The following are the five characteristics of the linear programming problem:

Constraints – The limitations should be expressed in the mathematical form, regarding the resource.

The constraints indicate limitations on the resources, which are to be allocated among various decision
variables. These resources may be production capacity, manpower, time, space or machinery. These must be
capable of being expressed as linear equation (i.e., =) on inequalities (i.e., > or<; type) in terms of decision
variables. Thus, constraints of a linear programming problem are linear equalities or inequalities arising out of
practical limitations.

Objective Function – In a problem, the objective function should be specified in a quantitative way. The objective
function of a linear programming problem is a linear function of the decision variable expressing the objective of
the decision maker. For example, maximization of profit or contribution, minimization of cost/time.

Linearity – The relationship between two or more variables in the function must be linear. It means
that the degree of the variable is one. Non-negativity restriction indicates that all decision variables
must take on values equal to or greater than zero.
Finiteness – There should be finite and infinite input and output numbers. In case, if the function has
infinite factors, the optimal solution is not feasible. 
Non-negativity – The variable value should be positive or zero. It should not be a negative value. Non-
negativity restriction indicates that all decision variables must take on values equal to or greater than zero.
Decision Variables – The decision variable will decide the output. It gives the ultimate solution of the
problem. For any problem, the first step is to identify the decision variables. The decision variables refer to
the economic or physical quantities, which are competing with one another for sharing the given limited
resources. The relationship among these variables must be linear under linear programming. The numerical
values of decision variables indicate the solution of the linear programming problem.
Example:
Calculate the maximal and minimal value of z = 5x + 3y for the following constraints.
x + 2y ≤ 14
3x – y ≥ 0
x – y ≤ 2

profit maximization is one of the most widely accepted goal of management. However, in today's dynamic business
environment, there is no single universal objective for all organizations. Organizational objectives vary according to
the characteristics, types, environmental conditions, etc. of the organization.
Goal programming is a goal-oriented optimization method to solve multi-objective decision problems in crisp decision
environment. Most of the optimization problems considered to this point have had a single objective. Often, more than
one objective can be identified for a given problem.
Maximize Return or Minimize Risk or Minimize Cost
Maximize Profit or Minimize Pollution.
 
In a certain programming environment, optimization of a set of objectives is involved there in the decision situation. Here,
instead of optimizing them directly, achievement of the estimated / expected target values called aspiration levels of them
are considered.

Steps in Goal Programming:

Define Decision Variables
Define the Goals and Deviational Variable for each goal
Formulate Constraint Equations
 Economic constraints
 Goal constraints
 Formulate Objective Function
Economic Constraints
● Stated as <=, >=, or =
● Linear (stated in terms of decision variables)
● Example: 3x + 2y <= 50 hours
 
Deviational Variables represent overachieving or underachieving the desired level of each goal
● d+ Represents overachieving level of the goal
● d- Represents underachieving level of the goal
 
Goal Constraints
● General form of goal constraint:
Decision variables - d (+) or +d (-) = Desired Goal Level
Subtract d+ (overachieving level)
Add d- (underachieving level)
 
Objective Function of Goal Programming:
Minimizes the sum of the weighted deviations from the target values – this is ALWAYS the objective for Goal
Programming.