Linyi City is in Shandong Province. There are no through trains between Shanghai and Linyi. You can go from Shanghai to Xuzhou and then transfer at Xuzhou to Linyi. This is the most convenient and also the cheapest trip from Shanghai to Linyi. Of course, you can take a coach bus from Shanghai to Linyi.too. Many coach bus stations in Shanghai provide this trip, such as Shanghai Passenger Transportation Terminus (Add: 1666, Zhongxing Lu, Shanghai City). Compared with taking a train, the bus ticket is more expensive. It costs around 200 Chinese yuan. But if you take a train, the whole cost is around 60 to 70 Chinese yuan.

But there are two city named Linyi in Shandong province...

if rom linyi to Shanghai,you have by Air.