Goal Programming Problem Sheet
TA: Youssef A. Mehanna
April 2, 2025
Introduction
Below are four goal programming problems, each with multiple objectives, priorities, constraints,
and solutions. Goal programming involves optimizing multiple goals by minimizing deviations
from target values, often using priority levels where higher-priority goals are satisfied before
lower-priority ones.
Problem 1: Manufacturing Resource Allocation
Problem Description
A manufacturer produces two products: Product X and Product Y. Each unit of Product X
requires 3 hours of machine time and 2 units of raw material, while each unit of Product Y
requires 2 hours of machine time and 3 units of raw material. The company has 120 hours of
machine time and 100 units of raw material available per week. The goals, in order of priority,
are:
● Priority 1: Produce at least 25 units of Product X.
● Priority 2: Produce at least 30 units of Product Y.
● Priority 3: Minimize excess production of Product X beyond 25 units due to limited
storage space.
Formulation
Variables:
● : Units of Product X produced
● x2: Units of Product Y produced
● d1−: Underachievement of Product X target
● d1+: Overachievement of Product X target
● d2−: Underachievement of Product Y target
● d2+: Overachievement of Product Y target
Hard Constraints:
● 3x1+2x2≤120 (machine time)
● 2x1+3x2≤100 (raw material)
● x1,x2≥0
Goal Constraints:
● x1+d1−−d1+=25 (Product X target)
● x2+d2−−d2+=30 (Product Y target)
● d1−,d1+,d2−,d2+≥0
Objective: Minimize P1d1−+P2d2−+P3d1+where P1≫P2≫P3(preemptive priorities).
Problem 2: Event Budget Planning
Problem Description
An event planner has a budget of $10,000 and plans two activities: a concert and a workshop.
The concert costs $300 per attendee, and the workshop costs $200 per attendee. The planner
wants:
● Priority 1: At least 20 attendees at the concert.
● Priority 2: At least 30 attendees at the workshop.
● Priority 3: Total cost not to exceed $9,000.
Formulation
Variables:
● x1: Number of concert attendees
● x2: Number of workshop attendees
● d1−: Underachievement for concert goal
● d1+: Overachievement for concert goal
● d2−: Underachievement for workshop goal
● d2+: Overachievement for workshop goal
● d3−: Underachievement for cost goal
● d3+: Overachievement for cost goal
Hard Constraint:
● 300x1+200x2≤10000 (budget)
● x1,x2≥0
Goal Constraints:
● x1+d1−−d1+=20 (concert attendees)
● x2+d2−−d2+=30 (workshop attendees)
● 300x1+200x2+d3−−d3+=9000 (cost goal)
● d1−,d1+,d2−,d2+,d3−,d3+≥0
Objective: Minimize P1d1−+P2d2−+P3d3+, where P1≫P2≫P3.
Problem 3: Fitness Training Plan
Problem Description
A person has 8 hours per week for exercise and plans cardio and strength training. Cardio
burns 400 calories/hour, strength burns 300 calories/hour. Goals, in order of priority:
● Priority 1: Burn at least 2500 calories.
● Priority 2: Spend at least 3 hours on cardio.
● Priority 3: Limit strength training to 4 hours max.
Formulation
Variables:
● x1: Hours of cardio
● x2: Hours of strength training
● d1−: Underachievement of calorie goal
● d1+: Overachievement of calorie goal
● d2−: Underachievement of cardio goal
● d2+: Overachievement of cardio goal
● d3−: Underachievement of strength goal
● d3+: Overachievement of strength goal
Hard Constraint:
● x1+x2≤8 (total hours)
● x1,x2≥0
Goal Constraints:
● 400x1+300x2+d1−−d1+=2500 (calories)
● x1+d2−−d2+=3 (cardio hours)
● x2+d3−−d3+=4 (strength hours)
● d1−,d1+,d2−,d2+,d3−,d3+≥0
Objective: Minimize P1d1−+P2d2−+P3d3+, where P1≫P2≫P3.
Problem 4: Computer Production Optimization
Problem Description
A computer company produces three computer models: CP3, CP4, and CP6. The memory
modules, external hard drives, and cases are bought from suppliers. CP3 uses one memory
module and one external hard drive. CP4 uses one memory module and two external hard
drives. CP6 uses two memory modules and one external hard drive. Suppliers can provide 1200
memory modules, 450 external hard drives, and 650 cases on a weekly basis. It takes 1.8 hours
to manufacture a CP3 and its profit is $120. It takes 0.8 hours to manufacture a CP4 and its
profit is $350. It takes 1.2 hours to manufacture a CP6 and its profit is $950.
The company's goals, in order of priority, are:
● Priority 1: Meet a weekly state contract of 220 CP4 machines.
● Priority 2: Make at least 550 total computers weekly.
● Priority 3: Use no more than 480 man-hours per week.
● Priority 4: Each $1200 underachieved from its profit goal is four times as important as
an extra man-hour used over the limit.
Formulation
Variables:
● x1: Number of CP3 computers produced
● x2: Number of CP4 computers produced
● x3: Number of CP6 computers produced
● d1−: Underachievement of CP4 target
● d1+: Overachievement of CP4 target
● d2−: Underachievement of total computers target
● d2+: Overachievement of total computers target
● d3−: Underachievement of man-hours limit
● d3+: Overachievement of man-hours limit
● d4−: Underachievement of profit goal
● d4+: Overachievement of profit goal
Hard Constraints:
● x1+x2+2x3≤1200 (memory modules)
● x1+2x2+x3≤450 (external hard drives)
● x1+x2+x3≤650 (cases)
● x1,x2,x3≥0
Goal Constraints:
● x2+d1−−d1+=220 (CP4 target)
● x1+x2+x3+d2−−d2+=550 (total computers target)
● 1.8x1+0.8x2+1.2x3+d3−−d3+=480 (man-hours limit)
● 120x1+350x2+950x3+d4−−d4+=Ptarget(Profit goal - Ptargetis unknown at this stage,
but we minimize its underachievement)
● All di−,di+≥0
Objective: Minimize P1d1−+P2d2−+P3d3++P4(4d4−+d3+) where P1≫P2≫P3≫P4.
Problem 5: Investment Allocation
Problem Description
An investor has $100,000 to invest in three types of assets: low-risk bonds, medium-risk stocks,
and high-risk cryptocurrencies. The annual returns are 5% for bonds, 10% for stocks, and 20%
for cryptocurrencies. The investor's goals, in order of priority, are:
● Priority 1: Invest at least $30,000 in low-risk bonds to ensure capital preservation.
● Priority 2: Achieve an average annual return of at least 12% on the total investment.
● Priority 3: Limit investment in high-risk cryptocurrencies to a maximum of $20,000.
● Priority 4: Ensure total investment does not exceed $90,000 to keep a liquidity reserve.
Formulation
Variables:
● x1: Amount invested in low-risk bonds
● x2: Amount invested in medium-risk stocks
● x3: Amount invested in high-risk cryptocurrencies
● d1−: Underachievement of bond investment target
● d1+: Overachievement of bond investment target
● d2−: Underachievement of total return target
● d2+: Overachievement of total return target
● d3−: Underachievement of crypto investment limit
● d3+: Overachievement of crypto investment limit
● d4−: Underachievement of total investment limit
● d4+: Overachievement of total investment limit
Hard Constraint:
● x1+x2+x3≤100000 (total available investment capital)
● x1,x2,x3≥0
Goal Constraints:
● x1+d1−−d1+=30000 (bond investment target)
● 0.05x1+0.10x2+0.20x3+d2−−d2+=0.12(x1+x2+x3) (return target of 12% on total
investment)
○ This can be rewritten as: −0.07x1−0.02x2+0.08x3+d2−−d2+=0 if total investment
is fixed, or relative to a 12% return on the total available capital:
0.05x1+0.10x2+0.20x3+d2−−d2+=0.12(100000)=12000. Let's use the latter for
simplicity, assuming the 12% target is on the available capital.
● x3+d3−−d3+=20000 (crypto investment limit)
● x1+x2+x3+d4−−d4+=90000 (total investment limit)
● All di−,di+≥0
Objective: Minimize P1d1−+P2d2−+P3d3++P4d4+, where P1≫P2≫P3≫P4.