Linear Goal Programming

Noorma Yulia Megawati

Departemen Matematika, Universitas Gadjah Mada

February 23, 2023

Noorma Yulia Megawati (UGM) KSMT-A February 23, 2023 1/5

Linear Goal Programming

The term “goal programming” deal with multiobjective linear

programming problems that assumed the decision maker (DM) could
specify goals or aspiration levels for the objective functions. The key idea
behind goal programming is to minimize the deviations from goalsor
aspiration levels set by the DM.In general, the multiobjective linear
programmibf problem can be formulated as:

min z(x) = (z1 (x), . . . , zk (x))T

x2X

where z1 ()x = c1 x, . . . , zk = ck x are k distinct objective functions of the

81
decision variable vector x and

X = {x 2 Rn |Ax  b, x 0}

is the linearly constrained feasible region.

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For linear goal programming, however, a set of k goals is specified by the
DM for the k objective functions zi (x), i = 1, . . . , k and the
multiobjectivelinear programming problem is converted into the problem of
coming “as close as possible” to the set of specified goals which may not
be simultaneously attainable.
The general formulation of goal programming thus becomes

min d(z(x), ẑ)

x2X

where ẑ = (ẑ1 , . . . , ẑk ) is the goal vector specified by the DM and

d(z(x), ẑ) represents the distance between z(x) and ẑ in some selected
norm.

Noorma Yulia Megawati (UGM) KSMT-A February 23, 2023 3/5

 fi x formula matematica untule fgsi objectif
bi level aspirasi

Bentuk goal
1
fi Cx Ebi
2 fix bi
3 fi x bi

Goal type Goal programing form Deviasi van ygarangroin.in

l fifxsEbificxitdi
4it dit ibi
fix bi fixtoi dit bi di
fix bi ficxitdi dit bi dit di
conton
Selman perusanaan mempanyon fgsi profit
5 1 7 2 profit
level aspirati 1000 Goal agar profit lebin besar sama

devgan 1000
DX 7 271000
Bentule good programing
5 1 7 2 4 at 1000
Masa goal programing
Min d
sit 57,47 4 2 d 1000
X X2 70
d d 70
Using, the l1 norm with weights (the weighted l1 norm), it becomes
k
X
min d w (z(x), ẑ) = wi |ci x ẑi |
x2X
i=1

where wi is a nonnegative weight to the i th objective function. This linear

goal programming problem can easily be converted to an equivalent linear
programming problem by introducing the auxiliary variables
1
di+ = {|zi (x) ẑi | + (zi (x) ẑi )}
2
and
1
di = {|zi (x) ẑi | (zi (x) ẑi )}
2
for each i = 1, . . . , k.

Noorma Yulia Megawati (UGM) KSMT-A February 23, 2023 4/5

Thus, the equivalent linear goal programming formulation tothe problem
becomes Pk +
min i=1 i i + di )
w (d
s.t. zi (x) di+ + di = ẑi , i = 1, . . . , k
Ax  b, x 0,
di+ .di = 0, i = 1, . . . , k
di+ 0, di 0, i = 1, . . . , k
It is appropriate to consider here the practical significance of di+ and di .
From the definition of di+ and di , it can be easily understood that
(
+ zi (x) ẑi , if zi (x) ẑi ,
di =
0, if zi (x) < ẑi ,
and (
ẑi zi (x), if ẑi zi (x),
di =
0, if ẑi < zi (x),
Thus, di+ and di represent, respectively, the overachievement and
underachievementof the i th goal and, hence, are called deviational
variables.
Noorma Yulia Megawati (UGM) KSMT-A February 23, 2023 5/5
Asumsilcan manager Oi sebuah perusahaan mempunyai 3 goal T Tz
dan Ty
T mendapat paling dict 26 outa yen Oi total profit
T2 mengaga level polusi dibawah 18 unit

Ty memprooalesi paling toilet a ton proonk I can 3

ton
produce 2 Diferilean ratio bobot ath prove I Don 2 adalah
3 8
MOLP
Max Z 3X 8 2

Min 22 5 1 4 2
St 2X 6 2 27
3 1 2 2 E 16

UX Xz 18
Xi X2 70

Goal programing
T 3 1 8 2726
T2 5 1 4 2 18
Tz X 72
Xz 73
Dinah
T 3 1 8 2 dit di 26
T2 5 1 4 2 at di 18
T 2
X 43 45
Xz dat tag 3
Masala Goal Programing
Min dit dit 345 8dg
St 3 1 8 2 45 45 26
5 1 4 2 dat 95 18
X 43 45 2
X2 dat 95 3
2 1 6 2 27
3 1 2 2 16
Ax Xz 18
Xi Xu 70
41 70,4570