Operation Research II

Johan Oscar Ong, ST, MT

Grading
Requirements:
Min 80% Present in Class
Having Good Attitude
Score/Grade :
Quiz and Assignment : 30%
Mid test (UTS) : 35%
Final Test (UAS) : 35%
No additional assignment to increase your
score
Assignment should be submitted on time
outline
Meeting Topics
1 Goal Programming (1)
2 Goal Programming (2) Quiz 1
3 Integer linear Programming (part 1) Quiz 2
4 Integer linear Programming (part 2) Quiz 3
5 Deterministic dynamic programming (part 1) Quiz 4
6 Review and Quiz
7 Midterm Test
8 Deterministic dynamic programming (part 2) Quiz 5
9 Decision analysis Quiz 6
10 Games Theory Quiz 7
11 Queuing System (part 1)
12 Queuing System (part 2) Quiz 8
13 Deterministic Inventory model Quiz 9
Goal Programming
What is Goal Programming?
Mathematical model similar to Linear
Programming, however it allows for multiple
goals to be satisfied at the same time.
Allows for the multiple goals to be prioritized
and weighted to account for the DM’s utility
for meeting the various goals.
Assumptions
Similar to LP:
Non-negative variables
Conditions of certainty
Variables are independent
Limited resources
Deterministic
Components
Economic Constraints
Physical
Concerned with resources
Cannot be violated
Example: # of production hours each week
Components
Goal Constraints
Variable
Concerned with target values
Can be changed/modified
Example: Desire to achieve a certain level of profit
Components
Objective Function
Minimizes the sum of the weighted deviations
from the target values – this is ALWAYS the
objective for Goal Programming
Not the same as LP (which was maximize
revenue/minimize costs)
Goal Programming Steps
Define decision variables
Define Deviational Variable for each goal
Formulate Constraint Equations
Economic constraints
Goal constraints
Formulate Objective Function
Goal Programming Terms
Decision Variables are the same as those in
LP formulations (represent products, hours
worked)
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 Programming Constraints
Economic Constraints
Stated as <=, >=, or =
Linear (stated in terms of decision variables)
Example: 3x + 2y <= 50 hours
Goal Constraints
General form of goal constraint:

Decision Desired Goal

Variables - d+ + d- = Level
Goal Programming Example
Microcom is a growth oriented firm which
establishes monthly performance goals for its
sales force
Microcom determines that the sales force has
a maximum available hours per month for
visits of 640 hours
Further, it is estimated that each visit to a
potential new client requires 3 hours and
each visit to a current client requires 2 hours
Goal Programming Example
Microcom establishes two goals for the
coming month:
Contact at least 200 current clients
Contact at least 120 new clients
Overachieving either goal will not be
penalized
Goal Programming Example
Steps Required:
1. Define the decision variables
2. Define the goals and deviational variables
3. Formulate the GP Model’s Parameters:
Economic Constraints
Goal Constraints
Objective Function
4. Solve the GP using the graphical approach
Goal Programming Example
Step 1: Define the decision variables:
X1 = the number of current clients visited
X2 = the number of new clients visited

Step 2: Define the goals:

Goal 1 – Contact 200 current clients
Goal 2 – Contact 120 new clients
Goal Programming Example
Step 3: Define the deviational variables
d1+ = the number of current clients visited in
excess of the goal of 200
d1- = the number of current clients visited less
than the goal of 200
d2+ = the number of new clients visited in excess
of the goal of 120
d2- = the number of new clients visited less than
the goal of 120
Goal Programming Example
Formulate the GP Model:
Economic Constraints:
2X1 + 3X2 <= 640 (note: can be <, =, >)
X1, X2 => 0
d1+, d1-, d2+, d2- => 0
Goal Constraints:
Current Clients: X1 + d1- - d1+ = 200
Must be =
New Clients: X2 + d2- - d2+ = 120
Goal Programming Example
WebNet establishes two goals for the coming
month:
Contact at least 200 current clients
Contact at least 120 new clients
Overachieving either goal will not be
penalized
Goal Programming Example
Objective Function:
Minimize Weighted Deviations
Minimize Z = d1- + d2-
Goal Programming Example
Complete formulation:
Minimize Z = d1- + d2-
Subject to:
2X1 + 3X2 <= 640
X1 + d1- - d1+ = 200
X2 + d2- - d2+ = 120
X1, X2 => 0
d1+, d1-, d2+, d2- => 0
Goal Programming Example
Graph constraint:
2X1 + 3X2 = 640
If X1 = 0, X2 = 213
If X2 = 0, X1 = 320
Plot points (0, 213) and (320, 0)
Graphical Solution
X2
(0,213)
200

150

100

50
(320,0)
X1
0 50 100 150 200 250 300 350
Goal Programming Example
Graph deviation lines
X1 + d1- - d1+ = 200 (Goal 1)
X2 + d2- - d2+ = 120 (Goal 2)
Plot lines for X1 = 200, X2 = 120
Goal Programming Example
X2
Goal 1
(0,213)
200
d1-
d1+
150 d2+
Goal 2
(140,120)
100 d2-
(200,80)
50
(320,0)
X1
0 50 100 150 200 250 300 350
Solving Graphical Goal
Programming
Want to Minimize d1- + d2-
So we evaluate each of the candidate Optimal Point
solution points:

For point (140, 120) For point (200, 80)

d1- = 60 and d2- = 0 d1- = 0 and d2- = 40
Z = 60 + 0 = 60 Z = 0 + 40 = 40

Contact at least 200 current clients

Contact at least 120 new clients
Goal Programming Solution
X1 = 200 Goal 1 achieved
X2 = 80 Goal 2 not achieved
d1+ = 0 d2+ = 0
d1- = 0 d2- = 40

Z = 40