Documente Academic
Documente Profesional
Documente Cultură
Code :LG2205
Credit :3 sks
Semester/Academic year :4/2017-2018
Lecturers :Nur Layli R.
Ferani E. Zulvia, Ph.D. (Coordinator)
• Students are able to describe the difference(s) between linear programming and
goal programming.
• Students are able to clasify problems into LP or GP
• Students are able to formulate real world problem into goal programming
2
Outline
• Review materi
• The difference between goal programming and linear programming
• Definition of hard and soft constraint
• Definition of deviational variable
• Formulate goal programming problem with same priority
3
Introduction
5
Introduction to Goal Programming
6
Terminology
• Decision variable:
The variables that we seek to determine. Its values are under our control and
influence the performance of the system.
• Criterion
Performance indicator. Some example: cost, profit, time, distance, performance of
system, company or organisational strategy, personal preferences of the decison
maker(s), safety consideration.
• Objective: can be maximize or minimize
• Goal: a criterion and a numerical level, known as a target level, which decision
maker(s) desire to achieve on that criterion.
• Constraint:
Restrictions on the values of decision variables.
7
The Steps to Formulate Goal Programming Problems
• Determine goals
8
The Steps to Formulate Goal Programming Problems
9
The Steps to Formulate Goal Programming Problems
10
The Steps to Formulate Goal Programming Problems
11
Geometry Representation of Goal Programming
Objective 2 Feasible
(Min) region
Objective 1 (Min)
12
Geometry Representation of Goal Programming
Objective 2 Feasible
(Min) region
Ideal point
Objective 1 (Min)
13
Study case 1 – Burnit Goal Programming
• The Leon Burnit Advertising Agency is trying to determine a TV advertising schedule for Priceler
Auto Company. Priceler has three goals:
• Goal 1: its ads should be seen by at least 40 million high-income men (HIM).
• Goal 2: its ads should be seen by at least 60 million low-income people (LIP).
• Goal 3: its ads should be seen by at least 35 million high-icome women (HIW).
Leon Burnit can purchase two types of ads: those shown during football games and those shown
during soap operas. At most, $600,000 can be spent on ads. The advertising costs and potential
audiences of a one-minute ad of each type are shown below. Leaon Burnit must determine how
many football ads and soap opera ads to purchase for Priceler.
Millions of Viewers
Ad
HIM LIP HIW Cost ($)
Football 7 10 5 100,000
Soap opera 3 5 4 60,000
14
Solution: Determine decision variable and goal
Decision variables:
𝑥1 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑚𝑖𝑛𝑢𝑡𝑒𝑠 𝑜𝑓 𝑎𝑑𝑠 𝑠ℎ𝑜𝑤𝑛 𝑑𝑢𝑟𝑖𝑛𝑔 𝑓𝑜𝑜𝑡𝑏𝑎𝑙𝑙 𝑔𝑎𝑚𝑒𝑠
𝑥2 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑚𝑖𝑛𝑢𝑡𝑒𝑠 𝑜𝑓 𝑎𝑑𝑠 𝑠ℎ𝑜𝑤𝑛 𝑑𝑢𝑟𝑖𝑛𝑔 𝑠𝑜𝑎𝑝 𝑜𝑝𝑒𝑟𝑎
Goal:
Goal 1: its ads should be seen by at least 40 million high-income men.
Goal 2: its ads should be seen by at least 60 million lo-income people.
Goal 3: its ads should be seen by at least 35 million high-icome
women.
15
Solution – Determine deviational variables
𝑠1+ = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑒𝑒𝑑 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑚𝑒𝑛
𝑠1− = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑚𝑒𝑛
𝑠2+ = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑒𝑒𝑑 𝑡ℎ𝑒 𝑙𝑜𝑤 − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑝𝑒𝑜𝑝𝑙𝑒
𝑠2− = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 𝑙𝑜𝑤 − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑝𝑒𝑜𝑝𝑙𝑒
𝑠3+ = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑒𝑒𝑑 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑤𝑜𝑚𝑒𝑛
𝑠3− = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑤𝑜𝑚𝑒𝑛
16
Solution – Formulate constraints
17
Solution – objective function
This problem has three target (goal). In this problem exceed the target is target
solution while under the target is not expected or must be avoided or minimize.
That’s why the objective function is minimize sum of amount by which we are
numerically under the target 𝑠𝑖− .
18
Study case – Burnit Goal Programming (2)
19
Solution – objective function
This problem has three target (goal). In this problem exceed the target is target
solution while under the target is not expected or must be avoided or minimize.
That’s why the objective function is minimize sum of amount by which we are
numerically under the target 𝑠𝑖− .
20
A Complete Goal Programming
Decision variables:
𝑥1 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑚𝑖𝑛𝑢𝑡𝑒𝑠 𝑜𝑓 𝑎𝑑𝑠 𝑠ℎ𝑜𝑤𝑛 𝑑𝑢𝑟𝑖𝑛𝑔 𝑓𝑜𝑜𝑡𝑏𝑎𝑙𝑙 𝑔𝑎𝑚𝑒𝑠
𝑥2 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑚𝑖𝑛𝑢𝑡𝑒𝑠 𝑜𝑓 𝑎𝑑𝑠 𝑠ℎ𝑜𝑤𝑛 𝑑𝑢𝑟𝑖𝑛𝑔 𝑠𝑜𝑎𝑝 𝑜𝑝𝑒𝑟𝑎
𝑠1+ = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑒𝑒𝑑 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑚𝑒𝑛
𝑠1− = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑚𝑒𝑛
𝑠2+ = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑒𝑒𝑑 𝑡ℎ𝑒 𝑙𝑜𝑤 − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑝𝑒𝑜𝑝𝑙𝑒
𝑠2− = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 𝑙𝑜𝑤 − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑝𝑒𝑜𝑝𝑙𝑒
𝑠3+ = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑒𝑒𝑑 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑤𝑜𝑚𝑒𝑛
𝑠3− = 𝑎𝑚𝑜𝑢𝑛𝑡 𝑏𝑦 𝑤ℎ𝑖𝑐ℎ 𝑤𝑒 𝑎𝑟𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ − 𝑖𝑛𝑐𝑜𝑚𝑒 𝑤𝑜𝑚𝑒𝑛
Kebutuhan Jam
Produk Profit
Perakitan Pengemasan
A 2 3 500,000
B 3 5 1,000,000
22
Study case 2 – PT IntiLogistics
➢Bulan depan perusahaan berencana melakukan perbaikan tata letak pabrik dan
fasilitas penunjang pabrik. Hal ini sedikit banyak akan mengganggu kinerja
operasional perusahaan. Dengan mempertimbangkan hal tersebut pihak
manajemen menetapkan beberapa target yang ingin dicapai selama masa
perbaikan. Target – target tersebut antara lain:
• Target 1: mendapatkan profit minimal sebesar 50 jt.
• Target 2: menghindari adanya mesin menganggur pada stasiun kerja perakitan.
• Target 3: menghindari adanya kelebihan jam kerja pada stasiun kerja
pengemasan.
• Target 4: memenuhi semua pesanan untuk produk A, yakni sebanyak 20 unit.
Formulasikan permasalahan tersebut dengan menggunakan goal programming!
23
Solusi 2 – PT IntiLogistics
➢ Variabel keputusan:
𝑥1 = 𝑗𝑢𝑚𝑙𝑎ℎ 𝑝𝑟𝑜𝑑𝑢𝑘 𝐴 𝑦𝑎𝑛𝑔 ℎ𝑎𝑟𝑢𝑠 𝑑𝑖𝑝𝑟𝑜𝑑𝑢𝑘𝑠𝑖
𝑥2 = 𝑗𝑢𝑚𝑙𝑎ℎ 𝑝𝑟𝑜𝑑𝑢𝑘 𝐵 𝑦𝑎𝑛𝑔 ℎ𝑎𝑟𝑢𝑠 𝑑𝑖𝑝𝑟𝑜𝑑𝑢𝑘𝑠𝑖
𝑠1+ = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑙𝑒𝑏𝑖ℎ𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 1
𝑠1− = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑘𝑢𝑟𝑎𝑛𝑔𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 1
𝑠2+ = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑙𝑒𝑏𝑖ℎ𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 2
𝑠2− = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑘𝑢𝑟𝑎𝑛𝑔𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 2
𝑠3+ = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑙𝑒𝑏𝑖ℎ𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 3
𝑠3− = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑘𝑢𝑟𝑎𝑛𝑔𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 3
𝑠4+ = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑙𝑒𝑏𝑖ℎ𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 4
𝑠4− = 𝑏𝑒𝑠𝑎𝑟𝑛𝑦𝑎 𝑘𝑒𝑘𝑢𝑟𝑎𝑛𝑔𝑎𝑛 𝑑𝑎𝑟𝑖 𝑡𝑎𝑟𝑔𝑒𝑡 4
24
Solusi 2 – PT IntiLogistics
➢ Soft constraints:
0.5𝑥1 + 𝑥2 + 𝑠1− − 𝑠1+ = 50 (target 1)
25
Solusi 2 – Formulasi Lengkap PT IntiLogistics
26
Study case 3 – PT IntiLogistics
27
Pembobotan pada Goal Programming
➢ Tujuan yang lebih penting diberikan bobot yang lebih besar dibandingkan
tujuan yang kurang penting.
Pada kasus minimasi, jika koefisien variabel keputusan diberikan nilai yang
besar maka solusi yang dihasilkan cenderung menghindari nilai yang besar
pada variabel keputusan tersebut. Hal ini juga berlaku di goal programming. 28
Solusi 3 – PT IntiLogistics
29
Solusi 3 – Formulasi Lengkap PT IntiLogistics
30
Preemptive Goal Programming
➢In many situations, however, a decision maker may not be able to determine
precisely the relative importance of the goals.
➢When this is the case, preemptive goal programming may prove to be a
useful tool.
➢To apply preemptive goal programming, the decision maker must rank his or
her goals from the most important (goal 1) to least important (goal n).
➢In a priority can be a or several goal(s)
31
Study case 4 – Inventory Problem
Highland Appliance must determine how many color TVs and VCRs should be stocked. It
costs Highland $300 to purchase a color TV and $200 to purchase a VCR. A color TV requires
3 sq yd of storage space, and a VCR requires 1 sq yd of storage space. The sale of a color TV
earns Highland a profit of $150, and the sale of a VCR earns Highland a profit of $100.
Highland has set the following goals (If goals mean priority): :
Goal 1 A maximum of $20,000 can be spent on purchasing color TVs and VCRs.
Goal 2 Highland should earn at least $11,000 in profits from the sale of color TVs and VCRs.
Goal 3 Color TVs and VCRs should use no more than 200 sq yd of storage space.
Formulate a goal programming model that Highland could use to determine how many
color TVs and VCRs to order. How would the goal formulation be modified if Highland’s goal
were to have a profit of exactly $11,000?
32
Study case 5 – Facility Location Problem
Gotham City is trying to determine the type and location of recreational facilities to be built during
the next decade. Four types of facilities are under consideration: golf courses, swimming pools,
gymnasiams, and tennis courts. Six sites are under consideration. If a golf course is built, it must be
built at either site 1 or site 6. Other facilities may be built at sites 2–5. The available land (in
thousands of square feet) at each site is given in Table 64. The cost of building each facility (in
thousands of dollars), the annual maintenance cost (in thousands of dollars) for each facility, and
the land (in thousands of square feet) required for each facility are given in Table 65. The number of
user days (in thousands) for each type of facility depends on where it is built. The dependence is
given in Table 66. a Consider the following set of priorities:
Priority 1 Limit land use at each site to the land available.
Priority 2 Construction costs should not exceed $1.2 million.
Priority 3 User days should exceed 200,000.
Priority 4 Annual maintenance costs should not exceed $200,000.
For this set of priorities, use preemptive goal programming to determine the type and location of
recreation facilities in Gotham City
33
Study case 5 – Facility Location Problem
34
Pertanyaan Penting:
35
References
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