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# 6.8.

Goal Programming Adlfficulty with linear programming

is that (he objective funcuon is measured ill only one dimension such as profit
loss or proauction capi1Ci~y,.etc. It is: impossible in linear programming 10 Ilavemultipl€ g.oals unless they can be measured in me same units. Organisations generally have several goals generally not measurable in the same un its. These gurus may even be oollllicLing. Such problems can be solved bythe technique of goal programming whit:h uses simplex melhotl Jar fintfulg !he optimum solution to a siI)gle dimenSional or maki-dimensioaal Iinear objective function srlbjecllO a set of linear constraints. . Goal programming asks rnanagerneru or the organisation to set some estimated targets (or each goal and assign priorities lO them i.e.. to milk them in order .of irrrponance. The management only has (0 say which goal is more impunant than the other, it need notsay how much more. Willi this information in hand, goal programming tries to minimize the deviaunns £rom the targets that were set It begins wiLli,the most unponant goal and continues unlil the acbievemeatof 2. less important goal would cause management to fail to achieve a more important one .. In the final solution, all thegoals may not bf fulftlled 10 the fullestexlenl(ofestimate~.targets): however, the durations will be the minimum possible, .
01"

I

EXAMPLE 6..8·1 A company manufactures two products, radiosand transistors, which must be processed through assembly and finishing departments. Assembly has 9D hours available, fmishing can handle up to?2 hours of work. Manufacturing one radio requires 6 "ours in assembly and 3 hours in finishing. Each [I:illlsi'\$lOr requires:) hours in assembly and 6 hours in. finishing. If'profit is Rs. 120 per radio and Rs. 90 pee transistor, determise the besl combination of radios and trsnslsmrs lO realize a maximum pro Cit of'Rs, 2, 100. SoluHon.Thlsis .asil1gl~ goal (profit) problem. Let D. = amount by which piofilgoal is underaChieved, D~.= arnoum by which profil. goal is overachieved. 'Ihegiven problem can he expressed as Ihefollowing g.oal problem: Minimize Z = D., (underathievemenl of lire profit wgel) subject to 12Ox1.+90X2 + D. - D. = 2,100, •

354

Opcratums

Rf'.senrch

,\dv,mced

Topics inLinear Progrwnmil'!g Table 6.92

355

(',' profitearned

-I-

&1.+

3x,_s 90, (assembly constraint)

underachievement=

overachievement

= target]
a•
Call
f:1 C,.S.Y.

3x, + 6L.! S.72, (finishing constraint) .xI,xl,D •• D.~O. Adding slack variables, assembly and finishing constraints expressed as 6xL -I- l~ + \$1 = 90, ltl -I- 6.:r, -I- S. = 72,.

x,
0

0

0

D

Il
s,
20

I
D.

x..
0
(I

s,
SO ::I
Z

'D.
-1

0

b

be
0

D~
:r

3'
1
g

lZO
L2

,
0
0

xt' Il, Sz <!: O. \$j. Simplex method can now be employed to salve the problem. This is shown in tables 6.88 through 6.92.
Table 6.88.

9
2

o
o

o
0

0

;0;,

90 SO 3 50 3

9
20 _3 20 3

6

x,

o

o
x>

o
.I,

o
.1',.

I D.

D.
-1

o

E., b UOO 72

-L

e
35
2-

D. §

120 :3 120 -120
(6)

90 3

o o o
o
1

o o

c,
e,B,V,

1

90 -90

s

o o
o
I

r:,
j,-

0

o

n

0

()

0 I

o
'0

o

90

15 24

0

o

I,,[rial basi« feosibll! SolUlioro T,able6.89

Thus tile optimal solmion is ,x, .= 12, Xz= 6, DU".;n=Rs. 120. DI.["".o=Rs, 120 means that the iarge; profit ofRs.l,lOO by Rs. 120 i.e., _profu aCHlillly earned (by manufacfUring transistors) IS Rs, 2,100- Rs. 120 = Rs. 1.980.

is underachieved

D.
(I) 3

90
1 16

:to.

.1'1

o
6

s~

I

o

D.
1 Q

0

-i
0 0
I D. I

b 2,]00

o

15

KXAMPLE 6.8-2 11 in example 6.11·], thecompany sets two -eqLmlly ranked goals, one 10 lC3Ch a profit goal of Rs, 1,500 and the oilier 10 meet a radio goal of 10, find
the optimal saiutio!l.

(I

o
Tab'~6;90

e.s.v,
D.

c,

x,

o
o o o
o

x, 30

o

s, -20
1

o

I)

s.

15 s,

o o

-I

D.

e
o

b 300

10

a

0 0 0
I

15

30
6
t--

1

-30

r
1

-20 20

1

1 0:
(I

o

27

-1 I Second basic jearible sol '-'lion

c. 1

c.s.v,

D.

:t,

o
o

fo
2 (I)

-20
I
6 1

.1'1

S;

o o

o o
Z
!I

D I'

-1

D.

b 300 15
6

0

o
o

Solution. Since thetwo goals are equally ranked, il Rs. 1 dcvlation from the proflt target is just as imponrml (in the goill programming model) as a deviaticn on ramo. Let D ...'" amount by which the profit goal is underachieved, D"" = amount by which the profit goal is overachieved, D",=amounL by which the radio goal is underachiel',ro, D...= amount by which the radiogoal is overachieved. Then uie Objecllve Iunctiou and consirairus for the goal programming model are minimize Z =D.,,+ 0"" 12Q't'1 + !lOx} + D.., - b.,.""- ljl)(), subject to XL + D.. - D", = 10, 6x1 -I- 3Xl ... 90, 3x, + \$; 72. Xl' D",. D'1" D~. D... ~ O. Adding slack variables, assembly and finishing ('onSU"dlnt:; can be wrinen

x,.

nt.

9

o

as

Ox, + 3x. + £, = 90. 3x, + 6xz -I- Sl '" 72,

356

Operotions Research

357

Xio X". SI'S~;:> D. Simplex mer.hod can now be employed I!l solve the problem. This is shown in tables 6.93 du-ough 6.96.

Talde 6.93 1 D

cj eEl.. e.s.v, "0.,. 1 ] D..,

§

0 0

.,

0 x, 120 6 3 121 -121
(1)

0 ~CXtXz

0,
51

.'i.

c,

r
0

0 3 6 90 -90

0 0

~,
0 0

0

0 0

1 0

n

0 0

1

1" -1 0 0 o fi 0 a
1 0 -1 1

'D

0

D.. D..
(1

1

[]

a

1 1

0

1.500 'Btl 10 -1 10 90 IS 0 12 24 0
-1

0'

b

B:
f-

0

J

lnil inl basic 1ea£ible sol ution

Tahle 6.94 e.s,v.

c1

0

cll-

X,

0

1 0 0

D,..
x,
5,

o

,x,. 90' 3
6

o
SI

o
4,

0

I

O.

0

§
CJ

s,

a

Q

o

0 90\ '0 -90 0

0 I

0 0 0
L

D.
1 0
0

1

0

~T
0 0 0

b D... D.. -120 (120) 300

0

b 0

0

0

1

30 s 6 14 42 3 -1 -120 120 121 -120 2f!1i hf.s· J -6

1

-1

10

~!2 -10

B

f-

-3

T

Tab!e63S
C.S',v.

x,
0

X,

SI

s~
0

"0.,.

D",
I

Dw
-1

D..
(lJ

b
5

D...
XI

3. 0

~

0

s, s,

0

1

a

3
6

a

0 I

0 0 J 0 s.
0
[)

\20
0 0 0

1

0 0 0

120

-6

I

-3

-1 6

3

10 30 42 Key element

2.

1l1Iir,

Tllble6.?6 c.
C.s.Y,

EXAMPLE 6.8-3 Suppose for eumple 6,8-1. the company has estahlished !he following goals and has assigned them priorities Pl' Pl. P, (where Pils moSl important) as follows: . Priority Goal p. Produce 10 meet a radio goal of P P,z Reach a profit goal afRs. 1.950 P, Produce La meet, 11 transistor goal of 5. Find the optimum solution. Solution. U:L ' D.., amount by which the pr,ofil goal is undernthie.ved. D", '" amount by which the profil goal is o-veracbie;ved, D...=. amount by which the radio go.al. is i1nderachieved, I)". '" amount 'by which·the radio goal is overachieved. D" = amount by which !be tranruslm' goal is underachieved .. I) .. = amount by which 111etrnnsistor goal is overachieved. Then the Objective function and cQOs!'l'aints fer the goal progtamming model are minilnizeZ= PI D,..+ p~D", + p] D... subjecttn 12(h;. + 9012""D - D... = 1,950, (profit goal) X, +- D - D.. '" B. (mdiogoal) ~ + D.. - DOl = 5, (lIlmsislor goal) fixl + 3~ of SI '" 90, (assembly constraint) 3XL + 6:t,. + s~ =. 72, (finishing conslJ'llinl) .til .fl. S •• \$1' D..".. D",. D .... D .... D"" D .. 2: O. The P's useo here are called pre-emptive priorrzy factors.; in the goal pregrammiag algorithm lhaLfdllows it is assumed lhaI Ihe priorilyranking is absolute i.e., PI goals are more importantthan P2'goals and P1gOllls will ,not be achieved until PI goals have been achieved: same is true for p] goals. Table 6.97 represents me initiaI simplex table for this problem. This table has a number of characteristics: '[lIble liJl1

=

cJ

0
;:J:: ~

~
J
-

0
4

s. 0

a

o
0
Q

'D...

0

Dor I -_- 1
120

0

I

..

a

0 1 0 .. D_ -I

C;,

b 5

x,
5,

3

~

0
0

a
0 0

'3

1 - _no 120 I
1

120 1

0
0

0
0 0

'25
2:

1

c. c.s,v. 1', D., P, D~ P, D..

0 IX"2'Q

0 0 9%"0 5,

0
5~

o

(1) 0 315

0 1
3

0 0 0 0
l

0 0 0
0

POc 0 P, 0 P, 0 D .. ~i '00- D_ 0.. Dol II e 1 0 O. 0 1,95065/4

0 0
0

0 0
(I

I 0
0

-1 0
0

00 1 -1 0
0

13 J3
j

f--

o

5, 5,

0

2 15

.r~

§
c.j

o

g

o
0

o

0

0

1 0

,20 1

r
I

:UJ 1

15
69 2

;l~f;--o~-l~-O'--'-o -O~O-O---O--]:~l --.--cJ

6

I

0

0

0

,0

{)

0

90

n

15 24

iI'
0

0
0 I

0
12'0

1)

-1 90 -90 0 0

0
0

0 0
0

0
0

0
-1

0
Q

0 0 0

0 0

0 0 Dplim.n1 bl.s

P~ P,

I'.,

,----,--~
0
I}

1

It rnay be noticed from Iabl!;:6,961ha! Ihc goal of 10 radios is achieved and in faCt beuered (25/2 - 10 '" 5!2): 5{1 appears in this table as D... (o'lallCbieVemelll ofradios), Profit goal ofR!::. 1,500 is also reached since bOlh D", iIJ1dD", are zero (because they are.no; in the fmal solution) and,lherefore, profit is BlI1IcLly Rs, 1 ,SUO.

"I -----------.-_-~-------~-1

-tID
1

0

0

0 0

~

0

0

0

0

0
0

------Inili&l bf.s·

cJ

-1

r

0

0

I)

0

0

1.

o

in L.inear Programming

359

1.

Each of ihe priorities I\, P2 and P3 has separate E, and rowsJt is because thegealsdc not have Ibe same dimension (units) and therefore cannot be just add e.d. For example, we cannot and deviations from the profit goals (Rs.) 10 me deviationslwm the radio goal (number). These separate priority rows are required to keep track the things. The priority rows are generally written (rum boltum to top in onler ·of priority, The C, value (or any column Is 5110\1'11 in lhe priruiLY rowsat the bottom

'j

Table 6.99
G.s.V.

D.,. 5,

:<,

0

96
o
112
6 I

6
o o
000

or

"', D..
£1

I 0 0 0

a

Dt",

~1' }io
0
0

0

1

0

d

0

() -1

1

go
~l Q
(1)

D..

o

D",

-3

3

o0 1 -1 o0
o
0

0

b390

13 5 2

33 Key

e/i!/I'U'RI.

u.n:ity

Table 6.100
Cj CD

of the table, For Instance,

C, value

for xl-col.llnrn is contained

ill

the Pl

0Xj

0

0
s, Q

c.s.v,

:1.

To sclec; the incommg variable, we stan ",..lh lhe most lmportaru i priority (P, here) and mark the most negative value in thai row, If

and P, rows at the bouom and is read as - L20 p~- PI: Iik<lwi.~ the Z, value rm x.,-oo.lYmn L~ read iJ,S ~ PJ - ':lOP1.

fl,
I}

D""
X,

0

x: s, 30 -20
1

~0~ 0 D", D... Dw D_
1 -1 0 0

~0 Dol D",
0 0 0

b e 150 S 15 31}

c,

p.
0'

0 ..

o
Il

2

1

0

6

o
o

o o

o o
o

0

o [} o
o
0

o

~l

5

5

there

is

no negauve valne In that row, we move to the next most

important priority (P l here) and mark the most negative!:, 4.

value in.that

D..

G) ~
9
2

o
1

a o
o
0

-1.

To 1IllII's;; the outgo.log variable the usual millimum ratio rule is used. TIlUs D .. is the oUlg0mg variable in table 6.97. 5. A negative Cj value that bas a positive C, value hi one of the- P-TQWS Itnliierlleal/111 is disreganled becaescsuch aposluvc value wou.kl mean Umt the dcviaiions from the lower (and mure important) goal would be increased if that variable is brought into Ibe solution. Once the initial simplex table is set up. we proceed just as we have ctooo in xiruplexrnetlrod, keeping in mint! the above live characteristics. Tables 6.98 through 6.102 represent the various irera1i{lns.
Table 6.93
C.
~r

row.

o
-.--.

o

-------o 0
o
-J

2.

1

o
u
0

0 0 0 0 0

0"

0

27

6

0
I}

---~-~---~-------~----~--~-1 -1 0

P,

-----_._a

30 -20 -30 20

------.---~-.

a

n

-I

0
I}

-.----~[} 0

I}

o

o
P,

·--~---o--o--o--~o--ii-OQ-o-O-O·--~---(,

t

0

I)

1

0

P,
p,
i.l

c.s.v.

o
XI

0
.4,

D""

o,
E,

X,

Q 1
I}

\ill
I}

0 s.
I}

0
S'l:_

oL ------~. - --_--_.
Ll 6

II

I 3

0 0

0 0

1

0 11 0

P, 0 1', o PJ 0 D", D c, D.. n, D.. IJ et - j ~1201211 I} 0 39U :l (J I} I -IOu n-)3 o I} 0 tl I. -L ~ o I} ~6 ll5l 0 n 12 2 ...... 00-3300JJ1I
•• ____. __ m ~

o
30
2 1 ~

o
~

o
~

I}

o
~

o
~

o
~

o
~
I}

I}

3rd bl.s.

Tuble6..l1l1·
C.S,v •

.x.
I}

1)...

-20
1 6

o
o
I}

~

j

~I

0

0

~

0

b 1 SO 15

o
0
I}

au
I}

o
I}

o
0
I}

o
~l
0

_

o

I}

e

o

o

0

~I

o
1
Q

000
-1
I}

5
4-

---~-.~
E,

::,.

n

~I

o

(I 0 0 11 .. ---,---~~-~----.-----~~-~-.---~-~--~-~-------.~~-.')0 I} -J -110 120 O. I}

n

o

o

0,..

0

(l) 9 2.

3

o
1 'l

2

n

U

so
- _--

0

[]

I}

12U-120
-

n

o
\1

o
I}

---~- .. - ~----~-- - ----~.... I} I}
0 0 U 0
I}

r
[l

n

0

__

o

0

0

0

v

-

0

000

0

0

360 Table 6.102 c.s.v,
Xl

Operaiians ReJ'er;Jrch

361 EXAMPLE 6.8-4 A small furnishing company manufactures tables and chairs. Each chair requires 4 mannours of labour while each table requires \$ manhnurs, of labour. If only 80 rnanhours are available each week and the owner of the company would (Icilh~r hlre addhleaal Iabouc nor utilise overtime, ,foni1ula~e the linear goal programming problem and solve iL Both the table and the chair fetch a prollr of Rs. 100 each. The owner has a target to eam a profit .of Rs, 2.000 peer week, Also he would like 10 supply 10 chairs, if possible, per week [0 B sister
of the company and tbcir assigned priorities are

~J

%,

0
Xi

0
5,

0
&.

P;
D", .1 0 0

~D

p. 0 P,

D... 0
]

0 0

-30 Q

0

0 D..
-']

0 0'
Jl

0
0

0 PJ D..D~ D", 60 -(,0 0 I -1 0 2 -,1 9

P,

0
0", 0 0 -1 b 30

13

D..
Xl .fl-

0

0

-i'
I

I

-2
2

1

0
0

0
O

0 0

-2

~
1

0
0

o
0

0
0

--.~--~--~~--------------;---'I

1

-9

0 0"

4
5)

concern.
Solution

Thegoals

______ _i ___ _O__ 5__0_· _O__ ~ __E__:-2
P, E, 0
.0

P,

EI

0

0

0

0

2

-2

1

-I

i'riaricy
PI p. p]

Goal

]

~ __ .~~
-60
0 0 0

____________

.

0
0

-30
)0 0

0 0

1 0
0

-1

5Q

To avoid hiring exuaIabour or utilise overtime To reach a prntlt goal of Rs, 2,000.3 week To supply I 0 chairs 3: week to the sister concern.

1 -60 60 0 0 -------------------------------.--'--~~~~--PI

c,
~
Cj

x2

0

°

0

0

0

0

a
0

0

0

0

Q

a

a

0

0 Optimal b!.f.

Table 6.102 gives xl;;:; 13, x,,:::; 4 as the solution. Notice that there are still negative values in p~ and.P, raws (-60 and -2 .respeetivelyj.Ilowever, since in 'b.om ofLlrem there is apositivc value in 1\ row below them (1), we disregard both of them. II may be noted from table 6.102 that the goals have been mel to different cxtenrs, The most irnponam goal (produce 13 radios) has been achieved. The second important goal (reach. Rs, 1,950 prori!) has been missed by Rs. 30 [we generated a prOfilOfRs, (120 x 13 + 90 x4) = Rs, L920 only], The deviation, however is lesS. beingaboq: 1.5%. Notice that !.his deviation shows up as D,., in .the final table, The loweSt-ranked goa! (produce 5 transistors) is missed by 1 transistbr: Here, [00, the duration shows up as D... in Iable6.102. Finally, notice that there are 9 hours unutilized in lini&l1ing. While ilmight appear that these should have been ulilised, it must not be f.orgotlellihal to manufacture anomer transistor, for example, would also require time in assembly, where all the lime

c;

bas been used.

6.8.1. GrapbiMl Me1bod rllr Goal Programming Linear goal programrrnng problems involving two deCision variables can be solved by the graph lea'! method also. The graphical method helps the reader to have adeeperinsfghi into the problem. ThismelllOd is based on well defined logical steps and results in reducing the computational effort..
LeI. XI

Flg,U.

and. Xl denme the number of chairs and tables 10 be produced per week. IT u; and a. represent the amount by which the nh goal is undcracbieved and overachieved respeclively, then the goals (expressed as consuamts in order
of prioriLy) arc

362

3i,3

g,:4x, -I' 5.t~+ tI, - 0, '" 80. (rnanhour goal) g,: l00x, + 10Cb:2 + "1 - Oz '" 2,000, (prout goal) ,gJ:.tl + "3 - 0; 10. (eba ir goal) To achieve Lilt;trSt goal completely, the overtime 0, must be minimized. f Similarly, the second gooJ will be fu1l1llrn1when the underacniesemenrin prOnt,. u.,. is minlmu.cd and thechair goal will be attained when uaderachievemem uJ is minimized, Therefore. me objective funetion of the problem may be written
.=0

minimil:eZ = (01, ill. Ill). Thus the linear goal progr:.unming problem is minimize Z ""{O,, u~.1.13), , subject [0 4x, -t 5.1:,+ u. - 0, '" 80. 100x1 + lOOxz + 1<2 - 01 = 2,000,

x" +

Ul -

0) ,,;la,

0" O!, 0). 2'.0, To sal ve Lhis problemgraph icall y, the variab les XL and .t~arc plotted along rhe horizontal and vmical axes respeciively. The three, goal constralats, are plotted as slIaighl lines by assuming each 11, =·0, = O. Arrows ,(~ or ~) an: then associated with each Line 10 represent underechicvcment or
Xl• .1:" Ill' ~. /13,

, Manhuur goal is thi::rnosr.lmpenant and is the [lIS! IQ bc cousidcrcd. Since ll~lS~oallS'ach;levcd ~hc~0, ;~mtnimized, we may set 0, '" 0 asits mm.imum valu c, The rcgron satisfying .:r", X2 ~ ami 01 = 0 is shown shaded in nu fi:2 A~y peirn within tl1i~ region satisfies the rnarmour goal and minimizes 0 "~tlh~ prumry level nile. I ... ~c next lrnponaru goal l~ the profit goal (P'l) ami La attain iL we must rmrurntze O~. Clearly, 0, cannot be decreased down II') zero since this would dcgmde:,OUT previous solution - a higher priority goa.l. The minimum Vil!UC of 0l WIlDOIII nl f;::l.ling the previously atlam~ higher gD:ll I',;" 11m point (Xl = 4 [i = 0) and IS marked rn fig. 6.2. . , Tn.' .1.:<:'-mportant goal (In thrcordcr of priority) is &i LOj.llli~r.,. whah we i rnuxl minirn.ze If" However, any mimmizanon ofu)"I'I'ould r.... Ire a' movernenr q:1l Innn thc SO[llIIUI1 prev!OU.'lly tkl.;:rmincd and would tlqr.:u[r: m le;.I'"!one hip:ber ,ptl:lnly g!l".li aJ!c:Jdy attained Therefore, the optlmal SOlUlic'fl Il' the problem j~ • .I., '" I0, t~= OZ~"~ (0, 1 ,tJ(JI1, 10) . TIK np~l1lum values CIf 1.',,.,. simply m(ji~<llC Iholt goal s is ({Impll:llCly unnincd, while iI.~and gl Me only partially auaincd,

a

overachicvemcru

of the goal (Fig. 6.1)

'32
)(2

)(2

92

03

lB 1";
12

9T

°2

9,

r'1g.6.1.

6.111. Integer

Progranlming

possible to use 9.85 kg of raw material, 3.62 manhonrs and 3-46 metre length ofa sheet.in aproject. Hcwever.therearemany problems, especially inbusiness Ilm1induslJ:y. in which only in{eg:ral values for the variables in optimal solutions. make sense. Ferexample, it i~ niJt possible to run 8.6 buses on aroute ur 10 open 504 branches of a bank or lU employ 2.5 Iathes in a. workshop for manufacturing aproducL A linear programm ing problem in which some or all of the variables 1IlU5t. take non-negative' integer values is commonly referred to as imeger linear programming problem. When all the variables are ceasuained 10 be inlcg{;rs. it is called tin all (pure) integer prpgrammillg problem, and. in case only 'some .of the variables are .restrietedto have integer values, the problem. is said. Co be a on the values eitherzern or one, as in 'do' and 'not to do' type decisions; .such problems are referred to.asrer» . olle'programming pro-blems. StricLly speaking. if in an LP. problem we restrict the variables LO be
non-ncgati

So far we have treated problems wherein all basic vari:lbles (including slack or surplus variables) were permuted 10 take any non-negative Teal (conrinnons or fractional)"Values. It was done since In many situations it is quill'. possible and appropriate to have fractional soludons. Fur inslance, il is quill'.

mixed inlilger programming problem. ln some situauons each variable can rake

.or

conveniem to sullcall iL an integer linear programming Problem because after dropping the mtegenesoicliMS on the variables, the objective function as well

... integers, e

the

problem

becomes

lion-linear.

However.

il is

as the constraints remain linear in farm. One obvious and common approach 10 solve an integer linesrprogmmrrung problem is to ignore the integer restricrlons on Ibe variables and to solve the resulting L.P. problem by any of IDe techniques describedearlier; and then 10 .round off or truncate the fractional values or tIJe optimal snluuon to the 1I{'MC.S(

AttVilllced Topics In Linear Programming J611
integers, However, there is no guarantee of rounded orrSO.IUlion being reasib~e and alselt is dilficult to visualize in which way Lilt rounding be done to retam
XI

369

feasibilily.

Consider

I.he~onsLrain:1S

LB. Z....,=27. Is rounded off [0 2, it violates Lhe feasibility. Rounding off Xl to 1 satisfles both the constraints but gives z_ == ] 9, which is far less than the true optimal integer solution .r~; 2. ~ == 2 and Z,,_ = 26. All these difficulties justUy the need [or developing a systematic and efficient procedure for obtainJng tile exact optimal integer soluLio~ 10 such
;"(1;

Itthe non-iuteger

=3,

variable

XI 102. or

having non-integer optima! solction as X, == 5{larnl Xl == B, Here [Ow:'dlng off 3 or any other integer value violates one or the other consuamt, Even if the rounded off solution satisfies the feasibillLY restriction, there is [10 guarantee that it is the optimal integer sotutlon, For inslance , consider lhe problem. Z",3.r1 + lOXz, maximize Xi + 5x,.:5 12, subject 10 'XI :£3,. xl • .xZ non-negative in~egers. The optimal non-lrnegcr solution of the above problem obtained in figure 6.6 is

problems, A considerable n umber of algorithms nave been developed for this purpose, Unfortunately none possesses eeraputational efficiency that is even remotely comparable II) the simplex mem.od (except in special types of problems), so they ordinarily are limited ln relatively small problems having

perhaps a few dozen vadables.Therefure, this remamsan'activc area of research, and progress continues to be made in developing more efficienl algorithras,
6.10-1 ..Applications

or Integer Programming Integer programming is, a valuable 1.001in eperations research, having tremendous ~tenl.ial for applications, Such problems occur quite frequently.in business and in:rluslry .. Ail assignment and transportation problems are Integer programming problems. It was demonslnlled in their discussion that in these problems. the decision vartabtes are either zero or one i.e..
xiJ=Oor.1. Otberexamples are capital budgeting and prod ueti 00 .scb.eduJi.ngprobl~ms. In fact, any simauon involving decisions of lhe type "either to do a job or not Lado"-("either - or") can be viewed as an 1.P. Preblem • In aIL such sitnanens, _ .[ 1 (ifjLh activity is performed), . Xi 9,(iljlhacdvity ,is lloqx:rfof1l1ed). . . In addluon, aU allocation problems mvolvmg the allocation of men and machines give rise to integer Jlrilgramming problems. since such commodities can be assigned only in integers and not in fractions. 6.10-2. Formulation Possibilities Through Mixed lol,eger Programming

5

.;

Problems are sometimes encountered lhat fit into !.he linear programming
format except tor some minor disparity. Fortunately, certain formulalio.A possibilities are available {or circumventing some of Il:lesc disparities, These involve the introduction ofone or more artificial varlableslhalare restricted 10 be integers. This 'reduces the problem to boa mixed integer programming problem in lhe desjred format As progress t;ontinues in tile development of efficient !llgorimms., this approocb is auaining increasing practical importance.

Some of the problems handled by mis approach are now described.
-'

Either -

Considesthe case wherein it is possible to make a choice between twa constraints so 1Jla! either one or we other constraint may holdJ FaT iastance, chq,ice may be possible between the two available resoorcesse dUll il is necessary roranl), one of tbe resoW"Ceavailability consnaims rnhold malhemalically.l.et lhe two consaairus be either lx, + ~ \$ 11.
or 4xl+::t2S15,

Dr

Constraints

Flg.6.6,

370

OperlUiaf'iS Research

371 ,6.l0.1 (Fixed Ch;!rge Problem) Consider a production planning problem wherein ltis required to produce II. items. Let me production of thejth item involve LWOtypes ofsel up COSLS the. " rue'1i COSl Kj (K;~ 0) Independent of the quanLityproduced and a variable COS[ c) per unit. If xJ is the number or units of the jtlJ item produced, the pmducuon cost function fOT the jm item may be .wriuen as C (x) = ['KiT 'lXi' Xj> D. EXAl\IIPLI!:
J

II is desired (0 reformulate these constraints to til into the linear progr.:l.mmi;n:gformal.lf M is an exltemcly large number; these constrain IScan be expressed as

3xJ + 41~ 12.
3xI

+ ~ ~ 12 M, 4x, +:X~::; 15, since the addition of M LO the right nand side of such constraints has the or [and
of e:l..iminating them. This formulation is equivalent

either

~d

4xI +X'lS 15 + M

+

'I.

errcCI

The objective function then becomes
minimizeZ = L c.(.l:;)
j=l

l.a,

Xj =

D.

to the set of constraints

3x, + '2x:z ~ 12 + yM,
4xI + x2\$15(1y)

M,
rp!lllat as The corresponding
Lxi:?:n,
{~1

),,,,0. I. which can be expressed in a mixed integer lincar:prog,camming

1t, +
4xI

a.- My'" 12,
+ My
S;

.

=1: (KJ+crI1'
J:::-~

.

J

J

constrairu.is
x12!'O and integer.

+.(:1

15 +:M.

yS;I, y:;> 0 and integer.
Since me artificial. variable}, is' either 0 or l.lhis mal only one of the original constraints holds,

forraulation

guarantees

It may be noted that the objective function is non-linear because of the fixed cos! Kj involved. 111is difficulty can, however, be. overcome 'by reformulation of the problem as a mixed .imeger·progmmmingproblem with the introduction of auxiliary binary variables Yj' given by
y]=

r1. ~hj~ 0,
lP.ifx;:- D.

Kout 9f N Constraints Must Hold Consider a case wherein it is desired that only K ouluflhe must hold (K < N). LeL these N eonstraims be denoted by

N constraints

These cOJldit1ons can be expressed as
Xj~.MYi'

II

single linear constrsiar

f.. (XI' Xl.> ...• fl~l' Xz •••••

x.):O; ill' J:;.) S 02.

in which M denotes a very large Dumber (exceeding the largest feasible value of l;j for aJl)). The model can. therefore, be expressed as lIIinimilocZ=I
subject 10

.

J~J

If'! (xl> At> •.• ,.t.) s bN• Usi ngthe logic of the preceding section. LITe· equivalent . J. (,1'1' x.•... , x.) < hi + MYh j,_(Xl' h···, xJ \$ bl + MYl>
!,,{XI' x:,.••..•

formulation

is

E Xi ~ n,
J=I

.

(Ky,+c.x),
J
J

J

I'

Xj ~ 0

and integer,

xJ \$ bN + MYN'
1: Y,'= N-K,
1'1 N

Yj'" 1 or for allj. . NOlI: that 11'1 though the original fixed charge problem bas nothing to dowilh integer problem, the "transformed" problem is a zero-one mixed integer
problem,

o

Y, ~ be zero .and rernalning

0, Yi "integeT lor i "" ... ,N. 1.2,

Since theronstrniJllson y;guru-anrec thaI K oflhesc ilrtificialvariahles will equal Lo 1, K of the original eonaraims will remain unchanged and the rest will, In effect. be eliminated,

EXAMPLE 6.10.2 (Job Sequeueing Problem) Three products A, B and Can: 10 be produced usilll1. four machines. 'I1i6 LoohnologimJ. SC(juence and the processing Lime-'Oll the. machines (or lhe lJuee ]lToduClS are shown in fig. 6.7.

:372
PrODUCLA.:

OperrJliotlS Research

373

--c-Jo'

a2 2
b)

~ ~

ProductB:

~ ~

Product C:

c)

3 3

a, 4 b. 4

or

.l:sl

+ b, 5 x""
10

The above "either-or" constraint can be modified eoestraints with the help of a. binary integer variable:
,tA,+u1-XO,

the ronowing

lWO

:SMYI'

0\$)" ~1, The [rrslconst:ainl

y,llleger.
j, =

precedes B. while the second consuairu OOcomeseCfective whenh = 1, implying
Ihal product B precedes' A on machine 1. Likewise. fo[ machines 2, 3 and 4 we obtain x...,.... 1-xo;\$M)I,. .u

becomes effective when

0, implying that.product A

FIg. 6.7.

For lasiance, product A is processed all machine 1 lor Q1 bOUTS, then on machine 2 for Ii,- hours and finally on machine 4 for a~hours. Each machine processes only one product at a Limeand must complete its' processing before ,taking up !.henext one. Further productB must be completed in not more rfum d hours from the start. Determine theoptimal sequence in which the products be processed in order to complete an the pmducts in the least passible time, Fo,rmuiatiolJ as I.P. Problem Letz, denote Ihetime (measured from zero datum}al whicb tlle processing
,j

XII,+bl-xc, :SMYl'

Xc., +.;- xlI,:S (1- yJM,

of product A starts on machine j (j = 1,2,4). Likewisexa J and Xc 1are defined. The technolcgical sequence in which thethreeprodaets aretnbemacbined results in the first set of constraints. Product A is processed first on machine 1., then an machine,Z. and finally on machine 4. In other words X"1 + Ilt s x.....
and x...,_ +a"sx" .. Similarly for products B and C, we get ls, +bl ::;;xo,.

os

)ii' )il"

Y. ~ 1. y.,

}'3')'~

integers.

Further. the time constrairu for product B yieldi x8• -t-b4 s d. . To wrlterne objeclive function. nate thaI product A will be completed ill. tJ:meXA,+o!.prOOuCL B aLxs. + b•. and product C alXc, + t:1.ITZ denotes the time Z.wh~e
by which all the three products are completed. then the obiective is

to minimize
.

Xc.. + c1\$ %0;' The next set of constraints is due Lathe fact tha1. no machine can work on more than one product at II time. For example, machine 1 can process ellher product A or B at a given Lime.In otheT words either product A precedes B on machine 1orv ice versa. Thus wehavean ~either-Qr'lypecoWltraintformachine 1 given by

Z = max (.1:.... + a•• .l:B, + QwTo; + el). This Don-linear objective functlon ronns a furth~ set of three con strain III Z :1= x"', +6"

IUId

375 Therefure the COJnllietc_formuh,H.io.n of the mixed irneger prObi~m ~ [a Z subjecl 10 the above constramis, 05: y,::; 1, y, Integer far I = I, ~.J, 4 and all other vari ubi I!S jU_~L non-negative,
minimize

EXAMPLEIi.103. {Warehouse Locatioll E'roblem) . A company has plans to open IWO new warehouses in an area. Three sues S S and S are uMer consideration. Four customers with dernands D, , D.. IIJ are I~ be supplioo. Any two sites can supply all me demands.but wh~le site Sj supply all eustorners, site S2 can supply o~Y Dj, Da and D, and sue S~can supply only D1• D, and Do_ C;j denotes the umt trrulsp?r1auon cost from site 3j 10 customer D;_The following dal.<! is given tor each SILc:

~d b.

can

y; = [l, if she s, is selected, If otherwise. II X,j represents the quantity shipped from sue S, 10 customer Dj, then the supply conaraim for site S I is Xn + X1Z + Xu + Xl.:<:; CI.Y,_ When], = I, site SI is selected and the quantity shipped =01 exceed [he C.llpac;ity Cl' _However, when ]1 = D,LIle rmn-negeuve variables -'.Il, Xl.~' XLl, Xu win autornatically be zero implyiog!hal no shipmem is possible from site 51' Likewise. constraints for sites Sll11id 51 are .

la.

Table 6.103 Sue Copacily .l"ilitil capjlQl investmen; (Rs.) operasing, GOSI (R.I'.J

X;u Jrn

+

.%21-+

..1:1.4

.s: C2_ y"

U"iJ.

I

C;YlSince only two sites are [0 be selected ..we have the additional constraint YI+Y.+Y3=1.
on demand CaII be expressed as x>J = DI (for CUSlIJmer 1.), .tll-+ In + III = D,_ (for cus tomer 2). .tJ~ -I-.rn D~ (for customer 3), X'4 + xj.I + ~:{3< "" D. (for customer 4). To formulate life objective function, we note that the total COSl of investment. operauooand transportation for site 51 is
XII ...

+.Il] + ~5:

The consrrainrs

s,
S~

S,

C, C, C,

K, K,

K, 'I

O~

0, 0,

=

KU', + 0, (XII + X12 + .:tIl + .rl.) -I- ell .::til eu Xu + en.In + C1, -1:10' The totalcust function for silesSland Sl can sirnilarly be written. TIlIU:the objecu-",e function equation C3D be expressed as minimize Z=K1Yl + 01 (XII + Xu + r,~+ XI~) + CIl XI1 + en XI~ +CI) Xl} +C,• Xl4 -I- K2Y~+ O2 (X" + Xv- + ~) + x... + Czz .~ + c;.. ~ + K3YJ + 0] (All + .tJl + J:3.I) -I- C3J; X:Il + CU r_n -+ C'loIr34The abeve objective funcuon is. therefore. to be minimized subject to the following consualrus: .1:11 + X,1 + Xu + .r ,4 S ClY"

+

c.u

.1:',.

-r Xn -I-.t,.
XII

~ ~ 12.

FIg, 6.8.

Select the pro-per sites for the two warehouses
investment, operation and Inln&pol1aLioll costs,

that minimize

the total

Formulation as l.P. Problem Each warehouse site has a flxed iniLiaI capital cost which is independent of the Quantit)' stored along wiLll variable operating and transportation, COS~ which are proportional to the Quantity shipped. The total cost function ~ therefore non-linear and binary integer variables can be- used 10 ronnul~!c this problem as an l_P. problem ., . , lithe binary integer variable y. denotes ihe deciSIOn LO selector not to seleCl. the site. s,' then

=2, + l:21 =D1• .xu +xn +X32 = D1, ,;til + XJl = D3, XIO +x'loI'" X34 = D.•. )'j= I orO.x1J~O.YiinLegerfori=

~~+ ;CD +.t.., 11 + Y2+Y~

5: CJYl'

1,2,3_

EXA,r.1 PLE 6.10-4 (Caterer Problem) A caterer is 10 organise garden parties for a week. He [leeds a total of 160. 120,60, 80, OO~100 and 105 fresh napkins dwing Ute seven (~'1)'soflhe week. Each new napkin costs Rs. 2. He can also use soiled napkins arlcr getting r.hem washed from a laundry, Ordinarily, washing charges are Re. O.l5 F napkin and they are reurrnedaiter 4 days. However.jhe lauf'ldryaISQpW¥ides express =V1(;c at a COS!ofRc. 0.60 per napkin, in which case.uw)' an; reusmed after 2

"376

OpuoliOlU Research

317
1

napkins to the laundry so as to beginning of the week. .

days ..Determine

the planning schedule the caterer sl1eutd arlopt to buy orsend
minimize

the cost

if

he has no

napkins

at the

+

I3

+ ~ + J'j + y. + y~ .. Y5 ;:;: lO. 6
Y.
-i'

Formubltion lIS LP. Problem Let ? deno~e!he number of p.un:hased napkins and Xj' Y, denote the number ef washed napkins obtained afierordlnary washing and express washing respectively en any day. Then the total suPpJy SJ on any d:zy will be SI'=Z+L(X +y) .
.1=1 ~ 7

Y3 +)'6+ y., ~71.S. the first becomes redundant and can be deleted The now objeetive function is given by minimize Z :; 22' + 0.35 (xs+.t~ + I,) + 0.60 (Y3 + Y. +Ys .. YG + 11)· Thus the problem is to find non-negative integer values. of z, ,~,. JI thaL
2 +I~+;C6+x.,+y,+

Further,

out of these coesiraims

minimize this objective function, while satisfying the above consaamrs. TIle' problem involves 9 variables and 6 constraints and can besolved as an l.P.
problem. EXAMPLE6_105 A company (Capi:t.al.lludgcbng Prnblem) . manufacturing chemicals has 4 im!Cp<mdC'n~ mvcsunent

If the initial inventory level for UII3napkins is Ilo. the fact thar requirement for each day must be met can beexpressed as Uo+ Sj~DJ.j= 1,2, __ 7. ..
where D; denotes (he cumulative demand of the napkins. The objective is to minimize.the cost i.e.,

rninanize Z =22 + 0.35 Ex,+O .. 0 E Yi' 6
I~l

1

1

projects and must. allocatea fixed capital budget [Q .one or~Qre Ol them so that ltle companl"'s total assetsare maximized. The estimated Inv~Wne:n!s and the amiclpated cash outflows aSBOCU'lcU with these proJccts are grven m the iabte
below, Table 6.104 ProA"CJ I,. VI!SIrTU!,,1
(R,. lakJt..l")

isteger values of I. Xi and Yi so as to minitmze the CDSI Zwhile satisfying the -abeve constraints, ru the inventory level Il,j is given 10 be zero, the various constraints can be written asS. = Z + X.I .j. y. ~ D, Thus the prnblemis
I.D

rind the

l=t

non-negative

Cash

flfJ.rjI0",S

(Rs_laJ:h.<) 2nd yea.r

ls! ylYLr

;0: 160, \$2 = ~+ XI + X, + )'1 + Yl- ~ S3 = 2

~280. + XI + ~ + Xl + Y. + )'1
.. )3.

Dz

~~z+~+~+~+~+~+h+h+~

55 '" S6'"
Z

Z .. XI

+ Xl

...

x; :. x, +
X.

Xs

+ )'1 -+ y~-+

J3

<::: D, 2340. ~~ ;;':4.20, + y. + Y5 :LOs ~5tO .:

·1

A B C D

105

140

100

80

lOS
200
,'iO

60

160 40
LSD

70

The company has earmarked Rs, 600 lakhs for investment in nrSl.year:mu Rs.. 700 lakhs ill lire second year. If projects I and 3 are mutually exclusive, how should the investment be made so that the company's totalassets are maximized ? Forrnulatian as 1.P. Problem Lct r, , = if Lhcrc. is i~l'cslmanL on the jlh project La, otherwise (J "" L 2, 3,,4) for projects A, B. C, and D. Thenthe objective is maxirnize Z'e 105.x1 +"140rl+ 80x! + lOOx,. The constraints are on availability of the funds for LI'IC years and can two

+ XI :t Xl

.. X~ -f

+ Xl + ~ + YI + )'2 + Yl + )'~ + y~ + "

D5 ~61O.
2:

n.

~=Z+~+~+~+~+~+~+~+~+h+h+~+~+h+h

Since there-is no supply of napkins given for ordinary washing for Lhe ills! four days, %1 = X:l Xc) '" X. O. Likewise sinee ihereis no supply of napkins given for express washing for

~~ ;:>_ 715.

=

=

Lile rlf-1\[ two days, According Iy lie eonsuaints reduce. to • ~ 160 (redundanL), t: ~ 280,
~+)" ~ )'1 = )'1=

be e...pressed as 6Oi:, + lOax. + 200:c1 + 90x.. ~ 600, and 160r, + 40J;. + 15O:rJ + 70I. S; 700.

O.

.SIn~C projects I and 3 are mutually exclusive, x, +.t1 = 1.

..-,+- Jl +)'. ;:.. 420. Z+I~+"J+Y'+Y~ ~SIO,

340•