:

: -13

2003-2004

 - 13 -

13. ,
2003-2004, ,
,
.
,
. ,
. ,
:
1.
2. ( , )
3. ( )
4. ( )
5.
, ' . ,
(, . . . . , "
", ),
. ,
.
,
, ,

, .

.


2004

 - 13 -

(Operations Research)
(optimization)
. ,
() ,
.

(Quantitative Analysis) (Management Science).

( , , ..)
() (..
, )
(model)

, .
(mathematical modeling)

. :
1) () (decision variables):
. ( )

2) (objective function): /
(performance measure) ,

3) (parameters - , ): ,
.
4) (constraints): ( )



1. (simple)
2. (complete)
3. (easy manipulation)
4. (adaptive)
5. (easy communication)
6. (usefulness),
(appropriate) (relevant)
3

 - 13 -

. .

( , ) . :
x1 (lit) ,
x2 (lit) ,
x3 (kg) ,
( x
i = 1, 2, )

.
.
, ,
, , .
,
. ,

.
,
,
( ),
.

.
(.. , ,
), ,
, , .
.
,
, .
, !
,
, ,
,
(). ()

() () ,
.

 - 13 -

.
, () ,
,
,

. .

(Linear Programming)


(.. , , , )
,
(.. ),
.
( -
) ( )
( ),

( / )
.
()
(
- verbal model),

.
,
,

.
,
.
,
,
,
, .

 - 13 -

j
i

a11

a12

a21

...

a13

a1n

b1

a22

a23

a2n

b2

a31

a32

a33

a3n

b3

.
.
.

.
.
.

.
.
.

.
.
.

.
.
.

.
.
.

am1

am 2

am3

amn

bm

c1

c2

c3

cn

X1

X2

X3

Xn

.
.
.

(max min) (objective function)

Z = (c1x1 + c2x2 + c3x3 + + cnxn)
:
a11x1 + a12x2 + a13x3 + + a1nxn [, , =] b1
a21x1 + a22x2 + a23x3 + + a2nxn [, , =] b2

am1x1 + am2x2 + am3x3 + + amnxn [, , =] bm

x1, x2, x3, , xn 0
:
m : (, , )
n : (..
)
xj: ( ), j=1, 2, , n (.. x1 =
1)
Z : ( )
cj: xj, (..
j), j=1, 2, , n
bi: i (.. ), i = 1, 2, , m
aij : (..
i j), i = 1, 2, , m j=1, 2, , n

 - 13 -

:
(solution):
( )
(feasible solution):

(optimal solution): (
)
()

(), :
1. (proportionality)

z
()
2. (additivity)
a.
z

b. ,

,

(
)
3. (divisibility)
,
(
simplex)
4. (certainty)
(
simplex
)
()
(...)

,

7

 - 13 -

.

,
,
.

.
(
), (x1, x2)
.
:
1. x1 x2
: x1
x2.

(x1, x2) = (0, 0). . ,

(!).
() .
2.
( )
(feasible region - ).
:
i. , m .

i , i =1,,m, ai1x1+ai2x2 [,,=] bi.

( ) : ai1x1 + ai2x2 = bi.
ii. (x1, x2)
ai1x1+ai2x2 [,,=] bi,
ai1x1 + ai2x2 = bi,
.
iii. , (x1,
x2) ai1x1 + ai2x2 = bi.
,
(x1, x2), .
3. ,

:
i. Z = c1x1 + c2x2
( / )
8

 - 13 -

( ,
) .

(vertex, extreme point),
.

(optimal solution)
. ,
... .
ii.

.

. (
).
(

).


( ,
, , ).
(...) M
Simplex
simplex

.
( )
.
,

.
simplex
simplex (simplex tableau).
simplex,
. simplex
. ,
9

 - 13 -

(
), (
simplex ) .

(Duality Theory)
(dual) - (primal) ...

(dual),
(primal).
,
.
...

,
.

. ... ( )


.
...
... ...
:
1. ...
( ).
2. ...
. ... ( m)
(dual
variables).
3. i (i = 1, 2, , m) ...
wi wi 0 .
i
wi wi 0 .
i ,
wi wi R .
4. ...
- ... ( n)
10

 - 13 -

.
5. x j 0 (j = 1, 2,
, n), .
x j 0 ,
.

x j R , .
6. ...
..., (b1,b2, , bm)
7. ...
... (c1, c2, , cn).

,
... , :

...
, R1, R2 R3
P1, P2, P3 P4.
R1, R2 R3

, .
,
.


.

y ( ...-y=b1w1+b2w2+
+bmwm)
11

 - 13 -

z (
... - z = c1x1+c2x2++cnxn) ,
.
z y ,
(weak duality).

( )
*

, , z
*

... y
..., z = y .
*

(strong duality)

.

, .
, ,
,
.

,
( x1* , x 2* ,..., x n* )
( w1* , w2* ,..., wm* ) ...



. , ,
,
( ),
( ),
.

,

z * = (c1 x1* + c 2 x 2* + ... + c n x n* ) = y * = (b1 w1* + b2 w2* + ... + bm wm* )

, bi Ri bi ,
P1, P2, P3 P4,
R1, R2 R3 ( ),
*
bi wi .

12

 - 13 -
*

( ) i ( wi ),
i ( ,
,

Ri),
i .
,
Ri (shadow / dual price).
...
Ri (
), bi
.
wi ,

wi* = 0 .

,
(nodes)
, (arcs, branches).
.
.

4
4

3
8

9
3
4

5
7

1
8

2
5
8

T
. T
,

.

13

 - 13 -

.
. :
2 5
2-5. ,
,
, ,
,
.
(undirected arcs),
. ,
,

.
(path). (cycle),

.
(connected) .
, (tree).
(spanning tree).
,
.

,
,

,
,

,
,

(),

(shortest route - path),
( , ,
), ().
()
,
14

 - 13 -

. ,
(permanent). ,
,

. ,

, .

1. .
, .
2. (
).
( ).
, .
.
3.
.
(
).
4.
.
.
.
5. 3 4
.

( , )
,
(minimal spanning tree)
.
,
, (, , )
.

1. .
.
15

 - 13 -

2.
. .
3.
.
. ,
.
4. 3 .

,
1.
,
1.
,

.

, ,
(
) ,
, .
, (origin,
source), , (sink, destination),
,
.

,
,
.
1. (
) .
2. ,

.
3. ,

.
4. . ,
1, .
16

 - 13 -

. (game)
,
,
. ,
, ,
()
.
.
,
.

,
.
,

. ,
.
(n)
, n2. (zero-sum game) ,

. , ,
, -
(nonzero-sum game). - -
(payoff matrix),

.
- Minimax
- -,
.
m n
.

17

 - 13 -

..

n-1

11

12

1.

1n-1

1n

1*j

21

22

2.

2n-1

2n

..

..

..

..

..

..

..

..

m-1

m-11

m-12

m-11.

m-1n-1

m-1n

..

m1

m2

m.

mn-1

mn

*
mj

a *j1

*j 2

..

..

*jn

( )
( )
, - -
.
,
. ,
.
, ... (Common
Knowledge - ).
.
,
,
maximin
.
minimax.
.
!
( )
maximin,
( -) minimax.
minimax.

max min ij= min max ij= V ,

i

[ij] , V
V
(saddle point). , ,

18

 - 13 -

, ,
.
, . ,

( ) .
- -
.
, ,
minimax V=3
maximin minimax .
(1, 1) (1, 3).

-

,
. ,
,
.
, ()
.
, 2 3
1,
1. , 2
1 ( 3,
). ,
, ,

,

19

 - 13 -

. ,
:

. ,
,
,
, .
:

, minimax,
5 (2, 1).
.
minimax,
B
.
, 2 1, 1
.

, 2 3 ,
(10 8 ) 5.
, 11

20

 - 13 -

(2 - 1) (V=5),
minimax.
- -
-,
c
( ). - -
- - c=0.

,
.

.
.
,
.

,
nx2 2xn 2x2.
,
simplex.
.
n2 ( )
,

.

, minimax
( )

21

 - 13 -

, , ,
.

. 4 3
, .
,
.
, y1 y2, ,
( minimax)
. ,
1 3, 42
22

V(A,Bi)
Bi. , , ,
V(A,B1) = V(A,B2)

22

 - 13 -

( minimax
). :
-2x1 + 4x3 = 4x1 + 2x3

3x1 = x3

x1 + x3 = 1.
x1=0.25 x3=0.75,
V(A) = -2 0.25 + 4 0.75 = 2.5.
V(,1) =
V(,3) ,
-2y1 + 4y2 = 4y1 + 2y2

3y1 = y2

y1 + y2 = 1.
y1=0.25 y2=0.75,
V() = -2 0.25 + 4 0.75 = 2.5
V(A). ,
, 1
3, 1 2,.
,
V = V(A) = V(B) = 2.5.

,

,
.

.

( ),
,
, ,
,
.

.

23

 - 13 -

:
( ) ..
, ,

. ,
,
.
: ""
. ""
, .

:
: ""
(..
15 ) , ,
(.. ).
( )
.

(.. ).
, ,
Poisson. ,
Poisson ,
.
,
Poisson 10 , =10
Poisson
. X
( ),
,
, x ( x ), :

e x
P {X = x } =
, x = 0 ,1, 2 ,3,...
x!
, (=10 /
),
, 1/ (= 1/10
6 ).

24

 - 13 -

:
(..
10 ,

), ,
.
,
, 1/. ,
15
, =15 /
1/= 1/15 (
1/=1/15 = 4 ).
,
t,
:

P(T t) = 1 e

1
t

.
:
(.. ,
, .).
. ,

,
(.. ).
:
.

.
:

FIFO (First In First Out):

.
LIFO (Last In First Out):
.

: .
:
. .
25

 - 13 -

(.. , ,
)

. (,
) (
, ).
:
.
D. G. Kendall
A/B/s/k/N,
:

A: .
, Poisson.
G (General), D
,
(Deterministic).

B: .
A.

s: .

k: ,
. k
.

N: , .

,
Poisson ,

1/. ,
1/,
Poisson .
, ,
,
Poisson =20 . ,
1/ = 1/20
3 . ,
20 ,
3 .
! ,
3 ,

26

 - 13 -

. ,
, ( ),
, 2 ,
. 1/=1/30
(=2 )
Poisson, =30 .
,
(steady state). ,

. , ,
,
.
,
, (transient
period, warm up period).
.
//1

: Poisson
.
Poisson
. ,
1/. .
( ), FIFO,

.
, <.
//s

: Poisson
.
(s>1). O
,
. ,
(FIFO),

.
, <s.

27

 - 13 -

/G/1

: Poisson
.
. O

(1/) 2. ,
.
,
FIFO,
.
, <.
, , 1/
2 ( ) .
//1/k

: Poisson
. . O
1/,
( Poisson).
,
(FIFO),
k-1, k (
).
<.
.
//1//

: Poisson
.
. O
(1/),
Poisson
. (
), FIFO
.

( )
, .
(.. Lq /
P0)
.
28

 - 13 -

//1
Ls :

:

Lq:

L:

Wq:

W:

//s

Ls =

Ls =

Lq =

2
( )

L=

Lq =

L = Lq + Ls = Lq +

Wq =

( )

W=

L
1
1
W =
W = Wq +

Wq =

Lq

( ) s

( s 1)!( s ) 2

L = Lq + Ls = Lq +
Wq =
W=

P0

Lq

W = Wq +

29

 - 13 -

//1 ()
P0:

P0 = 1

P0 =

Pw:

Pw =1-P0

Pn: n

Pn = P0

Pn>k:

Pn > k

1
s 1
( / ) ( / ) s

n! + s!
n =0

1
Pw =
s!

//s ()

k +1

P0
s

1 n
ns
P0 ,
n!
Pn =
1 n
n s P0 , n > s
s! s

Pn>k=1-(P0 +P1+ Pk)

30

 - 13 -

M/G/1
Ls :

:
( )

Ls =

Ls =

Lq =

2 2 +

Lq = L

21

L = Lq + Ls = Lq +

W:

Wq =
W=

Lq

Wq =

W=

W = Wq +

k +1

( k + 1)

L=
k +1
1
1

(1 Pk )
Lq = L (1 P0 )

Wq:

//1//N

Ls =

Lq:

L:

//1/k

+
Lq = N
(1 P0 )

L = Lq + (1 P0 )

( k + 1) k +1
1 k +1

Lq

(1 Pk )
L
(1 Pk )

Wq = W

Wq =

Lq

( N L)

W = Wq +

31

 - 13 -

M/G/1 ()
P0:

P0 = 1

//1/k ()

P0 =

k +1

1
=
1 k +1

Pw =1-P0

Pn: n

Pn = P0

1
N! n

n=0 (N n)!
N

Pw =1-P0
n

Pn>k:

P0 =

Pw =1-P0

Pw:

//1//N ()

Pn > k

k +1

Pn = (P0 ) = P0 n nk

N!
n N
Pn = (P0 )
(N n)!

Pn>k=1-(P0 +P1+ Pk) n

Pn>k=1-(P0 +P1+ Pk)

0 n

32

 - 13 -

/D/1
M/G/1 ,
, 2 = 0. ,
,
() , 1/. ,
.
, (
)
. , Poisson,
, M/D/1.
, Lq
M/G/1 2 = 0 Lq .
/D/1:

2
Lq =
,
2 ( )
,
.


,
,
(=) .
,
.
,
,
. ,

. , ,

,
. ,

,
.

33

 - 13 -

, TC
(Total Cost), ,
, WC (Waiting Cost)
, SC (Service Cost). c w
. ,
,
. , W
, (=)
c wW . ,

.
, ,
, . ,
:

WC = c wW = c w L

(1)

, , WC,

.

, c w . c w
( )
( ). , ..
/,
,

,
, ..,
. ,
( ), ..
, ,
, ..,
.
,

34

 - 13 -

.
.

, s. c s
, SC
s :

SC = c s s

(2)

(1) (2) (3)

(=)
:

TC = WC + SC = c w L + c s s

(3)

,
TC s s,
.
TC .
(3) c w c s c w
c s . TC
.
,
,

. , (3) L Lq ,
:

TC = WC + SC = c w Lq + c s s

(4)

( . 2002-2003):
:
( ),
1,6
.
5
FIFO.
, ,
3 ( ).

35

 - 13 -

6
,
. ()
45.

:
1,6
. ,

.
FIFO.

, FIFO. ,


25% . ,
3 ( )
7 (
).

, 3 ( ).

45 .
:
,

, .
:
.
//5.

, //4 //1.
1
( ).
:
Poisson = 37,5 /,

1,6 (60/1,6 = 37,5). ,

36

 - 13 -

(Poisson) ,
10 / ( 6
). /s = 37,5/(510) = 37,5/50 = 0,75 < 1
.
, , ,
//s, = 37,5, = 10
s=5, :
P0
Lq . P0 =

1
s 1
( / ) ( / ) s

n! +
s!
n =0

s=5
P0 =

1
37,5

10
0!

37,5

+ 10
1!

37,5

+ 10
2!

37,5 3 37,5 4 37,5 5

+ 10 + 10 + 10 5 10
3! 4!
5!
5 10 37,5

= 0,018681 ( 1,87%).
5

37,5 10

( ) s

10

: LqA =
P0 =
P0 =
( s 1)! ( s ) 2
(5 1)! (5 10 37,5) 2
37,5

1,385367

: L A = LqA +

= 1,385367 + 37,5/10 = 5,135367

.
:
,
= 37,5 /. , 25%
,
,
, 1 = 0,25 = 37,5 0,25 = 9,375
2 = 0,75 =
37,5 0,75 = 28,125 . 1 + 2 = = 37,5.

, ,
, = 37,5,
, .
//1 1 = 9,375 1 = 20 (

37

 - 13 -

3 ).

//4 2 = 28,125 2 = 60/7 = 8,571428 ,
( 7
). /1 =
9,375/20 < 1 /s = 28,125/(4 8,571428) =
28,125/34,285712 = 0,820312 < 1. ,

.
1 2.
, 1 ,
//1, 1 = 9,375 1 = 20,
:

Lq1 =

1:

12
=
1 ( 1 1 )

(9,375) 2
= 0,413603 .
20( 20 9,375)

0,413603 +

1: L1 =

1 1

= Lq1 +

1
=
1

9,375
= 0,882353 .
20

2 ,
//s, s=4, 2 = 28,125 2 = 60/7 = 8,571428
:

P0 Lq2
. :
P0 =

1
( 2 / 2 ) ( 2 / 2 ) s

+
n!
s!
n =0

s 1

s 2

s 2 2

1
28,125 28,125 28,125 28,125 3 28,125 4

60 / 7 + 60 / 7 + 60 / 7 + 60 / 7 + 60 / 7

4!
3!
2!
1!
0!

= 0,023567.
P0 =

4 (60 / 7)

4 (60 / 7) 28,125

, 2 :

38

 - 13 -

2 s
)
2 2 2
Lq 2 =
P0 =
( s 1)! ( s 2 2 ) 2

28,125

28,125 (60 / 7)
60 / 7
P0 = 2,891954
( 4 1)! ( 4 (60 / 7) 28,125) 2

2: L2 = Lq 2 + 2 = 2,891954 + 28,125/(60/7)
2
= 6,173203 .

:
cw = 3 , cs = 45 , L = 5,135367 s=5. ,
TC = WC + SC = cwLA + cs s, TC = 3 5,135367 + 45 5 = 240,4061
.
,
:

1:
cw = 3 , cs = 45 , L1 = 0,882353 s=1. ,
TCB1 = WCB1 + SCB1 = cwL1 + cs s, TC1 = 3 0,882353 + 45 1 =
47,647059 .

2:
cw = 3 , cs = 45 , L2 = 6,173203 s=4. ,
TCB2 = WCB2 + SCB2 = cwL2 + cs s, TC2 = 3 6,173203 + 45 4 =
198,519609 .
, :
TCB1 + TCB2 = 47,647059 + 198,519609 = 246,166666
() 5.76 .
, ,
.

39

 - 13 -

, 13,
, ,
http://www.eap.gr/programmes/1/deo13.htm
, ., , , , ,
2002.
, . . . . ,
, , , 1999.
, .. .. , ,
, : ,
: (13), , 2000
. . . . , ,
, , 2000.
, . ., , 2 , , 1998.

40