Modeling

11/5/2008
Modeling & Decision Analysis

DR. MOHAMMAD ABDUL MUKHYI, SE., MM.
Rabu, 05 Nopember 2008
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Metode Kuantitatif
Spektrum situasi keputusan: - Terstruktur/terprogram - Tak terstruktur/tak terprogram - Sebagian terstruktur Pembagian masalah : - Certainty : semua alternatif tindakan diketahui dan hanya terdapat satu konsekuansi untuk masing-masing tindakan. - Risk : apabila terdapat lebih dari satu konsekuensi atau alternatif dan pengambil keputusan mengetahui probabilitas konsekuensinya. - Ucertainty :apabila jumlah kemungkinan konsekuensi tidak diketahui oleh pengambil keputusan.
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We face numerous decisions in life & business. We can use computers to analyze the potential outcomes of decision alternatives. Spreadsheets are the tool of choice for todays managers.
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What is Management Science?

A field of study that uses computers, statistics, and mathematics to solve business problems. Also known as: Operations research Decision science
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Introduction
We all face decision about how to use limited resources such as:
Oil in the earth Land for dumps Time Money Workers
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Home Runs in Management Science

Motorola
Procurement of goods and services account for 50% of its costs Developed an Internet-based auction system for negotiations with suppliers The system optimized multi-product, multivendor contract awards Benefits:
$600 million in savings
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Home Runs in Management Science

Waste Management
Leading waste collection company in North America 26,000 vehicles service 20 million residential & 2 million commercial customers Developed vehicle routing optimization system Benefits:
Eliminated 1,000 routes Annual savings of $44 million
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Mathematical Programming
MP is a field of management science that finds the optimal, or most efficient, way of using limited resources to achieve the objectives of an individual of a business. Optimization
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Applications of Optimization
Determining Product Mix Manufacturing Routing and Logistics Financial Planning
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What is a Computer Model?

A set of mathematical relationships and logical assumptions implemented in a computer as an abstract representation of a real-world object of phenomenon. Spreadsheets provide the most convenient way for business people to build computer models.
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The Modeling Approach to Decision Making

Everyone uses models to make decisions. Types of models:
Mental (arranging furniture) Visual (blueprints, road maps) Physical/Scale (aerodynamics, buildings) Mathematical (what well be studying)
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Characteristics of Models
Models are usually simplified versions of the things they represent A valid model accurately represents the relevant characteristics of the object or decision being studied
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Benefits of Modeling
Economy - It is often less costly to analyze decision problems using models. Timeliness - Models often deliver needed information more quickly than their real-world counterparts. Feasibility - Models can be used to do things that would be impossible. Models give us insight & understanding that improves decision making.
Example of a Mathematical Model

Profit = Revenue - Expenses or Profit = f(Revenue, Expenses) or Y = f(X1, X2)
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A Generic Mathematical Model

Y = f(X1, X2, , Xn)
Where:
Y = dependent variable (aka bottom-line performance measure)

Xi = independent variables (inputs having an impact on Y) f(.) = function defining the relationship between the Xi & Y
Mathematical Models & Spreadsheets

Most spreadsheet models are very similar to our generic mathematical model: Y = f(X1, X2, , Xn) Most spreadsheets have input cells (representing Xi) to which mathematical functions ( f(.)) are applied to compute a bottom-line performance measure (or Y).
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Categories of Mathematical Models

Model Category Prescriptive Form of f(.) Independent Variables known or under decision makers control known or under decision makers control unknown or uncertain OR/MS Techniques LP, Networks, IP, CPM, EOQ, NLP, GP, MOLP Regression Analysis, Time Series Analysis, Discriminant Analysis Simulation, PERT, Queueing, Inventory Models
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known, well-defined
Predictive
unknown, ill-defined
Descriptive
known, well-defined
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The Problem Solving Process
Identify Problem
Formulate & Implement Model
Analyze Model
Test Results
Implement Solution
unsatisfactory results
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The Psychology of Decision Making

Models can be used for structurable aspects of decision problems. Other aspects cannot be structured easily, requiring intuition and judgment. Caution: Human judgment and intuition is not always rational!
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Anchoring Effects
Arise when trivial factors influence initial thinking about a problem. Decision-makers usually under-adjust from their initial anchor. Example:
What is 1x2x3x4x5x6x7x8 ? What is 8x7x6x5x4x3x2x1 ?
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Framing Effects
Refers to how decision-makers view a problem from a win-loss perspective. The way a problem is framed often influences choices in irrational ways Suppose youve been given $1000 and must choose between:
A. Receive $500 more immediately B. Flip a coin and receive $1000 more if heads occurs or $0 more if tails occurs
Framing Effects (Example)

Now suppose youve been given $2000 and must choose between:
A. Give back $500 immediately B. Flip a coin and give back $0 if heads occurs or give back $1000 if tails occurs
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A Decision Tree for Both Examples
Payoffs Alternative A Initial state Heads (50%) Alternative B (Flip coin) $2,000 $1,000 $1,500
Tails (50%)
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Good Decisions vs. Good Outcomes

Good decisions do not always lead to good outcomes...
A structured, modeling approach to decision making helps us make good decisions, but cant guarantee good outcomes.
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2. Perumusan PL
Ada tiga unsur dasar dari PL, ialah: 1. Fungsi Tujuan 2. Fungsi Pembatas (set ketidak samaan/pembatas strukturis) 3. Pembatasan selalu positip.
Bentuk umum persoalan PL Cari : x1 , x2 , x3 , , xn. Fungsi Tujuan : Z = c1x1 + c2x2 + c3x3 + + cnxn optimum (max/min) (srs) Fungsi Kendala : a11x1 + a12x2 + a13x3 + + a1nxn >< h1. (F. Pembatas) a21x1 + a22x2 + a23x3 + + a2nxn >< h2. (dp) a31x1 + a32x2 + a33x3 + + a3nxn >< h3. . . ... ..
am1x1 + am2x2 + am3x3 + . + amnxn >< hm. xj > 0

j = 1 , 2, 3 n nonnegativity consraint
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srs : sedemikian rupa sehingga dp : dengan pembatas ada n macam barang yg akan diproduksi masing2 sbesar x1,x2, , xn xj : banyaknya barang yang diproduksi ke j , j = 1, 2, 3, . , n cj : harga per satuan barang ke j , j = 1, 2, 3, . , n ada m macam bahan mentah, masing2 tersedia h1 , h2 , h3 , ., hm hi : banyaknya bahan mentah ke i , i = 1, 2, 3, . , m aij : banyaknya bahan mentah ke i yg digunakan utk memproduksi 1 satuan barang ke j xj > 0 , j = 1, 2,,n ; cj tdk boleh neg, paling kecil 0 (nonnegativity consraint) Maksimum dp < h1 artinya, pemakaian input tidak boleh melebihi h1 Minimum dp > h1 artinya, pemakaian input paling tidak dipenuhi h1
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3. Langkah-langkah dan teknik pemecahan Dasar dari pemecahan PL adalah suatu tindakan yang berulang (Inter-active search) dengan sekelompok cara untuk mencapai suatu hasil optimal. Tidakan dilakukan dengan cara sistimatis. Selanjutnya langkah2 dari tindakan berulang adl sebagai: 1. Tentukan kemungkinan2 kombinasi yang baik dari sumber daya al-am yang terbatas atau fasilitas yang tersedia, yang disebut se-bagai initial feasible solution. 2. Selesaikan persamaan pembatasan strukturil untuk mendapatkan titik2 ekstreem (dis sebagai basic feasible solution). 3. Tentukanlah nilai dari titik2 ekstreem yang akan merupakan nilai2 pilihan, yang telah disesuaikan dengan nilai tujuan dari permasalahan. 4. Ulanglah langkah 3 hingga tercapai tujuan optimal (hanya satu yang bernilai tertinggi atau terendah). Rabu, 05 Nopember METODE KUANTITATIF 27
2008
Ada 3 (tiga) cara pemecahan PL 1. Cara dengan menggunakan grafik 2. Cara dengan substitusi (cara matematik/Aljabar) 3. Cara simplex
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General Form of an Optimization Problem

MAX (or MIN): f0(X1, X2, , Xn) Subject to: f1(X1, X2, , Xn)<=b1 : fk(X1, X2, , Xn)>=bk : fm(X1, X2, , Xn)=bm
Note: If all the functions in an optimization are linear, the problem is a Linear Programming (LP) problem
Linear Programming (LP) Problems

MAX (or MIN): c1X1 + c2X2 + + cnXn Subject to: a11X1 + a12X2 + + a1nXn <= b1 : ak1X1 + ak2X2 + + aknXn >=bk : am1X1 + am2X2 + + amnXn = bm
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An Example LP Problem
Blue Ridge Hot Tubs produces two types of hot tubs: Aqua-Spas & Hydro-Luxes. Pumps Labor Tubing Unit Profit Aqua-Spa 1 9 hours 12 feet $350 Hydro-Lux 1 6 hours 16 feet $300
There are 200 pumps, 1566 hours of labor, and 2880 feet of tubing available.
5 Steps In Formulating LP Models:

1. Understand the problem. 2. Identify the decision variables.
X1=number of Aqua-Spas to produce X2=number of Hydro-Luxes to produce
3. State the objective function as a linear combination of the decision variables.

MAX: 350X1 + 300X2
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5 Steps In Formulating LP Models

(continued)
4. State the constraints as linear combinations of the decision variables. } pumps 1X1 + 1X2 <= 200 9X1 + 6X2 <= 1566 } labor 12X1 + 16X2 <= 2880 } tubing 5. Identify any upper or lower bounds on the decision variables. X1 >= 0 X2 >= 0
LP Model for Blue Ridge Hot Tubs

MAX: 350X1 + 300X2 S.T.: 1X1 + 1X2 <= 200 9X1 + 6X2 <= 1566 12X1 + 16X2 <= 2880 X1 >= 0 X2 >= 0
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Solving LP Problems: An Intuitive Approach

Idea: Each Aqua-Spa (X1) generates the highest unit profit ($350), so lets make as many of them as possible! How many would that be? Let X2 = 0 1st constraint: 1X1 <= 200 2nd constraint: 9X1 <=1566 or X1 <=174 3rd constraint: 12X1 <= 2880 or X1 <= 240 If X2=0, the maximum value of X1 is 174 and the total profit is $350*174 + $300*0 = $60,900 This solution is feasible, but is it optimal? No!
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Solving LP Problems: A Graphical Approach

The constraints of an LP problem defines its feasible region. The best point in the feasible region is the optimal solution to the problem. For LP problems with 2 variables, it is easy to plot the feasible region and find the optimal solution.
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X2
250
Plotting the First Constraint

(0, 200)
200
boundary line of pump constraint X1 + X2 = 200
150
100
50 (200, 0) 0 0
50
100
150
200
250
X1
37
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X2
250
Plotting the Second Constraint

(0, 261) boundary line of labor constraint
200
9X1 + 6X2 = 1566
150
100
50 (174, 0) 0
50
100
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200
250
X1
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X2
250
Plotting the Third Constraint

(0, 180)
200
150 boundary line of tubing constraint 100

Feasible Region
12X1 + 16X2 = 2880
50 (240, 0) 0
50
100
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150
200
250
X1
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X2
250
Plotting A Level Curve of the Objective Function
200 (0, 116.67) 150 objective function 350X1 + 300X2 = 35000 100 (100, 0)
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0
50
100
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150
200
250
X1
40
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X2
250
A Second Level Curve of the Objective Function

(0, 175) objective function 350X1 + 300X2 = 35000 objective function 350X1 + 300X2 = 52500
200
150
100 (150, 0)
50
0
50
100
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150
200
250
X1
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X2
250
Using A Level Curve to Locate the Optimal Solution

objective function 350X1 + 300X2 = 35000
200
150 optimal solution 100 objective function 50 350X1 + 300X2 = 52500
0
50
100
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150
200
250
X1
42
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Calculating the Optimal Solution

The optimal solution occurs where the pumps and labor constraints intersect. This occurs where: X1 + X2 = 200 (1) and 9X1 + 6X2 = 1566 (2) From (1) we have, X2 = 200 -X1 (3) Substituting (3) for X2 in (2) we have, 9X1 + 6 (200 -X1) = 1566 which reduces to X1 = 122 So the optimal solution is, X1=122, X2=200-X1=78 Total Profit = $350*122 + $300*78 = $66,100
X2
250
Enumerating The Corner Points

obj. value = $54,000 (0, 180) Note: This technique will not work if the solution is unbounded.
200
150
obj. value = $64,000 (80, 120) obj. value = $66,100 (122, 78)
100
50
obj. value = $0 (0, 0) 0 50 100 150 200
obj. value = $60,900 (174, 0) 250
0
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X1
44
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Summary of Graphical Solution to LP Problems

1. Plot the boundary line of each constraint 2. Identify the feasible region 3. Locate the optimal solution by either: a. Plotting level curves b. Enumerating the extreme points
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Special Conditions in LP Models

A number of anomalies can occur in LP problems:
Alternate Optimal Solutions Redundant Constraints Unbounded Solutions Infeasibility
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Example of Alternate Optimal Solutions

X2
250
objective function level curve

200
450X1 + 300X2 = 78300
150
100
50
alternate optimal solutions
0
50
100
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150
200
250
X1
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Example of a Redundant Constraint

X2
250 boundary line of tubing constraint 200 boundary line of pump constraint 150 boundary line of labor constraint
Feasible Region
100
50
0
50
100
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150
200
250
X1
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Example of an Unbounded Solution

X2
1000
objective function X1 + X2 = 600 -X1 + 2X2 = 400
800
objective function X1 + X2 = 800
600
400
200
X1 + X2 = 400
0
200
400
800 METODE KUANTITATIF
600
1000
X1
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X2
250
Example of Infeasibility
200
X1 + X2 = 200
150
feasible region for second constraint
100
feasible region for first constraint
X1 + X2 = 150
50
0
50
100
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200
250
X1
50
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11/5/2008

Modeling & Decision Analysis

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

What is Management Science?

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

Home Runs in Management Science

Home Runs in Management Science

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

What is a Computer Model?

Rabu, 05 Nopember 2008

The Modeling Approach to Decision Making

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

Example of a Mathematical Model

Rabu, 05 Nopember 2008

A Generic Mathematical Model

Y = dependent variable (aka bottom-line performance measure)

Mathematical Models & Spreadsheets

Categories of Mathematical Models

Rabu, 05 Nopember 2008

The Problem Solving Process

Formulate & Implement Model

Rabu, 05 Nopember 2008

The Psychology of Decision Making

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

Framing Effects (Example)

Rabu, 05 Nopember 2008

A Decision Tree for Both Examples

Rabu, 05 Nopember 2008

Good Decisions vs. Good Outcomes

am1x1 + am2x2 + am3x3 + . + amnxn >< hm. xj > 0

Rabu, 05 Nopember 2008

Rabu, 05 Nopember 2008

General Form of an Optimization Problem

Linear Programming (LP) Problems

Rabu, 05 Nopember 2008

5 Steps In Formulating LP Models:

3. State the objective function as a linear combination of the decision variables.

Rabu, 05 Nopember 2008

5 Steps In Formulating LP Models

LP Model for Blue Ridge Hot Tubs

Rabu, 05 Nopember 2008

Solving LP Problems: An Intuitive Approach

Rabu, 05 Nopember 2008

Solving LP Problems: A Graphical Approach

Plotting the First Constraint

boundary line of pump constraint X1 + X2 = 200

Plotting the Second Constraint

9X1 + 6X2 = 1566

Plotting the Third Constraint

150 boundary line of tubing constraint 100

12X1 + 16X2 = 2880

Plotting A Level Curve of the Objective Function

A Second Level Curve of the Objective Function

Using A Level Curve to Locate the Optimal Solution

150 optimal solution 100 objective function 50 350X1 + 300X2 = 52500

Calculating the Optimal Solution

Enumerating The Corner Points