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An Assignment on

Goal Programming

Submitted To:

Dr.V. Ravi

Assistant Professor

Submitted By:-

Rajiv Kumar(2151090077)

National Institute of Technology

Tiruchirapalli
Introduction

In the last 40 years, there has been a marked transformation in the development of
new methodologies to assist the decision-making process, especially in the
development of procedures in multi-criterion decision-making and in multi-
objective programming (MOP). Goal programming (GP) is the most commonly
known model of MOP and it is today alive more than ever, supported by a network
of researchers and practitioners continually feeding it with theoretical
developments and applications, all of these with resounding success.

Goal programming (GP) was introduced by Charnes and Cooper in the early 1960s
as a simple linear program, Today, GP is alive more than ever, supported by a
network of researchers and practitioners continually feeding it with theoretical
developments and applications, all of these with resounding success.

The first applications quickly demonstrate the GP interest in a number of areas (


Charnes and Charnes). Later, numerous variants and a number of impressive
applications followed ( Charnes and Cooper, 1977). Zanakis and Gupta (1985) and
later Romero and Romero and Schniederjans (1995) have itemized hundreds of
papers dealing with a wide range of problems.

Goal programming: 40 years of history!

The GP is one of the many models which deal with the multiple objectives
decision-making problems. This model allows taking into account simultaneously
many objectives while the decision-maker is seeking the best solution from among
a set of feasible solutions.
According to Hwang et al. (1980) and Evans (1984), the variants of GP could be
classified into four categories depending on when we introduce information
regarding the decision-maker's preferences. These categories are as follows:

• no articulation of the decision-maker's preferences: these methods do not take


explicitly into account the decision-makers preference structure;

• a priori articulation of the decision-makers preferences by way of utility or value


functions;

• progressive articulation of the decision-maker's preferences by using an


interactive procedure;

• a posteriori articulation of the decision-maker's preferences where he expresses


his preferences for the efficient solutions generated by an algorithm.

According to Romero (1991), Tamiz et al. (1995), Schniederjans (1995) and Tamiz
and Jones (1997), GP constitutes the most commonly known model of the MOP
methods. The vast popularity of GP is due to the fact that it is easy to understand
and it is easy to apply since it constitutes an extension of linear mathematical
programming for which very effective solving algorithms are available.

Regarding methodological development, many extensions to the GP model can be


observed such as: weighted GP, lexicographical GP, integer GP, nonlinear GP,
stochastic GP, fractional GP, interactive GP, GP with intervals, fuzzy GP, the
“MINMAX GP”, the “chance constrained GP”, and the “GP and constrained
regression”. According to Romero (1991), Tamiz et al. (1995) and Tamiz and
Jones (1997), the weighted GP and lexicographical GP are the most popular and
the other GP extensions have few known applications.
Romero et al. (1998) position the GP in relation to compromise programming and
the reference point method. Tamiz and Jones (1997) propose an interactive
framework for investigating GP models. This framework allows the decision-
maker to explore through an interactive process the feasible and efficient regions
for solutions. In fact, this framework provides the decision-making process more
flexibility where the decision-maker can learn from intermediate solutions and
eventually to modify his preferences in order to obtain a more satisfying solution.

GP could be an alternative to the conventional statistical methods. In fact, GP


provides more flexibility for modeling the estimation process; this flexibility
provides the analyst with a platform from which his knowledge and experience can
be an input to the parameters' estimation. Among the numerous works in this area,
we cite Aouni et al. (1997), Aouni and Martel (2000), Kettani et al. (1998), Oral
and Oral, and Oral and Oral.

Integer GP is another area with growing popularity. In fact, many applications of


GP require the use of discrete variables. Among the works in this field, we cite:
Lee and Morris (1977), Markland and Vickery (1986), Lee and Luebbe (1987),
Ignizio and Cavalier (1994) and Tamiz et al. (1999).

Despite the GP's popularity, it has also received many criticisms, especially in the
case of the aggregation's procedure of deviations related to objectives having
incommensurable units of measurement. Martel and Aouni (1990) introduced the
concept of satisfaction functions in order to explicitly integrate the decision-
maker's preferences and to remedy the incommensurability of the scales. On the
other hand, Zeleny (1981) and Hannan (1985) mention the difficulty for the
decision-maker to determine goals for each objective, the inaccuracy surrounding
these values as well as the phenomenon of dominant solutions.
APPLICATIONS OF GOAL PROGRAMMING

Here are some major applications of the GP:

• Management of the Reservoir Watershed


• Management of Solid Wastes
• Accounting and Financial Resources Management Marketing and Quality
Control
• Human Resources
• Production
• Transportation and Facility LocationTransportation Problems Subject to
Budget Restraints
• Spatial Studies
• Telecommunications
• Agriculture and Forestry
• Industrial Applications
• Vehicles Park Management
Q). A company produces two kinds of products, A and B. Production of either A
and B require hours of production capacity in the plant. The plant has a maximum
production capacity of 30 hours per week to manufacture these two products. The
overtime hour should not exceed 5 hour per week. The plant manager has set the
following goals arranged in the order of importance.

a) To avoid any underutilization of production capacity

b) To limit the overtime hours to 5 hours

c) To minimize the overtime operation of the plant as much as possible

Formulate this goal programming problem and then solve it by simplex method

Solution:-

Let the production volume of the product A be X1 and B be X2.

Production volume Constraint : The production volume constraint is

3X1 + 3X2 + d1- - d1+ = 30

Where, d1- is the underachievement of the production target and d1+ is the
overachievement of the production target.

Overtime constraint: The overtime constraint is

d 1+ + d 2- - d 2+ = 5

Where, d2- is the underachievement of the overtime target and d2+ is the
overachievement of the overtime target.

Objective Z= P1 d1-+ P2 d2+ + P3 d1+

Where P1, P2, P3 are the order of goal importance


Cj 0 0 P1 0 P3 P2 Soluti
Bi C X1 X2 d1- d 2- d 1+ d 2+ on Ratio
P1 d1 - 3 3 1 0 -1 0 30 10*
0 d 2- 0 0 0 1 1 -1 5
P3 0 0 0 0 1 0 0
Cj -
P2 0 0 0 0 0 1 0
Zj
P1 -3** -3 0 0 1 0 30

Since, P1 is only unattended goal and has highest negative coefficient -3 , this will
be incoming column. And d1- is the smallest row, it will be leaving.

Cj 0 0 P1 0 P3 P2 Soluti
Bi C X1 X2 d 1- d 2- d 1+ d 2+ on
0 X1 1 1 0.33 0 -0.33 0 10
0 d2- 0 0 0 1 1 -1 5
P3 0 0 0 0 1 0 0
Cj -
P2 0 0 0 0 0 1 0
Zj
P1 0 0 1 0 0 0 30

Here all the priority is satisfied we will stop the iteration.

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