exact character of the problem to be solved from those who
perceive it. There is little value to either a poor solution to a correctly formulated
problem or a good solution to one that has been incorrectly formulated.

Construct a Model

A mathematical model is a collection of functional relationships by which

allowable actions are delimited and evaluated. Although the analyst


would hope to study the broad implications of the problem using a
systems approach, a model cannot include every aspect of a situation. A
model is always an abstraction that is, by necessity, simpler than the
reality. Elements that are irrelevant or unimportant to the problem are to
be ignored, hopefully leaving sufficient detail so that the solution
obtained with the model has value with regard to the original problem

Find a Solution

The next step in the process is to solve the model to obtain a

solution to the problem. It is generally true that the most


powerful solution methods can be applied to the simplest, or most
abstract, model. Here tools available to the analyst are used to
obtain a solution to the mathematical model. Some methods can
prescribe optimal solutions while other only evaluate candidates,
thus requiring a trial and error approach to finding an acceptable
course of action. To carry out this task the analyst must have a
broad knowledge of available solution methodologies.

Establish the Procedure

Once a solution is accepted a procedure must be designed to

retain control of the implementation effort. Problems are


usually
ongoing
rather
than
unique.
Solutions
are
implemented as procedures to be used repeatedly in an almost
automatic fashion under perhaps changing conditions. Control
may be achieved with a set of operating rules, a job
description, laws or regulations promulgated by a government
body, or computer programs that accept current data and
prescribe actions.

Implement the Solution

solution to a problem usually implies changes for some individuals in the


organization. Because resistance to change is common, the implementation
of solutions is perhaps the most difficult part of a problem solving exercise.
Some say it is the most important part. Although not strictly the
responsibility of the analyst, the solution process itself can be designed to
smooth the way for implementation. The persons who are likely to be
affected by the changes brought about by a solution should take part, or at
least be consulted, during the various stages involving problem
formulation, solution testing, and the establishment of the procedure

The OR Process

Combining the steps we obtain the complete OR process.

In practice, the process may not be well defined and the


steps may not be executed in a strict order. Rather there
are many loops in the process, with experimentation and
observation at each step suggesting modifications to
decisions made earlier. The process rarely terminates with
all the loose ends tied up. Work continues after a solution
is proposed and implemented. Parameters and conditions
change over time requiring a constant review of the
solution and a continuing repetition of portions of the
process. It is particularly important to test the validity of
the model and the solution obtained. Are the computations
being performed correctly? Does the model have relevance
to the original problem? Do the assumptions used to obtain
a tractable model render the solution useless? These
questions must be answered before the solution is
implemented in the field.