Transcript Homework 8 Solution - Civil, Environmental, and Architectural

CVEN 5393 Spring 2013

Homework 8 Solution

Revelle, Whitlatch and Wright Civil and Environmental Systems Engineering – 2 nd Edition Problem 5.3

a) Plot feasible region in decision space

4x 1 - 12x 2 <= -6 -4x 1 + 6x 2 <= 12 4x 1 + 2x 2 >= 8 x 1 + x 2 <= 9 4x 2 <= 16

b) Plot the corresponding feasible region in objective space. For each extreme point indicate if it is a noninferior or dominated solution

A B C D E

X1 1.50

0.75

3.00

5.00

6.38

X2 1.00

2.50

4.00

4.00

2.63

Z1 4.00

4.00

10.00

14.00

15.38

Z2 11.50 dominated 19.75 noninferior 37.00 noninferior 43.00 noninferior 37.50 dominated

Z 2 Min Z 1 Max Z 2 Z 1

C. Use the constraint method (graphically) to generate an approximation of the non inferior set having 6 noninferior solutions evenly spaced along the Z1 axis.

Construct a payoff table. Each row represents the solution of one individual objective function, and shows the values for the other objects at that point. If alternate optima are detected, compare the values of other objectives to select the noninferior point. Every point in the payoff table is a noninferior solution. The table gives the entire range of values each objective can have on the noninferior set.

Solution X1 X2 Z 1 = 2x 1 + x 2 min Z 2 = 3x 1 + 7x 2 max

Z1 Optima Z2 Optima 1.5

.75

5.0

1.0

2.5

4.0

4.0

4.0

14.0

11.50

19.75

43.00

A B D Need 6 noninferior solutions evenly spaced along the Z1 axis Max is 14; Min is 4.0 Other 4 points are 6, 8, 10, 12 Create constrained problem by selecting one of the objectives to optimize and moving the other(s) into the constraint set with the addition of a right hand side coefficient for each. 4 additional constraints to add to the problem, one at a time and find optimal solution for Z2: 2X1 + X2 <= 6 2X1 + X2 <= 8 2X1 + X2 <= 10 2X1 + X2 <= 12

Add each additional constraint to the set and find the optimal solution for the remaining objective. Each solution is a noninferior solution of the multiobjective problem.

10 9

2x 1 + x 2 <= 10

8 7

2x 1 + x 2 <= 8

6 5

2x 1 + x 2 <= 6

4 3 2

Max 3X 1 + 7X 2

0 0 -

2x 1 + x 2 <= 12

2 4 -

Decision Space 2x 1 + x 2 <= 14

6

X1

8 10 12 Ряд1 Ряд2 Ряд3 Ряд4 Ряд5 X1 0.75

1.50

2.25

3.00

4.00

5.00

4x 1 - 12x 2 <= -6 -4x 1 + 6x 2 <= 12 4x 1 + 2x 2 >= 8 x 1 + x 2 <= 9 4x 2 <= 16 2x 1 + x 2 <= 6 New constraint set: 2X1 + X2 <= 6 2X1 + X2 <= 8 2X1 + X2 <= 10 2X1 + X2 <= 12 Noninferior Solutions X2 2.50

3.00

3.50

4.00

4.00

4.00

Z1 4.00

6.00

8.00

10.00

12.00

14.00

Z2 19.75

25.50

31.25

37.00

40.00

43.00

c) The selection of the Z1 points gave the same solution for the pareto front as we got in a) and b). If we had not used as many Z1 points we may have gotten some approximation errors.

A B C D E

X1 1.50

0.75

3.00

5.00

6.38

X2 1.00

2.50

4.00

4.00

2.63

Z1 4.00

4.00

10.00

14.00

15.38

Z2 11.50 dominated 19.75 noninferior 37.00 noninferior 43.00 noninferior 37.50 dominated

Z 2

X1 0.75

1.50

2.25

3.00

4.00

5.00

X2 2.50

3.00

3.50

4.00

4.00

4.00

Z1 4.00

6.00

8.00

10.00

12.00

14.00

Z2 19.75

25.50

31.25

37.00

40.00

43.00

Min Z 1 Max Z 2 Z 1

d.) Use the weighting method (graphically) to generate an approximiation of the non inferior set having 6 noninferior solutions evenly spaced along the Z 2 axis.

What is range of Z 2 point? We know this from the payoff table. Z 2 Six evenly space values are: Z 2 ranges from 19.75 to 43.0.

= 19.75; 24.40; 29.05; 33.70; 38.35; 43.0

To solve: use the weighting method to identify noninferior points in objective space. Then interpolate between these to find the value of noninferior points at the designated Z 2 values. Note that since Z 1 objective, we must make Z 1 is a minimization objective and Z 2 is a max also a max objective by taking the negative of it.

We arbitrarily select a set of weights and compute the Grand Objective: 4 5 6 2 3

1

w

1.0

0.8

0.6

0.4

0.2

0

1 w 2

0 0.2

0.4

0.6

0.8

1.0

w 1 *(-)Z 1 + w 2 *Z 2

1.0 * (-2x1 – x2) + 0*(3x1+7x2) 0.8 * (-2x1 – x2) + 0.2*(3x1+7x2) 0.6 * (-2x1 – x2) + 0.4*(3x1+7x2) 0.4 * (-2x1 – x2) + 0.6*(3x1+7x2) 0.2 * (-2x1 – x2) + 0.8*(3x1+7x2) 0 * (-2x1 – x2) + 1.0*(3x1+7x2)

Grand objective

Max -2x 1 – x 2 Max -x 1 + 0.6x

2 Max 2.2x

2 Max x 1 + 3.8x

2 Max 2.0x

1 + 5.4x

2 Max 3x 1 + 7x 2

d) Solve single grand objectives

4x 1 - 12x 2 <= -6 -4x 1 + 6x 2 <= 12 4x 1 + 2x 2 >= 8 x 1 + x 2 <= 9 4x 2 <= 16 Gr Objective 1 -2x 1 2 -x 1 – x 2 + 0.6x

2 3 2.2x

2 4 x 1 + 3.8x

2 5 2.0x

6 3x 1 1 + 5.4x

2 + 7x 2 Solution A,B B C,D x 1 x 2 Z 1 Z 2 0.75 2.5 4.0 19.75

0.75 2.5 4.0 19.75

D D D 3.0 4.0 10.0 37.0

5.0 4.0 14.0 43.0

5.0 4.0 14.0 43.0

5.0 4.0 14.0 43.0

5.0 4.0 14.0 43.0

b) Use linear interpolation to find the noninferior points at Z 2 = 19.75; 24.40; 29.05; 33.70; 38.35; 43.0

50 45 Z2 19.75

24.40

29.05

33.70

38.35

43.00

Z1 4.0

5.62

7.64

8.85

10.9

14.0

25 20 15 40 35 30

Z 2

10 5 0 0 4; 19,75

10.9, 38.35

10; 37

8.85, 33.7

7.64, 29.05

5.62, 24.4

14; 43 Ряд1 5 15

Z 1

10

Things to keep in mind

The “classical” methods of solving multi-objective optimization problems are based on creating a set of single objective optimization problems, each of which identifies a non-inferior solution. The set forms a pareto front or surface (if more than 2-d). Other solutions can be inferred by interpolation if the variables are continuous.

If you have a plot of extreme points in objective space, you can identify the noninferior extreme points by the relative values of the objectives or by the “corner” rule. The NE corner rule depends on sign of objectives The payoff table identifies the range of values that each objective can have.