Operation Research – II

Topic : Goal Programming

Branch & year : Industrial IIIrd yr
Group members:- Shivam Pandey (99)
Prajwal rahangdale (102)
Samarjeet panday(
Rahul Singh (93)
Yogesh Saboo (
Content:
● Introduction
● Concept
● Points to be considered
● Formulation
● Types
● GP Example: Conceptual Products
● Solving goal programming problems graphically
 Introduction
● An important technique that has been developed to supplement LP is called goal programming
● It is not possible for LP to have multiple goals unless they are all measured in the same units, and this is a
highly unusual situation
● In linear and integer programming methods the objective function is measured in one dimension only
● They may want to achieve several, sometimes contradictory, goals
● Firms often have more than one goal
● Goal programming approach establishes a specific numeric goal for each of the objective and then
attempts to achieve each goal sequentially up to a satisfactory level rather than an optimal level
● GP; Channes and Cooper (1961); Suggested a method for solving an infeasible LP problem arising from
various conflicting resource constraints (Goals).
○ Examples of Multiple Conflicting Goals are:
i. Maximize Profit and increase wages paid to employees
ii. Upgrade product quality and reduce product cost
● In GP, Slack and Surplus variables are known as Deviational Variables (di – and di +) (means
UNDERACHIEVEMENT & OVERACHIEVEMENT); These deviations from each goal or sub-goal.
Concept

● Goal Programming can be thought of as an extension or generalization of

linear programming to handle multiple, normally conflicting objective
measures.
● Each of these measures is given a goal or target value to be achieved.
● Unwanted deviations from this set of target values are then minimized in an
achievement function. This can be a vector or a weighted sum dependent on
the goal programming variant used.
● In GP, instead of trying to minimize or maximize the objective function
directly, as in case of an LP, the deviations from established goals within given
set of constraints are minimized.
Points to be considered:
● Decision Maker: The decision maker(s) refer to the person(s), organization(s),
or stakeholder(s) to whom the decision problem under consideration belongs.

● Decision Variable: A decision variable is defined as a factor over which the

decision maker has control. The set of decision variables fully describe the
problem and form the decision to be made. The purpose of the goal
programming model can be viewed as a search of all the possible
combinations of decision variable values (known as decision space) in order to
determine the point which best satisfies the decision maker’s goals and
constraints.
● Criterion: A criterion is a single measure by which the goodness of any solution
to a decision problem can be measured. There are many possible criteria arising
from different fields of application but some of the most commonly arising
relate at the highest level to
 Cost
 Profit
 Time
 Distance
 Performance of a system
 Company or organizational strategy
 Personal preferences of the decision maker(s)
 Safety considerations
● Aspiration Level: The numerical value specified by the decision maker that
reflects his/her desire or satisfactory level with regard to the objective function
under consideration.

● Goal: An objective function along with its aspiration level is called a goal.

● Goal Deviation: The difference between what we actually achieve and what we
desire to achieve.

● Remark: In general,, for goal programming irrespective of the type of the goal
we can use both the deviations for each case. However, for the first two cases it
is required to minimize just one of the deviation only.
Formulation
● Desirable vs. Undesirable Deviations: (depend on the objectives)
Max goals (≥) - the more the better - 𝑑𝑖+or 𝑝𝑖 desirable.
Min goals (≤) - the less the better - 𝑑𝑖−or 𝑛𝑖 desirable.
Exact goals (=) - exactly equal - both 𝑑𝑖+ (or 𝑝𝑖 ) and 𝑑𝑖− (or 𝑛𝑖)
undesirable

● An optimal solution is attained when all the goals are reached as close as
possible to their aspiration level, while satisfying a set of constraints.
Types
● Non Pre-emptive Goal Programming: In this type of problem we try to minimize the
weighted sum of all the undesirable deviations. That is in this type no goal is said to dominate
any other goal. However, it is possible to have different importance for the deviations by the
decision makers. For example, Let us consider the following multi-objective linear
programming problem (𝑀𝑂𝑃1):
● 𝑀𝑎𝑥 𝑃𝑟𝑜𝑓𝑖𝑡 𝑧1 = 2𝑥1 + 3𝑥2
● 𝑀𝑖𝑛 𝐶𝑜𝑠𝑡 𝑧2 = 𝑥1 + 5𝑥2
● 𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜,
● 𝑥1 + 𝑥2 ≤ 10,
● 𝑥1 − 𝑥2 ≤ 4,
● 𝑥1, 𝑥2 ≥ 0
● The above problem can be converted into a goal programming problem assuming that the
decision maker wishes to have at-least 40,000 profit and the cost should not exceed the limit of
20,000 represented as follows (𝐺𝑃1):
● 𝑀𝑖𝑛 𝑑1− + 𝑑2+
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜,
2𝑥1 + 3𝑥2 + 𝑑1− = 40,000
𝑥1 + 5𝑥2 − 𝑑2+ = 20,000
𝑥1 + 𝑥2 ≤ 10
𝑥1 − 𝑥2 ≤ 4
𝑥1, 𝑥2 ≥ 0
𝑑1−, 𝑑2+ ≥ 0
● Pre-emptive Goal Programming: Suppose in the above problem after knowing the fact that the
multi-objective scenario restrict to have any such solution which satisfies both the goals
simultaneously, then the decision makers specifies the priorities for both the goals. Suppose in
problem 𝐺𝑃1 the first goal is having the higher priority, say 𝑃1, and the second goal is having
lower priority, say 𝑃2, that is 𝑃1 > 𝑃2. In this situation, the problem 𝐺𝑃1 is written as follows
(𝐺𝑃2):
● 𝑀𝑖𝑛 {𝑃1𝑑1−, 𝑃2𝑑2+}
● 𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜, 2𝑥1 + 3𝑥2 + 𝑑1− = 40,000
● 𝑥1 + 5𝑥2 − 𝑑2+ = 20,000
● 𝑥1 + 𝑥2 ≤ 10
● 𝑥1 − 𝑥2 ≤ 4
● 𝑥1, 𝑥2 ≥ 0
● 𝑑1−, 𝑑2+ ≥ 0
● 𝑃1 > 𝑃2
 GP Example: Conceptual Products

● Conceptual Products produces CP400 and CP500

computers that use memory modules, external hard drives,
and cases. The CP400 model uses two memory modules
and no external hard drive, whereas the CP500 uses one
memory module and one external hard drive. Both models
use one case.
● Suppliers can provide Conceptual Products with
1000 memory modules, 500 external hard drives, and
600 cases on a weekly basis. It takes one hour to
manufacture a CP400 and its profit is $200 and it takes one
and one-half hours to manufacture a CP500 and its profit is
$500.
 GP Example: Conceptual Products

The company has four goals:

Priority 1: Meet a state contract of 200 CP400 machines weekly.(Goal 1)

Priority 2: Make at least 500 total computers weekly. (Goal 2)
Priority 3: Make at least $250,000 weekly. (Goal 3)
Priority 4: Use no more than 400 man-hours per week. (Goal 4)
GP Example: Formulation

Variables
x1 = number of CP400 computers produced weekly
x2 = number of CP500 computers produced weekly
di- = amount the right hand side of goal i is deficient
di+ = amount the right hand side of goal i is exceeded
Functional Constraints
Availability of memory modules: 2x1 + x2 < 1000
Availability of external hard drives: x2 < 500
Availability of cases: x1 + x2 < 600
GP Example: Formulation

Goals

(1) 200 CP400 computers weekly:

x1 + d1- - d1+ = 200
(2) 500 total computers weekly:
x1 + x2 + d2- - d2+ = 500
(3) $250(in thousands) profit:
.2x1 + .5x2 + d3- - d3+ = 250
(4) 400 total man-hours weekly:
x1 + 1.5x2 + d4- - d4+ = 400
Non-negativity:
x1, x2, di-, di+ > 0 for all i
GP Example: Formulation

Objective Functions
Priority 1: Minimize the amount the state contract
is not met: Min d1-
Priority 2: Minimize the number under 500
computers produced weekly: Min d2-
Priority 3: Minimize the amount under $250,000
earned weekly: Min d3-
Priority 4: Minimize the man-hours over 400 used
weekly: Min d4+
 GP Example: Formulation

Formulation Summary
Min P1(d1-) + P2(d2-) + P3(d3-) + P4(d4+)
s.t. 2x1 +x2 < 1000
+x2 < 500
x1 +x2 < 600
x1 +d1- -d1+ = 200
x1 +x2 +d2- -d2+ = 500
.2x1+ .5x2 +d3- -d3+ = 250
x1+1.5x2 +d4- -d4+ = 400
x1, x2, d1-, d1+, d2-, d2+, d3-, d3+, d4-, d4+ > 0
SOLVING GOAL PROGRAMMING PROBLEMS
GRAPHICALLY

● We can analyze goal programming problems graphically

● We must be aware of three characteristics of goal programming
problems
1. Goal programming models are all minimization problems
2. There is no single objective, but multiple goals to be attained
3. The deviation from the high-priority goal must be minimized
to the greatest extent possible before the next-highest-priority
goal is considered
GP Example: Graphical Solution

Iteration 1
To solve graphically, first graph the functional
constraints. Then graph the first goal: x1 = 200. Note
on the next slide that there is a set of points that
exceed x1 = 200 (where d1- = 0).
GP Example: Graphical Solution
Functional Constraints and Goal 1 Graphed
x2
1000
2x1 + x2 < 1000

800
Goal 1: x1 > 200
600 x2 < 500
x1 + x2 < 600
400

200
Points
Satisfying
Goal 1

200 400 600 800 1000 1200

x1
GP Example: Graphical Solution

Iteration 2
Now add Goal 1 as x1 > 200 and graph Goal 2:
x1 + x2 = 500. Note on the next slide that there is
still a set of points satisfying the first goal that also
satisfies this second goal (where d2- = 0).
GP Example: Graphical Solution

Goal 1 (Constraint) and Goal 2 Graphed

x2
1000
2x1 + x2 < 1000

800
Goal 1: x1 > 200
600 x2 < 500
x1 + x2 < 600
400

200 Points Satisfying

Both Goals 1 and 2

Goal 2: x1 + x2 > 500

x1
200 400 600 800 1000 1200
GP Example: Graphical Solution

Iteration 3
Now add Goal 2 as x1 + x2 > 500 and Goal 3:
.2x1 + .5x2 = 250. Note on the next slide that no points
satisfy the previous functional constraints and goals and
satisfy this constraint.
Thus, to Min d3-, this minimum value is achieved when
we Max .2x1 + .5x2. Note that this occurs at x1 = 200 and x2
= 400, so that .2x1 + .5x2 = 240 or d3- = 10.
 GP Example: Graphical Solution

Goal 2 (Constraint) and Goal 3 Graphed

x2
2x1 + x2 < 1000
1000
Goal 1: x1 > 200
800
x1 + x2 < 600 x2 < 500
600

(200,400)
400
Points Satisfying
Both Goals 1 and 2
200

Goal 2: x1 + x2 > 500

Goal 3: .2x1 + .5x2 = 250

x1
200 400 600 800 1000 1200
THANK YOU