PO 8 - Goal Programming
PO 8 - Goal Programming
Goal Programming :
Conceptual, Formulation and
Cases
• Pre define GP
• Types
• Components
• Solution Steps and Examples
• Graphics Approach
• Complex GP Formulation
• Cases and Assignments
• Spreadsheet skill and exercises
d+
Kendala:
Kendala Tujuan &
Kendala Sumberdaya
d-
Four Goal type :
1. To find Goals with certain value
2. Goals with underachieved value
3. Goals with overachieved value
4. Goals with interval values
tin Departemen Teknologi Industri Pertanian
Fakultas Teknologi Pertanian
Goal Programming
Goal Programming Type:
1. Goals with equal priority
2. Goals with a sequence of priorities (Pre-emptive GP)
3. Goals with different weights (Weighted GP)
Go to step 4. (Repeat steps 4 and 5 until all priority levels have been
examined.)
tin Departemen Teknologi Industri Pertanian
Fakultas Teknologi Pertanian
GP Example: Conceptual Products
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
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
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+
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).
400
Points
200 Satisfying
Goal 1
x1
200 400 600 800 1000 1200
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).
800
Goal 1: x1 > 200
x2 < 500
600
x1 + x2 < 600
400
Points Satisfying
200 Both Goals 1 and 2
x1
200 400 600 800 1000 1200
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.
Now we will formulate and solve a GP problem that involves multiple goals within
the same priority level.
No tradeoffs occur in the achievement of goals with different priorities. However,
tradeoffs can occur in the achievement of goals with the same priority and different
weights.
A GP problem with p preemptive goal priorities can be solved as a series of p linear
programming problems.
Solving a GP problem as a series of LPs, the objective functions (always to be
minimized) will include only relevant deviation variables and not decision variables.
Variables
x1 = number of CP400 computers produced weekly
x2 = number of CP500 computers produced weekly
x3 = number of CP600 computers produced weekly
d i- = 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 + x3 < 1000
Availability of external hard drives: x2 + x3 < 500
Availability of cases: x1 + x2 + x3 < 600
Objective Functions
Priority 1: Minimize the number of CP400 under
200 units: 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 5d3-
Priority 3: Minimize the man-hours over 400 used
weekly: Min d4+
Priority 2 Formulation
Min d2-
( include the previous 7 constraints,
i.e. 3 functional constraints and 4 goal constraints )
( add the constraint: d1- = 0 )
Priority 3 Formulation
Min 5d3- + d4+
( include the previous 8 constraints
i.e. 3 functional constraints and 4 goal constraints
and d1- = 0 )
Examples:
Production Planning - Maximize Profit/Maximize Market Share
Location Selection - Maximize Sales/Minimize Delivery Cost
Personal Schedule - Maximize GPA/Maximize Income
– 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"
LP Model:
• 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.
E1 U2 U3
£ 25,000 ³ 30,000 ³ 10
You will notice there are two extra columns called LHS (Left Hand Side) and RHS (Right Hand Side). These will be used
to optimise each goal. As all of the variables need to be ≥ 0, create a new row called lower limit which we can use to set
the lower bounds for each variable:
from this you can see 15 mugs (x1) and 20 bowls (x2) provides
only one deviation of 15 hours in d1+
d-
Goal-1
Goal-1