2006

1.1
(: linear programming)

(: management science) .


,

.
,

(..).
..


.
(resource
allocation problem). ,
, ,
,
,
,
, ..
( )
,

, ..

1.2
, ..
( )

()
. ()

(decision variables).

 .. 70,

(objective function). ,


.
.. ( ..)
,
..
, :
( x1, x2 ,..., xl )
( )
( ):

g ( x ) = z = c1x1 + c2 x 2 + ... + cl x l
:

a11x1 +a12 x2 +...+a1l xl , =, b1

a21x1 +a22 x2 +...+a2l xl , =, b2

am1x1 +am2 x2 +...+aml xl , =, bm

x1 0, x2 0,..., xl 0
: '' '' ,
' = ' '' '' aij , bi , c j , i=1,2,,m j=1,2,,l
. (1.3)
()
.

,
:
x :

[ max ] or [ min ] z = ct x

Ax b
x0
A ,

(a )
ij

m l b,c, x

- m l , l 1, l 1 c
c .
m l ( ).
t

a11 a12 L a1l

a
a22 L a2l
21

A=
M
M
M
M

am1 am 2 L aml

x1
b1
c1

c
b
x2
2

b=
x=
c = 2
M
M
M



x l
cl
bm

1.1: ..

.. (canonical
form), :

[ max ] z = ct x
..
Ax b

[ min ] z = ct x
(1.5)

x0

..
Ax b
x0

..

[ max ] z = ct x
..
Ax = b
x0

(1.6)

1.3

..
.
8 /
6 /.

 1.1

()

()

(/)

15

18

()

.
1.1:
1 1 2
, 1 2
1 .
, 4
3 .
..()
..
:

. ,
.
x1 ,x2
.. (. 1.2)

x1 : (/)
5

x2 : (/)
, , :
100% ,

( x1 = 8) .

:
: 15 (1 8 ) = 7
: 18 ( 2 8 ) = 2

7/2 2/1
, x2 = 2 . ( x1 = 8,x2 = 2 )
4 8 + 3 2 = 38 .

100% x2 = 6 .

( x1 = 3,x2 = 6 )
, 4 3 + 3 6 = 30 .

,
1.2, ,
x1 ,x2 :

1.2:

x1 8 /
x2 6 /
6



. , , :
x1 x2

1 x1 + 2 x2 /
15 . , :

x1 + 2 x2 15

2x1 + x2 18

x1 x2 :

x1 0 /
x2 0 /

,
:

= { x R 2 / Ax b, x 0}

1
0
1
2

0
1

x
x

1
2

8
6

1 5

1 8


, .
( ),
, :

g ( ) = z = 4 1 + 3 2
* : g ( *) g( )
,
. ,
, :

m ax [z ] = 4 1 + 3 2
..
.. :

max [ z ] = 4 1 + 3 2

x1 8 /
x2 6 /

x1 + 2 x2 15

2x1 + x2 18

x1 0 /

x2 0 /

,
, ,
simplex.

: 1 = 7 2 = 4 z = 40.

 , 7 4
40.000 100%
(
),
.

1.4
,
, ..
1.3.

1:

.
() ,

( ,
, ...).

= x R / Ax b, x 0
l

.
: --- '
""
.
2:
, ()
(
)
(
, , ,
...).
:

[ m a x ] g 1 ( x ) = c 1 1 x 1 + c 1 2 x 2 + ... + c 1 l x l
[ m a x ] g 2 ( x ) = c 2 1 x 1 + c 2 2 x 2 + ... + c 2 l x l
...

...

...

...

[m a x ] g n ( x ) =

...

...

...

...

...

c n 1 x 1 + c n 2 x 2 + ... + c n l x l

n
.
3:
.

"" .
,
,
simplex Denting. ..
simplex .
,
,
.
,

simplex.
:

( )

4:

"" (. 1.3).

,
: ( , ...),

10

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

1.5 ..

.. (1.4)
:
I. : ,
aij x j c j x j ,
x j . ,
c j x j 2 ,
.
II. : ,
, , , ..

, ,
, ..,
(. 2).
,
,
.
III. : ,
A,b,c .
,
,
(stochastic programming). ,
,
,
(fuzzy programming).
IV. : ,
,
.
..
( ..).
,
.. (multicriteria or multi objective linear programming).
1.4,

. ,
..
,
..

11

 1.4:

12

1.6
1.6.1 .. 2
..
(. 3 ).
.. , 2
.
,
..,
.
.
:
1)

2)

3)

, z,
.

1.6.2

1.3.
(1.10) - (1.15).

max [ z ] = 4 1 + 3 2

(1.10)

x1 8

(1.11)

x2 6

(1.12)

x1 + 2 x2 15

(1.13)

2x1 + x2 18

(1.14)

x1 0 , x2 0

(1.15)

13

 1
,
, .
,
.
1., 6 (1.11) - (1.15)

.
6 .

( )
.

21 +2 =18

1 = 8

2 = 6

1 + 22 = 15

1
1.6.1

14

=30

= 40
= 18

= 38

= 0

1.6.2 z
2 3
z = 4 x1 + 3x2
.
(z = 0), (z = 18), (z = 30), (z = 32), (z = 38),(z = 40),
, (
) . ,
,
,
.
,
z ,
x1 = 7, x2 = 4 z = 40

1.6.3

..
.
)
..:
max [ z ] = 2.000 1 + 2.000 2

15

x1 + x2 4.000 x1 + x2 4
2 x1 + x2 7.000 2 x1 + x2 7

x2 2.000

x2 2

x1 0, x2 0
.. 1.6.3,
. z
. , z
(. ) , ,
. ,
.. z = 8.000.

(3,1) (2,2):

x1 = a 3 + (1 a ) 2
x2 = a 1 + (1 a ) 2
a : 0 a 1

16

 1.6.3

, , a = 0 , ( x1 = 2, x2 = 2 ),
a = 1 , a = 0,5 ,

: x1 = 2, 5, x2 = 1,5 .

..: ..
, .
,
,
, , () z ,
z < z < z .

) ( )
..:
max [ z ] = 10 1 + 18 2
:

x1 + x2 2

x1 3 x2 0
17

X1
X1 = 3

X1 + X2 =2

X2

1.6.4

1.6.4
,
, .
.

(.. )
/ .
)

,
().
..
max [ z ] = 1.000 1 + 1.000 2

18

x1 x2 1
x1 0, x2 0

X2

X1 X2 =1

X1

1.6.5 Z

(. 1.6.5)
( z = + ).
,
(.. ) .
)

..:
max [ z ] = 2.000 2

x1 x2 0
x2 5
x1 0, x2 0

19

X2

X1 X2 =0
X2 = 5

X1

1.6.6
(. 1.6.6)
x2 = 5 x1 0 + .

)
, ,

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

1.6.4
..
3 ( l = 3 ), A
.
,
,

20

 ( )
z .
, m i
.., ( m+ l )

( m + l ) l :
(m + l ) !
C ml + l =
m ! l !
, .. 10x15 ( m = 10, l = 15)
3.268.760 (!)
..
' ,

. simplex ().

21