L

I
N
E
A
R
P
R
O
G
R
A
M
M
I
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G

-2-

:
) (Quantitative Methods "
(Decision& Information Sciences "
" )
" ) (Quantitative Analysis ) Management
(Sciences
)
(...
.
:
- 1 ) :(Statistics
)
( .
:
. ) (....... ) (..
. . . )(. ..
- 2 ) (Operations Research
) :(Management Science

.

.

:
).(Mathematical Programming ).(Network Analysis-3-

).(Transportation Problem ).(Queuing Models ).(Inventory Models - 3 :

.
:
)(Powers or Exponentiation )(Logarithm )(Limits )( )(Differentiation ) -- -( )( )(Determinates )(Matrixes )(Integration - 4 :
.

) (Decision Support System
) (Management Information System) (MIS

.

-4-

:
Excel, SAS, SPSS QSB+, Cplex, IP, Lindo

MS Office.


) (Internet
) (Email ) (WWW

.

-5-

).(Mathematical Programming
:
- 1 )(Linear Programming) (LP
Mathematical

Programming
.

.

.
The Simplex Method
G. Dantzig 1947


.


.
- 2 )(Goal Programming) (GP

Goal Constraint

Deviation Variables

Priority Factor

.
- 3 )Integer Programming (IP



.
.

-6-

.
.
General Integer Programming
.
Binary Integer Programming
Mixed Integer
.
Programming
.
Transportation Problem

Assignment Problem
Cutting

Method .Branch And Bound Method

.
- 4 )Non-Linear Programming (NLP



Lagrange Multipliers
Khun Tucker
.
- 5 )Quadratic Programming (QP


:

.
Wolfe's Simplex Methods For QP

.
- 6 Stochastic Programming (SP) :

-
Chance Continues Programming
-7-

.
- 7 )(Dynamic Programming) (DP


.

-8-

)(Linear Programming
:
.

.
. :

. :
.

) ( .
:
n

xj

( Minimization ) z = cj

( Maximization ) or

j =1

Subject to:

i = 1,2,........, m

for

j = 1,2,........, n

bi

for

Xj

ij

Xj0

:Z .
:Xj .
:Cj ) ( .
:aij .
:bi .

-1 ) ( Decision Variables and Parameters

-9-

j =1

.


.......
2 )(Constraints

.Feasible Values
-3 )(Object Function


) (Optimal Solution



.

- 10 -

)(Liner Programming
:
. ) (
.

)(

15

10

300

) (

2.5

110

.
:
- 1 ) (Formulation
) (t
)(c
):(Objective function

) (Maximization ) (Max.

) (1
F0

:
Max. 3t + 4c
) (z :
Max. z = 3t + 4c

)(
) (minimization )(Min.

- 11 -

)(Constraints
:
+
.
-:
15t + 10c 300

+
. -:
2.5t + 5c 110
)(non-negative constraints

.
t , c 0
) ( t ,
c .
:
Max. z = 3t + 4c
subject to
15t + 10c 300
2.5 t + 5c 110
t , c 0

- 12 -

-2 )(The graphical solution methods

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

- 13 -

)(The most attractive corner

.

) .(z=3t+4c .
)
( . z =24
3 4 .
8 .6
) (


)(The most attractive corner

.
18

8 18
.8
. 96=184+83.
-:


-:
15t + 10c 300
)(1
)2.5 t + 5 c 110 (2
2
10t= 80 , t= 8 c=18
96.

- 14 -

(The Simplex Method in

)Linear Programming
) (George Dantzing
.1947
) (
.
)
( .
) (c ) (t
-:
Max. z = 3t + 4c
subject to:
15t + 10c 300
2.5t + 5c 110
t , c 0
:

300
10
15
)(
110
5
2.5
) (
4
( 3
)(Slack variables

.
) (c ) (t

) .(Slack Variables
-:
+ )(=
.
+ )(=
.
- 15 -

) (s1
)(
)( ) (s2
-:
15 t + 10c + (s1) = 300
2.5 t + 5c + (s2) = 110


.
.
.
:

:
Max z= 3t + 4c + (0)s1 + (0)s2
subject to:
15 t + 10c +(1)s1+(0)s2 = 300
2.5 t + 5c + (0)s1+(1)s2 = 110
t,c,s1,s2 0

) (
.
.

.


.
.
15 t + 10c +(1)s1+(0)s2 = 300
2.5 t + 5c + (0)s1+(1)s2 = 110
)(

.
- 16 -

):(The variable mix

.

.

.

.

- 17 -

.
- 1 ) :(Infeasible Solution

).(A,B,C,D
- 2 ) :(Feasible Solution
).(A,B,C,D

- 3 ) :(Basic Feasible Solution
A B C
.D
- 4 ) :(Optimal Solution

.
z
s2
s1
c
t

(variable( (non-
)mix variable
)mix
0
110 300 0
0
t,c
s1, s2
A
B

c, s1

t , s2

22 0

80

88

t ,s2

c ,s1

60

60

t, c

s1, s2

18 8

96

t , s1

c , s2

c , s2

t , s1

0
44
360
0
30 0

Infeasible

Infeasible

20

40-

):(B
t=0 , s2=0 -:
15 (0) + 10 (22) +(1)s1+(0)s2 = 300
2.5 (0)+ 5 (22)+ (0)s1+(0)s2=110
c=22 , s1=300-220=80, z=4x22=88

- 18 -

D C B A F E
) (infeasible
.
.

.
.






.

- 19 -

The Simplex Method

)
( " "
.
.
)(.
The Simplex Method
- 1 Formulate the linear program
)
( . :
z= 3 t + 4 c + (0)s1 + (0)s2
15 t + 10 c +(1)s1+(0)s2 = 300
2.5 t + 5 c + (0)s1+(1)s2 = 110
:
. )
( . ) ( .
) (The Canonical Form
:

).(S1, S2

.

- 20 -

-2 The initial simplex tableau

exchange
ratio

s2

s1

unit profit

*=1105=22

110

2.5

s2

0 0

*4

unit
sacrifice
row
Improveme
nt row

=30030=10

300

10

15

s1

:
s1

s2

00

0 1

010

0 15

01

00

05

02.5

.
.
= -

0
0
0

0
0
0

4
0
4

3
0
3

unit profit
) (-
(=) Improvement row

- 21 -

c .4
:
c

*4
)(
.
15
10
1
0
300 =30030=10
2.5
5
0
1
*110 =1105=22

:
2.5
5
0
1
*110 =1105=22

F1

(22)1
s2

:
:
15 t + 10 c +(1)s1+(0)s2 = 300
) ( 2.5 t + 5 c + (0)s1+(1)s2 = 110
c s2
c ) ( .
5:
) (0.5 t + 1 c + (0)s1+(1/5)s2 = 22

-1 ) (
.

- 22 -

t s2 c 22
-:
15 t + 10 c +(1)s1+(0)s2 = 300
0.5 t + 1 c + (0)s1+(1/5)s2 = 22
) (
c )(
10 )( )( 10 -
) (c
-:

15 t + 10 c +(1)s1+(0)s2 = 300
-5 t - 10 c - (0)s1-(2)s2 = -220
-------------------------------10 t + 0 c +(1)s1-(2)s2 = 80
) s1 (
(nonmix
s2 ) t (
) variables .
0 t + 0 c +(1)s1-(0)s2 = 80
s1=80
:
15 t + 10 c +(1)s1+(0)s2 = 300
c=22 t=0 80
. -:
10 t + 0 c +(1)s1-(2)s2 = 80
0.5 t + 1 c + (0)s1+(1/5)s2 = 22

- 23 -

unit profit

exchange
ratio

Solution
values

s2

s1

Exchange coefficient

*8

80

-2

10

s1

44

22

1/5

1/2

4/5

4/5

*1

unit
sacrifice
row
Improvem
ent row

88

- 24 -

exchange
ratio

s2

s1

3 4

Solution
Exchange coefficient values

unit profit

-0.2

1/10

1 0

18

0.3

1/20

0 1

96

0.6

0.1

3 4

-0.6

0.1

unit
sacrifice
row
Improve
ment row

10
:
= ) - )(
)((

)0=1/2-1/2(1
)1=1-1/2(0
)-1/2= 0- (1/10
)0.45= 1/5-1/2(-2
)18= 22-1/2(8

- 25 -

)(Simplex Tableau

:
- 1 ) (0,0
A .
- 2

.
) (Entering Variable
.
- 3


) .(Departing Variable
.
- 4 .2

- 26 -

):(Minimization
.
1,200,000 .
.%10
50
100

.%4
60,000 .
8

3

. .
300,000 .


.
- 1 -:
= x1
= x2
: 8 3
-:
min
8x1 + 3x2
:
50 100
-:
50x1 + 100x2 1200 000

60,000.

%10 %4
= 5=% 10 50
4= % 4 100.

- 27 -

-:

5x1+ 4x2 60 000

300,000 -:

100x2 300 000

-:

1x2 3 000

min
8x1 + 3x2
subject to:
50x1 + 100x2 1200 000
5x1 + 4x2 60 000
x2 3 000
x1 , x2 0

)
) slack
(
(
(variables )
) (surplus variables
)(artificial variables
x2 3 000
x2 = 3 000 + s1

x2 - s1 = 3 000

)( )(artificial variable
) (a

) (max.
) (min. .
-:
x2 - s1 +a1= 3 000
- 28 -

. :
min z= 8x1 + 3x2 + 0s1 +0s2+ 0s3 + Ma2+ Ma3
s.t.
5x1 + 10x2 + 1s1 + 0s2+ 0s3 +0a2+ 0a3=120 000
5x1 + 4x2 + 0s1 - 1s2+ 0s3 + 1a2+ 0a3 = 60 000
0x1 + 1x2 + 0s1 + 0s2- 1s3 + 0a2+ 1a3 = 3000
-2 :

exchange
ratio

a
3

a
2

s
3

s2

s1

x2

x1

120000/10
=12000

1200
00

10

s1

60000/4
=15000

6000
0

1-

a2

3000/1
*=3000

3000

1
-

a3

6300
0M

-M

5M

5M

unit
sacrifice
row

35M
*

85M

Improvem
ent row

- 29 -

unit cost

:
= ) -
(
5 -10(0)=5
10-10(1)=0
1-10(0)=1
0-10(0)=0, 0-10(-1)=10,0-10(0)=0, 0-10(1)=-10, 120 00010(3000)=90 000
:

Excha
nge
ratio

18000

a
2

s3

s
2

s
1

x
2

x1

90000

-10

10

s1

9600

48000

4-

3000/0
=

3000

-1

1
0

a2

x2

48000
M
+9000

4M
+3

4 M
M3

5M

Unit
sacrifice
row

0 M

85M

Improvem
ent row

a3

+5
M-3

0 M

4
M
+
3

- 30 -

unit
cost

exchan
ge ratio

a3

a2

s3

s2

s1

x2

x1

7000

-3000

1200

unit
cost

4200
0
9600

6-

1-

s1

-4/5

1/5

4/
5

-1/5

x1

3000

-1

x2

8580
0

-3.4

8/5

3.
4

-8/5

unit
sacrifice
row

M+3
.4

M8/5

3.
4

8/5

Improve
ment
row

0B

:
(0-4/5(1/6)=-0.1333 , -1/5-4/5(1/6)=-0.333 , 4/5-4/5(1)=0, 1/5-4/51/6)=0.33, -4/5-4/5(-1)=0
(0-(-1)(1/6)=0.16667, 0-(-1)(-1/6)=-0.1667, 1-(-1)(-1)=0, 3000-1)(7000)=10000

- 31 -

:
0

exchan
ge ratio

a
3

a2

s
3

s2

s1

x
2

x
1

7000

1
0

-1/6

1/6

1/6

s3

.33

.33

-.133

x1

1000
0

.167

.16
7

-.167

x2

6200
0

2.13
9

2.1
65

-0.56

unit
sacrifice
row

M2.13
9

2.1
650

0.56

Improvem
ent row

4000

- 32 -

unit cost

) Sensitivity Analysis in
(Linear Programming


.
.

.

) (Sensitivity Analysis
(Coefficients
)
.

.
.

.
- 1 ) (Sensitivity Analysis for
Right-hand-side values
.
.



. :
" "
Variables
"mix

) (Slack variable .s1
" "s1 "

.
) (Variables
- 33 -

mix

)(Variables mix
s1
. ) ( Exchange Coefficient
) (
) (1/10 ) (0.10
s1 . ) (20-\1 )-
(0.05 s1 c ).(-0.05
" s1 "
. 8
8 80 ) 8
) (80 = 10 8 = (0.10 .
80

.
80
80 .



"
" . "
" "
"
.
" Exchange coefficient
s1

) (0.10 ) (-0.05 "
) (-0.05.
18
360 = 20 18 .
360

300 = .660 = 300+360
- 34 -

.

:
220= 80 - 300 :
= 660 = 360 + 300
).(660 - 220
:


:

s1
exchange ratio
Exchange
Solution

coefficient
values

t
1/10
8
80= (10\1)8
c
-1/20
18 - = (20\1-)18
360
= 220 = 80 - 300
= 660 = |360 | + 300

- 35 -

s2
exchange ratio
Exchange
Solution


coefficient
values
t
-0.2
8
40- =(-0.2)8
c
0.3
18
60 =(.3)18
= 150 = |40| + 110
= 50 = 60 - 110


" Slack variable

:
= -
=


.
.

.
) ( " "
"
".
" . "

.

.

:
= -
- 36 -

= -
= +
= " "
:
= -
= +
" ="
.
.



.
.
" "

.


.

.
= +
) (
= -


300
400

: :
= 18 = (10) + 8 = (300-400) 10\1) + 8
= 13 = 5 - 18 = (300-400) 20\1 -) + 18
s1
- 37 -

:
=754 = 13 4 + 18 3
110 .90
.s2

= 18 = 10 + 8 = (110-90)(2\1-) + 8
= 9= 9 + 18 = (110-90) (.45) + 18
= 252 = 4 9 + 3 18


)
( . .
) ( .

.

- 38 -

:
:

max c1 x1 + c2 x2
s.t.
a11 x1 + a12 x2 <= b1
a21 x1 + a22 x2 <= b2
x1, x2 >= 0

) (slacks :
constant
x1
x2
0
c1
c2
b1
-a11
-a12
b2
-a21
-a22
2B

z
s1
s2

max 3t + 4c
s.t.
15t + 10c <= 300
2.5t + 5c <= 110
t , c >= o
15t + 10c + s1 = 300
2.5t + 5c + s2 = 110
z = 0 + 3t + 4c
s1 = 300 15t 10c
s2 = 110 2.5t 5c

- 39 -

constant
t
c
z
0
3
4
s1
300
- 15
- 10
s2
110
- 2.5
-5
-1 " " select the pivot column
" " 4
" " c2 " ".
-2 " " " " select pivot row
)(
"-5,-10
" "110,300 "
" "
-1*300/-10 =30
-1*110/-5 =22
22 " " "s2
)( )( " " " "pivot element
.
- 3 : c
s2 .
-4 )
( 5 ).(1/5
-5 .

(-1) * (110/-5) = 22
(-1) * (-2.5/-5) = -1/2

22 , -1/2 , -1/5

- 40 -

-6 )(
4/-5 = -4/5

-10/-5 = +2

-:
- 4/5
2
22
-1/2 -1/5

-7 :

5B

4B

6B

:
t
s2
1
-4/5
-10
2
-1/2
-1/5

0 (4*110)/-5 = 88
3 (- 2.5 * 4) / -5 = 1
300 (-10 * 110) / -5 = 300 220 = 80
-15 (-10 * -2.5) / -5= -15 +5= 10
constant
88
80
22

- 41 -

z
s1
c

t1

" " 1
:
-1 * 80/ -10 = 8
-1 * 22 / -1/2 = 44
" 10
" "s1 "

:
8
-1/10
0.20

1/-10 = -0.10
-1/2/-10 = 0.05
:
s1
s2
z 96
-0.10
-0.60
t
8
-1/10
.20
c 18
0.05
-16/100

:
88 (1* 80) / -10= 88 + 8 = 96
22 (80*-1/2) / -10=22 4 = 18
- 4/5 (1*2) / - 10=-4/5 + 0.2 = - 0.60
-1/5 (-2 * -1/2) / -10= -1/5 + 1/10 = - 3 / 10
:
" "
.
x1=8, x2=18 :
96
s2 , s1
.

- 42 -

Simplex methods for minimization:

:
min z = c1 x1 + c2 x2
s.t
a11 x1 + a12 x2 >= b1
a21 x1 + a22 x2 >= b2
x1, x2 >= 0

:
a11 x1 + a12 x2 = b1 + s1
a21 x1 + a22 x2 = b2 + s2
:
s1 = -b1 + a11 x1 + a12 x2
s2 = -b2 + a21 x1 + a22 x2
) (
) .(max
infeasible .

.
:
x1
x2
c1
c2
a11
a12
a21
a22
1B

0
-b1
-b2

Z
-s1
-s2

) b1
) ( b2, (
) (
.

- 43 -

.
:
min
z = 4200 x1 + 3000 x2
s.t
4 x1 + 2 x2 >= 120
2 x1 + 3 x2 >= 120
x1 + 2 x2 >= 70
x1 , x2 >= 0

:
4 x1 + 2 x2 = 120 + s1
2 x1 + 3 x2 = 120 + s2
x1 + 2 x2 = 70 + s3
:
s1 = -120 + 4 x1 + 2 x2
s2 = -120 + 2 x1 + 3 x2
s3 =-70 + x1 + 2x2

:
constant
x1
x2
0
4200
3000
Z
4
2
S1 -120
2
3
S2 -120
-70
1
2

S3

" " constant :
-1 ) ( .
s2 s1 ).(-120
. s1 .
- 2 " "
- 44 -

:
3000/2 =1500 , 4200/4 = 1050
1050 " " .x1
- 3 " "4

:
) -1 (-120/4) , , -1 (2/4 30 , , -1/2 .
- 4
, 2/4 , 4200/4
:
s1
x2
z
1050
x1 30

-1/2
s2

s3

7B

- 5 :
=
8B

10B

0 (4200 * 120)/4 = 126000
-120 (-120 * 2)/4 = -60
-70 (-120 * 1)/4 = -40
3000 (4200 * 2) /4 = 900
3 2*2 /4 = 2
2 2*1 /4 = 1.5

- 45 -

:
s1
x2
1050
900

constant
126000

X1
S2
S3
" " "

30

-1/2
-60

2
-40

1.5
"constants

.
s2
x2 2 :
s1
s2
z
153000
825
450
X1
15
3/8
-1/4
X2
30
-1/4

S3
5
-1/8
3/4
z= 153000, s3 = 5 , x2 = 30 , x1 = 15 :
:
"

" =>"
- 1 " " maximization
:
z = c1 x1 + c2x2

=<"

Max
s.t.
a11 x1 + a12 x2 b1
a21 x1 + a22 x2 b2

:
a11 x1 + a12 x2 = b1 + s1
a21 x1 + a22 x2 + s2 = b2
:
s1 = -b1 + a11 x1 + a12 x2
s2 =b2 a21 x1 a22 x2
- 46 -

- 2 " " minimization
=< = , >= ,:
z = c1 x1 + c2 x2 + c3 x3

min
s.t
x1 b1
x2 b2
x3 b3
x1 + x2 + x3 = b4

=

x1 = b4 x2 x3

:
min
z = c1 (b4 x2 x3) + c2 x2 + c3 x3
s.t
(b4 x2 x3) <= b1
x2 >= b2
x3 >= b3
x1
x1 = b4 x2 x3
x3 x2
:
s4 = -400 + x1 + x2 + x3
" "s4
.

- 47 -

: degeneracy

.
: multiple optimal solutions

.
unbound feasible solutions feasible solution

) (+
) (

. .

- 48 -

) ( Duality and sensitivity

analysis

.
" " primal problem "
." dual problem

.
" ." formulation of dual problem
:

max = c1 1 + c2 2
s.t
a11 1 + a12 2 b1

a21 1 + a22 2 b2

1 , 2 0

:
(max ) (min
: )

.

. :

min b1 y1 + b2 y2
s.t
a11 y1+ a21 y2 c1
a12 y1 + a22 y2 c2
y1 , y2 0
- 49 -

:
: "" x1
: " ." x2
10 x2 x1 3 2
10 x1 3
a .b 10 x2
a .b
a 20 b 10
.
.
:

z = 2 x1 + 3 x2

max

s.t.
3 x1 + 2 x2 20
x1 + 2 x2 10
x1 , x2 0
:
:
x1
x2
0
2
3
20
-3
-2
10
- 1
- 2

s2
-3/2
1
-1/2

:
x1
-1/2
-2
-1/2

z
s1
s2

15
10
+5

z
s1
x2

- 50 -

s2
-4/5
+1/2
-3/4

:
s1
-1/4
-1/2

17.5
5
2.5

z
x1
x2

min z = 20 y1 + 10 y 2
s.t.
3 y1 + y 2 2
2 y1 + 2 y 2 3
y1 , y 2 0
(x1

)
)(x2
y1 y2

:
:
y1
y2
20
10
3
1
2
2

0
-2
-3

z
s1
s2

- 51 -

:
y1
s2
10
5
2

-1

:
s1
s2
5
2.5

-1/4
-1/2

15
-1/2
3/2

s1
y2

17.5

5/4

z
y1
y2

3B

.
constant.
x2 x1
) (a ).(b

20 a 10 .b
ba
.
x2 x1
y2 y1
.b a

1 3 " 3y1 " . x1
a " " y2 x1 .b
" " 3y1 + y2 10
" " x1 .
.2
" " 2y1 + 2y2 10
" " x2 .
.3

.
y1 .
y2 .

- 52 -

y2 y1

min
z = 20 y1 + 10 y 2
2
3
3
2 2 .

- 53 -

:

.
10 20
20 y1 + 10 y 2
y1, y 2
20(1 / 4) + 10(5 / 4) = 17.50 :
20 ) 21

( 21(1 / 4) + 10(5 / 4) = 17.75
1/4 .
11 10
:
20(1 / 4) + 11(5 / 4) = 18.75
) (
1.25.
" " 17.5
.
y2 y1 5/4
5/4 .
) (a
) (b
4/5 .

- 54 -

:
) .1 (
.
.
:

15000
300
75000
40000

6
5
7
8
)(

50000 80000
90000
40000


800000
500000

.500000
.
3.
5 10 .
:
) .2 ( 100000
.
.

60000
7
60

25000
5
50

30000
5.5
55

) Liner
.(Programming
) .3 (
. .
.

- 1
- 55 -

- 2
- 3
.

. :

)(

1.0
06.
.05

3.0
4.0
3.75
)(
2.5
3.90
)( 3.30
1.0
65.
.06
)(
1.5
78.
.75
)(
3000 .2000
200 50
. 9 .
.


.
) .4 (
. :
3
2
1
8
6
5
A
10
7
8
B
10000 . 6000
8000 5000 .

- 56 -

) .5 ( ) (OUC
100,000 .
.

) (OI ) (SI ) (GB .
:
%
7.3
-1 )(A
10.3
-2 )(J
6.4
-3 )(N
7.5
-4 )(R
4.5
-5 )(G
)
( 50,000 .
%25 .
% 60
.

)(Max.
.6
.

.
:

- 57 -

)(

0.9

0.7

26

)(

1.3

0.6

28

670

620

:
.7 .
1 1.50
. :
. 150
1
50 .
40 . 1
80 .
50 25

.

.
.8 :
Max z=8x1 +10x2
s.t.
4x1 +5x2
40
-6x1-4x2
-36
0 x1 10 , 0 x2 8
: . : : : - 58 -

.9
):.(MAX
constant
X2
S2
Z
88
1
-4/5
S1
80
-10
2
X1
-22
-1/2
-1/5
: :
X1=.., X2=,S1=,
S2=..
= ..................... = .....................
=.....................
:
.

- 59 -

.10

:

3
Exchange 8 0 0 0 0 M
unit

ratio
cost

x1 x2 s s s s a

1 2 3 4 1

0
s1
2
4 1 0 0 0 0 1600
1800

0 1 0 0

s2

350
300

0
1

0 0 1 0
0 0 0 1
-

1
1

0
1

s3
a1

0
-M

row unit sacrifice

Improvement row

:
: = )(=
=
=x2
=s1
=s2
=s3
=a1

- 60 -

=X1
=s4

.11 ) (Primal problem

:
Min
50y1+ 20y2+30y3+80y4

400y1+200y2+150y3+500y4500
3y1+2y26
2y1+2y2+4y3+4y410

=
=

Y1
Y2

2y1+4y2+y3+5y48
y1,y2,y3,y40
= Y3
= Y4

) (Duality Problem
.

- 61 -

s.t.

):(Solver
(Microsoft Excel
)
(Ms Office
)
.
) (Solver
.
Solver Add-in .
:
Max Z=3t + 4c
s.t
15t + 10c300
2.5t + 5c110
t,c0
B6

=B4*B5 :EXCEL
C6
E6 B6 C6 -:
)=SUM(B6:C6
E9 :
)=(B5*B9)+(C5*C9
E10 :
)=(B5*B10)+(C5*C10

- 62 -

E6

solver parameters
Set Target Cell
B5,C5 By Changing Cell
Add Add Constraint
Cell Reference E9 E10 )=<(
Constraint F9 , F10 OK

- 63 -

Solver Options Assume linear

Options
ModelOk .
Solver Parameter Solve :

t 8 18 c.
96

.

- 64 -

)(QSB
Qsb
.


:
:
qsb ) (CDRom
) (CDRom Drive
start
Run
Browse
CDRom
winqsb
setup.exe
Linear and Integer
: ) .
(Programming
Qsb -:
) (.
WinQsb .Qsb
Linear and Integer
Qsb
Programming
- -
File New Problem
-:

- 65 -

) (Problem Title ) (Number of Variables ) (Number of Constraints

) (Objective Criterion
) (Maximization ) ( Minimization
.
) (Default Variable Type : ) (
.Nonnegative Continuous
Nonnegative
) (
Integer
) ( )(Binary 0,1
) :

- 66 -

(Data Entry Format

)(Spread Sheet Matrix Form

)(Normal Model Form

Ok :

(Solve and Analyze ) Solve the

))Problem
:
X1 = 8 X2 = 18 Z = 96
* :


)(
)( Ok
.

- 67 -

)(Lindo
) (Lindo ) Linear, Interactive, and
.(Discrete Optimizer
) " "Linear Programming
" "Integer Programming " Goal
"Programming " "Multi-Objectives
"Nonlinear Programming "
"
.(" Dynamic Programming

.


.

) .(www.lindo.com

:

)
:
- 68 -

(Lindo

Max 3t + 4c
Subject to
15t + 10c <= 300
2.5t + 5c <= 110
t,c >= 0
= (Z
)
) (s.t. ) (Subject to
) =<(
)=>( :

) (solve
:

- 69 -

.
) (Status: Optimal
96
) (iterations: 2
) (Objective:96

:

- 70 -

) (Sensitivity Analysis
.
:

window
) (Reports Window :

- 71 -

T C
.
- 72 -

.1 )( )(
x1 x2 x3 x4 :
) ( Max 8x1+7x2+5x3+6x4
s.t.
) ( 4000x1+75000x2+300x3+15000x4 800000
) ( 4000x1+90000x2+80000x3+50000x4 500000
40000x1+75000x2 500000
) (
) ( x1 3
) ( x3 5
) ( x3 10
x1,x2,x3,x4 0
.2 :
X1 :
X2 :
X3 :
Max. z=7x1+5x2+5.5x3
s.t.
60x1+50x2+20x3 100000
60x1 60000
50x2 25000
55x3 30000
x1,x2,x30

- 73 -

.3 :
) (bm )(bp
) (fcm )(fcp
) (tcm
)(tcp
) (ftm
)(ftp
) (ttm
)(ttp

.4

Min 0.5 bm+0.6bp+3.75fcm+4fcp+ 3.3tcm+3.9tcp+

0.6ftm+0.65ftp+0.75ttm+0.78ttp+9Ot
s.t.
bm+bp=5000
fcm+fcp=3000
tcm+tcp=2000
ftm+ftp=3000
ttm+ttp=2000
Ot50
bm+3fcm+2.5tcm+ftm+1.5ttm 12000+06Ot
min z= 5x11 + 6x12+8x13+8x21+7x22+10x23
s.t.
x11+x12+x13 10000
x21+x22+x23 10000
x11+x216000
x12+x228000
x13+x235000

- 74 -

.5

Max 0.073A+0.103J+0.064N+0.075R+0.045G
Subject to:
A+J+N+R+G 100, 000
A+J 50 000
N+R 50 000
-0.25 N 0.25 R+ G 0

G 0.25 N + 0.25 R
-0.60 A + 0.40 j 0

)J 0.60 (A+J
A, J,N,R,G 0

.6

.7

Max 26 x1 +28 x2
s.t.
0.9 x1 + 1.3 x2 670
0.7 x1 + 0.6 x2 520
x1, x2 0
x1 x2
Max x1+1.5x2
X1 + x2 150
0.4x1 +0.8 x2 50
x1 50
x2 25
x1, x2 0

- 75 -

.8:
: 1 -

: x1 x2
A B 80
.

- 76 -

A B
.
.9:
X1=-22.., X2=0,S1=80,
S2=0..
= ....x2.......... = .....s1 ...........
=.......88..............
:
S2

S1

constant

-0.6

-1/10

96

2/10

-1/10

+8

-0.3

0.05, 1/20

-26

- 77 -

z
X2
X1

.10 :
8 0 0 0 0 M
Excha
nge
ratio

x1
x2 s1 s s s a1
3

unit
cost

0
0

400

1600

900

1800

s2

350
300

350
300

0
1

1
0

M
-

0
1
0 M

0
0

0
0

1
1

0
1

s3
a1

0
-M

-300M

s1

-M

-M

unit
sacrific
row e

3+ 8+
M M

Improv
ement
row

:
x2 : = s2 )(=
= -300m
2
X1=0
x2=0 s1= 1600 s2=400
s3=350
a1=300

- 78 -

s4=0

:
exchang
e ratio

M
-

a1

s4

s2

s1

400
1200
50
300

=
2400

-4
-2
-1
1
8

4
2
1
-1
-8

0
0
1
0
0

0
1
0
0
0

1
0
0
0
0

M
-8

- 79 -

unit
cost

x1 x2

0
s1
-2 0
0
s2
4 0
0
s3
-1 0
8
x2
1 1
unit

8 8
sacrific

row e

Improv

3- 0
ement

8
row

.11

Dual Problem:
Max
500 x1 + 6 x2
z=
s.t. 400 x1 + 3 x2
200 x1 + 2 x2
150 x1
500 x1
x1,x2,x3,x4

10 x3 +

8 x4

+
+
+
+

2
2
4
4

2 x4
4 x4
x4
5 x4

- 80 -

x3
x3
x3
x3

+
+
+
+

50
20
30
80
0