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(v) LP Applications: Water Resources Problems D Nagesh Kumar, IISc Water Resources Planning and Management: M3L5 Linear Programming and Applications

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Page 1: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

(v) LP Applications: Water

Resources Problems

D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5

Linear Programming and

Applications

Page 2: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

2

Page 3: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

3

Page 4: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 5: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 6: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 7: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 8: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 9: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 10: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 11: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 12: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 13: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 14: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 15: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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”

Page 16: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 17: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 18: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 19: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 20: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

MATLAB Toolbox for Linear Programming…

D Nagesh Kumar, IIScWater Resources Planning and Management: M3L520

MATLAB Documentation for Linear Programming

Page 21: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

MATLAB Toolbox for Linear Programming…

D Nagesh Kumar, IIScWater Resources Planning and Management: M3L521

MATLAB Documentation for Linear Programming

Page 22: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 23: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 24: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 25: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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.

Page 26: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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;

Page 27: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

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

Page 28: Linear Programming and Applications - INFLIBNET Centreeacharya.inflibnet.ac.in/data-server/eacharya-documents/... · 2016-04-16 · Linear Programming and Applications . Objectives

D Nagesh Kumar, IIScWater Resources Planning and Management: M3L5

Thank You