Scribd
Upload
2 views

Goal+Programming

Goal programming is a linear programming method that accommodates multiple goals, allowing for conflicting objectives and prioritization. It aims to minimize deviations from these goals while considering their hierarchy. The document discusses the formulation of goal programming models, including examples and algorithms for achieving optimal solutions.

Uploaded by

sammush79
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
2 views

Goal+Programming

Goal programming is a linear programming method that accommodates multiple goals, allowing for conflicting objectives and prioritization. It aims to minimize deviations from these goals while considering their hierarchy. The document discusses the formulation of goal programming models, including examples and algorithms for achieving optimal solutions.

Uploaded by

sammush79
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 15

Goal Programming

(Multi-criteria Mathematical
Programming)

Designed & Delivered by


SAYED M. IRFAN
Department of Industrial & Manufacturing Engineering
NED University of Engineering & Technology
Introduction

 Goal programming is a form of linear


programming that allows for consideration of
a single goal or multiple goals. The goals
may or may not be of the same dimension or
unit of measurement.
 In addition, goal programming allows for
consideration of conflicting goals. If multiple
goals exist, the decision maker must specify
an ordinal ranking of goals.

Goal Programming 2
Introduction
 Whereas linear programming identifies from the set
of feasible solutions the point that optimizes a single
objective, goal programming identifies the point that
best satisfies either the single goal or set of goals in
the problem.
 With multiple goals, all goals usually cannot be
realized exactly. Goal programming attempts to
minimize the deviations from these goals with
consideration given to the hierarchy of stated
priorities.

Goal Programming 3
A Media-Mix, Single Goal
Example
 The problem is one of determining how much
money to allocate for television and radio
advertisements.
 Rated exposures per $1000 of advertising
expenditure are 10,000 and 7,500
respectively, for television and radio.
 The advertising budget for the next campaign
is $100,000 and no more than 70% of the
budget can be expended on television
Goal Programming 4
Media-Mix Example cont…

 The LP formulation for this problem is:


 Maximize z = 10,000 x1 + 7,500 x2
Subject to
x1 + x2 ≤ 100
x1 ≤ 70
x1 , x2 ≥ 0
 where x1 = Thousands of dollars spent on TV
advertising and x2 = Thousands of dollars spent
on radio advertising.
Goal Programming 5
Media-Mix Example cont…

 Now presume that management has set a


target goal of 1 million exposures for the
advertising campaign; that is, they would be
satisfied if their campaign reached 1 million
exposures. The LP approach would be to
include this goal as a constraint having the
form:
10,000 x1 + 7,500 x2 ≥ 1,000,000.

Goal Programming 6
Media-Mix Example ― A Goal
Programming Approach
 The GP formulation of the same problem is
 Minimize
z = 0x1 + 0x2 + d- + d+
or more simply
z = d- + d+
subject to
(Goal constraint) 10,000 x1 + 7,500 x2 + d- + d+ = 1,000,000
(System constraint) x1 + x2 ≤ 100
(System constraint) x1 ≤ 70
x 1 , x 2 , d- , d+ ≥ 0
Goal Programming 7
Characteristics of GP Models

 Variables: Two types of variables will be part


of any GP formulation; they are decision
variables and deviational variables.
 Constraints: Two classes of constraints may
be formulated for a GP problem: (1) system
constranits, and (2) goal constraints.
 Objective Function: The objective function in
a GP problem is always minimized and must
be composed of deviational variables only.
Goal Programming 8
Incorporating Multiple Goals

 When more than one goal exists:


 Multiple goals must be assigned ordinal priority
factors (that is, they must be rank ordered).
 More than one set of deviational variables may be
associated with any goal (or priority level).
 When more than one deviational variable exists at
a given priority level, differential weights may be
assigned to the variables in the objective function
to express decision-maker preferences within that
priority level.

Goal Programming 9
Media-Mix Example, Multiple
Goals
 Assume that management has agreed that the campaign
cannot be judged successful if total exposures are under
750,000. The campaign would be viewed superbly successful if
1 million exposures occurred. Management has rank ordered
four goals it wishes to achieve, arranged from highest to lowest
priority:
1. Minimize the underachievement of the exposure goal of
750,000 exposures.
2. Avoid expenditures of more than $100,000.
3. Avoid expenditures of more than $70,000 for television
advertisements.
4. Minimize the underachievement of the goal of 1 million
exposures.

Goal Programming 10
GP Formulation of the
Problem
Minimize z  P1 d1  P2 d 2  P3 d 3  P4 d 4

subject to
Total exposure goal 10,000 x1  7,500 x2  d1  d1 750,000
Total budget goal x1  x2  d 2  d 2 100
TV budget goal x1  d 3  d 3 70
Total exposure goal 10,000 x1  7,500 x2  d 4  d 4 1,000,000

Goal Programming 11
Goal Programming
Algorithms
 There are two methods, in general:
1. Weights Method: In this method the single
objective function is the weighted sum of the
functions representing the goals of the problem.
2. Preemptive Method: This starts by prioritizing the
goals in order of importance. The model is then
optimized using one goal at a time such that the
optimum value of a higher priority goal is never
degraded by a lower priority goal.

Goal Programming 12
Priority Factors
 When a GP problem contains multiple goals that
have been rank ordered, deviational variables are
implicitly weighted in the objective function by
ordinal priority factors, Pk, where P1 represents the
highest priority, P2 the second highest priority, and
so forth.
 Intuitively one might think of the priority factors as
penalties or costs for having deviated from the
stated goals. The greatest penalty (P1) is assigned
for any deviation from the highest priority goal.

Goal Programming 13
Media-Mix, Differential
Weights
 Assume that the two most important audiences for the
company are persons 18 to 21 years of age and persons
25 to 30 years of age. The table below presents estimates
of the numbers of individuals in the two age groups
expected to be exposed to advertisements per $1,000 of
expenditure.

Age Television Radio


18 - 21 years 2,500 3,000
25 – 30 years 3,000 1,500

Goal Programming 14
Additional (Preferential)
Goals
 Management has established a goal of
reaching at least 250,000 persons in each of
the two age groups and ranks the
achievement of these targets as the fifth
most important goal.
 In addition, management realizes and wishes
to account for the fact that the purchasing
power of the 25- to- 30 age group is twice the
purchasing power of the 18- to- 21 age
group.

Goal Programming 15

You might also like