GOAL

PROGRAMMING
Firmanto Hadi dan Dika Virginia
Goal Programming
◦ Goal programming is an approach used for solving a multi-objective optimization
problem that balances a trade-off in conflicting objectives.
◦ It is an approach of deriving a best possible ‘satisfactory’ level of goal attainment.
◦ A problem is modelled into a goal programming model in a manner similar to that of a
linear programming model. However, the goal programming model accommodates
multiple and often conflicting incommensurable (dimension of goals and units of
measurements may not be same) goals, in a particular priority order (hierarchy).
◦ A particular priority order is established by ranking or weighing various goals in
accordance with their importance.
◦ The priority structure helps to deal with all goals that cannot be completely and/or
simultaneously achieved, in such a manner that more important goals are achieved
first, at the expense of the less important ones.
GP and IP Differences
Concept
◦ Goal Programming can be thought of as an extension or generalization of linear programming to
handle multiple, normally conflicting objective measures.
◦ Each of these measures is given a goal or target value to be achieved.
◦ Unwanted deviations from this set of target values are then minimized in an achievement function.
This can be a vector or a weighted sum dependent on the goal programming variant used.
◦ As satisfaction of the target is deemed to satisfy the decision maker(s), an underlying satisficing
philosophy is assumed.
◦ Goal programming is used to perform three types of analysis:
• Determine the required resources to achieve a desired set of objectives.
• Determine the degree of attainment (pencapaian) of the goals with the available resources.
• Providing the best satisfying solution under a varying number of resources and priorities of the goals.
Terminology
◦ Decision Maker: The decision maker(s) refer to the person(s), organization(s), or stakeholder(s) to whom
◦ the decision problem under consideration belongs.
◦ Decision Variable: A decision variable is defined as a factor over which the decision maker has control. The set of decision variables
fully describe the problem and form the decision to be made. The purpose of the goal programming model can be viewed as a search of all the
possible combinations of decision variable values (known as decision space) in order to determine the point which best satisfies the decision maker’s
goals and constraints.
◦ Criterion: A criterion is a single measure by which the goodness of any solution to a decision problem can be measured. There are
many possible criteria arising from different fields of application but some of the most commonly arising relate at the highest
level to
◦ Cost
◦ Profit
◦ Time
◦ Distance
◦ Performance of a system
◦ Company or organizational strategy
◦ Personal preferences of the decision maker(s)
◦ Safety considerations
◦ A decision problem which has more than one criterion is therefore referred to as a multi-criteria decision making (MCDM) or
multi-criteria decision aid (MCDA) problem. The space formed by the set of criteria is known as criteria space.
Terminology
◦ Aspiration Level: The numerical value specified by the decision maker that reflects his/her desire or satisfactory
level with regard to the objective function under consideration. For example, suppose the company wishes to
maximize the profit which is formulated as:
◦ 𝑀𝑎𝑥 𝑧 = 2𝑥1 + 3𝑥 2 …(1)
◦ Further suppose the management wishes to have at-least 40,000 as profit, then the above stated objective is
required to be re-written as: lowerb
tao a r
◦ 2𝑥1 + 3𝑥 2 ≥ 40,000 …(2)
◦ Here, 40,000 is the aspiration level with respect to profit.
◦ Goal: An objective function along with its aspiration level is called a goal. For example, the relation (1) is an
objective function whereas relation (2) is a goal.
Terminology
◦ Goal Deviation: The difference between what we actually achieve and what we desireto achieve. There are
two types of goal deviations:
◦ Positive deviation or overachievement
◦ Negative deviation or underachievement
◦ In general goals can be defined in three ways:
◦ Positive deviation: bound
◦ 𝑓 ( 𝑥)≤ 𝑎 a
supper

◦ 𝑓 ( 𝑥)− 𝑑+ = 𝑎
◦ Negative deviation:
a slower
bound
In
◦ 𝑓 ( 𝑥)≥ 𝑎
◦ 𝑓 ( 𝑥)+ 𝑑− = 𝑎
◦ Both deviations:

go
◦ 𝑓 ( 𝑥)= 𝑎
◦ 𝑓 ( 𝑥)− 𝑑+ + 𝑑− =𝑎
◦ Remark: In general,, for goal programming irrespective of the type of the goal we can use both the deviations
for each case. However, for the first two cases it is required to minimize just one of the deviation only.
Three Types of Goal
BatasBauan
◦ A lower, one sided goal sets a lower limit that we don’t
want to fall under (but falling exceeding the limit is fine,
i.e., >=)
◦ An Upper,
2
one sided goal sets an upper limit that we
don’t want to fall upper(but falling under the limit is fine,
i.e., <=)
◦ A Two-Sided Goal sets a specific target that we don’t
want to miss on either side(i.e., =)
Problem Example 1: (Pre-emptive
Problem) di i ha

di
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Goal: The manager wants to minimize the total penalty
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29000
d5 1000

use
The Complete Formula of GP
Example Problem 2 (Non Pre-emptive
GP):
Sebuah perusahaan memproduksi elektronik tipe A dan tipe B. untuk
memproduksi tipe A memerlukan waktu produksi 2,5 jam pada
departemen 1 dan 3,5 jam pada departemen 2. untuk memperoduksi
tipe B diperlukan waktu produksi 5 jam pada departemen 1 dan 3,5 jam
pada departemen 2. Untuk setiap departemen memiliki jam kerja
seabnyak 90 jam kerja setiap minggunya. Kebijakan umum perusahaan

0
aadalah menghindari lembur jika memungkinkan. Keuntungan
memproduksi tipe A dan tipe B adalah $50 per unit dan $70 per unit.
Pencapaian keuntungan minimal adalah $2.000. Berapakah yang harus
diproduksi perusahaan ?
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Bdiproduksi
Xo Unit u
LP Formulation To
unit a Penalti
sasaran deviasi
produkA Products whatwewant
Taktor
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2,5
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90dam di

d ProfitCsl to oooo di 30
go
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minimize 2 d t dit di
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LP Formulation
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LP Formulation
Thankyou…
Example Problem 3: Spade Hardware
▪The company produces two products popular with home renovators, old-
fashioned chandeliers and ceiling fans
▪Each chandelier produced nets the firm $7 and each fan $6
▪Both the chandeliers and fans require a two-step production process involving
wiring and assembly
▪It takes about 2 hours to wire each chandelier and 3 hours to wire a ceiling fan
▪Final assembly of the chandeliers and fans requires 6 and 5 hours respectively
▪The production capability is such that only 12 hours of wiring time and 30 hours
of assembly time are available
Spade Hardware
Spade Hardware is moving to a new location and feels that maximizing profit is
not a realistic objective
▪ Management sets a profit level of $30 that would be satisfactory during this
period
▪ The goal programming problem is to find the production mix that achieves this
goal as closely as possible given the production time constraints
▪ We need to define two deviational variables
𝑑𝑖− = underachievement of the profit target
𝑑𝑖+ = overachievement of the profit target
 Misal di 6 profit 24
70
List of Goal misal dit 6 profit Ed
070 f3fg
Mindelo I
Space’s management wants to achieve several goals of equal in priority

I
Goal 1: To produce a profit of $30 if possible, during the production period
Goal 2: To fully utilize the available wiring department hours
Goal 3: To avoid overtime in the assembly department
Goal 4: To meet a contract requirement to produce at least seven ceiling fans

yo misal di 3 that 1 3 4
so Tai
unsaid
total212 7 2 9
q 70 Misal dyt 2
dyt dy.IO blank1
 moaem Maxprofit2 7Xi t 6 2

Deviation Variable s

𝑑1− = underachievement of the profit target ii i

Because management is unconcerned about 𝑑𝑖− these may be omitted from the objective
function
 GP Model
GoalTable deviation
penaltycostlunitdev
x Xz p
profit 7 6 330 di PI B
2 3 12 dzt.dz
wiringhours pj
ass hours 6 5 130 dj
Pg
Minprodof Xi 37 dy
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A d Piatt B dit 7
a Xz dat da7
5 too
i 7 x 16 2 dit
di 1 30 Ct x Xu dit 30
e 12
CD 2 11 3 2 1 di di
3 Exit 5 2 0151015 30 41 0
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Goal Priority dj 0 013 0
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▪In most goal programming problems, one goal will be more
important than another, which will in turn be more important than
a third
▪Goals can be ranked with respect to their importance in
management’s eyes
▪Higher-order goals are satisfied before lower-order goals
▪Priorities (Pi ’s) are assigned to each deviational variable with the
ranking so that P1 is the most important goal, P2 the next most
important, P3 the third, and so on
Goal Priority
3 Characteristics of GP
1. Goal programming models are all minimization
problems
2. There is no single objective, but multiple goals to be
attained
3. The deviation from the high-priority goal must be
minimized to the greatest extent possible before the
next-highest-priority goal is considered