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Goal programming

In this chapter we discuss the Goal programming technique for solving multi-objective models (linear).

In this chapter we discuss the Goal programming technique for solving multi-objective models (linear).

• Goal programming problem is a problem of finding solution which attains a predefined target for one or more objective function.

• If there exists no solution which achieve pre- specified targets in all objective functions, the task is to find solution which minimize deviation from the targets.

• If solution with desired target exists, the task of Goal programming is to identify that particular solution

Goal Programming Formulation

m goals are expressed as follows:

m

j = 1

i =

+

i

o

b

i

,

j

a

ij

x

j

+

u

i

=

1, 2,

u

and

, m

x

u

i

,

,

+

o are deviational

i

i

+

i

o

0,

for

variables

all

i

, j

representing amount of

overachievement of ith goal respectively

underachievement and

Decisions:

• The decision maker must analyse each one of the m goals in terms of whether under or overachievement of the goal is satisfactory

• i) If overachievement of the goal is objective function we have Minimize u i

acceptable , In

-

(underachievement Variable)

ii) If underachievement of the goal is

acceptable , In

objective function we have Minimize o i + (overachievement Variable) iii) If exact achievement of the goal is derived ,both u i - and o i + must be included in the objective function.

NOTE

• In 8 th edition following symbols are used for deviational variable Underachiement Deviational Variable

S i

(Slides

U i -

)

Over achievement deviational variable

S i +

(Slides

O i +

)

Difference between LP and GP

• LP identifies from the set of feasible solutions, the point that optimizes a single objective.

• GP determines the point that best satisfies the set of goals in the decision problem.

• GP attempts to minimize the deviations from the goals.

Example:

Ozark University admissions office is processing freshman applications for upcoming academic year. The applications fall into three categories: in-state, out-of-state and international. The male-female ratio for in-state, out-of-state and international applicants are 1:1, 3:2 and 8:1 respectively. The American College Test (ACT) score is an important factor in accepting new students. Statistics indicate that average ACT scores for in-state, out-of-state and international students are 27, 26 and 23 respectively. The Committee on admission has established the following desirable Goals for freshman class:

a. The incoming class has at least 1200 freshman.

b. The

average

ACT

score

students is at least 25.

of

all

incoming

c. International students constitute at least 10% of incoming class.

d. The female-male ratio is at least 3:4.

e. Out-of-state students constitute at least 20% of the incoming class Formulate the problem as a goal programming model.

Solution: Let x 1 , x 2 and x 3 represent numbers of in- state, out-of-state and international freshmen.

The

classes are

expressed as

goals

for

the

freshman

new

(a)

(b)

(c)

x

1

+ x

2

+ x

3

1200

27

x

1

+

26

x

2

+

23

x

3

 

x

1

+

x

2

+

x

3

x

3

0.1

 
 

x

1

+

x

2

+

x

3

 

25

(d)

(e)

1/2

x

1

+

2 / 5

x

2

+

1/ 9

x

3

1/ 2

x

1

+

3/5

x

2

+

8/9

x

3

x

 

2

x

1

+

x

2

+

x

3

1

,

x

2

,

x

3

0

x

0.2

3

4

These goal constraints are then simplified as

(a)

(b)

(c)

(d)

(e)

x

x

- 0.1

1/ 8

+

x

2

+

x

x

1

x

1

1

2

1

0.2

x

1

x

1

,

x

2

+

x

3

2

x

x

1200

+

0

0.9

x

3

2

0.1

2

0

3

0

x

3

1/ 20

0.8

x

x

3

5 / 9

x

0.2

x

 

3

2

+

,

2

0

0

Each of the inequality of the model represent the goal that the admission committee wants to establish. So we seek a compromise solution among these conflicting goal.

The manner in which goal programming finds a compromise solution is to convert each inequality into flexible goal in which corresponding constraints may be violated, if necessary. The flexible goals are expressed for this model as follows:

(a)

(b)

(c) - 0.1

(d) 1/ 8

(e)

x

1

2

+

x

2

+

x

3

2

0.1

+

x

x

u

1

3

2

+

+

x

x

1

+

x

x

x

1

2

1/ 20

1 2

x

1

x

3

+

0.8

0,

x

2

o

+

i

,

0.2

,

x

2

x

1

2

o

+

1

x

1200

+

x

3

=

u

3

+

0

u

3

+

0,

u

5

i

=

=

+

2

o

3

u

0.9

 

+

0

 

o

3

=

 

+

4

o

4

=

+

 

o

5

=

0

1,2,3,4,5.

5 / 9

i

x

0

0.2

u

,

In the given model all constraints are of the type Thus compromise solution tries to satisfy following 5 objectives as much as possible G 1 : Minimize u 1 G 2 : Minimize u 2 G 3 : Minimize u 3 G 4 : Minimize u 4 G 5 : Minimize u 5

to

-

-

-

-

-

These

functions

minimized

subject

are constraints equations of the model

x

2

- 0.1

1/ 8

+ +

x

2

1

+

x

2

x

1

x

1

+

x

x

1/ 20

x

3

2

0.1

u

1

3

2

+

+

x

2

1

x

x

0.2

+

0.8

x x

1

1

,

x

2

,

x

3

0,

2

u

i

o

+

1

= 1200

o

+

2

0

u

0.9

2

=

x

3

+

u

3

x

3

+

 

3

+

u

0,

i

u

5

=

5 / 9

0.2

,

o

+

i

x

4

o

+

3

=

+

4

o

0

=

0

o

+

5

0

=

1,2,3,4,5.

Example 2:

A small paint company manufactures two types of paint, latex and enamel. In production, the company uses 10 hours of labor to produce 100 gallons of latex and 15 hours of labor to produce 100 gallons of enamel. The company has 40 hours of daily labor and 30 hours of overtime labor available each week. Each paint generates a profit at the rate of $1.00 per gallon

(1) avoid the use of overtime (2) achieve a weekly profit of $1000 (3) produce at least 700 gallons of enamel paint each week

Formulate the problem as goal programming problem.

Rewrite information in a table format

Latex

Enamel

Labor for 100 gallons (hours)

10

15

Profit for 1 gallon

$1

$1

Remember these are our constraints not our goals. Goals may not be satisfied (i.e they can go over or under the required amount) but constraints must always be satisfied.

Decide decision variables

L

= no. of 100 gallons of latex paint produced per week

E

= no. of 100 gallons of enamel paint produced per week

Write the constraints using your decision variables

Constraint : 10 L + 15 E 70

(Labor constraint)

Write goal constraints using your decision variables

Goal 1: 10 L + 15 E 40

Goal 2: 100 L + 100 E 1000

Goal 3: E 7

(Avoid Overtime)

(Profit)

(Enamel Paint Production)

The flexible goals constraints are expressed for this model as follows:

10 L + 15 E + u 1 - - o 1 +

= 40

100 L + 100 E + u 2 - - o 2 +

E + u 3 - - o 3 +

=

7

= 1000

Thus compromise solution tries to satisfy following objectives as much as possible

G

G

G

1 :

2 :

3 :

Minimize o 1 Minimize u 2 Minimize u 3

-

-

-

The Goal programming problem:

G

G

G

1 :

2 :

3 :

-

Minimize o 1 Minimize u 2 Minimize u 3

-

Subject to

-

10 L + 15 E + u 1 - - o 1 +

= 40

100 L + 100 E + u 2 - - o 2 +

E + u 3 - - o 3 +

=

7

10 L + 15 E 70

= 1000

L , E, u 1 - , o 1 + , u 2 - , o 2 + , u 3 - , o 3 +

0

Optimization of a multivariate model with possibly conflicting goals Two Methods The Weights method the Preemptive method Both methods are based on converting the multiple objectives into a single function

The Weights Method

Suppose given as

goal

programming

Minimize G i ; i=1, 2, …

, n

model

has

n

goals

The combined objective function used in weighted method is defined as

Minimize z = w 1 G 1 + w 2 G 2 + ….+ w n G n

w i

the

decision makers preference regarding relative importance of each goal.

represents

positive

weights

that

reflect

w i = 1, for all i signifies that all goals carry equal weights.

• The determination of the specified values of these weights is subjective.

Example:

In the Ozark University admission situation described in the first problem, suppose that the limit on the size of incoming freshman class must be met, but the remaining requirement can be treated as a flexible goal. Further assume that ACT score goal is twice as important as any of the remaining goals. (a) Solve the problem & specify whether or not all goals are satisfied.

Minimize

Subject to

z

=

2 u

2

x

1

+

x

2

+

+

x

3

u

3

+

1200

u

4

+

u

5

2

x

1

-0.1

+

x

1

x

2

2

x

3

+

0.1

x

+

2

u

0.9

2

x

3

+

o

=

2

+

u

1/ 8

x

1

x

0.2

1

,

x

2

,

+

1

x

3

x

1/ 20

0.8

0,

x

2

x

2

o

+

i

5 / 9

x

+

3

0.2

x

+

3

,

u

i

0,

3

u

i

0

u

5

+

o =

3

4

0

+

o =

4

+

o

=

5

0

0

=

2,3,4,5.

Solving by simplex method we get

z = 0 all goals are satisfied x 1 = 801, x 2 = 240, x 3 = 159 (Approx values) o 2 + = 1525.6 ACT score overachieved by 1525.6/1200=1.27 points per student on the average o 3 + = 38.59 number of international students overachieved by =39 (Approx)

(b) If in addition, the size of the incoming class can be treated as a flexible goal that is twice as important as the ACT goal, how would this change affect the solution?

Minimize

= 4

+ 2

u where the first constraint is expressed as

z

u

1

u

2

u

3

4

u

5

+

+

+

x

1

+ +

x

2

x

3

+

u

1

o

+

1

= 1200

Minimize

z

= 4 u

1

+

+

x

1

x

2

+

x

2

0.1

x

1

x

+

1

x

3

+ 2 u + u + 2 3 + x + u o = 3
+
2
u
+
u
+
2
3
+
x
+
u
o
=
3
1
1
+
2
x
+
u
o
=
3
2
2

u

x

+

x

x

2

2

2

o

0.9

x

+

3

u

+

i

,

5/ 9

x

+

3

0.2

x

+

3

u

i

0,

3

i

4

0

5

4

+

u

5

Subject to 2 x

x

1

1

-0.1

1/8

1200

+

o =

3

0

+

o =

4

+

o

=

5

1/ 20

0.8

0,

u

0

0

0.2

,

x

2

,

u

x

1

1,2

,3,4,5.

=

Solve by simplex method…….

Preemptive Method

ℓ Preemptive Method • Rank goals of the problem in order of importance   • Given

• Rank

goals

of

the

problem

in

order

of

importance

 

• Given

n-goal

an mentioned as

situation,

objectives

are

Minimize G =

.

.

1

(Hi hest

p 1

g

riorit )

p

y

Minimize G n = p n (Lowest priority) • The variable p i is either O i + or U i - representing goal i

• The solution procedure considers one goal at a time, starting with the highest priority G 1 , and terminating with the lowest G n .

Step 0: Identify the goals of the model and rank them in order of priority G 1 = p 1 > G 2 = p 2 > …. > G n = p n Set i = 1.

Step 1: Solve LP i that minimizes G i , and let p i = p i * define the corresponding optimum value of the deviational variable p i . If i = n stop; LP n solves the n goal program. Otherwise, add the constraint p i = p i * to the constraints of the G i -problem to ensure that the value of p i will not be degraded in future problems. Set i = i + 1, and repeat step i.

Example: TopAd a new advertising agency with 10 employees has received a contract to promote a new product. The agency can advertise by radio or television. The following table provides data about the number of people reached by each type of advertisement, and the cost and labor requirements.

Data/min advertisement

Radio

Television

Exposure (in millions of persons)

4

8

Cost (in thousands of dollars)

8

24

Assigned employees

1

2

The contract prohibits TopAd from using more than 6 minutes of radio advertisement. Additionally , radio and television advertisement need to reach at least 45 million people. TopAd has set a budget goal of $1,00,000 for the project. How many minutes of radio and television advertisement should TopAd use. Solve the problem by Preemptive method. Assume that exposure goal has higher priority.

Solution: Let x 1 and x 2 be the minutes allocated to radio & television advertisements. The goal programming formulation for the problem is given as follows Minimize G 1 = u 1 - (Satisfy exposure goal) Minimize G 2 = o 2 + (Satisfy budget goal) subject to 4x 1 + 8x 2 + u 1 - - o 1 + = 45 (Exposure goal) 8x 1 + 24x 2 + u 2 - - o 2 + =100 (Budget goal)

x 1 + 2x 2

x 1

x 1 , x 2 , o 1 + , u 1 - , o 2 + , u 2 - 0

10

6

(Personnel limit) (radio limit)

Step 0: G 1 > G 2 G 1 : Minimize G 2 : Minimize Step 1: Solve LP 1 . Minimize G 1 = u 1 subject to

-

u

o

1 -

2 +

(Exposure goal) (Budget goal)

4x 1 + 8x 2 + u 1 - - o 1 +

8x 1 + 24x 2

= 45 (Exposure goal) +u 2 - - o 2 + = 100 (Budget goal) 10 (Personnel limit)

6 (radio limit)

x 1 + 2x 2

x 1 x 1 , x 2 ,o 1 + , u 1 - , o 2 + , u 2 - 0

The optimum solution is x 1 = 5 minutes, x 2 = 2.5 minutes, u 1 - = 5 million people, with the remaining variables equal to zero. The solution shows that the exposure goal G 1 is violated by 5 million persons. In LP 1 we have p 1 = u 1 - Thus the additional constraint we use with the G 2 - problem is u 1 - = 5. Step 2: We need to solve LP 2 whose objective function is Minimize G 2 = o 2 + subject to same set of constraints as in step1 plus additional constraint u 1 - = 5.

We can solve the new problem. The additional constraint u 1 - = 5 can also be accounted for by substituting out u 1 - in the first constraint. The result is that right hand side of the exposure constraint will be changed from 45 to 40, thus reducing LP 2 to Minimize G 2 = o 2 + subject to 4x 1 + 8x 2 - o 1 + = 40 (Exposure goal)

8x 1 + 24x 2

+u 2 - - o 2 + = 100 (Budget goal) 10 (Personnel limit)

6 (radio limit)

x 1 + 2x 2

x 1 x 1 , x 2 , o 1 + , o 2 + ,u 2 - 0.

The new formulation is one variable less than the one in LP 1 .

Solve….

THE END

Tutorial

(1) A cycle manufacturing company produces two types of bicycles B1 and B2. The production time for each B1 bicycle is 2 hours and that of B2 is 3 hours. The company have 2000 seats and 2400 tires to be used in both the models in addition 1000 gear assembly are available to be used only in B2 model. Profit on B1 is Rs. 300 per unit and on B2 is Rs. 400per unit. The company has following goals for next month:

(a) Fulfill a contract agreement of 400 B1 bicycles to be delivered next month.

(b)

Achieve at least Rs 100000 profit for the month.

(c)

Use no more than 1600 labor hours during the month.

(d)

at least 200 tires left over at the end of the month.

Formulate the following problem as a linear goal programming problem, with a condition the profit goal is twice as important as the other goals.

(2) You work for an Advertising agency. A customer has identified

three primary target audiences they are trying to reach, and has an

Advertising budget of $ 600,000. They have expressed their target in the form of three goals:

(a) Ads should be seen by at least 40 million high-income men (HIM).

(b) Ads should be seen by at least 60 million low-income people (LIP)

(c) Ads should be seen by at least 35 million high-income women

(HIW) You recognize that advertising during football games and soap operas will cover the target audience. The table 1 indicate the

number of viewers from the different categories that will be viewing these types of programming

Table1:

HIM

LIP

HIW

Cost

Football ad (per min)

7 million

10 million

5 million

$ 100,000

Soap Opera ad (per min)

3 million

5 million

4 million

$60,000

Suppose each shortfall of one million viewers from the goal translates to a cost of $ 200,000 for HIM, $ 100,000 for LIP and $50,000 for HIW. Formulate as a goal programming problem and hence solve using simplex method.

(3) A company has two machines for manufacturing a product. Machine 1 make two units per hour, while machine 2 makes three units per hour. The company has an order of 80 units. Energy restrictions dictate that only one machine can operate at one time. The company has 40 hours of regular machine time, but overtime is

available. It costs $ 4 to run machine 1 for one hour, while machine 2 costs $5 per hour. The company has the following goals

(a)

Meet the demand of 80 units exactly

(b)

Limit machine overtime to 10 hours

(c)

Use the 40 hours of normal machining time

(d)

Minimize costs.

Formulate as a goal programming problem.