Lecture 1 - Introduction To Mathematical Modelling

RISET OPERASI
(Operational Research)
Firmanto Hadi, S.T., M.Sc

DIKA VIRGINIA DEVINTASARI, S.Si,
M.Sc.
DEPARTEMEN TEKNIK TRANSPORTASI
LAUT
FAKULTAS TEKNOLOGI KELAUTAN
INSTITUT TEKNOLOGI SEPULUH
NOPEMBER
Semester Ganjil 2018/2019 1

Capaian Pembelajaran
Mahasiswa mampu membentuk model matematika dari suatu
permasalahan
Mahasiswa mampu melakukan optimasi dengan beberapa metode
(Linear Programming, Transportasi, Network/Jaringan)
Statistika dan
Probabilitas_Departemen Teknik
Transportasi Laut_Ganjil
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During the class, please…
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Assesement
Minimum Jumlah kehadiran mahasiswa 80% , Jika < 80% TIDAK
DIPERKENANKAN UJIAN.
ETS Individu bobot 30%
Tugas Individu-Kelompok 30%
EAS indivisu bobot 40%
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Outline
1. Introduction to Modelling (Week 1)
2. Linear Programming (Week 2)
3. Simplex Algorithm and Goal Programming (Week 3-4)
4. Sensitivity Analysis (week 5)
5. Transportation, Assignment and Transshipment Problems
(week 6-7)
UTS (30%)
6. Integer programming
7. Optimizations using Solver
UAS (40%)
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Linear Programming
1. Linear Programming, Lecture 1. Introduction, simple models,
graphic solution
2. Linear Programming, Lecture 2. Graphic method, more on
Modeling
3. Linear Programming, Lecture 3. More models; Standard form
4. Linear Programming, Lecture 4. Standard form; Review on
pivot process.
5. Linear Programming, Lecture 5.Canonical form; basic feasible
solution; geometric interpretation.
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Simplex Method
Linear Programming, Lecture 6. Simplex method: introduction
Linear Programming, Lecture 7. Simplex method: theory, algorithm,
tableau
Linear Programming, Lecture 8. Examples of Simplex method; Tableau;
LP Assistant
Linear Programming, Lecture 9. Artificial Variables;
Linear Programming, Lecture 10. Artificial Variable; Redundancy
Linear Programming, Lecture 11. Convergence of Simplex method
Linear Programming, Lecture 12. Convexity
Linear Programming, Lecture 13. More on convexity. Review for Exam 1
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Duality
Linear Programming, Lecture 14. Using Excel. Introduction to
duality.
Linear Programming, Lecture 15. Definition of dual problem.
Examples.
Linear Programming, Lecture 16. More examples on dual
problems. Duality Theorem.
Linear Programming. Lecture 17. Review duality theorem;
Applications.
Linear Programming. Lecture 18. Complementary Slackness
Theorem. Sensitivity Analysis introduction.
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Sensitivity Analysis
Linear Programming. Lecture 19. Sensitivity analysis examples;
Matrix form.
Linear Programming. Lecture 20. Proof of the matrix form. Review
for exam 2.
Linear Programming. Lecture 21. Change the objective function;
Adding a new variable
Linear Programming, Lecture 22. Change the constant term. Dual
Simplex algorithm.
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Transportation Problem
Linear Programming. Lecture 26. Transportation problem.
Linear Programming. Lecture 27. Transportation Problems. Primal
Dual method
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Integer Programming
Linear Programming. Lecture 23. Adding a constraint. Integer
programming-introduction
Linear Programming. Lecture 24. Integer programming: cutting
plan; branch and bound
Linear Programming. Lecture 25. Integer Programming: Branch
and Bound.
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Pustaka Utama dan
Pendukung
1. Hamdy A. Taha, :Operations Research an introduction. 7th edtion
Prentice Hall
2. An Introduction to Optimization- E. Chong, S. Zak
3. [Wayne_L._Winston]_Operations_Research_Application
4. Chiang, Alpha C., Wainwright, Kevin. Fundamental Methods of
Mathematical Economics 4th Edition. 2005”
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MINGGU KE-1
Pendahuluan: Introduction
of Operational Research
and Modelling
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What is Operational Research?
“Primary applications areas of Operations Research include

forecasting, production scheduling, inventory control, capital
budgeting, and transportation”.
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Types of Model
Iconic
(Physical)
Model
Types Analogue
Model
Deterministic
Mathematical
(Symbolic)
Model
Stochastic/Probabilistic
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Mathematical Modelling
“The scientific approach to decision making usually
involves the use of one or more mathematical models. A
mathematical model is a mathematical representation of an
actual situation that may be used to make better decisions
or simply to understand the actual situation better.”
“A mathematical model is a representation of a system or

scenario that is used to gain qualitative and/ or quantitative
understanding of some real-world problems and to predict
future behaviour.”
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Model Deterministik dan Stokastik (Probabilistik)
1. Model deterministik :
• Dibentuk dalam situasi penuh kepastian (certainty)
• Memerlukan penyederhanaan-penyederhanaan dari realitas karena kepastian jarang terjadi.
• Keuntungannya dapat dimanipulasi dan diselesaikan lebih mudah.
• Contoh: masalah transportasi, masalah penugasan, masalah transhipment, dan model
jaringan
2. Model probabilistic/ Stokastik :

• Dalam kondisi ketidak-pastian (uncertainty).
• Lebih sulit di analisis daripada model Deterministik, meskipun representasi ketidakpastian
dalam model dapat menghasilkan suatu penyajian sistem nyata yang lebih realistis.
• tidak dapat ditentukan fungsinya dengan pasti, namun hanya berupa kisaran fungsi yang nilainya
belum dapat ditetapkan.
• Didekati fungsi interval (minimum-likely-maximum)
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Big Picture of Mathematic Modelling
Formulation of the
Recognition of The
Mathematical
Problem
Model
Translation of the Result Solution of the

back into the Context of Mathematical
the Original Problem Problem
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Big Picture of Mathematic Modelling: how to
build a model?
Ps. This guide will help you understand each of the components of math modelling. It’s
important to remember that this isn’t necessarily a sequential list of steps; math
modelling is an iterative process, and the key steps may be
revisited multiple times
Mathematical Mode: Diet Problem
The problem is concerned with providing minimal cost a diet adequate
for a person to sustain him/herself
The other words: what is the least expensive way of combining various
number of available foods in a diet that meet person’s nutritional
requirement?
Think about the aspect that you need to consider?
What does make Calories,
nutrition needs for What type of
Age, sex, size, protein,
each person can be nutrition are
and activity. minerals,
different? needed?
vitamins, etc.
Limited Should we provide
The foods to
amount variety of diet, so that
A mathematical problem
be used on a involving finding the
consumed? the nutrition
diet? And the Minimum of Linear
values of the The cost of the requirement are Function can be
food? formulated.
foods fulfilled?
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Continue
Suppose we wish to minimize the cost of meeting our daily requirements of proteins, vitamin
C, and iron with a diet restricted to apples, bananas, carrots, dates, and eggs. The nutrient
values and cost of a unit of each of these five foods, along with the meaning of a unit of
each, are given in the following table:
Our daily diet requires at least 70 g of protein, 50 mg of vitamin C, and 12 mg of
iron.
assuming that our supply of these foods is unlimited, Our problem then is to determine the
least expensive way of combining various amounts of the five foods to meet our three daily
requirements.
Hence the decision to be made involves the number of units of each of the five foods to
consume daily.
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The Model of Decision Variable,
Constraints, and Objective Function
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Mathematical Modelling Problem:
Optimization
Most of the models discussed in this lecture will be prescriptive or optimization
models.
Optimization: the action of making the best or most effective use of a situation
or resource to meet its goal(s).
In short, an optimization model seeks to find

values of the decision variables that optimize
(maximize or minimize) an objective function
among the set of all values for the decision variables
that satisfy the given constraints.
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Optimization Models
A optimization model “prescribes” behaviour for an organization that will
enable it to best meet its goal(s).
The components of a prescriptive model include
1. objective function(s)
2. decision variables
3. constraints
In short, an optimization model seeks to find values of the decision
variables that optimize (maximize or minimize) an objective function
among the set of all values for the decision variables that satisfy the
given constraints.
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Study Case
Eli Daisy Pharmacy produces Wozac (name of the medicine) in huge
batches by heating a chemical mixture in a pressurized container.
Each time a batch is processed, a different amount of Wozac is
produced. The amount produced is the process yield (measured in
pounds). Daisy is interested in understanding the factors that influence
the yield of Wozac.
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Solution 1: Defining The
Problem
Daisy
is first interested in determining the factors that influence the yield of the
process.
This would be referred to as a descriptive model, because it describes the behaviour
of the actual yield as a function of various factors. that the following factors influence
yield:
1. container volume in liters (V)
2. container pressure in milliliters (P)
3. container temperature in degrees Celsius (T)
4. chemical composition of the processed mixture
If we let A, B, and C be percentage of mixture made up of chemicals A, B, and C, then
Daisy might find, for example, that
yield =
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Solution 2: Objective Function
What will Daisy do? Minimizing or Maximizing?
>> Maximizing the process yield (the amount of the
products)
What variables are need to be considered so the
goal reached?
Is there any possibility to have more than one
objective function? If yes, explain more!
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Solution 3: Decision Variable
There are three types of variables available on a model,
Independent Variable, Dependent Variable, and Model
Parameter.
Another term we use for outputs is dependent variables.
We will also have independent variables, or inputs to the
model. Some quantities in a model might be held constant,
in which case they are referred to as model parameters.
The variables whose values are under our control and
influence the performance of the system are called decision
variables.
The decision variables are?
and are decision variables.
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Type of Variables

yield =
Output/ dependent variables
model parameters
and are decision variables
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Solution 4: Constraints; Restrictions on the values of decision
variables are called constraints.
In most situations, only certain values of decision variables are possible.
For example, certain volume, pressure, and temperature combinations might
be unsafe. Also, A B, and C must be nonnegative numbers that add to 1.
Suppose the following:
1. Volume must be between 1 and 5 litters.
2. Pressure must be between 200 and 400 millilitres.
3. Temperature must be between 100 and 200 degrees Celsius.
4. Mixture must be made up entirely of A, B, and C.
5. For the drug to properly perform, only half the mixture at most can be
product A.
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RISET OPERASI

Firmanto Hadi, S.T., M.Sc

Semester Ganjil 2018/2019 1

“Primary applications areas of Operations Research include

“A mathematical model is a representation of a system or

2. Model probabilistic/ Stokastik :

Translation of the Result Solution of the

In short, an optimization model seeks to find

Output/ dependent variables

and are decision variables

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