Goal Programming
Goal Programming
less than the target value (Tr), while glr is the current level
of goal r. When i = 1 the problem minimizes the shortfall
from the first goal target level, subject to the LP constraints.
One of two solution situations will then occur. Either the
optimum value of w1 (denoted w*1) equals 0,
Where
X2
X3
X4
Let:S2
S3
X1
=
=
=
S1
=
=
210
X1
260
X2
280
X3
300
X4
0
S1
0
S2
0
S3
-0.60
7.8
1.3
222
-12
-1
2
2
320
-60
Body
1
0
0
280
0
0
0
1
300
0
0.20
-0.60
-0.10
26
-26
0
1
0
0
0
-0.30
0.40
0.40
36
-36
Similarly, if d is driven to zero, this means that the overachievement of the goal will not be realized.
From the foregoing discussion, it can be deduced that
deviational variables are mutually exclusive. The
+
relationship is mathematically expressed as d x d = 0.
The steps needed to structure a GP model are:
1) Goals are identified and expressed as constraints.
2) Goals are analyzed to determine the correct
+
deviational variable[s] needed for them, d i, d i, or
both
3) A hierarchy of importance among goals is
established by assigning to each of them a preemptive priority factor, Pj. These pre-emptive
represents the highest priority, P2 the second
highest, and so on. The Ps indicates a simple
ordinal ordering of the goals.
Once these above steps are completed, the
problem can be quantified as a GP model as
follows:
Minimise:
m
+
i
Pj [d i + d 1-], where j 1,2,3, , n
i=1
Subject to:
n
+
[aijxj] - d i + d i = bi, where i = 1,2,3, , m
The following are the problem formulation and solution:
i
+
Minimise: OX1 + OX2 + OX3 + OX4 + P0 [d -] + Od 1 + P 2
[d 2 + d 3 + d 4]
Subject to:
i+
210X1 + 260X2 + 280X3 + 300X4 + d 1 + d 1 = N50,000 .
Target Profit [1]
3X1 + 4X2 + 8X3 + 6X4 + d 2 = 1,100 Operating room
hours
[2]
8X1 + 2X2 + 4X3 + 2X4 + d 3 = 1,400 Recovery room
bed-hours
[3]
4X1 + 6X2 + 4X3 + 4X4 + d 4 = 400 Surgical services beddays
[4]
i+
X1, X2, X3, X4 , d 1, d 1 d 2, d 3 and d 4 0
Non-negativity constraint
Note that the first goal equation has two deviational
+
variables [d 1 and d 1] and d 1 appears in the objective
+
function with a P1 coefficient while d 1 has a coefficient of
zero. The reason for this manipulation is that, since goal
one requires making at least N50,000, there is no need to
+
put any restriction on d 1. This is equivalent to the
maximization of profit problem in LP. Also, the insertion of
+
d 1 in equation [1] is required to determine if and by how
much the minimum of N50,000 profit has been exceeded.
+
In other words, variable d 1 will indicated the difference
between the goal profit and actual profit.
Equation [2], [3] and [4] include only the underachievement variables d 2, d 3 and d 4, respectively, without
inserting the over-achievement variables. This is logical
since the objective of the second goal is to minimize the
idle capacity of all the scarce resources. The above
problem was solved by the simplex method of GP. Table 3
presents the optimal solution [final simplex tableau].
X3
P2
X4
0
1
0
0
0
0
0
0
0
1
0
0
P2
d-1
1
0
0
0
0
0
P2
d+1
d-2
d-3
d-4
-1
0
0
0
0
1
-26
0.20
-0.60
-0.10
1.6
26
0
0
1
0
0
0
-36
-0.30
0.40
0.40
0.60
36
+
1
+ P2 [d 2]
Subject to:
+
210X1 + 260X2 + 280X3 + 300X4 + d 1 + d 1
=
N50,000
[5]
+
3X1 + 4X2 + 8X3 + 6X4 + d 2 + d 2= 1,100
[6]
+
8X1 + 2X2 + 4X3 + 2X4 + d 3 d 3 = 1,400
[7]
+
4X1 + 6X2 + 4X3 + 4X4 + d 4 d 4= 400
[8]
+
+
+
+
X1, X2, X3, X4 , d 1, d 1 d 2, d 2, d 3, d 3, d 4, d 4 0
non-negativity constraint
Comparing the above equations with those for the short
term, the following differences can be noted:
1) In the longer-term model, an over-achievement
+
variable [d ] has been inserted in each capacity
+
constraint equation [equations [6] [8]. The d
represents capacity expansion.
+
+
+
2) The insertion of d 2, d 3, and the d 4 variables in
the longer term model requires assigning them
zero coefficients in the objective function. This
means that there is no restriction on the
expansion of these capacities as long as this
expansion satisfies the predetermined objectives.
The solution to the above formulation is shown in
Table 4.
Interpretation of the Solution
The solution stub of Table 4 shows that, in order to fully
optimize all the predetermining goals in the longer term, the
following strategy should be adopted:
1.
2.
P1
P2
d4
X3
X4
d1
7300
-5
-3
0.5
-0.5
-1
X3
88
0.5
1.8
0.20
-0.2
-0.1
0.1
+
d1
2,230
-120
-1
-1
26.9
-26.9
16.2
16.2
X1
130
106.
2
-0.2
-0.10
0.1
0.2
-0.2
Cj Zj
P2
15
-0
Cj Zj
P1
+
4
Solution Stub
d3
+
d3
P2
X2
X1
d2
+
d2
P2
Constraint
column
Variable
column
+
d1
Objective
Column
+
4
Body
CONCLUSION
The foregoing demonstrates the advantages of GP
over LP. Tables 2 and 3 shows that GP can be used
to solve single as well as multiple linear objectives
subject to linear constraint equations. It has also
been shown that, in order to derive a meaningful
solution, decision makers must give considerable
attention to the formulation of a GP model. They must
be precise and accurate in determining overachievement and under-achievement variables
needed for every goal, for lack of accuracy can yield
a long-term solution when the intent is a short-term
solution.
Denmark and the US. Journal Eur Publ Pol. 13: 103952
REFERENCES
Barnett, D., Blake and McCarl, B. A. (1982): Goal
Programming via Multidimensional Scaling Applied to
Sengalese Subsistence Farms. American Journal of
Agricultural Economics. 64 : 720-27
Green-Pedersen, C., Wilkerson, J. (2006): How agendasetting attributes shape politics: Basic dilemmas,
problem attention and health politics developments in