Adoc - Pub - Introduction To Management Science 9 TH Edition by

Introduction to Management Science
9th Edition
by Bernard W. Taylor III
Chapter 9
Multicriteria Decision Making
© 2007 Pearson Education
Chapter 9 - Multicriteria Decision Making 1

Chapter Topics
Goal Programming
Interpretasi grafis dari Goal Programming

Solusi komputer masalh Goal Programming dengan QM for
Windows and Excel
Analytical Hierarchy Process
Scoring Models

Overview
Pembelajaran permasalahan dengan beberapa kriteria, multiple criteria,

bukan satu tujuan ketika membuat keputusan.
Tiga teknik yang dibahas: goal programming, analytical hierarchy
process dan scoring models.
Goal programming adalah variasi dari program linier
mempertimbangkan lebih dari satu tujuan (goals) dalam fungsi tujuan.
Analytical hierarchy process (AHP) merupakan memberian skor untuk
setiap alternatif keputusan berdasarkan perbandingan masing-masing
di bawah kriteria yang berbeda yang mencerminkan preferensi
pengambil keputusan..
Scoring models Model Scoring didasarkan pada teknik perkalian
scoring yang relatif sederhana

Contoh Permasalahan Goal Programming (1 of 2)
Contoh Beaver Creek Pottery Company
Maksimalkan Z = $40x1 + 50x2

Batasan:
1x1 + 2x2  40 jam kerja
4x1 + 3x2  120 pon tanah liat
x1, x2  0
Dimana: x1 = Jumlah produksi mangkok
x2 = Jumlah produksi mug

Contoh Permasalahan Goal Programming (2 of 2)
Menambahkan tujuan (goals) dalam urutan kepentingan,

perusahaan:
Tidak ingin menggunakan kurang dari 40 jam kerja per
hari.
Ingin mencapai tingkat laba yang memuaskan dari $
1.600 per hari.
Memilih untuk tidak menyimpan lebih dari 120 pon
tanah liat di tangan setiap hari.
Ingin meminimalkan jumlah lembur.

Goal Programming
Kendala Tujuan
Semua kendala tujuan adalah kesetaraan yang meliputi variabel

deviasi d- dan d +.
Sebuah variabel deviasi positif (d +) adalah jumlah dimana
tingkat tujuan terlampaui.
Variabel deviasi negatif (d-) adalah jumlah dimana tingkat
tujuannya adalah di bawah tercapai.
Setidaknya satu atau kedua variabel deviasi dalam kendala
tujuan harus sama dengan nol.
Fungsi tujuan dalam model goal programming untuk
meminimalkan penyimpangan dari tujuan masing-masing
dalam urutan prioritas tujuan.

Model Formulasi Goal Programming
Kendala Tujuan (1 of 3)
Tujuan Jam Kerja:

x1 + 2x2 + d1- - d1+ = 40 (jam/hari)
Tujuan Keuntungan:
40x1 + 50 x2 + d2 - - d2 + = 1,600 ($/hari)
Tujuan Material:
4x1 + 3x2 + d3 - - d3 + = 120 (tanah liat/hari)

Fungsi Objektif (2 of 3)
Kendala Tujuan Jam Kerja (prioritas 1 - kurang dari 40 jam

kerja, prioritas 4 – minimum lembur ):
Minimalkan P1d1-, P4d1+
Kendala Penambahan Tujuan keuntungan (prioritas 2 -
mencapai keuntungan sebesar $ 1.600):
Minimalkan P1d1-, P2d2-, P4d1+
Kendala Penambahan Tujuan Material (prioritas 3 -
menghindari menjaga lebih dari 120 pon tanah liat di tangan):
Minimalkan P1d1-, P2d2-, P3d3+, P4d1+

Model Lengkap (3 of 3)
Model Lengkap Goal Programming :

batasan:
x1 + 2x2 + d1- - d1+ = 40 (jam kerja)
40x1 + 50 x2 + d2 - - d2 + = 1,600 (keuntungan)
4x1 + 3x2 + d3 - - d3 + = 120 (tanah liat)
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0

Goal Programming
Bentuk alternatif Kendala Tujuan (1 of 2)
Mengubah keempat prioritas tujuan "batas lembur untuk 10
jam" bukannya meminimalkan lembur:
d1- + d4 - - d4+ = 10
minimalkan P1d1 -, P2d2 -, P3d3 +, P4d4 +
Penambahan kelima prioritas tujuan "penting untuk
mencapai tujuan untuk mug":
x1 + d5 - = 30 mangkok
x2 + d6 - = 20 mug
minimalkan P1d1 -, P2d2 -, P3d3 +, P4d4 +, 4P5d5 - + 5P5d6 -

Goal Programming
Alternative Forms of Goal Constraints (2 of 2)
Model Lengkap dengan menambahkan Tujuan Baru:

Minimalkan P1d1-, P2d2-, P3d3+, P4d4+, 4P5d5- + 5P5d6-
batasan:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50x2 + d2- - d2+ = 1,600
4x1 + 3x2 + d3- - d3+ = 120
d1+ + d4- - d4+ = 10
x1 + d5- = 30
x2 + d6- = 20
x1, x2, d1-, d1+, d2-, d2+, d3-, d3+, d4-, d4+, d5-, d6-  0

Goal Programming
Interpretasi Grafik (1 of 6)
Minimalkan P1d1-, P2d2-, P3d3+,

P4d1+
batasan:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 + 
0
Figure 9.1 Goal Constraints

Goal Programming

batasan :
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0
Figure 9.2 The First-Priority Goal: Minimize

Goal Programming

P4d1+
batasan :
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0
Figure 9.3 The Second-Priority Goal: Minimize

Goal Programming

P4d1+
batasan :
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0
Figure 9.4 The Third-Priority Goal: Minimize

Goal Programming

P4d1+
subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0
Figure 9.5 The Fourth-Priority Goal: Minimize

Goal Programming
Solusi goal programming tidak selalu mencapai semua
tujuan dan tidak "optimal", mencapai yang terbaik atau yang
paling memuaskan solusi yang mungkin.
batasan:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50 x2 + d2 - - d2 + = 1,600
4x1 + 3x2 + d3 - - d3 + = 120
x1, x2, d1 -, d1 +, d2 -, d2 +, d3 -, d3 +  0
Solusi: x1 = 15 mangkok
x2 = 20 mug
d1- = 15 jam
Goal Programming
Computer Solution Using Excel (1 of 3)
Exhibit 9.4
Goal Programming
Exhibit 9.5
Goal Programming
Exhibit 9.6
Goal Programming
Solution for Altered Problem Using Excel (1 of 6)
Minimize P1d1-, P2d2-, P3d3+, P4d4+, 4P5d5- + 5P5d6-

subject to:
x1 + 2x2 + d1- - d1+ = 40
40x1 + 50x2 + d2- - d2+ = 1,600
4x1 + 3x2 + d3- - d3+ = 120
d1+ + d4- - d4+ = 10
x1 + d5- = 30
x2 + d6- = 20
x1, x2, d1-, d1+, d2-, d2+, d3-, d3+, d4-, d4+, d5-, d6-  0

Goal Programming
Exhibit 9.7
Goal Programming
Exhibit 9.8
Goal Programming
Exhibit 9.9
Goal Programming
Exhibit 9.10
Goal Programming
Exhibit 9.11
Overview
AHP merupakan metode untuk merangking beberapa

alternatif keputusan dan menyeleksi yang terbaik
pengambil keputusan mempunyai banyak tujuan dan
kriteria yang mendasari keputusan.
Pengambil keputusan membuat keputusan berdasarkan
bagaimana alternatif dibandingkan menurut beberapa
kriteria.
Pembuat keputusan akan alternatif yang paling memenuhi
kriteria keputusan nya.
AHP adalah proses untuk mengembangkan nilai numerik
untuk menentukan peringkat masing-masing alternatif
keputusan berdasarkan seberapa baik alternatif memenuhi
kriteria pembuat keputusan.
Contoh
Southcorp Development Company shopping mall site

selection.
Three potential sites:
Atlanta
Birmingham
Charlotte.
Perbandingan kriteria untuk tempat :
Customer market base.
Income level
Infrastructure
Transportation
Hierarchy Structure
Top of the hierarchy: the objective (select the best site).
Second level: how the four criteria contribute to the

objective.
Third level: how each of the three alternatives contributes

to each of the four criteria.

General Mathematical Process
Mathematically determine preferences for sites with respect

to each criterion.
Mathematically determine preferences for criteria (rank
order of importance).
Combine these two sets of preferences to mathematically
derive a composite score for each site.
Select the site with the highest score.

Pairwise Comparisons (1 of 2)
In a pairwise comparison, two alternatives are compared

according to a criterion and one is preferred.
A preference scale assigns numerical values to different

levels of performance.

Pairwise Comparisons (2 of 2)
Table 9.1 Preference Scale for Pairwise Comparisons

Pairwise Comparison Matrix
A pairwise comparison matrix summarizes the pairwise

comparisons for a criteria.
Customer Market
Site A B C
A 1 3 2
B 1/3 1 1/5
C 1/2 5 1
Income Level Infrastructure Transportation

A  1 6 1/3  1 1/3 1  1 1/3 1/2
  
     
B 1/6 1 1/9 3 1 7 3 1 4 
     

C 3 9 1  
1 1/7 1


2 1/4
 1 


Developing Preferences Within Criteria (1 of 3)
In synthesization, decision alternatives are prioritized with
each criterion and then normalized:
Customer Market
Site A B C
A 1 3 2
B 1/3 1 1/5
C 1/2 5 1
11/6 9 16/5
Customer Market
Site A B C
A 6/11 3/9 5/8
B 2/11 1/9 1/16
C 3/11 5/9 5/16
The row average values represent the preference vector
Table 9.2 The Normalized Matrix with Row Averages

Preference vectors for other criteria are computed similarly,
resulting in the preference matrix
Table 9.3 Criteria Preference Matrix

Ranking the Criteria (1 of 2)
Pairwise Comparison Matrix:
Criteria Market Income Infrastructure Transportation
Market 1 1/5 3 4
Income 5 1 9 7
Infrastructure 1/3 1/9 1 2
Transportation 1/4 1/7 1/2 1
Table 9.4 Normalized Matrix for Criteria with Row Averages

Ranking the Criteria (2 of 2)
Preference Vector for Criteria:

 
Market 0.1993
 
 
Income 0.6535
 
 
Infrastructure 
0.0860

 
Transportation 
0.0612

Developing an Overall Ranking
Overall Score:
Site A score = .1993(.5012) + .6535(.2819) +
.0860(.1790) + .0612(.1561) = .3091
Site B score = .1993(.1185) + .6535(.0598) +
.0860(.6850) + .0612(.6196) = .1595
Site C score = .1993(.3803) + .6535(.6583) +
.0860(.1360) + .0612(.2243) = .5314
Site Score
Overall Ranking: Charlotte 0.5314
Atlanta 0.3091
Birmingham 0.1595
1.0000
Summary of Mathematical Steps
Develop a pairwise comparison matrix for each decision alternative for

each criteria.
Synthesization
Sum the values of each column of the pairwise comparison
matrices.
Divide each value in each column by the corresponding column
sum.
Average the values in each row of the normalized matrices.
Combine the vectors of preferences for each criterion.
Develop a pairwise comparison matrix for the criteria.
Compute the normalized matrix.
Develop the preference vector.
Compute an overall score for each decision alternative
Rank the decision alternatives.

Analytical Hierarchy Process: Consistency (1 of 3)
Consistency Index (CI): Check for consistency and validity of
multiple pairwise comparisons
Example: Southcorp’s consistency in the pairwise comparisons of the 4
site selection criteria
Step 1: Multiply the pairwise comparison matrix of the 4 criteria

by its preference vector
Market Income Infrastruc. Transp. Criteria
Market 1 1/5 3 4 0.1993
Income 5 1 9 7 X 0.6535
Infrastructure 1/3 1/9 1 2 0.0860
Transportation 1/4 1/7 1/2 1 0.0612
(1)(.1993)+(1/5)(.6535)+(3)(.0860)+(4)(.0612) = 0.8328
(5)(.1993)+(1)(.6535)+(9)(.0860)+(7)(.0612) = 2.8524
(1/3)(.1993)+(1/9)(.6535)+(1)(.0860)+(2)(.0612) = 0.3474
(1/4)(.1993)+(1/7)(.6535)+(1/2)(.0860)+(1)(.0612) = 0.2473
Step 2: Divide each value by the corresponding weight from the

preference vector and compute the average
0.8328/0.1993 = 4.1786
2.8524/0.6535 = 4.3648
0.3474/0.0860 = 4.0401
0.2473/0.0612 = 4.0422
16.257
Average = 16.257/4
= 4.1564
Step 3: Calculate the Consistency Index (CI)

CI = (Average – n)/(n-1), where n is no. of items compared
CI = (4.1564-4)/(4-1) = 0.0521
(CI = 0 indicates perfect consistency)

Step 4: Compute the Ratio CI/RI

where RI is a random index value obtained from Table 9.5
Table 9.5 Random Index Values for n Items Being Compared
CI/RI = 0.0521/0.90 = 0.0580

Note: Degree of consistency is satisfactory if CI/RI < 0.10

Excel Spreadsheets (1 of 4)
Exhibit 9.12
Exhibit 9.13
Exhibit 9.14
Exhibit 9.15
Scoring Model
Overview
Each decision alternative graded in terms of how well it

satisfies the criterion according to following formula:
Si = gijwj
where:
wj = a weight between 0 and 1.00 assigned to criterion j;
1.00 important, 0 unimportant; sum of total weights
equals one.
gij = a grade between 0 and 100 indicating how well
alternative i satisfies criteria j; 100 indicates high
satisfaction, 0 low satisfaction.

Scoring Model
Example Problem
Mall selection with four alternatives and five criteria:

Grades for Alternative (0 to 100)
Weight
Decision Criteria (0 to 1.00) Mall 1 Mall 2 Mall 3 Mall 4
School proximity 0.30 40 60 90 60
Median income 0.25 75 80 65 90
Vehicular traffic 0.25 60 90 79 85
Mall quality, size 0.10 90 100 80 90
Other shopping 0.10 80 30 50 70
S1 = (.30)(40) + (.25)(75) + (.25)(60) + (.10)(90) + (.10)(80) = 62.75
S2 = (.30)(60) + (.25)(80) + (.25)(90) + (.10)(100) + (.10)(30) = 73.50
S3 = (.30)(90) + (.25)(65) + (.25)(79) + (.10)(80) + (.10)(50) = 76.00
S4 = (.30)(60) + (.25)(90) + (.25)(85) + (.10)(90) + (.10)(70) = 77.75
Mall 4 preferred because of highest score, followed by malls 3, 2, 1.

Scoring Model
Excel Solution
Exhibit 9.16
Goal Programming Example Problem
Problem Statement
Public relations firm survey interviewer staffing requirements
determination.
One person can conduct 80 telephone interviews or 40 personal
interviews per day.
$50/ day for telephone interviewer; $70 for personal interviewer.
Goals (in priority order):
At least 3,000 total interviews.
Interviewer conducts only one type of interview each day. Maintain
daily budget of $2,500.
At least 1,000 interviews should be by telephone.
Formulate a goal programming model to determine number of
interviewers to hire in order to satisfy the goals, and then solve the
problem.

Analytical Hierarchy Process Example Problem
Problem Statement
Purchasing decision, three model alternatives, three
decision criteria.
Pairwise comparison matrices:
Price Gear Action Weight/Durability

Bike X Y Z Bike X Y Z Bike X Y Z
X 1 3 6 X 1 1/3 1/7 X 1 3 1
Y 1/3 1 2 Y 3 1 1/4 Y 1/3 1 1/2
Z 1/6 1/2 1 Z 7 4 1 Z 1 2 1
Prioritized decision criteria:

Criteria Price Gears Weight
Price 1 3 5
Gears 1/3 1 2
Weight 1/5 1/2 1
Problem Solution (1 of 4)
Step 1: Develop normalized matrices and preference

vectors for all the pairwise comparison matrices for criteria.
Price
Bike X Y Z Row Averages
X 0.6667 0.6667 0.6667 0.6667
Y 0.2222 0.2222 0.2222 0.2222
Z 0.1111 0.1111 0.1111 0.1111
1.0000
Gear Action
X 0.0909 0.0625 0.1026 0.0853
Y 0.2727 0.1875 0.1795 0.2132
Z 0.6364 0.7500 0.7179 0.7014
1.0000

Step 1 continued: Develop normalized matrices and

preference vectors for all the pairwise comparison matrices
for criteria.
Weight/Durability
X 0.4286 0.5000 0.4000 0.4429
Y 0.1429 0.1667 0.2000 0.1698
Z 0.4286 0.3333 0.4000 0.3873
1.0000
Criteria
Bike Price Gears Weight
X 0.6667 0.0853 0.4429
Y 0.2222 0.2132 0.1698
Z 0.1111 0.7014 0.3873

Step 2: Rank the criteria.
Criteria Price Gears Weight Row Averages

Price 0.6522 0.6667 0.6250 0.6479
Gears 0.2174 0.2222 0.2500 0.2299
Weight 0.1304 0.1111 0.1250 0.1222
1.0000

Price 0.6479

 
 
Gears 0.2299
 
 
 
Weight 0.1222





Step 3: Develop an overall ranking.

Bike X 0.6667 0.0853 0.4429 0.6479
   
Bike Y 
0.2222 0.2132 0.1698  0.2299
 
   
   
Bike Z 

0.1111 0.7014 0.3837 0.1222 





Bike X score = .6667(.6479) + .0853(.2299) + .4429(.1222) = .5057

Bike Y score = .2222(.6479) + .2132(.2299) + .1698(.1222) = .2138
Bike Z score = .1111(.6479) + .7014(.2299) + .3873(.1222) = .2806
Overall ranking of bikes: X first followed by Z and Y (sum of
scores equal 1.0000).

End of chapter

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Introduction to Management Science

© 2007 Pearson Education

Chapter 9 - Multicriteria Decision Making 1

Interpretasi grafis dari Goal Programming

Chapter 9 - Multicriteria Decision Making 2

Pembelajaran permasalahan dengan beberapa kriteria, multiple criteria,

Chapter 9 - Multicriteria Decision Making 3

Contoh Beaver Creek Pottery Company

Maksimalkan Z = $40x1 + 50x2

Chapter 9 - Multicriteria Decision Making 4

Menambahkan tujuan (goals) dalam urutan kepentingan,

Chapter 9 - Multicriteria Decision Making 5

Semua kendala tujuan adalah kesetaraan yang meliputi variabel

Chapter 9 - Multicriteria Decision Making 6

Tujuan Jam Kerja:

Chapter 9 - Multicriteria Decision Making 7

Kendala Tujuan Jam Kerja (prioritas 1 - kurang dari 40 jam

Chapter 9 - Multicriteria Decision Making 8

Model Lengkap Goal Programming :

Chapter 9 - Multicriteria Decision Making 9

Chapter 9 - Multicriteria Decision Making 10

Model Lengkap dengan menambahkan Tujuan Baru:

Chapter 9 - Multicriteria Decision Making 11

Minimalkan P1d1-, P2d2-, P3d3+,

Figure 9.1 Goal Constraints

Minimalkan P1d1-, P2d2-, P3d3+, P4d1+

Figure 9.2 The First-Priority Goal: Minimize

Minimalkan P1d1-, P2d2-, P3d3+,

Figure 9.3 The Second-Priority Goal: Minimize

Minimalkan P1d1-, P2d2-, P3d3+,

Figure 9.4 The Third-Priority Goal: Minimize

Minimalkan P1d1-, P2d2-, P3d3+,

Figure 9.5 The Fourth-Priority Goal: Minimize

Minimize P1d1-, P2d2-, P3d3+, P4d4+, 4P5d5- + 5P5d6-

Chapter 9 - Multicriteria Decision Making 21

AHP merupakan metode untuk merangking beberapa

Southcorp Development Company shopping mall site

Second level: how the four criteria contribute to the

Third level: how each of the three alternatives contributes

Chapter 9 - Multicriteria Decision Making 29

Mathematically determine preferences for sites with respect

Chapter 9 - Multicriteria Decision Making 30

In a pairwise comparison, two alternatives are compared

A preference scale assigns numerical values to different

Chapter 9 - Multicriteria Decision Making 31

Table 9.1 Preference Scale for Pairwise Comparisons

A pairwise comparison matrix summarizes the pairwise

Income Level Infrastructure Transportation

Chapter 9 - Multicriteria Decision Making 33

Table 9.2 The Normalized Matrix with Row Averages

Chapter 9 - Multicriteria Decision Making 35

Table 9.3 Criteria Preference Matrix

Table 9.4 Normalized Matrix for Criteria with Row Averages

Preference Vector for Criteria:

Chapter 9 - Multicriteria Decision Making 38

Develop a pairwise comparison matrix for each decision alternative for

Chapter 9 - Multicriteria Decision Making 40

Step 1: Multiply the pairwise comparison matrix of the 4 criteria

Step 2: Divide each value by the corresponding weight from the

Step 3: Calculate the Consistency Index (CI)

Chapter 9 - Multicriteria Decision Making 42

Step 4: Compute the Ratio CI/RI

Table 9.5 Random Index Values for n Items Being Compared