Goal programming

The LPP models discussed so far are based on the

optimization of a single objective function. There
are situations where multiple objectives are to be
met. We now present the goal programming
technique for solving multi objective models. The
principle idea is to convert the original multiple
objectives into a single goal. The resulting model
usually gives an efficient solution because it may
not meet all the objectives.
Formulation of Goal Programming problems
(problem 2 problem set 8.1A page 349)
The NW shipping model conducts special events to
attract potential patrons. The two most popular events
that seem to attract teenagers, the young/middle-aged
group, and senior citizens are band concerts and art and
craft shows. The costs per presentation of the band and
art show are $1500 and $3000 respectively. The total
(strict) annual budget allocated to the two events is
$15000. The mall manager estimates the attendance of
the events as follows:
 Number attending per presentation

Event Teenagers Young/middle age Seniors

Band concert 200 100 0

Art show 0 400 250

The manager has set the minimum annual goals of

1000,1200 and 800 for the attendance of
teenagers, the young/middle-aged group, and
seniors, respectively. Formulate the problem as a
goal-programming model.
Solution
Let x1 = number of band concerts to be held per year
x2 = number of art shows to be held per year
Thus the goals are

200x1  1000(attendance of teenagers)

100x1  400x2  1200(attendance of
young/middle-aged group)
250 x2  800 (attendance of seniors)
Subject to
1500x1  3000x 2  15000
x1, x 2  0
We now convert the goals into equalities by adding
slack/surplus variables-
 
G1: 200 x1  s  s  1000
1 1
 
G2: 100 x1  400 x2  s s
2 2  1200
G3: 250x2  s  s  800

3

3
  
s ,s
i i
are called deviational variables. They measure the
amount by which a goal isunderachieved or over

achieved. For example s i is positive(& so s i will be 0)
means the attendance of teenagers fall short of the desired

goal of 1000 by s i persons. Similarly s is positive
3

(and so s 3 will be zero) means attendance of seniors is

overachieved from the desired goal of 800 by s persons.
3
Since the goals are that the amounts should be more, our
aim should be to minimize s1 , s2 , s3 .
Thus the formulation is:

Goal 1:Minimize s1

2:Minimize s2

3:Minimize s3
Subject to

200x1
 
s s
1 1
 1000
100 x1  400 x2  s 
 s   1200
2 2  
250x2  s3  s3  800
1500x1  3000x2  15000
 
x ,s ,s  0
i
s
i i
Goal Programming Algorithms

We look at two algorithms for solving goal programming

problems.
In the Weights method, the single objective function is
the weighted sum of the functions representing the goals
of the problem.
In the Preemptive method, we prioritize the goals in
order of importance. Then we optimize one goal at a time
so that the optimum value of a higher priority goal is
never degraded by a lower priority goal.
The Weights method

Suppose that the goal programming model has n goals

and that the i th goal is:

Minimize Gi i=1,2….n
The combined objective function used in the weights
method is defined as
Minimize Z= w1G1  w2G2  ....  wnGn
The parameters wi i=1,2,…n represents positive
Weights that reflect the decision maker’s preferences
regarding the relative importance of each goal.
Problem 2 Problem set 8.2 A page 353

In the previous problem suppose that the goal of

attracting young/middle-aged people is twice as important
as either of the other two categories (teens and seniors).
Find the associated solution and check if all the goals
have been met.
Solution Thus we have to
Minimize Z= s1  2s2  s3
Subject to

200x1  s1  s1  1000

100 x1  400 x2  s2  s2  1200
 

250x2 3 3  800
s  s
1500x1  3000x2  15000
x1 , x2 , s  0
i
s
 Solving we get
 
z  175, x1  5, x2  2.5, s 2  300, s  175
3
s1  s1  0  Goal 1 is satisfied

s  300  Goal 2 is overachieved by 300 persons
2

s  175  Goal 3 is under achieved by 175 persons
3
The Preemptive method

In the preemptive method, we rank the goals of the

problems in order of importance.
Given an n-goal situation, the objectives of the
problem are written as
Minimize G1  1 (Higher priority)
.
Minimize Gn   n (Lower priority)
The solution procedure considers one goal at a time,
starting with the highest priority G1 and terminating
with the lowest priority Gn .
The process is carried out so that the solution obtained
from a lower priority goal never degrades any higher
priority solutions.
Step 0
Identify the goals and rank them in order of priority.

Gi  1  G2  2  .....  Gn  n
Set i =1.
Step i

that minimizes Gi. Let  i  *

Solve LPi i denote the
corresponding optimum value of the deviational variable
 i . If i = n stop; LPn solves the n-goal program.
Otherwise, augment the constraint i   *
i to the
constraints of the Gi -problem to ensure that the value
of  i will not be degraded in future problems.
Set i = i+1, and repeat step i.
 Problem 3 Problem set 8.2B page 359
Solve problem 2, problem set 8.1 A for the priority orders.

(G1  Goals for teens)

(G2  Goals for youth/middle-aged)
(G3  Goals for seniors)

G1  G2  G3
solution G1 -problem

Minimize G1  s1
Subject to the constraints
200x1  s1  s1  1000
100 x1  400 x2  s2  s2  1200
250x2  s3  s3  800
1500x1  3000x2  15000
Solving we get
  
s  0, s  0, s  362.5, x1  5, x2  1.75
1 2 3

Thus both G1 , G2 are satisfied.

 G3 -problem

Minimize G3  s 3
Subject to

 
200 x1 s s 1 1  1000
 
100 x1  400 x2 s s 2 2  1200
250 x2  s3  s3  800
1500 x1  3000 x2  15000

s
1  0

s 2  0
Solving we get

s  175, x1  5, x2  2.5
3

Thus G3 remains unsatisfied.

We now do the same problem by “column-

dropping Rule” ( as explained in your textbook
on pages 358 – 359). The rule calls for carrying
the objective rows associated with all the goals
in the simplex tableau.