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Goal Programming Studio

An LP has one objective. A manager has several, and they fight. Goal programming turns each target into a soft goal with deviation variables, then minimises the shortfall - by weight, or by strict priority. When nothing can satisfy everything, it still hands you the least-bad plan instead of the word “infeasible”.

How to use it

Two products, three goals

Goals

Mode

Deviations at the answer

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Total penalty
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Goals fully met
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vs fine grid search

Decision space. Each line is a goal boundary; the shaded area is the feasible production region. The red dot is the goal-programming answer - note it usually sits on a goal line, not in a comfortable interior.

How far each goal is missed, as a percentage of its target. Weighted mode spreads the pain; preemptive mode dumps it all on the lowest priority.

Try these experiments

  1. Set profit weight to 10 and the others to 0: you hit the profit goal exactly and blow through labour and CO₂. Weights are the policy.
  2. Switch to preemptive with CO₂ as P1: emissions are honoured absolutely, and profit takes whatever is left. This is how a hard ESG mandate really behaves.
  3. Loosen the targets until every goal is met, then tighten them again: once no plan can satisfy everything, the LP would say “infeasible” and quit. Goal programming still hands you the least-bad plan.

About this tool

The concept

Real managers have several targets that conflict. Goal programming turns each into a soft goal with deviation variables and minimises weighted (or ranked) shortfall instead of declaring infeasibility.

How it works

Each goal i gets di− and di+ with fi(x) + d− − d+ = target. Weighted GP minimises Σw·d; preemptive solves lexicographically, freezing each achieved level before the next.

Winning strategy

Ask “what do we do when we can’t have it all?” before optimising. Weights and priorities encode that answer - make them explicit rather than hiding them in a single blended objective.

Background: Goal programming · Charnes & Cooper (1961)