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Goal Programming

Goal programming is a technique for solving optimization problems with multiple objectives that often conflict. It involves formulating goals or targets for the problem and using deviational variables to measure how far solutions are from achieving the goals. The objectives aim to minimize the undesirable deviations from the goals, with weights potentially used to reflect relative importance. The process involves iteratively solving the problem and adjusting weights until an acceptable tradeoff solution is found.

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Goal Programming

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cena5760

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Goal

Programming

• Formulating GP problems

• Comments about GP
Introduction
• Most of the optimization problems considered to
this point have had a single objective.

• Often, more than one objective can be identified

for a given problem.
• Maximize Return or Minimize Risk
• Maximize Profit or Minimize Pollution

• These objectives often conflict with one another.

Goal Programming (GP)
• Most LP problems have hard constraints that cannot be violated...

• There are 1,566 labor hours available.

• There is $850,00 available for projects.

• In some cases, hard constraints are too restrictive...

• You have a maximum price in mind when buying a car (this is your “goal” or target
price).

• If you can’t buy the car for this price, you’ll likely find a way to spend more.

• We use soft constraints to represent such goals or targets we’d like to achieve.
• Davis McKeown wants to expand the convention
center at his hotel in Myrtle Beach, SC.
A Goal • The types of conference rooms being considered
Programming are:
Size (sq ft) Unit Cost
Example: Myrtle
Small 400 $18,000
Beach Hotel Medium 750 $33,000
Expansion Large 1,050 $45,150

 Davis would like to add 5 small, 10 medium and

15 large conference rooms.
 He also wants the total expansion to be 25,000
square feet and to limit the cost to $1,000,000.
Defining the Decision Variables

X1 = number of small rooms to add

X2 = number of medium rooms to add

X3 = number of large rooms to add

Defining the Goals
Goal 1: The expansion should include approximately 5
small conference rooms.

Goal 2: The expansion should include approximately 10

medium conference rooms.

Goal 3: The expansion should include approximately 15

large conference rooms.

Goal 4: The expansion should consist of approximately

25,000 square feet.

Goal 5: The expansion should cost approximately

$1,000,000.
 Small Rooms
Defining the  
X1  d  d  5
Goal 1 1

 Medium Rooms
Constraints-I
 
X2  d  d  10
2 2

 Large Rooms
 
X3  d  d  15
3 3

where
d i , d i  0
Defining the
Goal
• Total Expansion
Constraints-II
400X1  750X2  1,050X3  d 4  d 4  25,000

• Total Cost (in $ 1,000s)

. X3  d 5  d 5  1,000
18X1  33X2  4515
where
d i , d i  0
• There are numerous objective functions
we could formulate for a GP problem.
GP Objective • Minimize the sum of the deviations:
Functions
MIN 
i
di
 di

 Problem: The deviations measure
different things, so what does this
objective represent?
• Minimize the sum of percentage deviations
GP Objective
MIN  t di  di 
1 
Functions i i

where ti represents the target value of goal i

(cont’d)
 Problem: Suppose the first goal is underachieved
by 1 small room and the fifth goal is overachieved
by $20,000.
– We underachieve goal 1 by 1/5=20%
– We overachieve goal 5 by 20,000/1,000,000= 2%
– This implies being $200,000 over budget is just as
undesirable as having one too few small rooms.

Is this true? Only

the decision maker
can say for sure.
GP Objective  Weights can be used in the previous objectives to
allow the decision maker indicate desirable vs.
Functions undesirable deviations the relative importance of
(cont’d) various goals

 Minimize the weighted sum of deviations

• MIN
 wd   wd  
i i i i
i

 Minimize the weighted sum of % deviations

MIN 
1
 wi di  wi di 
i ti
• Assume
• It is undesirable to underachieve any of the first
Defining the three room goals
• It is undesirable to overachieve or underachieve the
Objective 25,000 sq ft expansion goal
• It is undesirable to overachieve the $1,000,000
total cost goal

+ +
w− − −
1 − w2 − w3 − w− 4 − w 4 + w 5 +
𝐌𝐈𝐍: d1 + d2 + d3 + d4 + d4 + d5
5 10 15 25,000 25,000 1,000,000

Initially, we will assume all the above weights equal 1.

Implementing the Model

See file Fig7-1.xlsm

Comments About GP
• GP involves making trade-offs among the goals until the most satisfying solution is
found.

• GP objective function values should not be compared because the weights are
changed in each iteration. Compare the solutions!

• An arbitrarily large weight will effectively change a soft constraint to a hard

constraint.

• Hard constraints can be place on deviational variables.

The MiniMax Objective

• Can be used to minimize the maximum deviation

from any goal.

MIN: Q

d1  Q

d1  Q

d2  Q
etc...
Summary of Goal Programming

1. Identify the decision variables in the problem.

2. Identify any hard constraints in the problem and formulate them in the usual way.
3. State the goals of the problem along with their target values.
4. Create constraints using the decision variables that would achieve the goals exactly.
5. Transform the above constraints into goal constraints by including deviational variables.
6. Determine which deviational variables represent undesirable deviations from the goals.
7. Formulate an objective that penalizes the undesirable deviations.
8. Identify appropriate weights for the objective.
9. Solve the problem.
10. Inspect the solution to the problem. If the solution is unacceptable, return to step 8 and
revise the weights as needed.