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Deterministic Optimization Stochastic Processes

The document outlines the final exam details for a course on Deterministic Optimization & Stochastic Processes at BINUS University, scheduled for November 11, 2024. It includes learning outcomes, a linear programming model for optimizing dining table production, and additional exercises related to product production and optimization methods. The document emphasizes the importance of academic integrity and provides guidelines for exam submissions.

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Fatih zahron
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0% found this document useful (0 votes)
71 views15 pages

Deterministic Optimization Stochastic Processes

The document outlines the final exam details for a course on Deterministic Optimization & Stochastic Processes at BINUS University, scheduled for November 11, 2024. It includes learning outcomes, a linear programming model for optimizing dining table production, and additional exercises related to product production and optimization methods. The document emphasizes the importance of academic integrity and provides guidelines for exam submissions.

Uploaded by

Fatih zahron
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

FM-BINUS-AA-FPU-78/V2R2

BINUS University

Academic Career: Class Program:


Undergraduate / Master / Doctoral *) International / Regular / Smart Program /
Global Class / BINUS Online *)

☐ Mid Exam ☐ Compact Term Exam Term : Odd / Even / Compact *)


☒ Final Exam ☐ Others Exam : Period (Only for BINUS Online): 1 / 2 *)

☐ Kemanggisan ☐ Senayan ☐ Semarang Academic Year :


☐ Alam Sutera ☐ Bandung
☐ Bekasi ☐ Malang 2024 / 2025

Exam Type* : Onsite / Online Faculty / Dept. : Industrial Engineering


Day / Date** : Senin, 11 November 2024 Code - Course : ISYE6189037-
Deterministic
Optimization &
Stochastic Processes
Time** : 12:00 WIB (Siang) Code - Lecturer : Team Teaching
Exam : ☐ Open Book ☐ Open Notes BULC (Only for BINUS : All BULC
Specification*** ☐ Close Book ☐ Submit Project Online)
☐ Open E-Book ☐ Oral Test Class : All Class
Equipment*** : Student ID *** : 2702473226
☐ Exam ☐ Laptop ☐ Drawing Paper – A3 Name *** : Muhamad Fatih Aufa
Booklet ☐ Tablet ☐ Drawing Paper – A2 Zahron
☐ Calculator ☐ Smartphone ☐ Notes Signature *** :
☐ Dictionary

�) Strikethrough the unnecessary items **) For Online Exam, this is the due date ***) Only for Onsite Exam

Please insert the test paper into the exam booklet and submit both papers after the test.

The penalty for CHEATING is DROP OUT!

No. Learning Outcome Weight (%)


LO1 Explain objectives and constraints based on problem descriptions in 25
mathematical optimization models
LO2 Apply some methods and the techniques used to solve linear optimization 25
models using their mathematical structure
LO3 Apply the concept of discrete and continuous time Markov chain, 25
transition matrices and state classifications
LO4 Analyze given problems using the concepts of Poisson process, renewal 25
process, or queuing theory

1. [LO1:15%]
A furniture maker company produces two types of dining tables (Classic Dining Table and
Contemporary Dining Table), each with a profit of Rp250,000 and Rp300,000. In a working
system, each type of dining table requires a different amount of work time.
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Following this table shows the duration of the work each dining table, at every station work on
the floor production.
Types of Dining Tables Station Work I Station Work II Station Work III
Classic Dining Table 2 1 5
Contemporary Dining Table 3 3 3

If capacity Station work I = 18 hours, Station work II = 15 hours and Station work III = 30 hours
per week.
(a) Formulate a linear programming model for this problem. (10 points)
Jawab:

Diketahui dua jenis meja makan:

 Classic Dining Table: Profit awal Rp250,000 + 26 (dua digit terakhir NIM) = Rp250,026
 Contemporary Dining Table: Profit awal Rp300,000 + 26 = Rp300,026

Durasi kerja per stasiun:

 Stasiun Kerja I: 2 jam (Classic), 3 jam (Contemporary)


 Stasiun Kerja II: 1 jam (Classic), 3 jam (Contemporary)
 Stasiun Kerja III: 5 jam (Classic), 3 jam (Contemporary)

Kapasitas per minggu:

 Stasiun Kerja I: 18 jam


 Stasiun Kerja II: 15 jam
 Stasiun Kerja III: 30 jam

Model Pemrograman Linier: Misalkan:

 x = jumlah meja Classic yang diproduksi


 y = jumlah meja Contemporary yang diproduksi

Maka, persamaan model:

Maksimalkan Z=250,026x+300,026y

Dengan batasan:

2x+3y≤18(Stasiun Kerja I)
x+3y≤15(Stasiun Kerja II)
5x+3y≤30(Stasiun Kerja III)
x≥0, y≥0x

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(b) Use the graphical method to solve this model (5 points)
Jawab:

Berikut adalah solusi grafis dari masalah program linier.

 Wilayah yang diberi warna biru mewakili wilayah yang layak, dimana semua kendala saling tumpang
tindih.
 Garis-garis tersebut mewakili batasan-batasan:

o 2x+3y≤18
o x+3y≤15
o 5x+3y≤30

(Instruction: Add the last 2 digits of your Student ID (NIM) to the profit on Classic Dining
Table and Contemporary Dining Table. For example, ID/NIM = 26xxxx20, Then, Classic
Dining Table = Rp250,000 + 20 = Rp250,020 and Contemporary Dining Table = Rp300,000 +
20 = Rp300,020)

2. [LO1:10%]
A company produces three types of products: A, B, and C. Each product needs time production
on three different machines. Production data and profit per unit of product served in the following
table:
Product Machine 1 Machine 2 Machine 3 Profit/unit (Rp)
A 2 1 3 80,000
B 1 2 2 100,000
C 3 2 1 90,000

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The available time for each machine is 10 hours for machine 1, 12 hours for machine 2, and 8
hours for machine 3.
How many machines? How many units of products A, B, and C must be produced to maximize
profit?
a) Formulate a linear programming model for this problem! (5 points)
Jawab:
Bentuk Program Linier
Fungsi Tujuan:
Z = 80x1 + 100x2 + 90x3 (Kelipatan 1000)

Batasan/Kendala:
1) Kendala Kapasitas Mesin 1
2x1 + x2 + 3x3 ≤ 10
2) Kendala Kapasitas Mesin 2
x1 + 2x2 + 2x3 ≤ 12
3) Kendala Kapasitas Mesin 3
3x1 + 2x2 + x3 ≤ 8
4) Kendala Non-Negatif
x1, x2, x3 ≥ 0

Membuat Iterasi
Fungsi Tujuan :
Z – 80x1 – 100x2 – 90x3 = 0

Batasan/Kendala:
2x1 + x2 + 3x3 + s1 = 10
x1 + 2x2 + 2x3 + s2 = 12
3x1 + 2x2 + x3 + s3 = 8
s1 = 10
s2 = 12
s3 = 8

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FM-BINUS-AA-FPU-78/V2R2
Iterasi 0
X1 X2 X3 S1 S2 S3 RHS
Row Z -80.00 -100.00 -90.00 0.00 0.00 0.00 0.00 Ratio
S1 2.00 1.00 3.00 1.00 0.00 0.00 10.00 10
S2 1.00 2.00 2.00 0.00 1.00 0.00 12.00 6
S3 3.00 2.00 1.00 0.00 0.00 1.00 8.00 4

Iterasi 1
X1 X2 X3 S1 S2 S3 RHS
Row Z 70.00 0.00 -40.00 0.00 0.00 50.00 400.00 Ratio
S1 0.50 0.00 2.50 1.00 0.00 -0.50 6.00 2.40
S2 -2.00 0.00 1.00 0.00 1.00 -1.00 4.00 4.00
X2 1.50 1.00 0.50 0.00 0.00 0.50 4.00 8.00

Iterasi 2
X1 X2 X3 S1 S2 S3 RHS
Row Z 78.00 0.00 0.00 16.00 0.00 42.00 496.00 Ratio
X3 0.20 0.00 1.00 0.40 0.00 -0.20 2.40
S2 -2.20 0.00 0.00 -0.40 1.00 -0.80 1.60
X2 1.40 1.00 0.00 -0.20 0.00 0.60 2.80

Pada Iterasi Ke 2, nilai Baris Z semua sudah tidak ada yang negatif, maka dari itu fungsi tujuan
sudah optimal.

Nilai Z yang optimal adalah 496.00, kemudian dikali 1000, maka Nilai Z akhir yaitu 496.000
dengan nilai-nilai
X1 = 0
X2 = 2.8
X3 = 2.4
S2 = 1.6

b) Use a computer (excel solver) to solve this model by the simplex method (5 points)
Jawab:
Penyelesaian Menggunakan Lindo/Lingo

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3. [LO2:15%]
Use the graphical method (5 points) and simplex method (10 points) to solve the problem:
Maximize Z = 3x 1 + 5x 2
Subject to
2x 1 +x 2 ≤8
3x 2 ≤15=
6x 1 +5x 2 ≤30
And
x 1 ≥ 0, x 2 ≥ 0

JAWAB:

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FM-BINUS-AA-FPU-78/V2R2
 Matode Grafis

Untuk metode grafis, kita akan menggambar garis batas dari setiap ketidaksamaan dan menentukan
daerah feasible (daerah yang memenuhi semua batasan).

Langlah-langkah:

1. Batasan 1: 2𝑥1 + 𝑥2 ≤ 8
o Jika 𝑥1 =0, maka 𝑥2 =8.
o Jika 𝑥2 =0, maka 𝑥1 =4.
o Jadi, titik potong untuk batasan ini adalah (0,8) dan (4,0).
2. Batasan 2: 3𝑥2 =15
o Jika 𝑥2 =5 (karena 𝑥1 tidak ada pada batasan ini).
o Jadi, garis ini adalah garis horizontal di 𝑥2 =5.
3. Batasan 3: 6𝑥1 +5𝑥2 =30
o Jika 𝑥1 =0 maka 𝑥2 =6.
o Jika 𝑥2 =0, maka 𝑥1 =5.
o Jadi, titik potong untuk batasan ini adalah (0,6) dan (5,0).
4. Titik Sudut Daerah Feasible: Dari grafik, periksa titik-titik sudut di daerah feasible, yang
mungkin termasuk:
o (0,0), (4,0), (0,5), dan titik potong lainnya yang mungkin ditemukan antara batasan-batasan.
5. Evaluasi Fungsi Tujuan di Titik Sudut: Substitusi setiap titik sudut ke dalam fungsi tujuan
Z=3𝑥1 +5𝑥2 untuk mencari nilai maksimum.

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Dikarenakan titik C dan D berpotongan, maka harus di cari dulu titik Potongnya, maka :
Titik C :
Persamaan (1) dan (3)
Gunakan Metode Eliminasi
2x1 + x2 = 8 | × 3
6x1 + 5x2 = 30 | × -1

6x1 + 3x2 - 6x1 - 5x2 = 24 – 30


-2x2 = -6
x2 = 3

Substitusi x2 ke persamaan (1)


2x1 + (3) = 8
2x2 = 8 – 3
2x2 = 5
x2 = 2.5
Maka di dapatkan Titik Potong C (2.5 , 3)

Titik D :
Persamaan (2) dan (3)
Gunakan Metode Eliminasi
3x2 = 15  x2 = 5
6x1 + 5x2 = 30

Substitusi x2 ke persamaan (3)


6x1 + 5 (5) = 30
6x1 = 30 – 25
6x1 = 5
x1 = 0.83
Maka di dapatkan Titik Potong D (0.83 , 5)
Selanjutnya Penentuan Solusi Optimum Z = 3x1 + 5x2

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Titik (x1 , x2) Z

A (0 , 0) 0

B (0 , 5) 25

C (2.5 , 3) 22.5

D (0.83 , 5) 27.5

E (4 , 0) 12

Jadi, Untuk Nilai Optimum Z = 3x1 + 5x2  27.5


Dengan x1 = 0.83 dan x2 = 5

 Penyelesaian dengan Metode Simpleks

Iterasi 0
X1 X2 S1 S2 S3 RHS
Row Z -3.00 -5.00 0.00 0.00 0.00 0.00 Ratio
S1 2.00 1.00 1.00 0.00 0.00 8.00 8
S2 0.00 3.00 0.00 1.00 0.00 15.00 5
S3 6.00 5.00 0.00 0.00 1.00 30.00 6

Iterasi 1
X1 X2 S1 S2 S3 RHS
Row Z -3.00 0.00 0.00 1.67 0.00 25.00 Ratio
S1 2.00 0.00 1.00 -0.33 0.00 3.00 1.50
X2 0.00 1.00 0.00 0.33 0.00 5.00 #DIV/0!
S3 6.00 0.00 0.00 -1.67 1.00 5.00 0.83

Iterasi 2
X1 X2 S1 S2 S3 RHS
Row Z 0.00 0.00 0.00 0.83 0.50 27.50 Ratio
S1 0.00 0.00 1.00 0.22 -0.33 1.33
X2 0.00 1.00 0.00 0.33 0.00 5.00
X1 1.00 0.00 0.00 -0.28 0.17 0.83
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Pada Iterasi Ke 2, nilai Baris Z semua sudah tidak ada yang negatif, maka dari itu fungsi tujuan
sudah optimal.

Nilai Z yang optimal adalah 27.5, dengan nilai-nilai:


X1 = 0.83
X2 = 5
S1 = 1.33

4. [LO2:10%]
Consider the assignment problem of having the following cost table.
Delivery Cost/ton (Rp Million)
SUPPLY
Destination Destination Destination Destination (ton)
1 2 3 4
Source 1 3 2.65 2.45 3.4 250
Source 2 2.15 3.25 1.75 3.8 265
Source 3 2 1.9 2.5 3.75 180
DEMAND
155 235 115 190
(ton)

Formulate this problem as a transportation problem by constructing the appropriate parameter


table and displaying this formulation on an Excel spreadsheet!
JAWAB:
Minimisasi total biaya pengiriman, yang bisa diformulasikan sebagai:

3 4
Minimalkan Z=∑𝑖=1 ∑𝑗=1 𝑐𝑖𝑗 × 𝑥𝑖𝑗
di mana 𝑐𝑖𝑗 adalah biaya pengiriman per ton dari Sumber i ke Tujuan j. Berdasarkan tabel
biaya, kita dapat menuliskan fungsi tujuan sebagai:

Z=3𝑥11 + 2.65𝑥12 + 2.45𝑥13 + 3.4𝑥14 + 2.15𝑥21 + 3.25𝑥22 + 1.75𝑥23 + 3.8𝑥24 + 2𝑥31 +


1.9𝑥32 + 2.5𝑥33 + 3.75𝑥34

Kendala Supply Setiap sumber memiliki jumlah maksimum yang bisa dikirimkan (supply):

 Sumber 1: 𝑥11 +𝑥12 +𝑥13 +𝑥14 ≤250


 Sumber 2: 𝑥21 +𝑥22 +𝑥23 +𝑥24 ≤265
 Sumber 3: 𝑥31 +𝑥32 +𝑥33 +𝑥34 ≤180

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FM-BINUS-AA-FPU-78/V2R2
Kendala Demand: Setiap tujuan memiliki jumlah permintaan tertentu yang harus dipenuhi:

 Tujuan 1: 𝑥11 +𝑥21 +𝑥31 =155


 Tujuan 2: 𝑥12 +𝑥22 +𝑥32 =235
 Tujuan 3: 𝑥13 +𝑥23 +𝑥33 =115
 Tujuan 4: 𝑥14 +𝑥24 +𝑥34 =190

Kendala Non-negatif: 𝑥𝑖𝑗 ≥0 untuk semua i dan j.

Penggunaan Excel Spreadsheet

5. [LO3:25%]
(Markov Chain) In a recent study on consumer behavior, researchers tracked the number of
consumers who switched from Brand A in the 27th week to brand B in the 28th week as shown
in the contingency table below:
(B)
Brand Total
1 2 3
1 78 17 5 100
(A) 2 10 172 48 230
3 32 26 112 170
Total 120 215 165 500

Using the information provided in the table, answer the following questions:
a. Make the transition probability matrix! (10 points)
JAWAB:
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Perhitungan:

1. Baris 1 (Brand A = 1):


78
o Ke Brand B = 1: 100 ≈0.78
17
o Ke Brand B = 2: ≈0.17
100
5
o Ke Brand B = 3: 100
≈0.05
2. Baris 2 (Brand A = 2):
10
o Ke Brand B = 1: 230 ≈0.0435
172
o Ke Brand B = 2: ≈0.7478
230
48
o Ke Brand B = 3: 230
≈0.2087
3. Baris 3 (Brand A = 3):
32
o Ke Brand B = 1: 170 ≈0.1882
26
o Ke Brand B = 2: 170 ≈0.1529
112
o Ke Brand B = 3: 170 ≈0.6588

Matriks Probabilitas Transisi:

0.78 0.17 0.05


P= [0.0435 0.7478 0.2087]
0.1882 0.1529 0.6588

b. Predict the market share of each brand in the 30th week! (10 points)
JAWAB:
pasar awal minggu ke-27 adalah:

100 230 170


𝜋0 = [ , , ] = [0.2,0.46,0.34]
500 500 500

Untuk minggu ke-30, kita perlu mengalikan distribusi awal (π0\pi_0π0) dengan matriks transisi P
sebanyak 3 langkah, Jadi Pangsa pasar pada minggu ke-30 adalah:

𝜋3 = [0.2871, 0.4030, 0.3098]


Artinya:
 Brand 1: 28.71%
 Brand 2: 40.30%
 Brand 3: 30.98%

c. Predict the market share of each brand at steady state conditions! (5 points)
JAWAB:
Distribusi steady-state adalah:
𝜋𝑆𝑡𝑒𝑎𝑑𝑦 = [0.3224, 0.3911, 0.2865]
Artinya:
 Brand 1: 32.24%
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FM-BINUS-AA-FPU-78/V2R2
 Brand 2: 39.11%
 Brand 3: 28.65%
Dengan steady-state ini, pangsa pasar akan stabil dan tidak berubah meskipun terjadi transisi dalam
waktu yang sangat panjang.

6. [LO4:25%]
A bank has two teller counters to serve customers. The average number of customers who come
to the bank is 30 customers per hour, with the distribution of arrivals following the Poisson
distribution. Each teller has an average service time of 2 minutes per customer, with the service
time distribution following an exponential distribution.
Answer the following questions!
a. The average number of customers in the queue. (5 points)
b. The average customer waiting time in queue before being served. (5 points)
c. The probability that there are no customers in the queue. (5 points)
d. The probability that all tellers are serving customers when two new customers arrive at
the same time. (5 points)
e. If the bank decides to add one additional teller counter, what is the average time
customers wait in line before being served? Explain your decision! (5 points)
Jawab:

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Hasil Keputusan:
Menambah Teller ke 3 akan mengurangi waktu tunggu nasabah dalam antrian sebelum
dilayani, yang awalnya waktu tunggunya itu 0.67 menit menjadi 0.09 menit, tentu ini
akan membuat nasabah tidak cepat bosan atau jenuh dalam menunggu untuk dilayani
teller. Karena waktu tunggu yang cenderung lama akan mengakibatkan kejenuha nasabah
dan itu tidak baik untuk suatu bank.

===== GOOD LUCK =====

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