1.

1.

, .
,
. ,
,
, , ,

( ),
(, ,
, , .)


. [2]

:
.
, ,

.
aj aaa oa aa eo ooo
e a aeaa aea
eja. Aaa eeo a oa ooo o
aa oaaj eje.
ae eae e a oe ao a e ajoe aoa
a ea e e a aeaa ao o
ao, eeja, oe eje. eae eeo a oe
"eja " oj aa eee eaaa.
1

Management Science-

* : *

eee a aa a a oajaa o ee.

a aa ooa aea a eo ooa,
eee eeo a oe oje ae eao, oo
ooa oj ooaa a o a oo
aoa a.
Oo e aja e e eao oaae ()
eo o, a aoe j ee aaja
. ae aaae o aea aee ee aa:
o e e aaa aa oeee
e. e eo a ee,
eo aa oaaj eje, eo
aa eee eaaa a aeao
aj ooa aoa. ee
aaa je aaja aja ee e. [3]
aeao , o ae e oj jo a.
ja a e jo aa ej aaa
ejo oao. Oa eaa j e
oe a oj je oeo oe ee eo, j.
oe e a.

.

.

,
.


.

.
.

* *

1.1.
oe aj e ajee ooe:
oe ee aa a ee
oe (oo oa ea). Oa ooa e oje
jo a oe . ajaj o
eea a aa oj o o ooo
eeo eo. Ao e a o aoaajo
jo e, oe aja
ooa aoa.
o oaea, eae oaaaj aoa,
oeae aa o oj oeo eaoa
ee. a e, oae oo ooa ao
ooa
ooo oa ea oe je
oaeo aoo ea eea.
oaj ooja oa eea oja oeo aa. a
e, ao eee oo aa ooa,
eae oe e a oo ao a a
o oo aoa oje oaee ooe
ee (e, aooe aaee aa, .).
ja a oaea oea
oa ae oo ea
jeaa ejeaa.
1.1.

,
, .

:

1
2
3

(/)
4
3
5
300
(/)
6
4
2
420

(/)
2
6
3

* : *

300 .
420 .

.
.


1, 2 3.
:
x1 = 1
x2 = 2
x3 = 3


.
.
1 ,
2 , , x1. 2
3 . , F(X)

F(X) = 2 x1 +6 x2 +3 x3

2 x1 = 1
6 x2 = 2
3 x3 = 3

.
,
. 1,
1 4
. 4x1 . ,
2 3x2, 3 5x3 .
300. ,
:
4

* *

4 x1 + 3 x2 + 5 x3 300
.
1 (x1) 6 , 2 (x2) 4 , 3 (x3)
2 . 420
,
6 x1 + 4 x2 + 2 x3 420

, ,
. (
)
:
x1 0, x2 0, x3 0
. ,

, ,
.

,
.
.
=
, -

. [2]
,
:
F(X) = 2 x1 +6 x2 +3 x3
.. ( ):
4 x1 + 3 x2 + 5 x3 300
6 x1 + 4 x2 + 2 x3 420
x1 0, x2 0, x3 0

x1 , x2 x3
F(X).
5

* : *

1.2.

.
.
,
. ,
. :

/ /
/

3
6
2
4
3
2

()
15
14

6 , 4 ,
3 .

,
.



:
x1 =
x2 =
x3 =

.

, .
:
in F(X) = 6 x1 + 4 x2 + 3 x3
: 6 x1 = ( ) ,
4 x2 = ( ) ,
3 x3 = ( ) .
6

* *

,

.

. :
3 x1 + 6 x2 + 2 x3 15
:
3 x1 = ( ) ,
6 x2 = ( ) ,
2 x3 = ( ) .
1.1. ,
.
, 15 .
,
,
. ,
,
.
:
4 x1 + 3 x2 + 2 x3 14
.
in F(X) = 6 x1 + 4 x2 + 3 x3
..:
3 x1 + 6 x2 + 2 x3 15
4 x1 + 3 x2 + 2 x3 14
x1 0, x2 0, x3 0
x1, x2 x3,
(
F(X)),
.

* : *

1.2.

.
: ,
,

.

,
.
,
x1, x2, ... xj,..., x.


.
.
.

, .
. :
n

Max( Min) F ( X ) = c1 x1 + c2 x2 + ... + c j x j + ... + c n xn = c j x j

j =1

:
- F(X) -
- cj - ;
( ) j=1,2,...,n

. m
bi ( i=1,2,...,m).
aij i j
(j=1,2,...,n). , :
8

* *

a11 x1 + a12 x2 + ... + a1j xj + ... + a1n xn b1

a21 x1 + a22 x2 + ... + a2j xj + ... + a2n xn b2
.......................................................
ai1 x1 + ai2 x2 + ... + aij xj + ... + ain xn bi
.......................................................
am1 x1+ am2 x2+ ... + amj xj+ ... + amn xn bm
x1, x2,..., xj,..., xn 0
.
, :
ai1 x1+ai2 x2+...+aij xj+...+ain xnbi
ai1 x1+ai2 x2+...+aij xj+...+ain xn=bi
:
n

Max(Min) F ( X ) = c1 x1 + c2 x2 + ... + c j x j + ... + c n xn = c j x j

j =1

..:
a11 x1 + a12 x2 + ... + a1j xj + ... + a1n xn (,=, )
a21 x1 + a22 x2 + ... + a2j xj + ... + a2n xn (,=, )
.......................................................
ai1 x1 + ai2 x2 + ... + aij xj + ... + ain xn (,=, )
.......................................................
am1 x1+ am2 x2+ ... + amj xj+ ... + amn xn (,=, )
x1, x2,..., xj,..., xn

:
Max F(X)=c1x1 + c2x2 + c3x3
..:

a11 x1 + a12 x2

b1
b2
bi
bm
0
1.1.

+ a13 x3 b1

a21 x1 + a22 x2 + a23 x3 b2

a31 x1 + a32 x2 + a33 x3 b3
x1, x2, x3 0
:
c1 = 2, c2 = 6, c3 = 3
a11 = 4, a12 = 3, a13 = 5, b1 = 300
a21 = 6, a22 = 4, a23 = 2, b2 = 420
9

* : *

, :
n

Max(Min) F ( X ) = c j x j
j =1

..:

a x (, =, )b ; i(i = 1,2,..., m) x
ij

j =1

, 1.1. :
3

Max F ( X ) = c j x j
j =1

..:

a x
ij

bi , i = 1,2 ;

xij 0, j = 1,2,3.

j =1

cj, aij
bi [2].

1.3.


. .
, , n
( ) n- .
,
.[1]

1.1.
x1 0

,


.

,

()
.
10

* *

1. x1 0 x2 0,
.
D .


,
,
.


- .
1.2. x2 0

1.3.
( min F(X))

1.4.
( max F(X)))

1.3 max F(X)

, A B.
:

(/)
(/)
(/)

1
2
5
5
4
6
11

9
25

* : *

3 A
.
:
x F(X)= 4 x1 + 6 x2 ()
..:
x1 + 2 x2 9
5 x1 + 5 x2 25
x1 3
x1, x2 0

()
( )
( A)

1.5.
,
.

.
( 1.5).

1.5.

,

.
. x1=0 x2 = 9,
x2=0 x1=4,5.

.
12

* *

,
ABCDE
1.6.

2.
x1,x2

.
1.6.

. 1.6. R (
) S ( )
, P Q
.
ABCDE
(x1, x2) (
).
F(X). , F(X)
,
F(X).[2]
1.7.
F(X)

.
F(X) = 12: 4x1+6x2=12,
F(X)1.

F(X) 20,


F(X)2, F(X)3,
F(X)4.
1.7.

2

x1 x2 - x1, x2 0.
13

* : *

1.7.
. , F(X)
. (j=1,2,...,n),
F(X), .
x2 F(X) x1, :
F(X ) 4
F(X ) 2
2

kj =
x2 =
x1 =
x1
6
6
6
3
3
kj - F(X).
,
.
F(X)4 > F(X)3 > F(X)2 > F(X)1 F(X)1
, .
F(X)4 (x1,
x2) (
ABCDE).
F(X)3 B ( x1=1 x2 =4)

F(X)
. , F(X) B.

, x1 x2

( ) :
x1 + 2 x2 = 9
5 x1 + 5 x2 = 25
x1 +2x2 = 9
x1+ x2 = 5

x1 +2x2 = 9
x1 = 5- x2

()
( )

5- x2+2x2 = 9
x1 = 5- x2

x2 = 9-5=4
x1 = 5- x2

x2 =4
x1 =1

x1 = 2 x2 = 4 F(X) () :
F(X) = 4 x1 + 6 x2 = 4 (1) + 6 (4) =28.

a . [2]

14

* *

.


(
).

1.8.

,

n
(n- ).

n .

F(X)
( ).
1.4. min F(X)
min F(X)= 2 x1+ 3 x2 ()
..:

4x1+ 8x2 40 ( )
6x1+ 8x2 48 ( )
x1, x2 0

1.3.
, ABC. ,
.
, mx F(X) F(X)
. min F(X)
, F(X)
( 1.9.).
1.10.
F(X). F(X)
.
F(X)
, , F(X)3.
15

* : *

B .

B .

1.9.

4x1+ 8x2 = 10 ( )
6x1+ 8x2 = 4 ( )
: x2 = 3, x1 = 4 F(X)=2(4)+3(3)=17.

1.10.
16

* *

: , . :
1.5.
F(X)
.
,
F(X)
.
F(X) . [2]
x F(X)=2 x1+ 2 x2
..:
x1+ 2 x2 9
5 x1+ 5 x2 25
x1 3
x1, x2 0

,
1.11.,
A B



( F(X)3).


A B e .
1.11.
17

* : *

,


.
1.6.
( 1.12.).
x F(X)= 3 x1 + 2 x2
..:
4 x1+ 3 x2 12
x1 4
x2 6
x1, x2 0
1.12.

:
,
F(X)
,
.
1.6.


( 1.13.).
x F(X)= x1 + x2
..:
- 2x1+ x2 2
- x1+ x2 3
x1, x2 0
1.13.

18

* *

1.4.
1.4.1.
e e e e 1947.
. e e e e ee e
e e e.
e e ee
e e e.
( )
, ,
.
,

.
, , F(X)
(
).[2]

D .
, ,
,
.
F(X) ,
,
,
. ,
,
. .
,

. ()
, .

19

* : *

1.7. ( )

,
( 1.3., 1.7.). F(X):
x F(X)= 4 x1 + 6 x2
..:
x1 + 2 x2 9
5 x1 + 5 x2 25
x1 3
x1, x2 0
,
, .
je
.
, . , 3 () :
=9
x1 + 2 x2 + x3
5 x1 + 5 x2
+ x4
= 25
x1
+ x5 = 3
x1, x2 , x3, x4, x5 0

,
F(X):
x F(X)= 4 x1 + 6 x2 + 0 x3 + 0 x4 + 0 x5
( ). , :
)
x1 x2 ()
. :
x1- A
, . .
x2- B
, . .
3

() .
.
20

* *

) () .
: x3, x4 x5

, . .
, ,
,
. ,
,
, . ,
.
:
x3 - ,
x4 - ,
x5 - A A.
1.4.2.
:
1. a;
2. , 4.
,
, ;
3.
.
.[1]


.
T0 () ,
.
.
4

. ,
. F(X)
21

* : *

5 ,
(x1 = 0 x2 = 0).
:
T0
C

cn+1=0 Xn+1
cn+2=0 Xn+2
...
...
cn+m=0 Xn+m
Fj - cj

c1
x1
b1 a11
b2 a21
... ...
bm am1
0 c1
X0

c2
x2
a12
a22
...
am2
c2

...
...
...
...
...
...
...

cn cn+1=0 cn+2=0
xn xn+1
xn+2
a1n
1
0
a2n
0
1
...
...
...
amn
0
0
cn
0
0

...
...
...
...
...
...
...

cn+m=0
xn+m
0
0
...
1
0

: (Xn+1 = b1, Xn+2 = b2, ..., Xn+m = bm).

x1 = 0 x2 = 0) : F(X)=0.
:
T0,
,
. . :
1.
2. .
1. : C, B X0 :
C - F(X),
. ( max F(X)= 4x1 + 6x2,
: c1 = 4 c 2= 6).
B -
. :
, , (+1)
,
,
5

(x1 = 0 x2 = 0).
,
.
22

* *

B, (+1).
, B
, .
: x3, x4 x5.
X0 - , B,
( ,
9, 25 3).[1]
2. : Xj, j=1,2,...,n Xn+i, (i=1,2,...,m),
() .
.
F(X) (
c1= 4, c2 =6, c3,4, 5 = 0). ,
, ()
, Fj-cj.
:
x1 + 2 x2 + x3 = 9.
, (9) X0,
Xj Xn+i (1) x1, 2
x2 (1) x3, (0); x4 x5
).
.
Fj-cj
, .
, Fj-cj F(X)
(
, F(x)1<F(x)2<...<F(x)optimalno,
F(x)1 >F(x)2 >...>F(x)optimalno).
X0 Fj-cj
, ()
Fj-cj .
, T0,
.
, , Fj-cj
, ,
, :
23

* : *

Fj-cj X0 (
F(X)) C
, , X0
. , , ,
C, , ,
Fj-cj X0,
: F(X)= 0 x3+0 x4 + 0 x5 = 0.
Fj-cj a Xj Xn+i
C ,
, Xj Xn+i, .
,
, .
C
, Fj-cj a xj,
, ,
(
x1
: F1-c1= 0 1 + 0 5 + 0 1 4 = 4 -c1).
: ?
,
maxF(X) minF(X).
:
) maxF(X): Fj-cj,
, .
Fj-cj 0 ,
.
Fj-cj
.
.
) minF(X): Fj-cj, , .
Fj-cj 0 ,
.
Fj-cj
, .
24

* *

,
,
T0:
T0
C

X3

0
0

X4
X5
Fj-cj

X0
4,5
9
25
3
0

4
x1
0,5
1
5
1
-4

6
x2
1
=2
5
0
-6

0
x3
0,5
1
0
0
0

0
x4

0
x5
0

0
1
0
0

0
0
0
1
0

, ( ),
:
x1 = x2 = 0
( ), ,
x3 = 9, x4 = 25, x5 = 3

.
,
A (x1 = 0) B (x2 = 0).
,
, F(X) = 0.
1.4.3.

- .
:
, ,
;
, ,
;
,
, ;
25

* : *

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

. , ,
Fj-cj 0 , (F1-c1= -4 F2-c2= -6),
.
.

) maxF(X): , ,

Fj-cj X0.

,
, .
F(X)
.
) minF(X): , ,

Fj-cj, X0.
F(X)
.
T0,
, : x3,
26

* *

x4 x5. x1 x2. T0
: x3, x4 x5 ,
x1 x2 .
, Fj-cj, , , :
a. F1-c1 = - 4, X1, ,
, F(X) .
4 , .
x1,
.
b. F2-c2 = -6, X2, ,
, F(X) .
6 , .
x2,
.
( )
.
, F(X)
,
,
, F(X).
, ,
,
( )
Fj-cj.
x2,
: F1 C1 = 4 = 4 F2 C2 = 6 = 6 .

x2,
x? x2
T0 , x2, .
, x2
.
27

* : *

, , .
: x3, x4 x5.
:

:
c. , ,
.
X2 x2. ()
( ,
).
d. X0 :
X
b
(j=1,2,...,n,n+1,...,n+m)
min 0 = min i , a ij > 0
X j
a j
(i=1,2,...,m)

X
b b
9 25
min 0 = min 1 , 2 = min , = min{4,5;5} = 4,5
2 5
X2
a12 a22
, ,
. T0,
x3.
.
, x3 ,
, x2.

x3 x2.
, X3 X2
,
X3,
C.
,
, ( T0).
, (
X0 .. X3), B
4,5 x2
0 4,5.
28

* *

(1), ,
() , ,
T0. B, ,
x3 , x2
. C
( B) .

X 0 :

, (),

( x2=4,5) X2.
,
B.
B, 1 .
4,5 B (x2=4,5),
,
B, 4,5 .
Ka = 4,5 1 = 4,5 .
(Kr) 4,5 ,
(Kr) (Ka) ,
B, x3 ,
:
X3:

x3 = Kr - Ka
x3 = 9 - 4,5 = 4,5 .

x3,
A,
4,5.
.
Ka = 4,5 5 = 22,5 .

29

* : *

X4:

x4 = Kr - Ka
x4 = 25 - 22,5 = 2,5 .

A,
(Kr)
:
X5:

x5 = Kr = 3, (Ka = 0)

,
, ()
, : i- j- ( ), ,
i- j- , ,
i-
j- ,
,
( ) .
, :
,
,
,
.[1]
x3 x2 (T1),
.
X1 T1:
(2,1), X4
X1, ,
T0, ( ,
T0) X1 X2
X4 : 5 (0,5 5) = 5 2,5 = 2,5.
X1:
30

* *

X5: 1 (0,5 0) = 1
F j c j : F1 c1 = 4 [0,5 ( 6)] = 4 + 3 = 1.
: X4 X5 X3
, , ,
, ()
.
.
,
. X5,
X2.
X2 T1:
, ,
( x2),
X2 ,
, ,
, .
, X2 ,
, ,
() X2
X4:
5 (1 5) = 0
X5:
0 (1 0) = 0
F j c j : F2 c2 = 6 [1 ( 6 )] = 0.
X3 T1:
X4: 0 (0,5 5) = 2,5
F j c j : F3 c3 = 0 [0,5 ( 6)] = 3.

X4 T1: F4 c4 = 0 [0 0] = 0.
X5 T1: F5 c5 = 0 [0 0] = 0.

Fj-cj X0,
C , , X0
, .
31

* : *
n

F ( x) = Ci X oi , i = 2,4,5
i =1

X3: c2 b1 = 6 4,5 = 27
X4: c4 b2 = 0 2,5 = 0
X5: c5 b3 = 0 3 = 0
:
F ( X ) = 27.
, :
F ( X ) = 0 [4,5 ( 6)] = 27.
, T1 , :
x2 = 4,5, x4 = 2,5, x5 = 3.
:
x1 = x3 = 0.
, 4,5 B
(x2 =4,5), 2,5
(x4 = 2,5), A ( x1=0).
(x3=0).
27 :
F(X) = 27.
: , T1, ?
, Fj-cj,
, . Fj-cj 0.
, T1, Fj-cj,
X1:-1 <0 .
.

, :
, ,
X0 ,
, X1 X5.
Fj-cj, X1:-1 <0 , x1
32

* *

x ? x1
, x1 ,
. , ,
X0
X1:
X
4,5 2,5 3
min 0 = min ,
, = min{9,1,3} = 1
0,5 2,5 1
X1
,
, x4,
x1:
x 4 x1
. x1,
, 2.

= 2,5 , ( 1).
B, , : x2, x1 x5,
C , .
= 2,5 ,
, , e
( T1).
T1
C

X0

X2

X4

X5

4,5
1
2,5
3
27

Fj-cj

4
x1
0,5

6
x2
1

1
= 2,5
1
-1

0
0
0

0
x3
0,5
-1
-2,5
0
3

0
x4
0
0,4
1
0
0

0
x5
0
0
0
1
0

.
, a X2 X5 , (
) . T2:
33

* : *

T2
C

X0

6
4
0

X2
X1
X5
Fj-cj

4
1
2
28

4
x1
0
1
0
0

5
x2
1
0
0
0

0
x3
1
-1
1
2

0
x4
-0,2
0,4
-0,4
0,4

0
x5
0
0
1
0

x4 ,
x1, B : x2,
x1 x5 a , T2, :
x1 = 1, x2 = 4, x5 = 2.

x3 = x4 = 0.
T2,
A (x1 = 1) 1 .
:
x3 = 0, (100%),
x4 = 0, (100%),
x5 =2, 50% A (
x1 3 ).
, T2, :

X * = x1* , x2* , x3* , x4* , x5* = (1,4,0,0,2 ).

( )

: F X * = 28.
28 ,
A ( x1* = 1 ) 1 ,
B ( x2* = 4 ) 4 .
,
, D,
,
. (
)
34

* *

, ,
. 1.1.7.
,
D : O A B C D
,
, ,
.
O=T0. , ,
O (0,0)
A B,
.
x1 = x2 = 0, F(X) = 0.
A=T1. T1, A(0,4,5).
x1 = 0, x2 = 4,5, F(X) = 27.
B=T2. T2, B(1,4), :
x1* = 1, x2* = 4, F ( X ) = 28.
1.8. ( Fj-cj)
: :
K ,
Fj-cj (
) ? :
,
.
, . .
, ,
F(X), . :
T01
2
2
0
0
C
B
X0
x1
x2
x3
x4
3
1
3/4
1/4
0
0
X3
12
3
1
0
=4
0
X4
10
-2
5
0
1
Fj-cj
0
-2
-2
0
0
35

* : *

Fj-cj
x1, x2.
(x1 x2)
, .
x1
x? x1

X
12
min 0 = min = 3
4
X1
x3
:

x3 x1.
x1, ,
6 ( T01). x1
,
F(X ) = 0 - [3 (-2)] = 6.
T02
2
2
0
0
C
B
X0
x1
x2
x3
x4
0
X3
12
4
3
1
0
2
-2/5
1
0
1/5
0
X4
10
-2
0
1
=5
Fj-cj
0
-2
-2
0
0
, x2 (T02)
x? x2
,
X
12 10
min 0 = min , = min{4,2} = 2
3 5
X2
x4
x4 x2.
x2 2,

F(X ) = 0 - [2 (-2)] = 4
x1
.
36

* *

1.4.4. ( , = )
,

, .

= .


. , ,

,
()
.

.
, ,

.
(+1)
,
. ,
:
,
( )
.
.
,
.
,
.

, . .
:
- ()
.
37

* : *

-
, . ()
.[1]
)
,
. ,
,
[2].
1.9. I (, ,...) .

..:

in F(X)= 2x1 + 3x2

4x1 + 8x2 40
6x1 + 8x2 48
x1, x2 0
, , x3 x4
.

4x1 +8x2 - x3
= 40
6x1 +8x2
-x4 = 48
x1, x2 , x3, x4 0
:
in F(X)= 2x1 + 3x2 + 0x3 + 0x4
..
4x1 + 8x2 - x3
= 40
(1.1.)
6x1 + 8x2
- x4 = 48
x1 , x 2 , x3 , x 4 0 .
, x1=5, x2=0
(1.1.):
4 x1 + 8 x2 - x3 = 40
4(5) + 4(0) - x3 = 40
20
- x3 = 40
- x3 = 20
, . x1, x2=0,
(1.1.)
x3 :
38

* *

4(0)+8(0) - x3 = 40
x3 = -40
x3
(
x3 (-1)).
.
(-1),
. ,
, (+1),
.
,
,
(+1), . .
x5 x6.


4x1 + 8x2 - x3
+ x5
= 40
(1.2.)
6x1 + 8x2
- x4
+ x6 = 48
x1, x2, x3, x4, x5, x6 0
x1=5, x2=0 x5=0,
(1.2.)
x3 : 4(5) + 8(0) - x3 + 1(0) = 40 x3 = -20.
x1,x2=0, x3=0
(1.2.) x5
: 4(0) + 8(0) - 1(0) + x5 = 40 x5 = 40.
.
,
. , F(X),
:
x1 x2
(c1=2, c2=3).
x3 x4, F(X),
.

39

* : *

x5 x6
(
) M.
, ,
:
minF(X),
(+M):
n

min F ( X ) = c j x j + Mx n +1 + Mx n + 2 + ... + Mx n + m .
j =1

maxF(X),
(-M):
n

max F ( X ) = c j x j Mx n+1 Mx n + 2 ... Mx n+ m .

j =1

, F(X) :
in F(X)= 2 x1 +3 x2 + 0 x3 + 0 x4 + Mx5 + Mx6 .
Fj-cj
.
, :
( I ) Fj-cj M,
( II ) Fj-cj M.
T0 :
T0
2
3
C
B
X0
x1
x2
5
1/2
1
M
X5
40
4
=8
M
X6
48
6
8
0
-2
-3
I
Fj c j
88
10
16
II

0
x3
-1/8
-1
0
0
-1

0
x4
0
0
-1
0
-1

M
x5
1/8
1
0
0
0

M
x6
0
0
1
0
0

x5=40 x6=48.
: F6-c6 = M - M = 0
40

* *

F(X)= 88 M +0 .
, ,
x1= x2 = x3 = x4 = 0.
Fj-cj, X0, M:
F1-c1 = 10 M - 2
F2-c2 = 16 M - 3
F3-c3 = - M - 0 = - M
F4-c4 = - M - 0 = - M
F5-c5 = M - M = 0
F6-c6 = M - M = 0

10
16
-1
-1
0
0

, Fj-cj.
F1-c1 =10 M - 2 M, C, X1.
. ,
M,
:
(4 M + 10 M) - 2 = 10 M - 2.
M , ,
Fj-cj, ,
.
minF(X),
Fj-cj, ,
. x2. x2 .
x? x2 .

X
40 48
min 0 = min , = min{5,6} = 5
8 8
X1
x5
x5 x1 .
41

* : *

,
,
= 8 . T0
T1:
T1
2
3
0
0

M
C
B
X0
x1
x2
x3
x4
x5
x6
3
X2
5
1/2
1
-1/8
0
1/8
0
4
1
0
1/2
-1/2
-1/2
1/2
M
X6
-1
8 =2
0
1
-1
1
15
-1/2
0
-3/8
0
3/8
0
Fj c j I
8
2
0
1
-1
-2
0
II

x2 = 5, x6 = 8, .
: F(X)= 8M + 15.
, B,
x6, Fj-cj
X1:2>0 X3:1>0 .
x1
x? x1 .
X1, Fj-cj,
.

X
5 8
min 0 = min , = min{10,4} = 4
1 2 2
X1
X6, .
x6
x6 x1 .

= 2 .

T2.
, , (
, T1,
= 2 )
42

* *

.
T2:
T2
C

X0

3
2

X2
X1
I
II

3
4
17
0

Fj c j

2
x1
0
1
0
0

3
x2
1
0
0
0

0
x3
-3/8
1/2
-1/8
0

0
x4
1/4
-1/2
-1/4
0

M
x5
3/8
-1/2
1/8
-1

M
x6
-1/4
1/2
1/4
-1

Fj-cj :
X0,

,
(-) , (+)
, .
.
Fj-cj ,
, Fj-cj,
.

1.14. I
43

* : *

,
,
Fj-cj. Fj-cj, ( T2), () Fj-cj,
. :

X * = x1* , x2* , x3* , x4* , x5* , x6* = (4,3,0,0,0,0 ).

( )

: F X * = 17.

, 1.14.
A(4,3).
1.10. II (=, =,...) .
x1 x2
,
ax F(X)= 2x1 + x2
..:
x1 + x2 = 6
-4x1 + 4x2 = 8
x1, x2 0
,
.
.
,
.

, . .
x3 x4. :
x1 + x2 + x3
=6
-4x1 + 4 x2
+ x4 = 8
x1, x2, x3, x4 0
F(X) -M:
MaxF(X) = 2x1 + x2 - Mx3 - Mx4 .
() ,
,
, .
T0:
44

* *

T0
C

X0

-M

X3

-M

X4

Fj c j

I
II

2
x1
1
2

1
x2
1
-1

8
0
-14

-4
-2
3

1
=4
-1
-5

-M
x3
1
0
0
0
0

-M
x4
0
1/4
1
0
0

: x3 = 6, x4 = 8 x1 = x2 = 0, F(X) = -14 M + 0.
Fj-cj X2:-5<0,
x2:
x? x2 .
X
6 8
:
min 0 = min , = min{6,2} = 2
1 4
X1
x4:
x4 x2 .
, ()
, T1:
T1
2
1
-M
-M
C
B
X0
x1
x2
x3
x4
2
1
0
1/2
-1/8
X3
-M
4
0
1
-1/4
=2
1
X2
2
-1
1
0
1/4
2
-3
0
0
1/4
I
Fj c j
-4
-2
0
0
5/4
II

: x3 = 4, x2 = 2, x1 = x4 = 0, F(X) = - 4 M + 2.

(x3 = 1), Fj-cj
X1:-2<0.
x1
45

* : *

x? x1 .

X
4
min 0 = min = 2
2
X1
x3
:

x3 x1 .
T2
C

X0

2
1

X1
X2
I
II

2
4
8
0

Fj c j

2
x1
1
0
0
0

1
x2
0
1
0
0

-M
x3
1/2
1/2
3/2
1

-M
x4
-1/8
1/8
-1/8
1

B, . , Fj-cj X0, X1 X2
, , , X3 X4,
. Fj-cj
Fj-cj.

Fj-cj

,
.

:
x1* = 2; x2* = 4 .

:
F X * = 8.
je
1.15.

( )

1.15.
46

* *

)
1.11. I . (, ,...) .
x1 x 2
ax F(X)= x1 + x2
..:
x1 + x2 5
- x1 + 3x2 3
x1, x2 0
x3 x4, ,
,
MaxF(X) = x1 + x2 + 0 x3 + 0x4 .
..:
=5
x1 + x2 + x3
- x1 + 3x2
- x4 = 3
x1, x2, x3, x4 0

.
x4 (-1).
.
,
(+1)
( ).
x5, (+1), . , ,
(-M).
:
MaxF(X) = x1 + x2 + 0 x3 + 0x4 -M x5
..:
x1 + x2 + x3
= 5
- x1 + 3x2
- x4 + x5 = 3
x1, x2, x3, x4, x5 0
:

47

* : *

T0
C

X0

X3

-M

X5

Fj c j

I
II

1
x1
1
-1/3
-1
-1
1

1
3
0
-3

1
x2
1

0
x3
1

1
=3
-1
-3

0
0
0

0
x4
0
-1/3
-1
0
1

-M
x5
0
1/3
1
0
0

:
x3 = 5, x5 = 3, x1 = x2 = x4 = 0, F(X) = - 3M + 0.
,
x2, X2
Fj-cj X2:-3<0.
x? x2 .
,
X
5 3
min 0 = min , = min{5,1} = 1
1 3
X1
x5
x5 x2 .
T1
C

X3

X2
I
II

Fj c j

1
x1

X0
3
4
1
1
0

1
= 4/3
-1/3
-4/3
0

1
x2
0
0
1
0
0

0
0
x3
x4
3/4
1/4
1
1/3
0
-1/3
0
-1/3
0
0

-M
x5
-1/4
-1/3
1/3
1/3
1

T1, ,
Fj-cj : X0,
48

* *

X1, X2, X3 X4 , X5 ( ) .
Fj-cj,
, Fj-cj.
Fj-cj, :
X1:-4/3<0 X4:-1/3<0, ,
.
x1
x? x1 .
, :

X
4
min 0 = min
=3
4 / 3
X1

x3
x3 x1 .
T2

3
2

1
x1
1
0

1
x2
0
1

0
x3
3/4
1/4

0
x4
1/4
-1/4

X0

1
1

X1
X2
Fj c j

Fj-cj ,
Fj-cj 0. .
:

X * = x1* , x2* , x3* , x4* = (3,2,0,0 ).

( )

: F X * = 5.
()
Fj-cj, ,
. T2, X4 Fj-cj
. ()
, .
x4 x1
49

* : *

x1 x4 .
T1':
T1'
1
1
0
0
C
B
X0
x1
x2
x3
x4
12
4
0
3
1
1
X1
3
1
0
3/4
= 1/4
1
X2
2
0
1
1/4
-1/4
Fj c j
0
5
0
0
1
T2'

12
5

1
x1
4
1

1
x2
0
1

0
x3
3
1

0
x4
1
0

X0

1
1

X4
X2
Fj c j

X ** = x1** , x 2** , x 3** , x 4** = (0,5,0,12 ).

: F ( X ) = 5.
,
, 1.16.

50

* *

1.16.

( T2) x1
x2 (x3 = x4 = 0). T2' x2
x4, .
,
, D. O (0,0)
T0. A (0,1) T1. B (3,2), CB,
T2, C (0,5), T2'.
:
C (0,5) B (3,2) D,
. ,
CB.
1.12. III .: (, =, ,...) .
x1, x2 x3 ,
ax F(X)= 3 x1 + 2 x2 + x3
..:
x1 + 2x2
8
+
x
2 x1 + x2
3 = 20
x2 2
x1, x2, x3 0
51

* : *

x4 x5, , x6 ,

ax F(X)= 3 x1 + 2 x2 + x3 +0 x4 +0 x5 -M x6
..:
+ x4
=8
x1 + 2x2
2 x1 + x2 + x3
= 20
x2
- x5 + x6 = 2
x1, x2, x3, x4, x5, x6 0

, 6 x3
(+1),
( ).
x4, x3 x6 ,
. :
T0
3
2
1
0
0
-M
C
B
X0
x1
x2
x3
x4
x5
x6
0
X4
8
1
2
0
1
0
0
1
X3
20
2
1
1
0
0
0
2
0
1
0
0
-1
1
-M
X6
2
0
=1
0
0
-1
1
20
-1
-1
0
0
0
0
I
Fj c j
-2
0
-1
0
0
1
0
II
:
x4 = 8, x3 = 20, x6 = 2.
Fj-cj, X2:-1<0,
. x2
x? x2 .
6

"=",
()
, .
52

* *

X
8 20 2
, : min 0 = min , , = min{4,20,2} = 2
2 1 1
X2
x6:
x6 x 2 .
T1. T1
,
Fj-cj : X0, X1, X2, X3,
X4 X5 , , X6
.

Fj-cj, X6
,
Fj-cj. Fj-cj
X1:-1<0 X5:-1<0,
.
T1
3
2
1
0
0
-M
C
B
X0
x1
x2
x3
x4
x5
x6
4
1
0
0
1
2
-2
0
X4
4
=1
0
0
1
2
-2
1
X3
18
2
0
1
0
1
-1
2
X2
2
0
1
0
0
-1
1
22
-1
0
0
0
-1
1
Fj c j I
0
0
0
0
0
0
1
II
T2 x1,
: min{X 0 X 1 } = min{4 / 1,18 / 2} = min{4,9} = 4
x4,
x4 x1 .

53

* : *

T2

4
10
2

3
x1
1
0
0

2
x2
0
0
1

1
x3
0
1
0

0
x4
1
-2
0

0
x5
2
-3
-1

26

X0

3
1
2

X1
X3
X2
Fj c j

Fj-cj, ,
. O je:

X * = x1* , x2* , x3* , x4* , x5* = (4,2,10,0,0 ).

( )

: F X * = 26.
1.4.5.

, =.

, . . ,
(-1),
, , .
. ,
,
Xn+1, i=1,2,...,m..
,
,
, (-1)
, . ,

. , i -
ai1 x1 + ai2 x2 + + ain xn = bi

ai1 x1 + ai2 x2 + + ain xn bi
ai1 x1 + ai2 x2 + + ain xn bi
54

* *

. , (-1)
.
, (-1),
ai1 x1 + ai2 x2 + + ain xn bi
-ai1 x1 - ai2 x2 - - ain xn - bi.
1.4.6.
x1 x2

ax F(X)= x1 + x2
..:

-2 x1 + x2 2
- x1 + x2 3
x1, x2 0.
,
MaxF(X) = x1 + x2 + 0 x3 + 0x4 .
..
-2x1 + x2 + x3
=2
- x1 + x2
+ x4 = 3
x1, x2, x3, x4 0
:
T0
1
1
0
0
C
B
X0
x1
x2
x3
x4
2
-2
1
1
0
0
X3
2
-2
1
0
=1
0
X4
3
-1
1
0
1
Fj c j
0
-1
-1
0
0
x3=2 x4 = 3,
:
F(X )= 0.
Fj-cj, X1:-1<0, X2:-1<0,
x2 ( X3 X4 a11 a12
)
x? x2 .
55

* : *

, :

X
2 3
min 0 = min , = min{2,3} = 2
1 1
X2
x3 x2 .

x3:

T1:
T1
1
1
C
B
X0
x1
x2
1
X2
2
-2
1
1
1
0
0
X4
1
0
=1
Fj c j
4
-3
0

0
x3
1

0
x4
0
-1

-1

:
x2 = 2, x4 =1, x1 = x3 = 0, F(X) = 2.
Fj-cj, X1:-3<0 ,

x? x1
, :

min{X 0 X 1 } = min{1 / 1} = 1

x4
x4 x1
T2:
T2

4
1

1
x1
0
1

1
x2
1
0

0
x3
-1
-1

0
x4
2
1

-1

X0

1
1

X2
X1
Fj c j

56

* *

Fj-cj ( T2) X3:-1<0 .

x3
x? x3

: X3 (aij>0:
a13 = -1 23 = -1)
.
(x1 x2) ,
x3.
, . ( ).

.
. ,
.
1.1.17.

1.17.

D . F(X),
, , ,
,
.
, . .
, ,
.[1]
57

* : *

1.4.7.

, =.
, .
. , (-1),
,
, . .
, ,

Xn+1, i=1,2,...,m. [1]
,
,
, (-1)
, . ,

. , i -
ai1 x1 + ai2 x2 + + ain xn = bi

ai1 x1 + ai2 x2 + + ain xn bi
ai1 x1 + ai2 x2 + + ain xn bi
. , (-1)
.
, (-1),
ai1 x1 + ai2 x2 + + ain xn bi
-ai1 x1 - ai2 x2 - - ain xn - bi.

1.5.

.

.
()
.[4]
58

* *

.
,
, .
,
.
, .
, ,
, ,
.
, ,
.
, ,

. m
n, . n m
n m .
.
.

:
()
F(X),
() G(Y),
yi, i=1,2,..., m,
,
,
xj, j =1, 2 ,..., n,
, ,
G(Y)
,
cj , ,

.
,
:
59

* : *

1.
2. .[1]
1.5.1.
, , ,
.
7 :
Max F(X) = c1 x1 + c2 x2 +...+ cn xn
a11 x1 + a12 x2 + ... + a1n xn b1
a21 x1 + a22 x2 + ... + a2n xn b2
...............................................
am1 x1 + am2 x2 + ... + amn xn bm
xj 0, j=1,2,..., n
:
..

(1.1.3)

max F ( X ) = c j x j
j =1

..:

ij

x j bi , i = 1,2,..., m

j =1

xj 0, j = 1,2,..., n
, (1.1.3.)
(1.1.4.) ,
, G(Y).
Min G(Y) = b1 y1 + b2 y2 + ... + bm ym
..:
a1n y1
+ a21 y2+ + am1 ym c1
a1n y1
+ a22 y2+ + am2 ym c2
......................... ....................
a1n y1
+ a2n y2+ + amn ym cm
yi 0, i = 1,2,, m
(1.1.4.)
m

: min G (Y ) = bi yi
i =1

mn bmn
.
60

* *
m

..:

ij

yi c j , j = 1,2,..., n

i =1

yi 0, i = 1,2,, m
(aij, bi
cj) .[4]

y1

...
x1
x2
xn
... a1n b1
11 a12

y2

21

a22

...

a2n

b2

...

...

...

...

...

...

...
...

amn
cn

bm

ym

m1 am2
c1 c2

()

()

1.13.

:
Max F(X) = 4 x1 + 6 x2
..:
x1
+ 2 x2 9
5 x1 + 5 x2 25
x1
3
x1, x2 0.

:
Min G(Y) = 9 y1 + 25 y2 + 3 y3
..: y1 +5 y2 + y3 4
2y1 +5 y2
6
y1, y2, y3 0.

61

* : *

x1
x2

y1

y2

25

y3

()

()

1.5.2.
,
( ).
, ,
F(X) (),
()
G(Y), .[1]


, :
1: .
2: ( )
,
, () F(X)
, () G(Y)
Fmin (X) = Gmax (Y)
Fmax (X) = Gmin (Y)

X = ( x1, x2, , xn) , Y = ( y1, y2, , ym ).

62

* *

3: () ,
() , .
4: X
Y , ,
G(Y) , (),
( ) F(X) ,
() , .
Gmin (Y) Fmax (X) Fmax (X) Gmin (Y)
Gmax (Y) Fmin (X) Fmin (X) Gmax (Y)
5: xn+1 ,
, yi
, xj , ,
ym+j ,
.

x j y m+ j
x n +i y i

(1.1.5.)
x j y m+ j = 0

x n + i yi = 0
( i = 1,2, , m)

(j = 1,2, , n)

,
, .
Gi-bi,
, , , .
Gi-bi0.
, ,
Gi-bi , (
).
,
X0 . ,
B ,
(1.1.5.),
( ).
Y0, ,
(), 63

* : *

Fj-cj, , ,
. [1]
1.14.
:
Min F(X) = 2x1 + 3x2
..:

4 x1 + 8 x 2 40
6 x1 + 8 x 2 48
x1, x2 0.

:
ax G(Y) = 40 y1 + 48 y2
4 y1 + 6 y2 2
8 y1 + 8 y2 3
y1, y2 0.

..:

:
max G(Y) = 40 1 + 48 2 + 0 3 + 0 4
..

41 +6 2 + 3
=2
81 + 8 y2
+ 4 = 3
1, 2, 3, 4 0
:

d
C

YB

Y3

Y4
Gi - bi

40
y1
2/3
4
8
-40

Y0
1/3
2
3
0

64

48
y2
1
=6
8
-48

0
y3
1/6
1
0
0

0
y4
0
0
1
0

* *

Y1:-40<0 Y2:-48<0, .

y2.
y? y2
Y0 Y1
y3.
y4 y3
1d:
1d
40
y1
2/3

YB

Y0

48

Y2

Y4

1/3
1/8
1
1/3
= 8/3
16
-8

Gi - bi

48
y2
1
0
0
0

0
y3
1/6
-1/2
-4/3
8

0
y4
0
3/8
1
0

Y1:-8<0 .
y1
y? y1
Y0 Y2
y3.
y4 y1
2d:
2d
C

YB

Y0

48
40

Y2
Y1

1/4
1/8
17

Gi - bi

40
y1
0
1
0
x3*
65

48
y2
1
0
0

0
y3
1/2
-1/2
4

0
y4
-1/4
3/8
3

x4*

x1*

x2*

* : *

Gi-bi,
,
. :
y1* = 1 / 8, y2* = 1 / 4, y3* = y4* = 0 ;

Gmax (Y * ) = 17 .

,
(1.1.5.),
. T 2d, ,
.
Gi-bi, Y3 Y4,
,.
y3 x1* = 4
y 4 x2* = 3 .
y3, ,
() x1,
, y4
x2 ( T2p).
, (1.1.5.), y1
y2 Y0, ,
T2d ()
Fj-cj,
(X3 X4),
, ( T2p).
Gi-bi,
,

, .
X0 .[1]
je 1.1.4.

.
(1.1.6.) :
in F(X)= 2x1 + 3x2 + 0x3 + 0x4+ x5 + x6
..
66

* *

4x1 + 8x2 - x3
+ x5
= 40
(1.2.)
6x1 + 8x2
- x4
+ x6 = 48
x1, x2, x3, x4, x5, x6 0

, T2p.
T2p
2
3
0
0
M
M
x1
x2
x3
x4
x5
x6
3
X2
3
0
1
-3/4
-1/4
0
-1
2
X1
4
1
0
1
-1
1
0
17
0
0
-1/8
-1/4
0
0
I
Fj c j
0
0
0
0
0
-1
-1
II
y3*
y4*
y1*
y2*
T2p :
x1* = 4, x 2* = 3, x 3* = x 4* = 0 ;
Fmin ( X * ) = 17 .
T2p ,
, ,
( y3 y3),
(x3 x4),
, (x5
x6). n = 6
m = 2 , m = 4
n = 2 .
C

X0

, i-
i-
.

, .
Gi-bi
, , , .
Gi-bi 0. ,
,
, Gi-bi,
(), . X0
. ,
67

* : *

B ,
(1.1.5.).
1.18. 1.19.
, Y0 ,
Fj-cj,
, ,
.[1]

1.18.

B
: x1* = 4 x 2* = 3 .
: Fmin ( X ) = 17 .

68

* *

1.19.

B
: y1* = 1 / 8 y 2* = 1 / 4 .
:
G max (Y * ) = 17 .

1.5.3.

(
) 1.2.
:

xj
cj
F(X)
bi
aij

(=1,2,3,,n)


i (i=1,2,3,,m)


69

* : *

,
y1, y2, , ym.
y0 = b1 y1 + b2 y2 + + bm ym
y0 F(X)
. , y1, y2, , ym Gi-bi
, yi
i (i=1,2,3,,m).
, 1.14.,
, y1* = 1 / 8 y 2* = 1 / 4 ,
:
y1* = 1 / 8 -
1/8,
y 2* = 1 / 4 -
1/4.
, :
G(Y) = 40 y1 + 48 y2 = 40 (1/8) + 48 (1/4) = 40/8 + 48/4= 5 +12= 17.

,
yi
(

). ,
.[4]
, yi i,

bi,
.
,

(bi) 1 ( 1.9.).

70

* *

(x1 = 4, x2 = 3) 8
F(X)=17, (i=1,2,3) :
y1* = 1 / 8 y 2* = 1 / 4 ,
1) x1 = 15/4, x2 = 25/8 F(X)=135/8 ( F ( X ) = 1 / 8 = y1* )
2) x1 = 7/2, x2 = 13/4 F(X)= 67/4 ( F ( X ) = 1 / 4 = y 2* )

1.20.

bi. A
, (
)
,
. , (
) )
:
4 x1 + 8 x2 = 40 6 x1 + 8 x2 = 48,
b1 = 40
b2 = 48 8.

71

* : *

.

,
bi
. , bi,

.
, (
9)
. yi* i
()
.
,
.[4]
,

. ,
b1 = 40 b2 = 48

.
:
,
m

F ( X ) j = aij yi
i =1

( =1,2, ... , n).
,
, :
m

ij

yi c j

i =1

shadow prices [4, .83]

72

* *

. , :
yi 0
i (i=1, 2, , m)
. ,
. :
m

Min y0 = bi yi
i =1

.

() - . ( ) Fj-cj.
, (x1, x2,, xn+m),
m

ij

yi = c j ,

xj > 0

(j=1,2,,n)

i =1

(xj>0),
.
xn+i > 0 (i=1,2,,m).
yi = 0,
i (yi = 0)

(xn+i > 0).
, " 10", .

.

,
.[4]


.
10

free good - [4, .84]

73

* : *

.

( )
.
, ( )
, ( ). ,

. , xj ,
,

m

ij

yi

(i=1,2,,m), (j=1,2,,n)

i =1

(<) ( )
. , (Fj-cj)<0
Fj-cj ,
.
, ,
. ,
xn+i ,
bi i, yi
. ,
yi < 0,
(. xn+i).
yi 0 , .
,



, .

, .
,

, 1,
.
( )
74

* *

.
Fj-cj
( ),
.[4]

1.6.
,

,
..

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

, ,
.
.
,

.
,
.
,
: , ,
. :
, , . ,

.

75

* : *

:
[1] .
, ,
, , 1998.
[2] Lee S., Moore L., Taylor B.
Management Science, Allyn and Bacon, , 1990.
[3] Anderson D., Sweeny D., Williams T.
An Introduction to Management Science, Quantitative Approaches
to Decision Making, West Publishing Company, , ,
1988.
[4] Hillier F., Lieberman
Operations Research, Holden - Day, Inc., , ,
1974.

76