Lab 2 24/25

variables M1 M2 Objectives f1
17.53846 80 2126.1538

Restrictions
GM 2126.1538 >= 600
M1 17.53846 <= 100
M2 80 <= 80
M1+M2 97.53846 <= 140
Non negativity

The usual table

Max Min Min
Point M1 M2 f1 f2 f3
A 0 30 600 30 90
B 0 80 1600 80 240
C 60 80 3400 200 480
D 100 40 3800 240 520
E 100 0 3000 200 400
F 20 0 600 40 80

Ideal 3800 30 80
(Not necessary, since we can find results using Solver alone)

Auxiliar Pay-off Matrix

M1 M2 Objectives f1 f2 f3
100 40 3800 240 520
0 30 600 30 90
20 0 600 40 80

Ideal 3800 30 80
Anti-ideal 600 240 520
 f2 f3 d1 d2 d3
115.07692 310.15384 0.5230769 0.4051282 0.5230769

Compromise solutions p= 1 Distance Lp

p= ∞ L∞

p M1 M2 Objectives
1 0 30
2 3.3377725 80
3 11.528181 80

∞ 17.53846 80

Weighted Goal Programming solutions

Goal Programming Assume w1=w2=w3=1

Unwanted
f1 >= 1000 n1
f2 <= 240 p2
f3 <= 200 p3
 w1 w2 w3
1 1 1

d1*w1 d2*w2 d3*w3 Lp

0.52307693322164 0.4051282 0.5230769 1.451282
0.523077

f1 f2 f3
600 30 90
1700.13317465717 86.675545 253.35109
1945.84543432796 103.05636 286.11272

2126.15381369076 115.07692 310.15384

Deviation variables n1 p1 n2 p2 n3 p3
0 0 173.33333 0 66.666667 0

30·M1+20·M2 ≥ 600 Achievement function

M1 ≤ 100
hard restricions
M2 ≤ 80 0
M1+M2 ≤ 140
f1 + n1 - p1 = u1 2126.154 = 1000
f2 + n2 - p2 = u2 288.4103 = 240
f3 + n3 - p3 = u3 376.8205 = 200
Example Multicriteria decision. Taiwan.

(As said in class, we could consider more objectives)

Objective 1: Minimize consumption from pile 1 f1= x11+ x12
Objective 2: Minimize consumption from pile 2 f2= x21+x22
Objective 3: Minimize consumption from pile 3 f3= x31+ x32
Objective 4: Minimize the difference pile1 pile 2 f4= |f1-f2|
Objective 5: Minimize the difference pile2 pile 3 f5= |f2-f3| These three restrictions are
linear, so we may not use
Objective 6: Minimize the difference pile3 pile 1 f6= |f3-f1| linear programming

Restrictions:

Pile 1 x11+ x12 ≤ 394.000 Tm

Inventory Pile 2 x21+ x22 ≤ 51.000 Tm
Pile 3 x31+ x32 ≤ 198.000 Tm
Minimum Boiler 1 x11+x21+x31 ≥ 3.300 Tm
Consumption Boiler 2 x12+x22+x32 ≥ 3.700 Tm
Requirement Boiler 1 1,29·x11+0,75·x21+0,51·x31 - 0,93 (x11+x21+x31) ≤ 0 Tm
Environmental Boiler 2 1,29·x12+0,75·x22+0,51·x32 - 0,93 (x12+x22+x32) ≤ 0 Tm
Requirement Boiler 1 6.732·x11+6.901·x21+6.929·x31 - 6.100 (x11+x21+x31) ≥ 0 Tm
minimum E. Boiler 2 6.732·x12+6.901·x22+6.929·x32 - 6.100 (x12+x22+x32) ≥ 0 Tm
Boiler 1 15,76·x11+9,59·x21+13,40·x31 - 9 (x11+x21+x31) ≥ 0 Tm
Ash Boiler 2 15,76·x12+9,59·x22+13,40·x32 - 9 (x12+x22+x32) ≥ 0 Tm
generated Boiler 1 15,76·x11+9,59·x21+13,40·x31 - 15 (x11+x21+x31) ≤ 0 Tm
Boiler 2 15,76·x12+9,59·x22+13,40·x32 - 18 (x12+x22+x32) ≤ 0 Tm
No Negativity x11, x12, x21, x22, x31, x32 ≥ 0

Optimize f1
Optimize f2
Optimize f3
Optimize f4
Optimize f5
Optimize f6
 Decision Variables xij: quantity of coal from pile i which feeds boiler j. i=1,2,
x11 x12 x21 x22 x31
1490.93818 968.7961955 702.805267 2089.56724 1106.25657

f1 = 2,459.734 Minimize
f2 = 2,792.373 Minimize
f3 = 1,747.893 Minimize
f4 = 332.638 Minimize
e three restrictions are not f5 = 1,044.479 Minimize
ear, so we may not use
linear programming f6 = 711.841 Minimize

R1 2,460 ≤ 394,000
R2 2,792 ≤ 51,000
R3 1,748 ≤ 198,000
R4 3,300 ≥ 3,300
R5 3,700 ≥ 3,700
R6 -54 ≤ 0
R7 -297 ≤ 0
R8 2,422,307 ≥ 0
R9 2,817,939 ≥ 0
R10 15,361 ≥ 0
R11 10,605 ≥ 0
R12 -4,439 ≤ 0
R13 -22,695 ≤ 0

Mariz de pagos
f1 f2 f3 f4 f5
0 3500 3500 3500 0
3769.230769 0 3230.769231 3769.230769 3230.769231
2795.743921 5591.4878428 0 2795.743921 5591.487843
4925.398532 4925.3985315 2110.885123 0 2814.513409
4688.696243 2813.2177311 2813.217752 1875.478512 0
3499.998953 0.0020946138 3499.998953 3499.996858 3499.996858

Ideal: 0 0 0 0 0
Nadir: 4925.398532 5591.4878428 3500 3769.230769 5591.487843
ch feeds boiler j. i=1,2,3; j=1,2
x32 Compromise Programming:
641.636543
Normalized proximity degrees:

(𝑓1−0)/ (𝑓2−0)/(5591,487843
(4925,39853 −0)=𝑑2
−0)=𝑑1

(𝑓4−0)/ (𝑓5−0)/("5591,48784 "

(3769,23077 −0)=𝑑5
−0)=𝑑4

d1 = 0.4993980411
d2 = 0.4993970462
d3 = 0.4993980322

Weights:
w1 = 1
w2 = 1
w3 = 1
w4 = 1
w5 = 1
w6 = 1

Solution L1: Minimize L1=w1·d1+w2·d2+w3·d3+w4·d4+w5·d5+w6·d6

Solution L2:

f6
3500 Solution L3:
538.4615385
2795.743921
2814.513409 Solution L∞: Minimize d=max(w1·d1,w2·d2,w3·d3)
1875.478491
0

0
3500
(5591,487843 (𝑓3−0)/(3500
−0)=𝑑3

("5591,48784 " (𝑓6−0)/(3500

−0)=𝑑6

d4 = 0.0882509335
d5 = 0.1867981169
d6 = 0.2033832188

(wi·di)^2
w1·d1 = 0.4993980411 0.249398403
w2·d2 = 0.4993970462 0.24939741
w3·d3 = 0.4993980322 0.249398395
w4·d4 = 0.0882509335 0.007788227
w5·d5 = 0.1867981169 0.034893536
w6·d6 = 0.2033832188 0.041364734

x11 x12 x21

+w4·d4+w5·d5+w6·d6 1.9766253887 1204.631734 1128.694947 621.9378724

x11 x12 x21

0.9122722758 1348.8114614 1043.699756 671.7714307

x11 x12 x21

0.7301549238 1459.7927822 953.5547571 723.6939717

x11 x12 x21

0.4993980411 1490.938183 968.7961955 702.8052675
(wi·di)^3
0.124549074
0.12454833
0.124549067
0.000687318
0.006518047
0.008412893

x22 x31 x32 f1 f2 f3

1711.398563 1473.430409 859.9064737 2333.326681 2333.336435 2333.336883

x22 x31 x32 f1 f2 f3

1920.042088 1279.417124 736.2581478 2392.511218 2591.813519 2015.675272

x22 x31 x32 f1 f2 f3

2104.804182 1116.513266 641.6410413 2413.347539 2828.498154 1758.154307

x22 x31 x32 f1 f2 f3

2089.567245 1106.256569 641.6365435 2459.734378 2792.372512 1747.893113
 f4 f5 f6
0.00975438 0.00044762 0.010202

f4 f5 f6
199.302301 576.1382468 376.8359458

f4 f5 f6
415.1506143 1070.343846 655.1932319

f4 f5 f6
332.6381339 1044.4794 711.8412658