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Integer & Goal

This document discusses integer programming, goal programming, and linear programming extensions. It provides examples of integer programming problems and techniques. It also compares goal programming to linear programming, showing how goal programming handles multiple objectives by minimizing deviations from goals rather than optimizing a single objective. Finally, it works through an example of using goal programming to solve a problem for Harrison Electric Company by minimizing deviations from profit and capacity goals.

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Vinit Modi
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58 views9 pages

Integer & Goal

This document discusses integer programming, goal programming, and linear programming extensions. It provides examples of integer programming problems and techniques. It also compares goal programming to linear programming, showing how goal programming handles multiple objectives by minimizing deviations from goals rather than optimizing a single objective. Finally, it works through an example of using goal programming to solve a problem for Harrison Electric Company by minimizing deviations from profit and capacity goals.

Uploaded by

Vinit Modi
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Integer and Goal

Programming
Linear Programming
Extensions
• Integer Programming
• Linear, integer solutions

• Goal Programming
• Linear, multiple objectives

• Nonlinear Programming
• Nonlinear objective and/or
constraints
Three Types of Integer
Programming Problems
1. Pure integer programming
problems
• All variables integer.

2. Mixed-integer programming
problems
• Some variables integer.

3. Zero-one integer
programming problems
• All variables either 0 or 1.
Integer Programming
Techniques
• Gomory’s Cutting Plane
Method
• Branch and Bound Method
Goal Programming Versus
Linear Programming
• Multiple Goals (instead of one goal)
• Deviational Variables Minimized
(instead of maximizing profit or
minimizing cost of LP)
• “Satisficing” (instead of
optimizing)
• Deviational Variables are Real (and
replace slack variables)
Harrison Electric Company
Goal Programming
Original Problem

Max :  X    X 
Subject to: :
 X    X   
 X    X   
Problem with goal of Profit = 30

Min : d
Subject to::
 X   X   d  d  
 X   X   
 X   X   
Initial Goal
Programming Tableau
Cj 0 0 P1 P2 0 P4 0 0 P3 0
Solution
x1 x2 d1- d2- d3- d4- d1+ d2+ d3+ d4+
Mix Quantity
P1 d1 - 7 6 1 0 0 0 -1 0 0 0 30
P2 d2 - 2 3 0 1 0 0 0 -1 0 0 12
0 d3 - 6 5 0 0 1 0 0 0 -1 0 30
P4 d4 - 0 1 0 0 0 1 0 0 0 -1 7

{ Zj 0 1 0 0 0 1 0 0 0 -1 7
P4
Cj - Zj 0 -1 0 0 0 0 0 0 0 -1

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P3
Cj - Zj 0 0 0 0 0 0 0 0 1 0
Pivot Column

{ Zj 2 3 0 1 0 0 0 -1 0 0 1
P2
2
Cj - Zj -2 -3 0 0 0 0 0 1 0 0

{ Zj 7 6 1 0 0 0 -1 0 0 0 3
P1
Cj - Zj -7 -6 0 0 0 0 1 0 0 0 0
Second Goal
Programming Tableau
Cj 0 0 P1 P2 0 P4 0 0 P3 0
Solution x x d - d - d - d - d + d + d + d +
Mix 1 2 1 2 3 4 1 2 3 4
Quantity
P1 x1 1 6/7 1/7 0 0 0 -1/7 0 0 0 30/7
P2 d2 - 0 9/7 -2/7 1 0 0 +2/7 -1 0 0 24/7
0 d3 - 0 -1/7 -6/7 0 1 0 6/7 0 -1 0 30/7
P4 d4 - 0 1 0 0 0 1 0 0 0 -1 7

{ Zj 0 1 0 0 0 1 0 0 0 -1 7
P4
Cj - Zj 0 -1 0 0 0 0 0 0 0 +1

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P3
Cj - Zj 0 0 0 0 0 0 0 0 1 0
Pivot Column

Z 0 9/7 -2/7 1 0 0 2/7 -1 0 0 24/7


P2 { j
Cj - Zj 0 -9/7 +2/7 0 0 0 -2/7 +1 0 0

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P1
Cj - Zj 0 0 1 0 0 0 1 0 0 0
Final Solution to Harrison
Electric’s Goal Programming
Cj 0 0 P1 P2 0 P4 0 0 P3 0
Solution
x1 x2 d1- d2- d3- d4- d1+ d2+ d3+ d4+
Mix Quantity
P1 d 2+ 8/5 0 0 -1 3/5 0 0 1 -3/5 0 6
P2 x2 6/5 1 0 0 1/5 0 0 0 -1/5 0 6
0 d 1+ 1/5 0 -1 0 6/5 0 1 0 -6/5 0 6
P4 d 4+ -6/5 0 0 0 -1/5 1 0 0 1/5 -1 1

{ Zj -6/5 0 0 0 -1/5 1 0 0 1/5 -1 1


P4
Cj - Zj 6/5 0 0 0 1/5 0 0 0 -1/5 -1

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P3
Cj - Zj 0 0 0 0 0 0 0 0 1 0
{ Zj 0 0 0 0 0 0 0 0 0 0 0
P2
Cj - Zj 0 0 0 1 0 0 0 0 0 0

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P1
Cj - Zj 0 0 1 0 0 0 0 0 0 0

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