linear programming and applications - inflibnet...
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(v) LP Applications: Water
Resources Problems
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5
Linear Programming and
Applications
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Objectives
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5
To formulate LP problems
To discuss the applications of LP in
Deciding the optimal pattern of irrigation
Water quality management
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Introduction
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5
LP has been applied to formulate and solve several types of
problems in engineering field
LP finds many applications in the field of water resources
which include
Planning of urban water distribution
Reservoir operation
Crop water allocation
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Example - Irrigation Allocation Consider two crops 1 and 2. One unit of crop 1 brings four units of profit
and one unit of crop 2 brings five units of profit. The demand of
production of crop 1 is A units and that of crop 2 is B units. Let x be the
amount of water required for A units of crop 1 and y be the same for B
units of crop 2.
The linear relations between the amounts of crop produced (i.e.,
demands A and B) and the available water (i.e., x and y) for two crops
are shown below
A = 0.5(x - 2) + 2
B = 0.6(y - 3) + 3
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L54
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Example - Irrigation Allocation …
Solution:
Objective: Maximize the profit from crop 1 and 2
Maximize f = 4A + 5B;
Expressing as a function of the amount of water,
Maximize f = 4[0.5(x - 2) + 2] + 5[0.6(y - 3) + 3]
f = 2x + 3y + 10
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L55
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Example - Irrigation Allocation …
subject to
; Maximum availability of water
; Minimum amount of water required for crop 1
; Minimum amount of water required for crop 2
The above problem is same as maximizing
f ’ = 2x + 3y
subject to same constraints.
10 yx
2x
3y
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L56
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Example - Irrigation Allocation …
Changing the problem into standard form by introducing slack variables
S1, S2, S3
Maximize f ’ = 2x + 3y
subject to
x + y + S1 =10
-x + S2 = -2
-y + S3 = -3
This model is solved using simplex method
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L57
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Example - Irrigation Allocation …
The final tableau
is as shown
The solution is x = 2; y = 8; f ’ = 28
Therefore, f = 28+10 = 38
Water allocated to crop A is 2 units and to crop B is 8 units and total
profit yielded is 38 units.
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L58
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Example – Water Quality Management
Waste load allocation for water quality management in a river system
can be defined as
Determination of optimal treatment level of waste, which is discharged
to a river
By maintaining the water quality standards set by Pollution Control
Agency (PCA), through out the river
Conventional waste load allocation involves minimization of treatment
cost subject to the constraint that the water quality standards are not
violated
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L59
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Example - Water Quality Management …
Consider a simple problem of M dischargers, who discharge waste into
the river, and I checkpoints, where the water quality is measured by
PCA
Let xj be the treatment level and aj be the unit treatment cost for jth
discharger (j=1,2,…,M)
ci be the dissolved oxygen (DO) concentration at checkpoint i
(i=1,2,…,I), which is to be controlled
Decision variables for the waste load allocation model are xj
(j=1,2,…,M).
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L510
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Example - Water Quality Management …
Objective function can be expressed as
Relationship between the water quality indicator, ci (DO) at
a checkpoint and the treatment level upstream to that
checkpoint is linear (based on Streeter-Phelps Equation)
Let g(x) denotes the linear relationship between ci and xj.
Then,
1
M
j j
j
Minimize f a x
( ) ,i jc g x i j
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L511
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Example - Water Quality Management …
Let cP be the permissible DO level set by PCA, which is to be
maintained through out the river
Therefore,
Model can be solved using simplex algorithm which will give the
optimal fractional removal levels required to maintain the water quality
of the river
i Pc c i
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L512
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LINEAR PROGRAMMING SOFTWARES
MMO Software (Dennis and Dennis, 1993)
An MS-Dos based software to solve various types of problems
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L513
Opening Screen of MMO
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MMO Software
Press any key to see Main menu screen of MMO
Use arrow keys from keyboard to select different models.
Select “Linear Programming” and press enter. Two options will appear as follows:
SOLUTION METHOD: GRAPHIC/ SIMPLEXD Nagesh Kumar, IIScWater Resources Planning and Management: M3L514
Main Menu Screen of MMO
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MMO Software
SIMPLEX Method using MMO
Select SIMPLEX in Linear Programming option of MMO software.
Screen for “data entry method” will appear
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L515
Screen for “Data Entry Method”
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SIMPLEX Method using MMO
Data entry may be done by either of two different ways.
Free Form Entry: Write the equation when prompted for input.
Tabular Entry: Data can be input in spreadsheet style. Only the coefficients
are to be entered, not the variables.
Consider the problem
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L516
0,
6
,52
,5
32
21
21
21
1
21
xx
xx
xx
xtoSubject
xxZMaximize
Screen after Entering the Problem
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SIMPLEX Method using MMO
Once the problem is run, it will show the list of slack, surplus and artificial
variables
There are three additional slack variables in the above problem.
Press any key to continue
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L517
List of slack, surplus and artificial variables
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SIMPLEX Method using MMO
It will show three different options
1. No Tableau: Shows direct solutions
2. All Tableau: Shows all simplex tableau one by one
3. Final Tableau: Shows only the final simplex tableau
directly
Final solution is ;
;
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L518
Different Options for Simplex Solution667.15Z
333.21 x 667.32 x
Final Simplex Tableau
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MATLAB Toolbox for Linear Programming
Very popular and efficient
Includes different types of optimization techniques
To use the simplex method
set the option as
options = optimset ('LargeScale', 'off', 'Simplex', 'on')
then a function called ‘linprog’ is to be used
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L519
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MATLAB Toolbox for Linear Programming…
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L520
MATLAB Documentation for Linear Programming
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MATLAB Toolbox for Linear Programming…
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L521
MATLAB Documentation for Linear Programming
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MATLAB Toolbox for Linear Programming - Example
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L522
Let us consider the same problem as before
Note: The maximization problem should be converted to
minimization problem in MATLAB
0,
6
,52
,5
32
21
21
21
1
21
xx
xx
xx
xtoSubject
xxZMaximize
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23
Example…
Thus,
tscoefficienCost%32 f
sconstraintoftsCoefficien%
1
2
0
1
1
1
A
sconstraint ofsidehandRight%655b
variablesdecisionofsLowerbound%00lb
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5
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24
Example…
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5
MATLAB code
clear all
f=[-2 -3]; %Converted to minimization problem
A=[1 0;-1 2;1 1];
b=[5 5 6];
lb=[0 0];
options = optimset ('LargeScale', 'off', 'Simplex', 'on');
[x , fval]=linprog (f , A , b , [ ] , [ ] , lb );
Z = -fval %Multiplied by -1
x
Solution
Z = 15.667 with x1 = 2.333 and x2 = 3.667
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LINGO
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L525
• Tool to solve linear, nonlinear, quadratic, stochastic and integer optimization
models
• Can be downloaded from http://www.lindo.com
• Key benefits of LINGO are:
• Easy model expression
• Convenient data options
• Powerful solvers
• Extensive documentation and help.
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LINGO…
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L526
Consider the same problem
LINGO formulation is:0,
6
,52
,5
32
21
21
21
1
21
xx
xx
xx
xtoSubject
xxZMaximize
Max = 2*x+ 3*y;
x<=5;
x-2*y>=-5;
x+y<=6;
x>=0;
y>=0;
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LINGO…
D Nagesh Kumar, IIScWater Resources Planning and Management: M3L527
Solution report from LINGO
Solution:
Z = 15.667
x1 = 2.333 and
x2 = 3.667
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D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5
Thank You