Goal
Programming
Formulation of GP Problems
Deviations: the amount away from the desired standards or
objectives:
– Overachievement (d+i ≥ 0) vs. Underachievement (d-i ≥ 0)
– Desirable vs. Undesirable Deviations: (depend on the objectives)
• Max goals (≥) - the more the better - d+i desirable.
• Min goals (≤) - the less the better - d-i desirable.
• Exact goals (=) - exactly equal - both d+i and d-i undesirable
– In GP, the objective is to minimize the (weighted) sum of
undesirable deviations (all undesirable d+i and d-i →→ 0 ).
– For each goal, at least, one of d+i and d-i must be equal to "0"
Formulation of GP Problems
• Goals are prioritized in some sense, and their level of aspiration
is stated.
• 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.
• There are two types of goal programming models:
– Nonpreemptive goal programming - no goal is pre-determined to
dominate any other goal.
– Preemptive goal programming - goals are assigned different priority
levels. Level 1 goal dominates level 2 goal, and so on.
NONPREEMPTIVE GOAL PROGRAMMING
An Advertisement Example
• A company is considering three forms of advertising.
Cost per Ad Customers
Television 3000 1000
Radio 800 500
• Goals Newspaper 250 200
– Goal 1: Spend no more $25,000 on advertising.
– Goal 2: Reach at least 30,000 new potential customers.
– Goal 3: Run at least 10 television spots.
An Advertisement Example
LP Model:
3000X1 + 800X2 + 250X3 25,000
1000X1 + 500X2 + 200X3 30,000
X1 10
An Advertisement Example
• Detrimental variables
Ui = the amount by which the left hand side falls
short of (under) its right hand side value.
Ei = the amount by which the left hand side exceeds
its right hand side value.
• The goal equations
3000X1 + 800X2 + 250X3 + U1 – E1 = 25,000
1000X1 + 500X2 + 200X3 + U2 – E2 = 30,000
X1 + U3 – E3 = 10
An Advertisement Example
• The objective is to minimize the penalty of not meeting the
goals, represented by the detrimental variables
E1 U2 U3
25,000 30,000 10
An Advertisement Example
• The penalties are estimated to be as follows:
– Each extra dollar spent on advertisement above $25,000
cost the company $1.
– There is a loss of $5 to the company for each customer not
being reached, below the goal of 30,000.
– Each television spot below 10 is worth 100 times each
dollar over budget.
An Advertisement Example –
The goal programming model
• It is assumed that no advantage is gained by overachieving a
goal.
Minimize 1E1 + 5U2 + 100U3
s.t.
3000X1 + 800X2 + 250X3 + U1 – E1 = 25,000
1000X1 + 500X2 + 200X3 + U2 – E2 = 30,000
X1 + U3 – E3 = 10
All variables are non-negative.
NONPREEMPTIVE GOAL PROGRAMMING
Conceptual Products
Conceptual Products is a computer company that produces the
CP400 and the CP500 computers. The computers use different
mother boards produced in abundant supply by the company, but use
the same cases and disk drives. The CP400 models use two floppy
disk drives and no zip disk drives whereas the CP500 models use one
floppy disk drive and one zip disk drive. The disk drives and cases
are bought from vendors. There are 1000 floppy disk drives, 500 zip
disk drives, and 600 cases available to Conceptual Products 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.
Goals:
• Goal 1: Produce at least 200 CP400 computers
each week.
• Goal 2: Produce at least 500 total computers
each week.
• Goal 3: Reach at least $250 (in thousands) on
profit.
• Goal 4: Consume no more than 400 total man-
hours each week.
NONPREEMPTIVE GOAL PROGRAMMING
Conceptual Products
NONPREEMPTIVE GOAL PROGRAMMING
Conceptual Products
NONPREEMPTIVE GOAL PROGRAMMING
Conceptual Products
NONPREEMPTIVE GOAL PROGRAMMING
Conceptual Products
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
PREEMPTIVE GOAL PROGRAMMING
• he plot on the right shows the following
problem.
• maximize𝑥,𝑦∈𝑍𝑦subject to
• −𝑥+𝑦≤13𝑥+2𝑦≤122𝑥+3𝑦≤12𝑥,𝑦≥0
• Production planning
• Mixed-integer programming has many applications in
industrial productions, including job-shop modelling. One
important example happens in agricultural production
planning and involves determining production yield for
several crops that can share resources (e.g. land, labor,
capital, seeds, fertilizer, etc.). A possible objective is to
maximize the total production, without exceeding the
available resources. In some cases, this can be expressed in
terms of a linear program, but the variables must be
constrained to be integer.
• Scheduling-These problems involve service and vehicle
scheduling in transportation networks. For example, a
problem may involve assigning buses or subways to
individual routes so that a timetable can be met, and also to
equip them with drivers. Here binary decision variables
indicate whether a bus or subway is assigned to a route and
whether a driver is assigned to a particular train or subway.
The zero–one programming technique has been
successfully applied to solve a project selection problem in
which projects are mutually exclusive and/or
technologically interdependent. It is used in a special case
of integer programming, in which all the decision variables
are integers. Variable can assume only the values zero or
one.
• Territorial partitioning- Territorial partitioning
or districting problems consist of partitioning a
geographical region into districts in order to plan
some operations while considering different
criteria or constraints. Some requirements for this
problem are: contiguity, compactness, balance or
equity, respect of natural boundaries, and socio-
economic homogeneity. Some applications for this
type of problem include: political districting,
school districting, health services districting and
waste management districting.
• Telecommunications networks
• The goal of these problems is to design a network of lines
to install so that a predefined set of communication
requirements are met and the total cost of the network is
minimal.[6] This requires optimizing both the topology of
the network along with setting the capacities of the
various lines. In many cases, the capacities are
constrained to be integer quantities. Usually there are,
depending on the technology used, additional restrictions
that can be modeled as linear inequalities with integer or
binary variables.
• Cellular networks-The task of frequency planning
in GSM mobile networks involves distributing
available frequencies across the antennas so that users
can be served and interference is minimized between
the antennas. This problem can be formulated as an
integer linear program in which binary variables
indicate whether a frequency is assigned to an
antenna.
• Other applications- Cash flow matching
• Energy system optimization
• UAV guidance
• Transit map layouting
