Goal Programming

MR or OR?
In the exam week, OR and MR have been scheduled on the same day. You estimate that if you spend 1 hour to study each subject the previous night, your learning will be 0.125 and 0.25 (on a scale of 0 - 1) for OR and MR, respectively. You also estimate what level of learning ensures at least which grade, given in the following table.

MR or OR?
Learning level Minimum grade

0.125 0.25 0.375 0.5 0.625 0.75 0.875

C+ BB B+ AA A+

MR or OR?
You will feel satisfied if you get at least B in OR and A in MR. However, you also decide that in any case you are not going to study for more than 4 hours the previous night of the exams. How many hours would you plan to devote to OR and MR each?

Formulation
Variables: x1: No. of hours devoted to OR x2: No. of hours devoted to MR

Goals: x 1 + x2 4 (not study for more than 4 hr) 0.125x1 0.375 or x1 3 (at least B in OR) 0.25x2 0.75 or x2 3 (at least A in MR)

Formulation
x 1 + x 2 + s 1+ - s 1- = 4 x1 + s2+ - s2- = 3 x 2 + s 3+ - s 3- = 3

si+ and si- are called deviational variables

Objective 1: Minimize s1Objective 2: Minimize s2+ Objective 3: Minimize s3+

Solution by LP
(1) Weighting method:
You decide not to study for more than 4 hours, come what may
Assign weight = 5 to s1-

You perceive getting an A in MR has twice more biod value than getting a B in OR
Assign weight = 1 to s2+ Assign weight = 2 to s3+

Solution by LP
LP formulation: Min 5 s1- + s2+ + 2 s3+ s.t. x1 + x2 + s1+ - s1- = 4 x1 + s 2+ - s 2- = 3 x 2 + s 3+ - s 3- = 3 x1, x2 0, si+, si- 0, i = 1,2,3

Solution by LP
Solution: x1 = 1, x2 = 3, s2+ = 2 s1+, s1-, s2-, s3+, s3- = 0

Objective value = 2
What will happen when you perceive that getting the minimum grades in OR and MR is much more important than restricting yourself to the self-imposed maximum study hours?

Solution by LP
(2) Preemptive method:
Sequential optimization of objective functions, based on priority, by gradually substituting out deviational variables from subsequent LP problems The method ensures that solutions to lowerpriority goals should not degrade solutions to higher-priority goals

Solution by LP
LP formulation: Problem 1: Min s1s.t. x1 + x2 + s1+ - s1- = 4 x1 + s 2+ - s 2- = 3 x 2 + s 3+ - s 3- = 3 x1, x2 0, si+, si- 0, i = 1,2,3

Solution by LP
Solution to problem 1: x1 = 3, x2 = 1, s3+ = 2 s1+, s2+, s2-, s3- = 0 Objective value, s1- = 0 You now have to substitute out s1- from the second LP problem.

Solution by LP
Problem 2: Min s3+ s.t. x1 + x2 + s1+ =4 x1 + s 2+ - s 2- = 3 x 2 + s 3+ - s 3- = 3 x1, x2, s1+ 0, si+, si- 0, i = 2,3

Solution by LP
Solution to problem 2: x1 = 1, x2 = 3, s2+ = 2 s1+, s2-, s3- = 0 Objective value, s3+ = 0 You now have to substitute out s3+ from the third LP problem.

Solution by LP
Problem 3: Min s2+ s.t. x1 + x2 + s1+ =4 x1 + s 2+ - s 2- = 3 x2 - s 3- = 3 x1, x2, s1+, s2+, s2-, s3- 0

Solution by LP
Solution to problem 3: x1 = 1, x2 = 3, s2+ = 2 s1+, s2-, s3- = 0 Objective value, s2+ = 2