Integer and Goal

Programming
 Linear Programming
Extensions
• Integer Programming
• Linear, integer solutions

• Goal Programming
• Linear, multiple objectives

• Nonlinear Programming
• Nonlinear objective and/or
constraints
Three Types of Integer
Programming Problems
1. Pure integer programming
problems
• All variables integer.

2. Mixed-integer programming
problems
• Some variables integer.

3. Zero-one integer
programming problems
• All variables either 0 or 1.
 Integer Programming
Techniques
• Gomory’s Cutting Plane
Method
• Branch and Bound Method
Goal Programming Versus
Linear Programming
• Multiple Goals (instead of one goal)
• Deviational Variables Minimized
(instead of maximizing profit or
minimizing cost of LP)
• “Satisficing” (instead of
optimizing)
• Deviational Variables are Real (and
replace slack variables)
Harrison Electric Company
Goal Programming
Original Problem

Max :  X    X 
Subject to: :
 X    X   
 X    X   
Problem with goal of Profit = 30

Min : d
Subject to::
 X   X   d  d  
 X   X   
 X   X   
 Initial Goal
Programming Tableau
Cj 0 0 P1 P2 0 P4 0 0 P3 0
Solution
x1 x2 d1- d2- d3- d4- d1+ d2+ d3+ d4+
Mix Quantity
P1 d1 - 7 6 1 0 0 0 -1 0 0 0 30
P2 d2 - 2 3 0 1 0 0 0 -1 0 0 12
0 d3 - 6 5 0 0 1 0 0 0 -1 0 30
P4 d4 - 0 1 0 0 0 1 0 0 0 -1 7

{ Zj 0 1 0 0 0 1 0 0 0 -1 7
P4
Cj - Zj 0 -1 0 0 0 0 0 0 0 -1

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P3
Cj - Zj 0 0 0 0 0 0 0 0 1 0
Pivot Column

{ Zj 2 3 0 1 0 0 0 -1 0 0 1
P2
2
Cj - Zj -2 -3 0 0 0 0 0 1 0 0

{ Zj 7 6 1 0 0 0 -1 0 0 0 3
P1
Cj - Zj -7 -6 0 0 0 0 1 0 0 0 0
 Second Goal
Programming Tableau
Cj 0 0 P1 P2 0 P4 0 0 P3 0
Solution x x d - d - d - d - d + d + d + d +
Mix 1 2 1 2 3 4 1 2 3 4
Quantity
P1 x1 1 6/7 1/7 0 0 0 -1/7 0 0 0 30/7
P2 d2 - 0 9/7 -2/7 1 0 0 +2/7 -1 0 0 24/7
0 d3 - 0 -1/7 -6/7 0 1 0 6/7 0 -1 0 30/7
P4 d4 - 0 1 0 0 0 1 0 0 0 -1 7

{ Zj 0 1 0 0 0 1 0 0 0 -1 7
P4
Cj - Zj 0 -1 0 0 0 0 0 0 0 +1

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P3
Cj - Zj 0 0 0 0 0 0 0 0 1 0
Pivot Column

Z 0 9/7 -2/7 1 0 0 2/7 -1 0 0 24/7

P2 { j
Cj - Zj 0 -9/7 +2/7 0 0 0 -2/7 +1 0 0

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P1
Cj - Zj 0 0 1 0 0 0 1 0 0 0
 Final Solution to Harrison
Electric’s Goal Programming
Cj 0 0 P1 P2 0 P4 0 0 P3 0
Solution
x1 x2 d1- d2- d3- d4- d1+ d2+ d3+ d4+
Mix Quantity
P1 d 2+ 8/5 0 0 -1 3/5 0 0 1 -3/5 0 6
P2 x2 6/5 1 0 0 1/5 0 0 0 -1/5 0 6
0 d 1+ 1/5 0 -1 0 6/5 0 1 0 -6/5 0 6
P4 d 4+ -6/5 0 0 0 -1/5 1 0 0 1/5 -1 1

{ Zj -6/5 0 0 0 -1/5 1 0 0 1/5 -1 1

P4
Cj - Zj 6/5 0 0 0 1/5 0 0 0 -1/5 -1

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P3
Cj - Zj 0 0 0 0 0 0 0 0 1 0
{ Zj 0 0 0 0 0 0 0 0 0 0 0
P2
Cj - Zj 0 0 0 1 0 0 0 0 0 0

{ Zj 0 0 0 0 0 0 0 0 0 0 0
P1
Cj - Zj 0 0 1 0 0 0 0 0 0 0