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SPK : PEMODELAN & ANALISIS

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1 SPK : PEMODELAN & ANALISIS
Modeling for MSS Static and dynamic models Treating certainty, uncertainty, and risk Influence diagrams MSS modeling in spreadsheets Decision analysis of a few alternatives (decision tables and trees) Optimization via mathematical programming Heuristic programming Simulation Referensi lihat SAP : [5] Bab 4, [7] Chapter 5, [8] Marakas-14 SPK : Pemodelan & Analisis

2 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Modeling for MSS Key element in most DSS Necessity in a model-based DSS Can lead to massive cost reduction / revenue increases Good Examples DuPont rail system simulation model (opening vignette) Procter & Gamble optimization supply chain restructuring models (case application 5.1) Scott Homes AHP select a supplier model (case application 5.2) IMERYS optimization clay production model (case application 5.3) SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

3 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Major Modeling Issues Problem identification Environmental analysis Variable identification Forecasting Multiple model use Model categories or selection (Table 5.1) Model management Knowledge-based modeling SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

4 Static and Dynamic Models
Static Analysis Single snapshot Dynamic Analysis Dynamic models Evaluate scenarios that change over time Time dependent Trends and patterns over time Extend static models Treating Certainty, Uncertainty, and Risk Certainty Models Uncertainty Risk SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

5 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Influence Diagrams Graphical representations of a model Model of a model Visual communication Some packages create and solve the mathematical model Framework for expressing MSS model relationships Rectangle = a decision variable Circle = uncontrollable or intermediate variable Oval = result (outcome) variable: intermediate or final Variables connected with arrows Example (Figure 5.1, Price Model) Unit Price Income ~ Amount used in advertisement Units Sold Profit Expense Unit Cost Fixed Cost SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

6 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Analytical Influence Diagram of a Marketing Problem: The Marketing Model (Figure 5.2a) (Courtesy of Lumina Decision Systems, Los Altos, CA) SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

7 MSS Modeling in Spreadsheets
Spreadsheet: most popular end-user modeling tool Powerful functions Add-in functions and solvers Important for analysis, planning, modeling Programmability (macros) What-if analysis Goal seeking Simple database management Seamless integration Microsoft Excel Lotus 1-2-3 Excel spreadsheet static model example of a simple loan calculation of monthly payments (Figure 5.3) Excel spreadsheet dynamic model example of a simple loan calculation of monthly payments and effects of prepayment (Figure 5.4) SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

8 Decision Analysis of Few Alternatives (Decision Tables and Trees)
Single Goal Situations Decision tables Decision trees SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

9 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Decision Tables Investment example One goal: maximize the yield after one year Yield depends on the status of the economy (the state of nature) Solid growth Stagnation Inflation Possible Situations 1. If solid growth in the economy, bonds yield 12%; stocks 15%; time deposits 6.5% 2. If stagnation, bonds yield 6%; stocks 3%; time deposits 6.5% 3. If inflation, bonds yield 3%; stocks lose 2%; time deposits yield 6.5% See Table 5.2 SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

10 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Treating Uncertainty Optimistic approach Pessimistic approach Treating Risk Use known probabilities (Table 5.3) Risk analysis: compute expected values Can be dangerous Decision Trees Other methods of treating risk Simulation Certainty factors Fuzzy logic Multiple goals Yield, safety, and liquidity (Table 5.4) SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

11 Optimization via Mathematical Programming
Linear programming (LP) Used extensively in DSS Mathematical Programming Family of tools to solve managerial problems in allocating scarce resources among various activities to optimize a measurable goal LP Allocation Problem Characteristics 1. Limited quantity of economic resources 2. Resources are used in the production of products or services 3. Two or more ways (solutions, programs) to use the resources 4. Each activity (product or service) yields a return in terms of the goal 5. Allocation is usually restricted by constraints SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

12 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
LP Allocation Model Rational economic assumptions 1. Returns from allocations can be compared in a common unit 2. Independent returns 3. Total return is the sum of different activities’ returns 4. All data are known with certainty 5. The resources are to be used in the most economical manner Optimal solution: the best, found algorithmically Decision variables Objective function Objective function coefficients Constraints Capacities Input-output (technology) coefficients Line SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

13 Heuristic Programming
Cuts the search Gets satisfactory solutions more quickly and less expensively Finds rules to solve complex problems Finds good enough feasible solutions to complex problems Heuristics can be Quantitative Qualitative (in ES) When to Use 1. Inexact or limited input data 2. Complex reality 3. Reliable, exact algorithm not available 4. Computation time excessive 5. To improve the efficiency of optimization 6. To solve complex problems 7. For symbolic processing 8. For making quick decisions SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

14 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Advantages 1. Simple to understand: easier to implement and explain 2. Help train people to be creative 3. Save formulation time 4. Save programming and storage on computers 5. Save computational time 6. Frequently produce multiple acceptable solutions 7. Possible to develop a solution quality measure 8. Can incorporate intelligent search 9. Can solve very complex models Limitations 1. Cannot guarantee an optimal solution 2. There may be too many exceptions 3. Sequential decisions might not anticipate future consequences 4. Interdependencies of subsystems can influence the whole system Heuristics successfully applied to vehicle routing SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

15 Heuristic Types Construction Improvement Mathematical programming
Decomposition Partitioning Modern Heuristic Methods Tabu search Genetic algorithms Simulated annealing SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

16 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Simulation Technique for conducting experiments with a computer on a model of a management system Frequently used DSS tool Major Characteristic Imitates reality and capture its richness Technique for conducting experiments Descriptive, not normative tool Often to solve very complex, risky problems SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

17 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Advantages 1. Theory is straightforward 2. Time compression 3. Descriptive, not normative 4. MSS builder interfaces with manager to gain intimate knowledge of the problem 5. Model is built from the manager's perspective 6. Manager needs no generalized understanding. Each component represents a real problem component 7. Wide variation in problem types 8. Can experiment with different variables 9. Allows for real-life problem complexities 10. Easy to obtain many performance measures directly 11. Frequently the only DSS modeling tool for nonstructured problems 12. Monte Carlo add-in spreadsheet packages SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

18 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Limitations 1. Cannot guarantee an optimal solution 2. Slow and costly construction process 3. Cannot transfer solutions and inferences to solve other problems 4. So easy to sell to managers, may miss analytical solutions 5. Software is not so user friendly Methodology Model real system and conduct repetitive experiments 1. Define problem 2. Construct simulation model 3. Test and validate model 4. Design experiments 5. Conduct experiments 6. Evaluate results 7. Implement solution SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

19 Copyright 2001, Prentice Hall, Upper Saddle River, NJ
Simulation Types Probabilistic Simulation Discrete distributions Continuous distributions Probabilistic simulation via Monte Carlo technique Time dependent versus time independent simulation Simulation software Visual simulation Object-oriented simulation SPK : Pemodelan & Analisis Decision Support Systems and Intelligent Systems, Efraim Turban and Jay E. Aronson, 6th edition Copyright 2001, Prentice Hall, Upper Saddle River, NJ

20 SPK : Pemodelan & Analisis
Kesimpulan Models play a major role in DSS Models can be static or dynamic Analysis is under assumed certainty, risk, or uncertainty Influence diagrams Spreadsheets Decision tables and decision trees Spreadsheet models and results in influence diagrams Optimization: mathematical programming Linear programming: economic-based Heuristic programming Simulation - more complex situations SPK : Pemodelan & Analisis

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