We assume that each goal has equal weight.
Minimize s1- + s2- + s3- + s4- + s5-
s.t.
x1 + x2 + x3 + s1- - s1+ = 1,200 -----------Goal-1
(27 - 25) x1 + (26 - 25)
x2 + (23 - 25) x3 +
s2- -
s2+ = 0 -----------Goal-2
or, 2 x1 + 1 x2 - 2
x3 + s2- -
s2+ = 0
x3 - 0.10 (x1 +
x2 + x3) +
s3- -
s3+ = 0 -----------Goal-3
or, - 0.10 x1 - 0.01 x2 +
0.90 x3 + s3- -
s3+ = 0
(1 x1 + 2 x2 +
x3) - (3/4) (1 x1 + 3
x2 + 8 x3) +
s4- -
s4+ = 0 -----------Goal-4
or, 0.75 x1 - 0.25 x2 - 5
x3 + s4- -
s4+ = 0
x2 - 0.20 (x1 +
x2 + x3) +
s5- -
s5+ = 0 -----------Goal-5
or, - 0.20 x1 + 0.80 x2 -
0.20 x3 + s5- -
s5+ = 0
x1, x2, x3, si-, si+ >= 0 for i=1,2,...,5
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