Chapter-III

Water Resources Systems: Analysis

 Overview
Introduction
Steps in WRS analysis
Optimization Vs Simulation
Linear Programming
Graphical techniques
Simplex techniques
 Water resource system analysis
• WR Planning and management is heavily dependent on the use
of computer-based impact prediction models.
• Such models are used to assist in the identification and
evaluation of alternative ways of meeting various planning and
management objectives.
• It provide an efficient way of analyzing spatial and temporal
data to predict the interaction and impacts, over space and time
under alternative designs and operating policies.
• Whereas the simulation model seeks to reproduce the
dynamics of a system, an optimization model seeks to design
the best system.
• System analysis is a formularization of the operation of total
system with all of sub-system together.
• It is a set of mathematical planning and designing
techniques
• Modern water resources projects often constitute complex
systems units (reservoirs, canals, etc.), levels of outputs
(water supply, flood control, hydroelectric power, etc.) at
different times.
• The objective of the system design is to select the
combination of these variables that maximizes benefits in
accordance with the requirements (constraints) of the design
criteria.
• The constraints can be technical, economical, social or
political and the benefits can be either real or implied.
• Due to the existence of unlimited number of combinations
that can be arranged in a multiunit-multipurpose water
resources system, the optimal design cannot possibly be
obtained by the conventional approach of incremental
analysis.

• however, it is possible to consider simultaneously a large

number of alternative system designs and thereby isolate the
optimal Design.

• A decision maker do have a number of alternatives which

falls in a given decision space .
 Steps in systems analysis
1. Definition of system and objectives
– Identification of system components and boundaries
– Identification of decision variable
– Clear definition and quantification of objectives

2. Generation and evaluation of alternatives

– Construction of a mathematical model
– Define variables, relationship between variables, optimization model
– Solution to the model
3. Implementation of the best solutions
4. Performance of the solutions
5. Feedback to step 1.

6
 Optimizations
• Objective functions
• Cost minimization
• Benefit Maximization
• Technical objectives
– Increase power, Minimize loss, maximize release etc…
• Constraints
• Physical
• Economical
• Sociological
• Technical
Conventional Optimization Model
– Linear programming
– Integer programming
– Goal programming Computing
– Non-linear programming
– Dynamic programming
7
Example 1.
 LINEAR PROGRAMMING

• Linear programming (LP) models have been applied extensively to

optimal resource allocation problems.
• As its name implies, LP models have two basic characteristics, that is,
both the objective function and constraints are linear functions of the
decision variables.
• The objective function is any statement by which the output of the
system can be determined, given the policy, the initial values of the
state variables, and the system parameters
• Partially& fully controllable inputs are called decision variables.
• When each decision variable is assigned a particular value, the
resulting set of decisions is called a policy.
• constraints is any parameter which limit the possible policies.
• A policy which does not violate any constraints is a feasible policy.
• The subset consisting of all possible feasible policies is termed the
policy space.
• The general form of LP model can be expressed as:

n
Max (or Min) x0   c j x j …..Eq (1)
j 1
n

a x
j 1
ij j  bi for i  1, 2, ..., m …..Eq (2)

x j  0, for j  1, 2, ..., n …..Eq (3)

where cj is the objective function coefficient, aij is the

technological coefficient and bi is the right-hand side (RHS)
coefficient.
 Assumptions in Linear Programming Models
• Proportionality assumption: this implies that the
contribution of the jth decision variable to the effectiveness
measure, cjxj, and its usage of the various resources, aijxj, is
directly proportional to the value of the decision variable.
• Additively assumption: at a given level of activity (x1, x2,
…, xn), the total usage of resources and contribution to the
overall measure of effectiveness are equal to the sum of the
corresponding quantities.
• Divisibility assumption: Activity units can be divided into
any fractional level, so that non-integer values for the
decision variables are permissible.
• Deterministic assumption: All parameters in the model are
known constants without uncertainty.
 Solution Algorithms for Linear Programming
• Graphical method: One simple way to solve an LP problem is
by using the graphical method. However, this method is limited
to LP problems involving at most two decision variables.
• Prepare a graph of the feasible solutions for each of the
constraints.
• Determine the feasible region that satisfies all the constraints
simultaneously.
• Draw an objective function line.
• Move parallel objective function lines toward larger objective
function values without entirely leaving the feasible region.
• Any feasible solution on the objective function line with the
largest value is an optimal solution.
• Example 1. Consider a system composed of a
manufacturing factory and a waste treatment plant ;
selling price, cost of production, waste treatment
cost are given in table below
Selling price 10$/unit produce
Cost of production 3$/unit produce
Waste treatment cost 0.6$/unit waste
Waste generation 2/finished good
Treatment plant capacity 10unit at 80% efficiency
Tax waste disposal 2/unit discharge
Maximum allowable waste release 4 unit

How many units of goods to produce, and waste will be discharged

without treatment so that the total net benefit to the company
can be maximized and the water quality requirement of the
watercourse is met?
Solution
• Step 1. identify system components
Manufacturing plant, waste treatment plant, water course
• Step 2. Identify decision variables
Number of finished goods & quantity of waste released
• Step 3. Identify problem objectives
 maximization
• Step 4. identify constraints
plant treatment capacity and on the allowable waste discharge
• Step 5. Conversion of stated problem into a mathematical
model
 The profit of the manufacturing plant depends on total return minus total cost
• i.e 10x1 – {3x1 + 0.6(2x1 – x2) + 2[x2 + 0.2(2x1 – x2)]}
= 5x1-x2
• Schematic representation of the system

Manufacturing X1 (units of good to be produced )

factory

2x1 Waste
(Waste unit
Generated) treatment
2x1-x2 plant

X2 0.2(2x1-x2)
Unit of waste
Discharged
without treatment
Water course
• Constraint can be mathematically expressed as:
 2x1-x2>10 ------------------waste treatment capacity
X2+0.2(2x1-x2) <4 ----------standard set by authority
2x1-x2>0
X1>0 Non- negativity
X2>0 constraint

Therefore :
Max x0  5 x1  x2
Subjected to
2 x1  x2  10
.4 x1  .8 x2  4
2 x1  x2  0
x1  0 and x2  0
• The feasible space can be defined by all the constraints in the model,
including the non-negativity of decision variables.
• Each solid line in the figure is defined by the corresponding constraint
taken as an equation and the two principal axes represent the non-
negativity of x1 and x2.
• The arrow by each line indicates the half-plane in which all points satisfy
the associated constraint.
• The feasible space is therefore the intersection of all feasible half-planes
and every point in the feasible space satisfies all constraints
simultaneously, which is the feasible solution to the optimization model.
• Since the value of the maximum net benefit is not yet known, a trial-and-
error procedure must be used.
• Drawn a line for corresponding objective function equation passes through
the origin i.e . 5x1 – x2 = 0 move it backward or forward parallel to the
original line to see how the objective function value varies taking arbitrary
point.
• Move the objective faction line to increasing direction within visible
policy area and find optimum point
 2 x1  x2  10
.4 x1  .8 x2  4
X2 X2>0 2 x1  x2  0
0
x1  0 and x2  0
=

=0

1
2x
2
5x1 -x

0+
2
1 -x

>1
X2 < 0.5x1
2x

2
X
4 (2,4)
X2 <

0
5-0

2 =1
3 .5 x1

1 -x
2x
2
(6,2)
0.4 X1>0
x1 +
0.8
x2 =
1 4
(0,0) (5,0)

1 2 3 4 5 6 7 8 9 10 11
x1
 Simplex Method
• Simplex: a linear-programming algorithm that can solve
problems having more than two decision variables.
• The simplex technique involves generating a series of
solutions in tabular form, called tableaus.
• By inspecting the bottom row of each tableau, one can
immediately tell if it represents the optimal solution.
• Each tableau corresponds to a corner point of the
feasible solution space.
• The first tableau corresponds to the origin.
• Subsequent tableaus are developed by shifting to an
adjacent corner point in the direction that yields the
highest (smallest) rate of profit (cost).
• This process continues as long as a positive (negative)
rate of profit (cost) exists.
Steps in Simplex method
 Simplex Algorithm
The key solution concepts
• Solution Concept 1: the simplex method
focuses on CPF solutions.
• Solution concept 2: the simplex method is an
iterative algorithm (a systematic solution
procedure that keeps repeating a fixed series
of steps, called, an iteration, until a desired
result has been obtained) with the following
structure:
 Simplex algorithm

Initialization: setup to start iterations, including

finding an initial CPF solution

Optimality test: is the current CPF solution

optimal?

if no if yes stop

Iteration: Perform an iteration to find abetter CFP

solution
 Simplex algorithm

• Solution concept 3: whenever possible, the initialization

of the simplex method chooses the origin point (all
decision variables equal zero) to be the initial CPF
solution.

• Solution concept 4: given a CPF solution, it is much

quicker computationally to gather information about its
adjacent CPF solutions than about other CPF solutions.
• Therefore, each time the simplex method performs an
iteration to move from the current CPF solution to a
better one, it always chooses a CPF solution that is
adjacent to the current one.
 Simplex algorithm
• Solution concept 5: After the current CPF solution is identified, the
simplex method examines each of the edges of the feasible region that
emanate from this CPF solution.
• Each of these edges leads to an adjacent CPF solution at the other end,
but the simplex method doesn’t even take the time to solve for the
adjacent CPF solution.
• Instead it simply identifies the rate of improvement in Z that would be
obtained by moving along the edge.
• And then chooses to move along the one with largest positive rate of
improvement.
• Solution concept 6: A positive rate of improvement in Z implies that the
adjacent CPF solution is better than the current one, whereas a negative
rate of improvement in Z implies that the adjacent CPF solution is worse.
• Therefore, the optimality test consists simply of checking whether any of
the edges give a positive rate of improvement in Z. if none do, then the
current CPF solution is optimal.
 The simplex method in tabular form

• Steps:
1. Initialization:
a. transform all the constraints to equality by
introducing slack, surplus, and artificial
variables as follows:
Constraint type Variable to be added

≥ + slack (s)

≤ - Surplus (s) + artificial (A)

= + Artificial (A)
 Simplex method in tabular form

b. Construct the initial simplex tableau

Basic X1 … Xn S1 …... Sn A1 …. An RHS

variable
S b1
Coefficient of the constraints
A bm
Z Objective function coefficient Z
In different signs value
 Simplex method in tabular form
2. Test for optimality:
Case 1: Maximization problem
the current BF solution is optimal if every coefficient in
the objective function row is positive
Case 2: Minimization problem
the current BF solution is optimal if every coefficient in
the objective function row is negative
3. Iteration
Step 1: determine the entering basic variable by selecting
the variable (automatically a nonbasic variable) with the
most negative value (in case of maximization) or with
the most positive (in case of minimization) in the last
row (Z-row).
• Put a box around the column below this variable, and
call it the “pivot column”
 Simplex method in tabular form
• Step 2: Determine the leaving basic variable by
applying the minimum ratio test as following:
1. Pick out each coefficient in the pivot column that is
strictly positive (>0)
2. Divide each of these coefficients into the right hand side
entry for the same row
3. Identify the row that has the smallest of these ratios
4. The basic variable for that row is the leaving variable, so
replace that variable by the entering variable in the
basic variable column of the next simplex tableau. Put a
box around this row and call it the “pivot row”
 Example: Simplex Method

A company produces two product I and II. The raw material requirements, space needed for
storage, production rates, and selling prices for these products are given below:

Product
I II
Storage space 4 5
requirement(ft2/unit)
Raw material (lb/unit) 5 3
Production rate (unit/hr) 60 30
Selling prices ($/unit) 13 11

The total amount of raw material available per day for both products is 15751b. The total
storage space for all products is 1500 ft2, and a maximum of 7 hours per day can be used
for production. The company wants to determine how many units of each product to
produce per day to maximize its total income.
 Solution

 Step 1: Convert all the inequality constraints into equalities by the

use of slack variables. Let:

As already developed, the LP model is:

…..Eq (4)
 Introducing these slack variables into the inequality constraints and rewriting the objective
function as:

----Eq (5)

In linear algebra, the system of equations is called

indeterminate if there are more unknowns than
equations
For problems with n unknowns and m equations,
where n>m, there is no unique solution to the
problem , hence, equation can be obtained by
letting (n-m) unknown equal zero and solving for
the remaining m unknowns.
The solutions so obtained are called the basic
• Let x1= x2=0 i.e s1 =1500, s2 1575, s3 =420
Since the coefficients of x1 and x2 in Eq. (A1) are both negative,
the value of Z can be increased by giving either x 1 or x2 some
positive value in the solution.
In Eq. (B1), if x2 = S1 = 0, then x1 = 1500/4 = 375. That is, there is
only sufficient storage space to produce 375 units at product I.
From Eq. (C1), there is only sufficient raw materials to produce
1575/5 = 315 units of product I.
From Eq. (D1), there is only sufficient time to produce 420/1 =
420 units of product I.
Therefore, considering all three constraints, there is sufficient
resource to produce only 315 units of x1. Thus the maximum
value of x1 is limited by Eq. (C1).
•
 Step 2: From Equation CI, which limits the maximum value of x1.

…..Eq (6)

Substituting this equation into Eq. (5) yields the following new
formulation of the model.

X1
…..Eq (7)
 It is now obvious from these equations that the new feasible solution is:

x1 = 315, x2 = 0, S1 = 240, S2 = 0, S3 = 105, and Z = 4095

 It is also obvious from Eq.(A2) that it is also not the optimum solution. The
coefficient of x1 in the objective function represented by A2 is negative (
-16/5), which means that the value of Z can be further increased by giving
x2 some positive value.
 Following the same analysis procedure used in step 1, it is clear that:
 In Eq. (B2), if S2 = X1 = 0, then x2 = (5/13)(240) = 92.3.

 From Eq. (C2), x2 can take on the value (5/3 )(315) = 525 if x 1 = S2 = 0

 From Eq. (D2), x2 can take on the value (5/7)(105) = 75 if S 2 = S3 = 0

 Therefore, constraint D2 limits the maximum value of x2 to 75. Thus a new

feasible solution includes x2 = 75, S2 = S3 = 0.
 Step 3: From Equation D2:

Substituting this equation into Eq. (7) yield: …..Eq (8)

…..Eq (9)
From these equations, the new feasible solution is readily found to be: x1 = 270,
x2 = 75, S1 = 45, S2 = 0, S3 = 0, Z = 4335.
 Because the coefficients in the objective function represented by Eq. (A3)
are all positive, this new solution is also the optimum solution.
 Simplex method in tabular form
• Step 3: Solve for the new BF solution by using elementary
row operations (multiply or divide a row by a nonzero
constant; add or subtract a multiple of one row to another
row) to construct a new simplex tableau, and then return to
the optimality test. The specific elementary row operations
are:
1. Divide the pivot row by the “pivot number” (the number in
the intersection of the pivot row and pivot column)
2. For each other row that has a negative coefficient in the
pivot column, add to this row the product of the absolute
value of this coefficient and the new pivot row.
3. For each other row that has a positive coefficient in the
pivot column, subtract from this row the product of the
absolute value of this coefficient and the new pivot row.
 Initial tableau
Entering
2. Initial tableau variable

Basic X1 X2 S1 S2 S3 RHS bi/aij

variable
S1 4 5 1 0 0 1500 375
S2 5 3 0 1 0 1575 315
S3 1 2 0 0 1 420 420
Z -13 -11 0 0 0 0

Leaving Pivot row

Pivot column
variable Pivot
number
 Optimality test

• By investigating the last row of the initial tableau,

we find that there are some negative numbers.
• Therefore, the current solution is not optimal
ITERATION
 Step 1: Determine the entering variable by selecting the variable
with the most negative in the last row.
 From the initial tableau, in the last row (Z row), the coefficient of X1
is -13 and the coefficient of X2 is -11; therefore, the most negative is
-13. consequently, X1 is the entering variable.
 X1 is surrounded by a box and it is called the pivot column
 Step 2: Determining the leaving variable by using the minimum ratio test as following:
• Step 3: solving for the new BF solution by using the
eliminatory row operations as following:
1. New pivot row = old pivot row  pivot number
Basic X1 X2 S1 S2 S3 RHS
variable
S1
X1 1 3/5 0 1/5 0 315
S3
Z
Note that X1 becomes in the basic variables
list instead of S2
2. For the other row apply this rule:
New row = old row – the coefficient of this row in the pivot column (new pivot) row).
For S1

• 4 5 1 0 0 1500
-
• 4 (1 3/5 0 1/5 0 315)
0 13/5 1 -4/5 0 240
For S3

1 2 0 0 1 420
-
(1
1 3/5 0 1/5 0 315)
0 7/5 0 -1/5 1 105
for Z
-13 -11 0 0 0 0
- Substitute this
-13(1 3/5 0 1/5 0 315)
0 -16/5 0 13/5 0 4095) values in the table
 Iteration
This solution is not optimal, since there is a negative numbers in the last row

Basic X1 X2 S1 S2 S3 RHS bi/aij

variable
S1 0 13/5 1 -4/5 0 240 92.5
X1 1 3/5 0 1/5 0 315 525
S3 0 7/5 0 -1/5 1 105 75
Z 0 -16/5 0 13/5 0 4095

The smallest ratio is 105/(7/5) =75;

The most negative value;
therefore, S3 is the leaving variable
therefore, X2 is the entering
variable
 Iteration
• Apply the same rules we will obtain this solution:

Basic X1 X2 S1 S2 S3 RHS
variable
S1 0 0 1 -3/7 39/35 45
X1 1 0 0 2/7 -3/7 270
X2 0 1 0 -1/7 5/7 75
Z 0 0 0 15/7 16/7 4335

This solution is optimal; since there is no negative solution in the last row: basic
variables are X1 = 270, X2 = 75 and S1 = 45; the nonbasic variables are S2 = S3 = 0 and Z =
4335