Optimization
Until
now we have discussed management decisions only a single management
variable at a single moment in time. Real management situations
are rarely that simple; We usually have to consider several management
variables, all of which simultaneously affect crop yieldor
we might have to make these decisions at several times throughout
the season.
Optimization
is a systematic procedure for finding the "best" solution (or solutions!)
to a complex problem. It is necessary to state the objective explicitly,
that is, to maximize something or to minimize something (e.g., to
maximize yields, to maximize profits, to minimize effort, or to
minimize costs). Generally we optimize only one objective at a time.
For example, one can maximize profits or minimize costs, but not
do both simultaneously. The solution is the combination of decision
variables that optimizes the objective.
There
are many different approaches to optimization, and we will touch
on only three here: repeated simulation, linear programming, and
dynamic programming.
Repeated
Simulation
By
repeated execution of a computer simulation model with different
values for the input variables, we can explore the effects of different
values of those variables on the final objective.
For
example, suppose we have three partially resistant cultivars that
require different levels of fungicide application to control a fungal
disease. In this example, the more resistant varieties have either
a lower quality or lower yield than the most susceptible one. Execute
the simulation with a range of sprays (16) per season for
each of the cultivars. Using the marginal analysis procedure, determine
the profit for each set of input values.
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Figure 1. Repeated simulation
as a means of optimization. Each data point in this example
represents the output from one execution of the simulator.
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In
this example, Cultivar C is the most susceptible and Cultivar
A the least susceptible. Therefore, in the absence of fungicides,
Cultivar A would yield the maximum profit. There are two optimum
solutions if our objective is maximum profit: 3 sprays on Cultivar
B and 4 sprays on Cultivar C.
The
simulation approach is usually faster and cheaper than doing the
optimization empirically in the field, but it's limited by how
many runs of the simulation are feasible. In this example, the
simulation had to be executed 20 timesnot an unreasonable
number for most simulators. But suppose that we had 5 cultivars,
4 different fungicides, 3 spray schedules, and 7 levels of fungicide,
and that we wanted to look at the mean and variance of the profit
using the past 10 seasons of weather data. The number of runs
required would be
5
x 4 x 3 x 7 x 10 = 4200 runs
If
each run cost $.50 on the supercomputer, the cost would be $2100.
If each run took 1 minute on a microcomputer, it would take about
3 days of continuous computing.
Linear
programming
Programming
here refers to planning, not computer programming. Linear programming
is used to solve problems of allocation (e.g., allocation of land
area in a crop rotation plan, allocation of effort in a pest monitoring
scheme, etc.).
The
procedures are illustrated in the following simple example:
1.
Define the objective function
- Allocate
weed control costs between herbicide application and hand
weeding to maximize profit
- In
this example (for simplicity) we will make the yield and
price constant and set the total revenue at $250/acre
- Therefore,
maximizing profit in this example means minimizing cost
2.
Identify the constraints
- Cost
constraint: if x is the cost of hand weeding and y is
the cost of herbicide application, then
- Weed
control effectiveness constraint:
- To
achieve the yield that gives us the above total revenue
($250), we must invest at least $300/acre in hand weeding
- The
amount of hand weeding required can be reduced by $2 for
every $1 spent on the herbicide
- Therefore,
if x is the cost of hand weeding and y is the cost of
herbicide application, the constraint is given by
- Herbicide
label constraint:
- The
amount of herbicide is limited because of possible phytotoxicity;
the cost of the maximum allowable rate is $100/acre
- Therefore
the label constraint is given by:
3.Determine
the optimum solution
The
optimal region of feasible solutions occurs where the constraint
regions overlap.
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Figure
2. Optimization by linear programming: A 2-dimensional
allocation of herbicide application and hand weeding.
Click on the image to add each constraint. The gray area
represents the optimal region, given the constraints applied.
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The
optimum solution (given that the objective is to minimize cost)
occurs where a line parallel to the cost constraint line (equal
costs) is as far away from the cost constraint line as possible,
while remaining within the optimal region. In this example it
would be $100 invested in the herbicide and $100 invested in
hand weeding.
Computer
software exists for a wide range of linear programming applications.
Linear programming can handle a large number of allocation variables
(it is not limited to 2 dimensions as we are on a 2-dimensional
graph), and it can handle huge numbers of constraint functions.
The models must be linear, or they at least must be able to
be approximated by linear functions. These models are not dynamic
(that is, they cannot allocate variables through time), but
they can approximate a dynamic solution by repeating the analysis
at intervals through time. Linear programming cannot handle
stochastic models, but probability distributions can be created
by repeating the analysis with different constraints that vary
according to known probability distributions.
Dynamic
programming
Very
commonly a pest manager has to make a series of decisions at different
points in time throughout the season. One optimization technique
that is particularly useful for solving sequential decision problems
is called "dynamic programming."
As
is illustrated in the following example, the optimum sequence
of decisions is not simply a matter of making the optimum decision
at every decision point. Very often the optimum sequence is counter-intuitive.
To simplify the example, we will make just two decisions, with
an interval of time between them, and examine the results of those
decisions at some interval of time after they are made.
- Suppose
at each decision period we have three possible alternatives:
- Do
nothing; no cost; no insect mortality
- Low
dose of insecticide; costs $20/acre; kills 1/3 of insects
- High
dose of insecticide; costs $100/acre; kills 3/4 of insects
- Further
suppose that the total revenue accumulated during a time period
is equal to $200 minus $1 times the pest population at the
beginning of the time period. (Each insect does $1 worth of
damage.)
- Also
suppose that the insect populations increase 3-fold during
each time period.
If
we start with a pest population of 72, the accumulated profits
during the first period are as follows:
- No
insecticide: $200 - 72 - 0 = $128
- Low
dose: $200 - (2/3)72 - 20 = $132
- High
dose: $200 - (1/4)72 - 100 = $82
The
pest populations at the beginning of time period 2 are:
- No
insecticide: 72 x 3 = 216
- Low
dose: (2/3)72 x 3 = 144
- High
dose: (1/4)72 x 3 = 54
Assume
a decision about treatment (no insecticide; low dose; high
dose) can be made at the outset and after period 1. The profits
accumulated during time period 2 and the final insect populations
are shown in the accompanying figure.
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Figure
3. A simple sequential decision example with 2 decision
points. Click
on the image
to see the net benefits for two different pathways. Making
the optimum choice at each decision point yields a lower
net benefit than taking the most costly option the first
time and doing nothing the second.
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Making
the optimum decision at each decision point would dictate using
the low dose of insecticide at each decision point for a total
profit of $132 + 84 = $216. However, the optimum sequence
would be to use the high dose for the first spray and nothing
for the second: $82 + 146 = $228.
This
example simply illustrates the need for a systematic optimization
procedure. The number of possible decision combinations increases
with the power of the number of decision points. For our trivial
example, N = 32 = 9. If we had 5 control
alternatives and 7 decision points, N = 57
= 78125.
The
dynamic programming algorithm does not analyze all possible combinations
but selects possible sets of decisions according to certain rules.
The dynamic programming technique can handle nonlinear models,
stochastic models, and a large, but limited, number of decision
variables. It can be used where the system can be adequately modeled
with a relatively modest number of variables.
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