Example Goal Programming in Excel
Poldi
I am looking for an example that shows me how to use goal programming
in Excel.
Thanks for support in advance.
Best Regards
Poldi
A.L.
<t.parte...@uni-duisburg.de> wrote:
>Hello,
>
>I am looking for an example that shows me how to use goal programming
>in Excel.
>
We don't do homeworks here...
A.L.
larry
coded a Goal program. I plan to do one some time.
Paul A. Rubin
There are several introductory management science texts that are
spreadsheet- (read Excel-) oriented, and some of them cover goal
programming. I don't know if any have VBA plug-ins to automate the
process. (Without some kind of macro coding, you have to manually solve
a sequence of LPs.)
I'm not in the office, so I don't have access to my bookshelf, but you
can search Amazon using spreadsheet and "management science" as
keywords, then check tables of contents to see which books cover GP.
Winston and Albright (or Albright and Winston -- they've written a bunch
of books) and Ragsdale come to mind.
/Paul
A.L.
wrote:
What regards LP books, out of all books on my shelf only one
addresses Goal Programming: "Linear Programming" by James P. Ignizio
and Tom. M. Cavalier.
From more "general" books, the following: "Optimization in
Operations Research" by Ronald L. Rardin.
"Introduction to Operations Research" by Frederick S. Hiller and
Gerald J. Liebermann
GP is not mentioned in any of my books about "scientific Excel"
But.. this is not rocket science and anybody who knows what is GP
can do this himself. Finally, GP is nothing more than standard LP
with weird objective function...
A.L.
Dana DeLouis
> in Excel.
Hi. I believe you are looking for "Solver" in Excel.
It's an Add-Ins, so do:
Tools | Add-ins, and select Solver.
Then go back to the menu and select Tools | Solver
to bring up the program.
For your Example question, Excel's installation will usually put some
examples in a workbook called "Solvsamp.xls" on your hard drive.
It is usually located at:
C:\Program Files\Microsoft Office\OFFICE11\SAMPLES
Good luck...and have fun.
--
HTH :>)
Dana DeLouis
Windows XP & Office 2003
"Poldi" <t.parte...@uni-duisburg.de> wrote in message
news:1166702552....@n67g2000cwd.googlegroups.com...
A.L.
<ddel...@bellsouth.net> wrote:
>> I am looking for an example that shows me how to use goal programming
>> in Excel.
>
>Hi. I believe you are looking for "Solver" in Excel.
>It's an Add-Ins, so do:
>Tools | Add-ins, and select Solver.
>Then go back to the menu and select Tools | Solver
>to bring up the program.
No, he is looking for goal programming. Goal programming is an
approach for solving multicriteria optimization problems. If
optimization problem is linear, goal programming problem can be
transformed to equivalent single criterion linear programming
problem. And this can be solved by Excel Solver
A.L.
h...@uark.edu
There are two methods for solving GP: The Weights method, which
converts the OFs into a single criterion, and the Preemptive method
that solves LP problems in a specified order of priority while
guaranteeing no degradation in the value of OF as the solution
progresses from one priority to the next. I agree with Paul that using
Excel Solver with the Preemptive method requiress either manual
intervention that imposes an additoinal constraint as the solution
moves from one priority to the next OR the coding of a VBA macro that
automates the process. I have not come across such a code.
Perhaps the original poster would consider using a more flexible MP
language to effect a total automation of the Preemptive method.
Without being accused of promoting my own book, I refer to pp. 345-347
of Taha, Operations Research: An Introduction, 8th ed, Prentice Hall,
2006, for an AMPL code that does just that. (Also Chapter 8 is
dedicated entirely to GP.)
> A.L.
A.L.
>
>There are two methods for solving GP: The Weights method, which
>converts the OFs into a single criterion, and the Preemptive method
>that solves LP problems in a specified order of priority while
>guaranteeing no degradation in the value of OF as the solution
>progresses from one priority to the next. I agree with Paul that using
>Excel Solver with the Preemptive method requiress either manual
>intervention that imposes an additoinal constraint as the solution
>moves from one priority to the next OR the coding of a VBA macro that
>automates the process. I have not come across such a code.
"Goal Programming" is this goal programming that was introduced by
Geffrion and is based on minimizing the distance between Pareto
surface and "reference point" defined by the decision maker. This
reference point is named "goal" and is the motivation for the name
"goal programming". By the way, Geoffrion's method also converts
multiple criteria into single criteria problem.
There is no OTHER definition of Goal Programming, at least not
within the MCDM (Multiple Criteria Decision Making) community,
however there are various variants that differ in the techniques
used to convert multi criteria problem into single criteria one.
"Weight method" is weight method and "Preemptive method" is known as
"lexicographic programming".
Both weight method and lexicographic programming do not define any
"goal", therefore it is hard to call these methods "goal whatever"
Of course, every author and community can put any label on any
object - we live in free society. But Goal Programming is and I
think should be associated with Geoffrion's name.
A.L.
Paul A. Rubin
>
> "Goal Programming" is this goal programming that was introduced by
> Geffrion and is based on minimizing the distance between Pareto
> surface and "reference point" defined by the decision maker. This
> reference point is named "goal" and is the motivation for the name
> "goal programming". By the way, Geoffrion's method also converts
> multiple criteria into single criteria problem.
>
> There is no OTHER definition of Goal Programming, at least not
> within the MCDM (Multiple Criteria Decision Making) community,
> however there are various variants that differ in the techniques
> used to convert multi criteria problem into single criteria one.
>
> "Weight method" is weight method and "Preemptive method" is known as
> "lexicographic programming".
>
> Both weight method and lexicographic programming do not define any
> "goal", therefore it is hard to call these methods "goal whatever"
>
> Of course, every author and community can put any label on any
> object - we live in free society. But Goal Programming is and I
> think should be associated with Geoffrion's name.
While acknowledging A.L.'s greater experience with MCDM, I have to
disagree here. I haven't read Geoffrion's work on this, but in my
experience the approaches that minimize deviation (in some norm) from a
"utopia" point in criterion space are referred to as "compromise
programming", whereas approaches that define an aspiration level for
each criterion (criterion + aspiration level = "goal") and then penalize
unfavorable deviations from the aspiration levels (without necessarily
rewarding favorable deviations) are called "goal programming". I
believe that Sang Lee and a bunch of his students at University of
Nebraska - Lincoln published a lot of work using this definition of
"goal programming" (and, I think, using preemptive priorities).
FWIW, I've seen the weighted combination of objectives approach referred
to as "Archimedean weighting" (and preemptive priorities referred to as
"nonArchimedean weights"). As A.L. wrote, the preemptive priority
approach is also referred to in some circles as lexicographic programming.
I don't know the chronology of all this, so it's possible that the
people who decided to call deviation-from-aspiration +
preemptive-priority "goal programming" were poaching on someone else's
terminology. But there's a hill-climbing technique called the "simplex
algorithm", and if I can live with that confusion, I can live with this
confusion. :-)
/Paul
A.L.
wrote:
>
>While acknowledging A.L.'s greater experience with MCDM,
???
>I have to
>disagree here. I haven't read Geoffrion's work on this,
I don't know how I got Geoffrion's name here... This was Charnes and
Cooper...
> but in my
>experience the approaches that minimize deviation (in some norm) from a
>"utopia" point in criterion space are referred to as "compromise
>programming",
Agree
>whereas approaches that define an aspiration level for
>each criterion (criterion + aspiration level = "goal") and then penalize
>unfavorable deviations from the aspiration levels (without necessarily
>rewarding favorable deviations) are called "goal programming".
Agree
I checked the original sources, quote:
1. Archimedean GP (also known as "min sum" or "weighted" GP). Here
we seek to minimize the (weighted) sum of all unwanted absolute
deviations from the goals
2. Chebyshev GP (also known as "mini max" GP) Our purpose is to
minimize the worst, or maximum of the unwanted goal deviations,
3. non-Archimedean GP (also known as "preemptive priority" GP or
"lexicographic GP) Here we seek the minimum (more precisely, the
lexicographic minimum) of and ordered vector of the unwanted goal
deviations.
The above is from "Introduction to Linear Goal programming", James
P. Ignizio, Sage University Paper Vol. 56, Sage Publications, 1985
Ignizio is not questioned authority in LGP.
Please note that all the above approaches are formulated in terms of
unwanted deviations from goal.
A.L.
Poldi
thanks for your support. I try to solve my multi-criteria decision
problem with the recommended books.
Best Regards
Poldi
A.L. schrieb:
hkib...@gmail.com
Computer Solution of Goal Programming Problems with QM for Windows and Excel - Introduction to Management Science (10th Edition)
http://flylib.com/books/en/3.287.1.124/1/