C(
)

1



1.1A
4. (c) 17

.
5. (a) Jim









.
Joe











.
(b) Joe






.
Jim


Joe 



.

2



2.1A
1. (a) −x1 + x2
1.
(c) x1 − x2  0.
(e) 0.5x1 − 0.5x2
0.
3. 

 M1 = 4 /.

2.2A
1. (a
e)  C.1.
2. (a
d)  C.2.
5. 
x1 = A

x2 = B

max z = 20x1 + 50x2
s.t. −0.2x1 + 0.8x2  0, 2x1 + 4x2  240
x1  100, x1 , x2
0


(x1 , x2 ) = (80, 20), z = 2 600
.


,  * 
.

2

C(
)

 C.1  C.2

7. 
x1 =
 A


x2 =
 B


max z = 0.05x1 + 0.08x2
s.t. 0.75x1 − 0.25x2
0, 0.5x1 − 0.5x2
0
x1 − 0.5x2
0, x1 + x2  5 000
x1 , x2
0


(x1 , x2 ) = (2 500, 2 500), z = 325
.

11. 
x1 = 

x2 = 


max z = 2x1 + x2
s.t. x1 + x2  10, x1 − x2  0
x1  4, x1 , x2
0


(x1 , x2 ) = (4, 6), z = 14.

14. 
x1 =  C1

x2 =  C2

max z = 12 000x1 + 9 000x2
s.t. −200x1 + 100x2  0, 2.1x1 + 0.9x2  20
x1 , x2
0


(x1 , x2 ) = (5.13, 10.26), z = 153 846
.

(a)  C1:C2=0.5.


C(
)





3

(b) 
,


7 692
/.

18. 
x1 = HiFi1


x2 = HiFi2


min z = 1 267.2 − (15x1 + 15x2 )
s.t. 6x1 + 4x2  432, 5x1 + 5x2  412.8
4x1 + 6x2  422.4, x1 , x2
0


(x1 , x2 ) = (50.88, 31.68), z = 28.8 

.

2.2B
1. (a)  C.3.

 C.3

5. 
x1 =
/
x2 = /
min z = x1 + x2
s.t. −0.6x1 + 0.4x2  0, 0.2x1 + 0.1x2
14
0.25x1 + 0.6x2
30, 0.1x1 + 0.15x2  10
0.15x1 + 0.1x2
8, x1 , x2
0


x1 = 55, x2 = 30, z = 85.

7. 
4

C(
)

x1 =  A

x2 =  B

min z = 100x1 + 80x2
s.t. 0.03  0.06x1 + 0.03x2  0.06, 0.03  0.03x1 + 0.06x2  0.05
0.03  0.04x1 + 0.03x2  0.07, x1 + x2 = 1, x1 , x2
0


x1 = 0.33, x2 = 0.67, z = 86 667
.

2.3A
3. 
xij =  i  j



max z = 0.05(4x11 + 3x12 + 2x13 ) + 0.07(3x22 + 2x23 + x24 )
+0.15(4x31 + 3x32 + 2x33 + x34 ) + 0.02(2x43 + x44 )
s.t. x11 + x12 + x13 = 1, x43 + x44 = 1
0.25  x22 + x23 + x24 + x25  1
0.25  x31 + x32 + x33 + x34 + x35  1
5x11 + 15x31  3, 5x12 + 8x22 + 15x32  6
5x13 + 8x23 + 15x33 + 1.2x43  7
8x24 + 15x34 + 1.2x44  7, 8x25 + 15x35  7
 xij
0


x11 = 0.6, x12 = 0.4, x24 = 0.255, x25 = 0.025, x32 = 0.267, x33 = 0.387,
x34 = 0.346, x43 = 1, z = 523 750
.

2.3B
2. ,

 p

 q.  xij

 2.3-2 , rij  i  j

. 




, 
 p
= q ;  p = q, ,  




max z=y
s.t. 
xij
ci , ∀i
= j




 p : I − y + rjp xjp = xpj
j
=p j
=p



 i
= p : rji xji = xij
j
=i j
=i
 xij  0

 ampl2.3b-2.txt. —— 


C(
)





5

max z = y
s.t. : xij  ci , ∀ i = j



p : I + rjp xjp = xpj
j
=p j
=p



q : y + xqj = rjq xjq
j
=q j
=q



 i = p
q: rji xji = xij
j
=i j
=i

 xij
0



$ →$
1.806 4%, $ → =C
1.796 6%, $ →£
1.828 7%, $ →

2.851 5%, $ → KD
1.047 1%.  




, 






. , 


.

[


 AMPL( ampl2.3b-2.txt)
Excel  ( solver
2.3b-2.xls) 

.  2.4 .]

2.3C
2. 
xi =
 i

, i = 1, 2, 3, 4
yj =  j



, j = 1, 2, 3, 4, 5
max z = y5
s.t. x1 + x2 + x4 + y1  10 000
0.5x1 + 0.6x2 − x3 + 0.4x4 + 1.065y1 − y2 = 0
0.3x1 + 0.2x2 + 0.8x3 + 0.6x4 + 1.065y2 − y3 = 0
1.8x1 + 1.5x2 + 1.9x3 + 1.8x4 + 1.065y3 − y4 = 0
1.2x1 + 1.3x2 + 0.8x3 + 0.95x4 + 1.065y4 − y5 = 0
x1 , x2 , x3 , x4 , y1 , y2 , y3 , y4 , y5
0

x1 = 0, x2 = $10 000, x3 = $6 000, x4 = 0,
y1 = 0, y2 = 0, y3 = $6 800, y4 = $33 642,
 5

 z = $53 628.73.
5. 
xiA =  i

 A
, i = 1, 2, 3
xiB =  i

 B
, i = 1, 2, 3
max z = 3x2B + 1.7x3A
s.t. x1A + x1B  100( 1

)
−1.7x1A + x2A + x2B = 0( 2

)
6

C(
)

−3x1B − 1.7x2A + x3A = 0( 3

)

xiA , xiB
0, i = 1, 2, 3

 1
 A
 $100 000,  2
 B
 170 00
.

.


2.3D
3.  xj 
 j
, j = 1, 2, 3.

max z = 30x1 + 20x2 + 50x3

s.t. 2x1 + 3x2 + 5x3  4 000
4x1 + 2x2 + 7x3  6 000
x1 + 0.5x2 + 0.33x3  1 500
2x1 − 3x2 = 0
5x2 − 2x3 = 0
x1
200, x2
200, x3
150
x1 , x2 , x3
0


x1 = 324.32, x2 = 216.22, x3 = 540.54, z = 41 081.08
.

7. 
xij =  j
 i

, i = 1, 2, j = 1, 2, 3
Iij =  j
 i
, i = 1, 2, j = 1, 2, 3

3
min z = (c1j x1j + c2j x2j + 0.2I1j + 0.4I2j )
j=1
s.t. 0.6x11  800, 0.6x12  700, 0.6x13  550
0.8x21  1 000, 0.8x22  850, 0.8x23  700
x1j + I1,j−1 = x2j + I1j , x2j + I2,j−1 = dj + I2j , j = 1, 2, 3
I1,0 = I2,0 = 0,  
0
dj = 500, 450, 600,  j = 1, 2, 3
c1j = 10, 12, 11,  j = 1, 2, 3
c2j = 15, 18, 16,  j = 1, 2, 3


x11 = 1 333.33 , x13 = 216.67 , x21 = 1 250 , x23 = 300 ,

z = 39 720
.

2.3E
2.  xs = 

/, xb = 

/, xn = 

/, xw =


/.


C(
)





7

 70   20 
min z = 1.1xs + 1.5xb + 80 xn + 30 xw
s.t. y = xs + xb + xn + xw
y
1, xs
0.1y, xb
0.25y, xn  0.15y, xw  0.1y
1 1
10 xb  xn , 50 xb  xw

 


z = 1.12
, y = 1, xs = 0.5, xb = 0.25, xn = 0.15, xw = 0.1.

5.  xA =  A
/, xB =  B
/, xr = 

/, xp = 

/, xj = 
/.
+
max z = 50(xr − s+ +
r ) + 70(xp − sp ) + 120(xj − sj )
− +
−(10s− − + +
r + 15sp + 20sj + 2sr + 3sp + 4sj ) − (30xA + 40xB )

s.t. xA  2 500, xB  3 000,

xr = 0.2xA + 0.25xB , xp = 0.1xA + 0.3xB , xj = 0.25xA + 0.1xB
− +
xr + s− + − +
r − sr = 500, xp + sp − sp = 700, xj + sj − sj = 400

 
0


z = $21 852.94, xA = 1 176.47/, xB = 1 058.82/, xr =

500/, xp = 435.29/, xj = 400/, s−
p = 264.71/.

2.3F
1.  xi (yi ) =  i 
 8 / (12 /) 
.
6

6


min z = 2 xi + 3.5 yi
i=1 i=1
s.t. x1 + x6 + y1 + y5 + y6
4, x1 + x2 + y1 + y2 + y6
8,
x2 + x3 + y1 + y2 + y3
10, x3 + x4 + y2 + y3 + y4
7,
x4 + x5 + y3 + y4 + y5
12, x5 + x6 + y4 + y5 + y6
4
 


x1 = 4, x2 = 4, x4 = 2, x5 = 4, y3 = 6,  = 0, z = 49. 

= 20.  8 

, 
 = 26, 
z = 2 × 26 = 52,
,(8  +12 ) 
.
5.  xi =  i 

 (i = 1
 8:01, i = 9
 4:01.)
min z = x1 + x2 + x3 + x4 + x6 + x7 + x8 + x9
s.t. x1
2, x1 + x2
2, x1 + x2 + x3
3
8

C(
)

x2 + x3 + x4
4, x3 + x4
4, x4 + x6
3
x6 + x7
3, x6 + x7 + x8
3, x7 + x8 + x9
3
x5 = 0,  



2  8:01, 1  10:01, 3  11:01,  3  2:01.

9 .


2.3G
2
1. (a) 1 150L
 .
(b) (3,0,0), (1,1,0), (1,0,1)
(0,2,0),

  0, 3, 1
1
.
(c) 
20


30 .
(d) 
20


50 .
6.

 gi , yi
ri

  i 



.

. .

max z = 3(500/3 600)g1 + 4(600/3 600)g2 + 5(400/3 600)g3

s.t. (500/3 600)g1 + (600/3 600)g2 + (400/3 600)g3
 (510/3 600)(2.2 × 60 − 3 × 10)
g1 + g2 + g3 + 3 × 10  2.2 × 60, g1
25, g2
25, g3
25


g1 = 25 , g2 = 43.6 , g3 = 33.4 ,   = 58.04
/

.


2.4A
2. (d) 
AppenCFile 
 solver2.4a-2(d).xls.

2.4B
2. (c) 
AppenCFile 
 ampl2.4b-2(c).txt.
(f) 
AppenCFile 
 ampl2.4b-2(f).txt.

3.1A
1.  M1
M2, 



2 /
1 /.


C(
)





9

4.  xij =  j 

 i
.

max z = 10(x11 + x12 ) + 15(x21 + x22 )
s.t. x11 + x21 − x12 − x22 + s1 = 5
−x11 − x21 + x12 + x22 + s2 = 5
x11 + x21 + s3 = 200
x12 + x22 + s4 = 250
si , xij
0, ∀ i, j

3.1B
3.  xj =
 j
, j = 1, 2, 3.
max z = 2x1 + 5x2 + 3x3 − 15x+ +
4 − 10x5

s.t. 2x1 + x2 + 2x3 + x− +

4 − x4 = 80

x1 + x2 + 2x3 + x− +
5 − x5 = 65

x1 , x2 , x3 , x− + − +
4 , x4 , x5 , x5
0


x2 = 65 , x−
4 = 15 ,  = 0, z = 325
.

3.2A
1. (c) x1 = 67 , x2 = 12
7 , z= 48
7 .
(e)
 (x1 = 0, x2 = 3)  (x1 = 6, x2 = 0) 
.
3. 


 26 
(x1 , x2 ) = 3 , − 34 , (x1 , x3 ) = (8, −2) ,
(x1 , x4 ) = (6, −4) , (x2 , x3 ) = (16, −26) ,
(x2 , x4 ) = (3, −13) , (x3 , x4 ) = (6, −16) .


3.3A
3. (a)  (A, B)



, 

 A
B  
. 



 
.
(b) (i) . (ii) , C  I  . (iii) , 

 A.
5. (a) x3 
1 
, 
 D  z = 3.

3.3B
3.



 x1 x2 x3 x4
 1.5 1 0 0.8

 x7 x7 x8 x5
10

C(
)

6. (b) x2 , x5
x6 
z .  x2
, x8 
,
∆z = 5 × 4 = 20.
 x5
, x1 
,
∆z = 0, 

, x5  0.  x6
, 

, 
x6 


. ∆z = ∞, 
x6 


 .
9.  s2 

, 
z = 20.

3.4A

3. (a) min z = (8M − 4)x1 + (6M − 1)x2 − M s2 − M s3 = 10M .

(b) min z = (3M − 4)x1 + (M − 1)x2 = 3M .
6. 


x1 x2 x3 x4 
z −1 −12 0 0 −8
x3 1 1 1 0 4
x4 1 4 0 1 8

3.4B

1.   

, 




.
7. 
I , 




II 

, 
 I 

; , 
I

.

3.5A
1. (a) A → B → C → D.
(b)  A 
1,  B 
1,  C 
C42 = 6,  D 
1.

3.5B
   
1. 



0, 0, 10 1
3 , (0, 5, 0), 1, 4, 3 . 




 
α3 , 5α2 + 4α3 , 10 1
3 α1 + 3 α3 , α1 + α2 + α3 = 1, 0  αi  1, i = 1, 2, 3.

3.5C

2. (a)  x2


.
(b) 

. 
x2 


, z 
10
.

3.5D
1. 
275
.


C(
)





11

3.6A
2. 
x1 =  1 

x2 =  2 

max z = 8x1 + 5x2
s.t. 2x1 + x2  400
x1  150, x2  200,
x1 , x2
0

(a)  C.4
x1 = 100, x2 = 200, z = 1 800
 B.

(b) 
 (200, 500)  2  4
.
(c)
, 

 (100, ∞) 
 0
.
(d) 
 (100, 400)  1
. 2 

 = 200.

 C.4

3.6B
c1
3. (a) 0 c2  2.
(b)

cc12 = 1.   .

3.6C
2. (a) 
, 




 = 1
 (  10



), 

 0.83
/

.
(b) 
 2
/

(  400



)= 
 240
.
12

C(
)



 = 110
.  = 130
.

(c)  ,

0, 
 .
(d) D1 = 10

.  D1  10,  = 1
/

. x1 = 0, x2 = 105,
$40
x3 = 230,  = ($1 350 + $1 × 10

) − 60 × 10

= $1 353.33.
(e) D2 = −15.  D2
−20,  = 2
/

. 


= 30
. 

= 7.5
.  .
6. 
x1 = 


, x2 = 


, x3 = 


max z = x1 + 50x2 + 5x3

s.t. 15x1 + 300x2 + 50x3 + s1 = 10 000, x3 − S2 = 5,
x1 + s3 = 400, −x1 + 2x2 + s4 = 0, x1 , x2 , x3
0,
s1 , S 2 , s3 , s4
0

(a) x1 = 59.09

, x2 = 29.55

, x3 = 5 , z = 1 561.36.

(b)  TORA, z + 0.158s1 + 2.879S2 + 0s3 + 1.364s4 = 156.364. 


 0.158, −2.879, 0, 1.364. 



, 


(= −2.879). 





, 


0(

 ).
(c)  TORA, x1 = 59.909 1 + 0.006 06D1
0, x3 = 5, s3 = 340.909 09 +
0.006 06D1
0, x2 = 29.545 45 + 0.003 03D1
0. ,  = 0.158,


−9 750  D1  56 250. 
,
 50%



(D1 = 5 000
), 

.
11. (a)



; 
.
(b) 



 1.25
, 0.25

0
.
(c)   D3 = 350 − 800 = −450 
 D3
−400 . 
 
.
13. (b) 
∆ > 0,  x1 = x2 = 2 + ∆3 
.  0 < ∆  3,
r1 + r2 = ∆ ∆
3  1 ⇒ 
.  3  ∆ < 6, r1 + r2 = 3 > 1 ⇒ 

.  ∆ > 6,   D1
D2

.

3.6D

2. (a) x1 =A1
, x2 =A2
, x3 =BK
.

max z = 80x1 + 70x2 + 60x3

s.t. x1 + x2 + x3  500, x1
100, 4x1 − 2x2 − 2x3  0


C(
)





13

x1 , x2 , x3
0


x1 = 166.67, x2 = 333.33, x3 = 0, z = 36 666.67.

(b)  TORA ,  BK 

= 10. 

10

.
(c) d1 = d2 = d3 = −5

.  TROA , 




x3 : 10 + d2 − d3
0, 

s1 : 73.33 + 0.67d2 + 0.33d1
0, 

s3 : 1.67 − 0.17d2 + 0.17d1
0, 

 .
5. (a) xi = i 
.

max z = 60x1 + 40x2 + 25x3 + 30x4

s.t. 8x1 + 5x2 + 4x3 + 6x4  8 000, x1  500, x2  500,
x3  800, x4  750, x1 , x2 , x3
0


x1 = 500, x2 = 500, x3 = 375, x4 = 0, z = 59 375
.

(b)  TORA , 8.75 + d2
0. 2 
 8.75
.
(c) d1 = −15
, d2 = −10
, d3 = −6.25
, d4 = −7.50
. 
TORA ,

x4 : 7.5 + 1.5d3 − d4
0, 

s1 : 6.25 + 0.25d3
0, 

s2 : 10 − 2d3 + d1
0, 

s3 : 8.75 − 1.25d3 + d2
0, 

 ,  z  25%.
(d) x4

= 7.5, 
 7.50
.

3.6E
5. 




,
 x1A + x1B  100
 5.10

.
9. (a)  A
 10.27
. 
12


.
,  
 A.
(b)  B

0
. 
,  

.
14

C(
)

4



4.1A
2.  y1 , y2 , y3  .
max w = 3y1 + 5y2 + 4y3
s.t. y1 + 2y2 + 3y3  15, 2y1 − 4y2 + y3  12
y1
0, y2  0, y3


4. (c)  y1
y2  .
min w = 5y1 + 6y2
s.t. 2y1 + 3y2 = 1, y1 − y2 = 1
y1 , y2


5.   
 y2
−M . 
, M → ∞ ⇒ y

−∞,  y2


.

4.2A
1. (a) AV 1
.
(e) V 2 A = (−14 − 32).

4.2B
⎛ 1
⎞
4 − 12 0 0
⎜ 1 ⎟
⎜ − 3
0 0 ⎟
⎜ 8 4 ⎟
1. (a)  = ⎜ ⎟
⎜ 3 − 54 1 0 ⎟
⎝ 8 ⎠
1
8 − 34 0 1


4.2C
3.  y1
y2  .
min w = 30y1 + 40y2
s.t. y1 + y2
5, 5y1 − 5y2
2, 2y1 − 6y2
3
y1
−M (⇒ y1

), y2
0

y1 = 5, y2 = 0, w = 150.
6.  y1
y2  .
min w = 3y1 + 4y2
s.t. y1 + 2y2
1, 2y1 − y2
5, y1
3
y2




C(
)





15


y1 = 3, y2 = −1, w = 5.
8. (a) (x1 , x2 ) = (3, 0), z = 15, (y1 , y2 ) = (3, 1), w = 14.
 = (14, 15).
9. (a) , ,  z = w = 17.

4.2D
2. (a) 
(x2 , x4 ) = (3, 15) ⇒ .

(x1 , x3 )

= (0, 2) ⇒ .
4.

x1 x2 x3 x4 x5 
z 0 0 − 25 − 51 0 12
5
x1 1 0 − 35 1
5
0 3
5
4
x2 0 1 5
− 53 0 6
5
x5 0 0 −1 1 1 0


, 
.
7. 
 , z = c1 x1 + c2 x2 ;  , w = b1 y1 + b2 y2 +
b3 y3 . b1 = 4, b2 = 6, b3 = 8, c1 = 2, c2 = 5 ⇒ z = w = 34.

4.3A
2. (a)  (x1 , x2 , x3 , x4 ) =SC320, SC325, SC340
SC370 


max z = 9.4x1 + 10.8x2 + 8.75x3 + 7.8x4

s.t. 10.5x1 + 9.3x2 + 11.6x3 + 8.2x4  4 800
20.4x1 + 24.6x2 + 17.7x3 + 26.5x4  9 600
3.2x1 + 2.5x2 + 3.6x3 + 5.5x4  4 700
5x1 + 5x2 + 5x3 + 5x4  4 500
x1
100, x2
100, x3
100, x4
100

(b)  
, 

 (= 0.494 4).

(c) 
  0(−0.684 7, −1.361, 0
−5.300 3), 

.
(d) 
 0.494 4
/

, 
 (8 920, 10 201.72), 

 
6.26%.


4.3B
2.


, 


= −2.
3.
 PP3
PP4 

. 
 0.142 9
1.142 9.
,  PP3, 




 0.142 9
,  PP4 
1.142 9
.
16

C(
)

4.4A
1. (b) . 
 E 
, 



.
4. (c) 
 x1  M . .

4.5A
4.  Q 


 (= 5 200, 9 600, 15 000, 20 000, 26 000, 32 000, 38 000,
42 000,
  = 1, 2, · · · , 8). 
 = 0.028Q,  =
0.649Q,  = 0.323Q.  = 0.812 21Q.

4.5B
1. (a) 


.

4.5C
1 
2. (a)

 = , 0, 0, 0 .  .
 2 1 11 
(c)

 = − 8 , 4 , 0, 0 . z − 0.125s1 + 2.75s2 = 13.5.

 x1 = 2,
x2 = 2, x3 = 4, z = 14.

4.5D
p
1. 100 (y1 + 3y2 + y3 ) − 3
0.  y1 = 1, y2 = 2
y3 = 0, p
42.86%.
3. (a) 

= 3y1 + 2y2 + 4y3 − 5 = 2 > 0. , 

.

5



5.1A
4.  
, 




M .
6. (a
b)
M = 10 000. 

, 
=$49 710.

1 2 3 
 1 600 700 400
25
25
 2 320 300 350
23 17 40
500 480 450
 3 25 5 30
1000 1000 M

 4 13
13
 36 42 30

(c)  1

=$13 000.



C(
)





17

9.


 (
100 
).
 2  200 
. 
=$304 000.

A1 A2 A3  
12 18 M
 1
4 2 6
30 10 8
 2
4 1 5
20 25 12
 3
6 6
M 50 50
 4
2 2
 4 8 7

5.2A
2. 
=$804. 

.


 

 
2 
3 


24 6 6 18 0
  12 12 0 0 0
  2 14 0 0 0
  0 0 20 0 0
  0 14 0 0 4
  0 2 0 0 12
  0 0 0 0 22

5. 
=$190 040. 

.

  
 
1 500 500  1  400,  2  100
2 600 600  2  200,  3  220,  4  180
3 200 200  3  200
4 300 200  4  200

5.3A
3. (a) 


=$42. 


=$37. Vogel

=$37.

5.3B
5. (a) 
=$1 475.
(b) c12
3, c13
8, c23
13, c31
7.

5.4A
5.
(,  ) 


.  , 
(D,3)–(A,7)

18

C(
)

 6  3 
, 6  7  , 

$400. 

,

=$1 180. 

.
(A,7) (A,12) (A,21) (A,28)
(D,3) 400 300 300 280
(D,10) 300 400 300 300
(D,17) 300 300 400 300
(D,25) 300 300 300 400

6. 

I-d,II-c,III-a,IV-b.

5.5A
4. 
=$1 550.  , 

.
 1  2  3
 1 50 0 0
 2 50 200 50

6



6.1A
1.  (i); (a)1-3-4-2; (b)1-5-4-3-1; (c
d)  C.5.

 C.5

4. 



, 





.  1

 8 

, 




. 



.  C.6.

 C.6


C(
)





19

6.2A
2. (a) 1-2,2-5,5-6,6-4,4-3. 
 =14
.
5. 
1-2-3-4-6. 
1-5-7
5-9-8.

6.3A
1.  1

 4

. 

=8 900
.  C.7.

 C.7

4.  (i, vi ) − (i + 1, vi+1 ),  p(q) =  ( i
). 


 1



 2. 
 80
.  C.8.

 C.8

6.3B
1. (c)  4,5,6,7,8, .  8, 
 4-5-6-8

4-6-8.

6.3C
1. (a) 5-4-2-1,  =12.
20

C(
)

4.  C.9. , 


 .  Bob  Joe

 Bob-Kay-Rae-Kim-Joe.  4.

 C.9

6.3D
1. (a)   1
 5


 1
−1, 
 0. 

1-3-5
 1-3-4-5,  90.


6.4A
1.  1
1-2, 1-4, 3-4, 3-5,
 60.

6.4B
1. (a) 

 (2-3)=40,  (2-5)=10,  (4-3)=5.
(b)  2
20
.  3
30
.  4
20
.
(c) . 
 1 

.
7. 
 4. Rif–3, Mai–1, Ben–2, Kim–5. Ken .

6.5A
3.  C.10.

 C.10


C(
)





21

6.5B
1. 
1-3-4-5-6-7.  19.

6.5C
3. (a) 10; (b) 5; (c) 0.
5. (a) 
1-3-6,  45 .
(b) A, D, E.
(c)  C, D, G  5 .  E .
(d) 

 2 .

7



7.1A
1. G5
min s+ − +
5 , 55xp + 3.5xf + 5.5xs − 0.067 5xg + s5 − s5 = 0.
3.  x1


, x2


, x3


.

Gi : min s−
i , i = 1, 2, · · · , 5
s.t. x1 + x2 + x3 + s− +
1 − s1 = 1 200
2x1 + x2 − 2x3 + s− +
2 − s2 = 0
−0.1x1 − 0.1x2 + 0.9x3 + s− +
3 − s3 = 0
0.125x1 − 0.05x2 − 0.556x3 + s− +
4 − s4 = 0
−0.2x1 + 0.8x2 − 0.2x3 + s− +
5 − s5 = 0
 

5.  xj
j 
, j = 1, 2, 3.

min z = s− +
1 + s1
s.t. −100x1 + 40x2 − 80x3 + s− +
1 − s1 = 0
4  x1  5, 10  x2  20, 3  x3  20

7.2A
1. 
min z = s− − − + +
1 + s2 + s3 + s4 + s5

xp = 0.020 1, xf = 0.045 7, xs = 0.058 2, xg = 2

, s+
5 = 1.45
  145 
.
4.  x1
,  x2
,  x3
.

min z = s− + − −
1 + s2 + s3 + s4 + s5
+
22

C(
)


x1 = 166.08
, x2 = 2 778.56
, x3 = 3 055.36
, z = 0. 

.


,   3
 4  .
7.
 j
 xj
, j = 1, 2.



.

min z = 100s− − + +
1 + 100s2 + s3 + s4

x1 = 80, x2 = 60, s+ +
3 = 100

, s4 = 120

.
 1  
100

,  2  
120

, 



.

7.2B
2. G1 
xp = 0.017 45, xf = 0.045 7, xs = 0.058 2, xg = 21.33, s+
4 = 19.33, 

0.  G1 , G2
G3 
,  G4 
.
 G4
 G1 
,
 s− − −
1 = 0, s2 = 0, s3 = 0.
G4 
xp = 0.020 1, xf = 0.045 7, xs = 0.058 2, xg = 2, s+
5 = 1.45.  

0.  G5 
.
 G5
 G4 
,
 s+ 4 = 0.
G5 
 G4 ,  G5 
(s+ 5 = 1.45).

8

8.1A
3. xij

 j
 i 

,  i = 1

,
i = 2

, i = 3
 .  

x11 + x12 + x13 = 7, x21 + x22 + x23 = 7, x31 + x32 + x33 = 7

x11 + 0.5x21 = 3.5, x12 + 0.5x22 = 3.5, x13 + 0.5x23 = 3.5
x11 + x21 + x31 = 7, x12 + x22 + x32 = 7, x13 + x23 + x33 = 7


.

.


 

1 2 3
 1 3 3
 5 1 1
 1 3 3


C(
)





23

6. y

. xj
 j
 
, j = 1, 2, 3.
x4



.

min z = y
s.t. 3x1 − y = 2, x1 + 3x2 − y = 2, x1 + x2 + 3x3 − y = 2
y − x1 − x2 − x3 − 3x4 = 1




y = 79 + 81n, n = 0, 1, 2, · · ·
10. 


5,6
8( 27

). 

1,2,3,4
7( 28

). 


.
12.  i

 j,  xij = 1; 
 0. cij



, Cj
 j 

.
10


6
max z = cij xij
i=1 j=1
6


s.t. xij = 2, i = 1, 2, · · · , 10
j=1

10
xij  Cj , j = 1, 2, · · · , 6
i=1


 1,  (2,4,9);  2,(2,8);  3,(5,6,7,9);  4,(4,5,7,10);

 5,(1,3,8,10);  6,(1,3). 

 1 775.


8.1B
1. 

 j,  xj = 1; 
xj = 0.  (ABC,1,2,3,4,ABC)


10 + 32 + 4 + 15 + 9 = 80(
).

min z = 80x1 + 50x2 + 70x3 + 52x4 + 60x5 + 44x6

s.t. x1 + x3 + x5 + x6
1, x1 + x3 + x4 + x5
1, x1 + x2 + x4 + x6
1,
x1 + x2 + x5
1, x2 + x3 + x4 + x6
1,

j, xj = (0, 1).




 (1,4,2)
(1,3,5), z = 104.  1 





.
2. 
 a, d, f . 

.
7. 

 t,  xt = 1; 
xt = 0. 
c ,  xc = 1;

xc = 0. ct
 t

.  Sc

c


. Pj

j
.
24

C(
)

15


max z = Pc xc
c=1

7


s.t. xt
xc , c = 1, 2, · · · , 15, ct xt  15
t∈Sc t=1


 2,4,5,6
7. 

1 , 
.


8.1C
2. xj
  j 


, j = 1, 2, 3. 
 j,  yj = 1; 

yj = 0.

min z = 2x1 + 10x2 + 5x3 + 300y1 + 100y2 + 200y3

s.t. x1 + x2 + x3
2 000, x1 − 600y1  0, x2 − 800y2  0,
x3 − 1 200y3  0, x1
500, x2
500, x3
500
x1 , x2 , x3 , y1 , y2 , y3 = (0, 1).


x1 = 600, x2 = 500, x3 = 900, z = 11 300(
).

3. 
 1  1
2,  2  3
4. z = 18.
10. xe


 Eastern 
 (), xu


 US Air

 (), xc


 Continental 
 ().
e1
e2  , u
c .

max z = 1 000(xe + 1.5xu + 1.8xc + 5e1 + 5e2 + 10u + 7c)

s.t. e1  xe /2, e2  xe /6, u  xu /6, c  xc /5, xe + xu + xc = 12.


 2  Eastern 
, 10  Continental 
. 


39 000
.


8.1D
1. xij

(i, j) 
. 

, 

0. 
3

3


xij = 15, i = 1, 2, 3, xij = 15, j = 1, 2, 3
j=1 i=1
x11 + x22 + x33 = 15, x31 + x22 + x13 = 15

x11
x12 + 1
x11  x12 − 1

x11
x13 + 1
x11  x13 − 1
x12
x13 + 1
x12  x13 − 1
x11
x21 + 1
x11  x21 − 1


C(
)





25

x11
x31 + 1
x11  x31 − 1

x21
x31 + 1
x21  x31 − 1

i
j, xij = 1, 2, · · · , 9



2 9 4
7 5 3
6 1 8





.
3. xj


 j
.

max z = 25x1 + 30x2 + 22x3



3x1 + 4x2 + 5x3  100 3x1 + 4x2 + 5x3  90
s.t.

4x1 + 3x2 + 6x3  100 4x1 + 3x2 + 6x3  120
x1 , x2 , x3
0 

.



26


 1, 3


 2, 

 3. 



2
 .

8.2A

2. (a) z = 6, x1 = 2, x2 = 0; (d) z = 12, x1 = 0, x2 = 3.

3. (a) z = 7.25, x1 = 1.75, x2 = 1; (b) z = 10.5, x1 = 0.5, x2 = 2.
9. 
0 − 1 ILP 

max z = 18y11 + 36y12 + 14y21 + 28y22 + 8y31 + 16y32 + 32y33

s.t. 15y11 + 30y12 + 12y21 + 24y22 + 7y31 + 14y32 + 28y33  43

 


z = 50, y12 = 1, y21 = 1, 
 0. , x1 = 2, x2 = 1.

0 − 1  41
, 
 29
.

8.2B
1. (a) 

,  



, 

.  LP



.
6. (a) 
(x1 , x2 , x3 ) = (2, 1, 6), z = 26.  

(x1 , x2 , x3 ) =
(3, 1, 6), 

.


TORA   B&B .

26

C(
)

8.3A
1.  i  j , 

  

. 

“”.
1 2 3 4 5 6
1 − 4 4 6 6 5
2 4 − 6 4 6 3
3 4 6 − 4 8 7
4 6 4 4 − 6 5
5 6 6 8 6 − 5
6 5 3 7 5 5 −

8.3C
2.  C.11.

 C.11

9



9.1A
1. 
 =21
. 

1-3-5-7.


C(
)





27

9.2A
3. 
 =17
. 

1-2-3-5-7.

9.3A
2. (a) 
 =120. (m1 , m2 , m3 ) = (0, 0, 3), (0, 4, 1), (0, 2, 2)
(0, 6, 0).
5. 

 =250.  I

2 ,  II

3 ,  III

4 
,  IV

1 .
7.  j ,
xj = 1; 

0. 


max z = 78x1 + 64x2 + 68x3 + 62x4 + 85x5

s.t. 7x1 + 4x2 + 6x3 + 5x4 + 8x5  23, xj = (0, 1), j = 1, 2, · · · , 5





.  =279.

9.3B

1. (a) 
 1  6 ,  2  1 ,  3  2 ,  4  3 ,  5 
 2 .
3. 
 1  7 ,  2  3 ,  3  4 ,  4 
.

9.3C
2.  4



, 
, 
 , 
. 
=$458.

9.3D
3. (a)  xi , yi
 i 


,  zi = xi + yi .

fn (zn ) = max {pn yn }

yn =zn
fi (zi ) = max{pi yi + f i+1 (2zi − 2yi )}, i = 1, 2, · · · , n − 1
yi
zi

10

10.3A

2. (a) 
= $51.50; (b) 
= $50.20, y ∗ = 239.05
.

4. (a)

 1, 


 $2.17,  2


$2.50.
(b) 


 10 ,
 100 .
28

C(
)

10.3B
2. 


 130 ,
 500 . 

= $258.50.
4.  T CU1 (ym )  T CU2 (q),

. , 
0.934 4% 
.


10.3C
1. AMPL/Solver 
(y1 , y2 , y3 , y4 , y5 ) = (4.42, 6.78, 4.12, 7.2, 5.8), 
=$568.12.
4
4. 
365D yi
i
 150.
i=1
Solver/AMPL 
(y1 , y2 , y3 , y4 ) = (155.3, 118.82, 74.36, 90.09), 
=$54.71.


10.4A
1. (a)  1, 4, 7, 10
,  500 .


10.4B
3.  1 
173 ,  2 
180 ,  3 
240 ,  4 
110
,  5 
203 .


10.4C
1. (a) , 
  
.
(b) (i) 0  z1  5, 1  z2  5, 0  z3  4, x1 = 4, 1  x2  6, 0  x3  4.
(ii) 5  z1  14, 0  z2  9, 0  z3  5, x1 = 0, 0  x2  9, 0  x3  5.
2. (a) z1 = 7, z2 = 0, z3 = 6, z4 = 0. 
=$33.


10.4D
1.

 1

  2
4 ,  ,  4




 0, 22, 90, 67. 
 2  112 ,  4 
67 . 
=$632.


10.4E
1. 

1 
210 , 4 
255 , 7 
210 , 10

165 .

11



11.1A
1. A, B, C
 =(0.442 14, 0.251 84, 0.306 02)


C(
)





29

11.1B

2.  A 
, CR > 0.1. (wS , wJ , wM ) = (0.331, 0.292, 0.377).

Maisa.
4. 

. (wH , wP ) = (0.502, 0.489).

H.

11.2A

2. (a)  C.12; (b) EV ()=−$8 250, EV ()=$250.

.

 C.12

6. (a)  C.13; (b) EV ()=−$0.025.  
.

 C.13
30

C(
)

12.  =8
. 

=$397.50.

15. 
 =49 /.
19.   99∼151
.

11.2B
2.  z
 5   1 
,  
P{A|z} = 0.607 9,
P{B|z} = 0.390 3.
4. (a) 
,  =$196 000. 

,  =$163 000.
(b) ,

, 


.
7. (b) 


 ,   B, 
  A.

11.2C
1. (a)  =$5, 
.
(b)  0  x < 10, U (x) = 0;  x = 10, U (x) = 100.
(c) 

.

11.3A
1. (a)  (
a1 ); (b)


a2
a3 .

11.4A
2. (a)  (2, 3).  =4.
3. (a) 2 < v < 4.

11.4B
1. 
  50:50 ,  =0.
2. 


100%A 50%A:50%B 100%B
A 100 50 0
B 0 30 100



 50:50  100%A
100%B.

Robin

 50:50  A
B.  =$50(=Robin 

).

11.4C
1. (a)  1




C(
)





31

AB AC AD BC BD CD
AB 1 0 0 0 0 −1
AC 0 1 0 0 −1 0
AD 0 0 1 −1 0 0
BC 0 0 −1 1 0 0
BD 0 −1 0 0 1 0
CD −1 0 0 0 0 1





 50:50  AB
CD.  =0.

3. (a) (m, n) =( ! 1
, ! 2
). , 
!

1;
, 
−1.   Botto  (1, 1) "
 (0, 3), 
 ! 1
 ! 2, 
1 + (−1) = 0. Blotto 




3,0 2,1 1,2 0,3
2,0 −1 −1 0 0
1,1 0 −1 −1 0
0,2 0 0 −1 −1

Blotto

Blotto  50:50  (2, 0)
(0, 2), " 50:50

 (3, 0)
(1, 2).  =−0.5, Blotto . 
.

12



12.1A
1. (a) 

=71%; (b) 


.

12.2A
1.
  
(a)  #
(b)  
(h)  

12.3A
1. (b) (i)  6
,

 = 16 .
(c) µ = 5 /,

 =0.2 .

3. (a) f (t) = 20e−20t , t > 0; (b) P t > 15
60 = 0.006 74.
7. Jim
 2




P{t  1} = 0.486 6,  2



P{t

1} = 0.513 4. 8 , Jim  Ann=17.15

.
10. (a) P{t  4

} = 0.486 6; (b)


 =6.208.
32

C(
)

12.4A
1. pn5 (1) = 0.559 51.
4. (a)p2 (t = 7) = 0.241 67.
1
6. (a) λ = 10 + 17 , p2 (t = 5) = 0.219.

12.4B
2. (a) p0 (t = 3) = 0.005 32; (b) pn
17 (t = 1) = 0.950 2.
5. p0 (4) = 0.371 16.
8. (a)

 =25 − 7.11 = 17.89 ; (b) p0 (t = 4) = 0.000 69.

12.5A
3. (a) pn3 = 0.444 5; (b) pn
2 = 0.555 5.
6. (a) pj = 0.2, j = 0, 1, 2, 3, 4; (b)    =2  ;
(c) p4 = 0.2.

12.6A
1. (a) Lq = p6 + 2p7 + 3p8 = 0.191 7 .
(b) λlost = 0.126 3 /, 8 

 =1.01 .

8 
8
(c)  =c − (Ls − Lq ) = c − npn + (n − c)pn .
n=0 n=c+1

12.6B
2. (a) p0 = 0.2; (b)

 =$50 × µt = $375;
(c)  =$40 × Lq = $128.
5. (a) p0 = 0.4; (b) Lq = 0.9 ;
(c) Wq = 2.25

; (d) pn11 = 0.003 6.
6. (d)
 13
.

12.6C
1. P{τ > 1} = 0.659.
5. $37.95/.

12.6D

1. (a) p0 = 0.365 4; (b) Wq = 0.207 ;

(c)  = 4 − Lq = 3.212; (d) p5 = 0.048 12.
(e) Ws  40%,  9.6

(µ = 10 /).


C(
)





33

4. (a) p8 = 0.6; (b) Lq = 6.34  ;

(c) 
 , 



 0.4. 





60%.
7. (a) 1 − p5 = 0.962; (b) λlost = λp5 = 0.19  /.

12.6E
2.  c = 2, Wq = 3.446 ;  c = 4, Wq = 1.681 ,  51%.
5.  K
$
,
TORA 
, p0 + p1 + · · · + pK+2
0.999, 
 K
10.
7. (a) pn4 = 0.657 72; (b)


 =0.667 
.

12.6F
2. (c) 

=81.8%; (d) p2 + p3 + p4 = 0.545.
4. (a) p40 = 0.000 14; (b) p30 + p31 + L + p39 = 0.024 53;
(d) 
# =Ls − Lq = 20.043 − 0.046 ≈ 20;
(f) 

=1 − pn
29 = 0.024 67. 8  


4.

12.6G
2. (a)  7
; (b)pn8 = 0.291 1.

12.6H
1. (b)

  =2.01.
(d) P{2
3
} = p0 + p1 = 0.344 92.
4. (a) Ls = 1.25  ; (b) p0 = 0.333 42;
(c) Ws = 0.25 .
6. λ = 2 /( ·  ), µ = 0.5
 /, R = 5, K = 5.
(a) 
  =5 − Ls = 1
 .
(b) p5 = 0.327 68.
(c) pn
2 = 0.057 92.

12.7A
2. (a) E{t} = 14

, var{t}=12

2 . Ls = 7.867 2 .
4. λ = 0.062 5 /

, E{t} = 15

, var{t} = 9.33

2 .
(a) p0 = 0.062 5; (b) Lq = 7.3 ;
(c) Ws = 132.17

.
34

C(
)

12.9A
2.
(M/M/1) : (GD/10/10).   1 

 $431.50,   2


 $386.50.

c2 λ
4. (b) µ = λ + c1 ; (c) 

=2 725 /.

12.9B
2. (a) 2  

$86.4, 3  


$94.80.
(b) 2  , 
 =$30 × Ws = $121.11; 3  

$94.62.
4.  

λ = 0.361 25/, µ = 10/.  (M/M/1) : (GD/20/20)
 Ls = 0.705 29  .   =$36.60, 3  

=$60.


12.9C
1. (a)  
5; (b)  
4.


C (
) 


13

 13.1A
2. (1, 0)
(0, 2)
Q ,  0 < λ < 1,  λ(1, 0) + (1 − λ)(0, 2) = (λ, 2 − 2λ) 
 Q .

 13.1B
2. (b) ,
x1 > 1, 0 < x2 < 1.
 C.14.
(d) . (f ) .

 C.14

3. (a) 
,  det(B) = −4.

(d) 
, 



3 .

 13.1C
1.

−1 0.3 −0.2
B =
0.1 0.1

x1 x2 x3 x4 
z 1.5 −0.5 0 0 21.5
x3 0 0.5 1 0 2
x4 0.5 0 0 1 1.5



, 
.
4.  z = 34.
max z = 2x1 + 5x2 s.t. x1
4, x2
6, x1 + x2
8, x1 , x2  0.



,

 * .
2

C(
) 


 13.2A
1. (a) P 1 
. (b) B = (P 2 , P 4 )


.

2. 
 X B , 


{zj − cj } = cB B −1 B − cB = cB I − cB = cB − cB = 0

7.
,  
n − m.

10.
,  
, 



.
1 β
11. (a)  xj = α
,  xj . (b)  xj = α
,  xj .

 13.2B
2. (b) (x1 , x2 , x3 ) = (1.5, 2, 0), z = 5.

 13.3A
2. (b) (x1 , x2 , x3 , x4 , x5 , x6 ) = (0, 1, 0.75, 1, 0, 1), z = 22.

 13.4A
2. max w = Y b s.t. Y A
c, Y  0.

 13.4B
5.  1: (b1 , b2 , b3 ) = (4, 6, 8) ⇒ 
  = 34.
 2: (c1 , c2 ) = (2, 5) ⇒   = 34.

7. min w = Y b s.t. Y A = C, Y .

 13.5A
1. − 27
t < 1.

2. (a)

  t 

1
(x2 , x3 , x6 ) = (5, 30, 10) 0
t
3
(x2 , x3 , x1 ) = ( 25
4
, 90
4
, 5) 1
3

t
5
2
5 5
(x2 , x4 , x1 ) = ( 2 , 15, 20) 2

t < ∞

 
3t2 t2
5. {zj − cj }j=1,4,5 = 4 − 3t
2
− 2
,1 − t2 , 2 − t
2
+ 2
.  0
t
1,

.

 13.5B
1. (a) t1 = 10, B 1 = (P 2 , P 3 , P 4 ).

2.
t = 0 , (x1 , x2 , x4 ) = (0.4, 1.8, 1).  0
t
1.5, 


.  t > 1.5, 

.


C(
) 


3

14

 14.1A
1. (a)
 0.15
0.25. (b) 0.571. (c) 0.821.

2. n  23.

3. n > 253.

 14.1B
5
3. 32
.

4.  p =Liz ,  John  3p, 

 Jim . Ann 

6p.  4 ,

p + 3p + 3p + 3p + 6p = 1.
3 7 6
(a) 13
. (b) 13
. (c) 13
.

 14.1C
3. (a) 0.375. (b) 0.6.

7. 0.954 5.

 14.2A
2. (a) K = 20.

3. P{  1 100} = 0.3.

 14.3A
3. (a) P{50
 
70} = 0.666 7.
(b)  

 = 2.67.
(c)

 = $22.33.

 14.3B
1.  =3.667
 =1.556.

 14.3C
1. (a) P(x1 = 1) =P(x2 = 1) = 0.4, P(x1 = 2) = P(x2 = 2) = 0.2, P(x1 = 3) =P(x2 =
3) = 0.4.
(b) 
 P(x1 , x2 ) =P(x1 )P(x2 ).

 14.4A
 1 10
1. 2
.

2. 0.054 7.
4

C(
) 


 14.4B
1. 0.864 6.

3. (a) P{n = 0} = 0. (b) P{n  3}; 1.

 14.4C
1. λ = 12 /
. P{t
5} = 0.63.

 14.4D
2. 0.001 435.

15

 15.1A
1. (a)  537  ,  1 000 .

 15.1B
2. y ∗ = 317.82 , R∗ = 46.82 .

3. y ∗ = 316.85 , R∗ = 58.73 .
 15.1-2 , y ∗ = 319.44 , R∗ = 93.61 .

  15.1-2 ,  R∗ , .

 15.2A
3. 0.43
p
0.82.

6. 32 .

 15.2B
1.  x < 4.53,  9 − x , .

 15.3A
2.  x < 4.61,  4.16 − x , .

16

 16.1A
1. (a) P{H} =P{T } = 0.5.  0
R
0.5, Jim  10  0.5
R
1, Jan
 10 .

7.   0
R
0.5, L = 1  0.5
R
1, L = 2 . 

 0
R
0.2,  = 0  0.2
R
0.9,  = 1 
;  0.9
R
1,  = 2 .
 R  L.  L = 1 ,


C(
) 


5

 R ,  L = 2, 
,
, .

 16.2A
1. (a) .

 16.3A
4. 
 C.15.

 C.15

 16.3B
1. t = − λ1 ln(1 − R),  λ = 4 .

 R t( ) 
1 – – 0
2 0.058 9 0.015 176 0.015 176
3 0.673 3 0.279 678 0.294 855
4 0.479 9 0.163 434 0.458 288

2. t = a + (b − a)R.

4. (a) 0
R
0.2: d = 0; 0.2
R
0.5: d = 1; 0.5
R
0.9: d = 2; 0.9
R
1:

d = 3;
ln(1−R)
9.  0
R
p,  x = 0;  x =( ln q
).

 16.3C
1. y = − 15 ln(0.058 9 × 0.673 3 × 0.479 9 × 0.948 6) = 0.803  .

2. t = x1 + x2 + x3 + x4 ,  xi = 10 + 10Ri , i = 1, 2, 3, 4.

 16.4A
1.
 16.4-1 ,   4.
,
 50  

, 



.

 16.5A
2. (a)

. (b)
 .

3. (a) 1.48 . (b) 7.4  .

6

C(
) 


 16.6A
2.  15.07
µ
23.27.

17

 17.1A
2. S1:


S2: 

S3: 

S4:
 
S5:   

S1 S2 S3 S4 S5
S1 0.4 0.6 0 0 0
S2 0.1 0.3 0.6 0 0
S3 0.1 0 0.5 0.4 0
S4 0.4 0 0 0 0.6
S5 1 0 0 0 0

 17.2A
2. 
S1 S2 S3 S4 S5
0 0 1 0 0





S1 S2 S3 S4 S5
S1 0.4 0.6 0 0 0
S2 0.1 0.3 0.6 0 0
S3 0.1 0 0.5 0.4 0
S4 0.4 0 0 0 0.6
S5 1 0 0 0 0

 (2  2  )   (P 2 )

S1 S2 S3 S4 S5
S1 0.22 0.42 0.36 0 0
S2 0.13 0.15 0.48 0.24 0
S3 0.25 0.06 0.25 0.2 0.24
S4 0.76 0.24 0 0 0
S5 0.4 0.6 0 0 0

 2  = (0 0 1 0 0)P 2


C(
) 


7

  (2 )
S1 0.25
S2 0.06
S3 0.25
S4 0.2
S5 0.24

P{
, S4, 2  }=0.2.

 17.3A
1. (a)  excelMarkovChains.xls, 


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

 17.4A
1. (a) 



S C R
S 0.8 0.2 0
C 0.3 0.5 0.2
R 0.1 0.1 0.8

 
(π1 , π2 , π3 ) = (π1 , π2 , π3 )P
π1 + π2 + π3 = 1


  
S 0.50 2.0
C 0.25 4.0
R 0.25 4.0

 =2 × 0.5 + 1.6 × 0.25 + 0.4 × 0.25 = $1 500
(b)  µSS = 2 , 
.

5. (a) 






 0.95 0.04 0.01

0.06 0.9 0.04

0 0.1 0.9

(b)

  
 0.441 175 2.266 672 8

0.367 646 2.720 008 9

0.191 176 5.230 789 2

44.12% 
, 36.76%

, 19.11% 

.
8

C(
) 


(c) 

 =0.12($5 000 × 0.367 6 + 12 000 × 0.191 1) × 70 000 000
= $34 711 641 097.07

14. (a)  =(i, j, k)=( −2 ,  −1 ,  ),

i, j, k = (0  1)
,   ,  (1-0-0) 
 (0-0-1).

0-0-0 1-0-0 0-1-0 0-0-1 1-1-0 1-0-1 0-1-1 1-1-1

0-0-0 0.1 0 0 0.9 0 0 0 0
1-0-0 0.2 0 0 0.8 0 0 0 0
0-1-0 0 0.2 0 0 0 0.8 0 0
0-0-1 0 0 0.2 0 0 0 0.8 0
1-1-0 0 0.3 0 0 0 0.7 0 0
1-0-1 0 0 0.3 0 0 0 0.7 0
0-1-1 0 0 0 0 0.3 0 0 0.7
1-1-1 0 0 0 0 0.5 0 0 0.5

(b)
 
0-0-0 0.014 859
1-0-0 0.066 865
0-1-0 0.066 865
0-0-1 0.066 865
1-1-0 0.178 306
1-0-1 0.178 306
0-1-1 0.178 306
1-1-1 0.249 629

3 


 = 1(0.066 865 + 0.066 865 + 0.066 865)
+2(0.178 306 + 0.178 306 + 0.178 306)
+3(0.249 629) = 2.019 32
 = 2.019 32/3 = 0.673 11

 17.5A

1. (a) 
1 2 3 4 5
1 0 0 0 0



:
1 2 3 4 5
0 0.333 3 0.333 3 0.333 3 0
0.333 3 0 0.333 3 0 0.333 3
0.333 3 0.333 3 0 0 0.333 3
0.5 0 0 0 0.5
0 0.333 3 0.333 3 0.333 3 0


C(
) 


9

  (3 ) 
1 0.074 07 0.214 286
2 0.296 3 0.214 286
3 0.296 3 0.214 286
4 0.259 26 0.142 857
5 0.074 07 0.214 286

(b) a5 = 0.074 07
(c) π5 = 0.214 286
(d) µ5 = 4.666 6
(I − N)−1 Mu
1 2 3 5
1 2 1 1 0.666 7 4.666 6
2 1 1.625 0.875 0.333 3 3.833 3
3 1 0.875 1.625 0.333 3 3.833 3
4 1 0.5 0.5 1.333 3 3.333 3

5. (a) 



A B C
A 0.75 0.1 0.15
B 0.2 0.75 0.05
C 0.125 0.125 0.75

(b)

 
A 0.394 737
B 0.307 018
C 0.298 246

A: 39.5%, B:30.7%, C:29.8%

(c)
(I − N)−1 Mu
A C B
A 5.714 29 3.428 57 A 9.142 86
C 2.857 14 5.714 29 C 8.571 43

1 2 C
A 5.882 35 2.352 94 A 8.235 29
B 4.705 88 5.882 35 B 1.588 2

A→B: 9.14 
A→C: 8.23 

 17.6A

2. (a)  1 , 2 , 3 , 
10

C(
) 


 P
1 2 3 
1 0 0.3 0 0.7
2 0 0 0.1 0.9
3 0 0 0 1
 0 0 0 1

(b)
(I − N)−1 Mu
1 2 3 
1 1 0.3 0.03 1 1.33
2 0 1 0.01 2 1.1
3 0 0 1 3 1


 1.33 .

8. (a)
 P
1 2 3 4 F
1 0.2 0.8 0 0 0
2 0 0.22 0.78 0 0
3 0 0 0.25 0.75 0
4 0 0 0 0.3 0.7
F 0 0 0 0 1
(b)
(I − N)−1 Mu
1 2 3 4 F
1 1.25 1.282 1.333 1.429 1 5.29
2 0 1.282 1.333 1.429 2 4.04
3 0 0 1.333 1.429 3 2.76
4 0 0 0 1.429 4 1.43

(c) 


, 
16  (4 ) 
.

 =5.29,   

.
(d) 
, 

 (c).

10. (a)  0,1,2,3,D( )

 P
0 1 2 3 D
0 0.5 0.5 0 0 0
1 0.4 0 0.6 0 0
2 0.3 0 0 0.7 0
3 0.2 0 0 0 0.8
D 0 0 0 0 1

(b) 

 12 .


C(
) 


11

(I − N)−1 Mu
0 1 2 3 D
0 5.952 2.976 1.786 1.25 0 12
1 3.952 2.976 1.786 1.25 1 9.96
2 2.619 1.31 1.786 1.25 2 6.96
3 1.19 0.595 0.357 1.25 3 3.39

(c) 6.96 .

18

 18.1A
1. (a)   .
(b)
x = 0 
.
(e) x = 0
 ,
x = 0.63 
,
x = −0.63
.

4. (x1 , x2 ) = (−1, 1)  (2, 4).

 18.2A
1. (b) (∂x1 , ∂x2 ) = (2.83, −2.5)∂x2 .

 18.2B
x2 √
n
3. 2(xi − n
xi
) = 0, i = 1, 2, · · · , n − 1.  xi = C, i = 1, 2, · · · , n.
√
n
∂f = 2δ C 2−n .
5
6. (b) (x1 , x2 , x3 , x4 ) = (− 74 , − 10
74
, 155 60
, ),
74 74

 .

 18.2C
2.  (x1 , x2 , x3 ) = (−14.4, 4.56, −1.44)
(4.4, 0.44, 0.44).

19

 19.1A
2. (c) x = 2.5,    ∆=0.000 001.
(e) x = 2,    ∆=0.000 001.

 19.1B
1.  , ∇f (X ) = ∇f (X 0 ) + H (X − X 0 ). Hessie  H X , 
f (X )
. , ,

 
.  , ∇f (X ) =
0 , 
 X = X 0 − H −1 ∇f (X 0 ).  X  ∇f (X) = 0 ,   X 0 

, X .
12

C(
) 


 19.2A
2. x1 = 0, x2 = 3, z = 17.

4.  wj = xj + 1, j = 1, 2, 3,v1 = w1 w2 , v2 = w1 w3 , 
max z = v1 + v2 − 2w1 − w2 + 1
s.t. v1 + v2 − 2w1 − w2
9
ln v1 − ln w1 − ln w2 = 0
ln v2 − ln w1 − ln w3 = 0



 19.2B
1. x1 = 1, x2 = 0, z = 4.

2. x1 = 0, x2 = 4, x3 = 0.7, z = −2.35.

 19.2C
1. max z = x1 + 2x2 + 5x3
s.t. 2x1 + 3x2 + 5x3 + 1.28y
10
9x21 + 16x23 − y 2 = 0
7x1 + 5x2 + x3
12.4
x1 , x2 , x3 , y  0

20

 20.1A
1. 
 C.16.

 C.16

 20.1B
1.  1:  .


C(
) 


13

x12 x13 x24 x32 x34

min z 1 5 3 4 6
 1 1 1 = 50
 2 −1 1 −1 = −40
 3 −1 1 1 = 20
 4 −1 −1 = −30
 0 30 10 10 0
 ∞ 40 ∞ ∞ ∞

 2  .
x12 x13 x24 x32 x34
min z 1 5 3 4 6
 1 1 1 = 20
 2 −1 1 −1 = −40
 3 −1 1 1 = 40
 4 −1 −1 = −20
 ∞ 10 ∞ ∞ ∞

 20.1C
1.  = 9 895 .  1  210 ,  3  220 .

5.  = 24 300 . 

.

 1  2


 1 0 500


 2 450 0


 3 0 300


 1 1 000 0


 2 0 1 000

 20.2A
1. (c)

 x2
M . ,

(x1 , x2 ) = α1 (0, 0) + α2 (10, 0) + α3 (20, 10) + α4 (20, M ) + α5 (0, M )

α1 + α2 + α3 + α4 + α5 = 1, αj  0, j = 1, 2, · · · , 5

2.
 1(x1 , x2 ) = α1 (0, 0) + α2 ( 12

5
, 0) + α3 (0, 12)

 2(x4 , x5 ) = β1 (5, 0) + β2 (50, 0) + β3 (0, 10) + β4 (0, 5)
α1 = α2 = 0, α3 = 1 ⇒ x1 = 0, x2 = 12

β1 = 0.488 9, β2 = 0.511 1, β3 = β4 = 0 ⇒ x4 = 28, x5 = 0

6. 
,



.


(x1 , x2 , x3 , x4 ) = ( 53 , 15
3
, 0, 20), z = 195.
14

C(
) 


22

 22.1A
2.  1 , .  2 , .  3  .

 22.2A
1.  1 ,  $10 000.  2 , 

.  3 .  4 

.


 $35 520
4.
 2  1, 3  2, 3  3.

 22.3A
3.  1  $1,  2  $1,  3  $1 .  =0.109 375.

23

 23.1A
2.  ,  1  ,  2  ,  3  ,  1  2  ,  1  3
 ,  2  3  ,    .

 23.2A
1.  1 
 2 , .  3 .
3.  ,  2 
.

 23.3A
1.
 1 .


D 



D.1 

D.1.1 


 p1 , p2 , · · · , pn

n ,
P , 

P = (p1 , p2 , · · · , pn )

 P
 n  ( ), P  i 


pi . , P = (1, 2) 
.

D.1.2 
 ()

 n 

P = (p1 , p2 , · · · , pn )
Q = (q1 , q2 , · · · , qn )
R = (r1 , r2 , · · · , rn )

 R = P ± Q  i 
 ri = pi ± qi . ,   P , Q, S, 

P +Q=Q+P ()
(P ± Q) ± S = P ± (Q ± S) ()
P + (−P ) = 0 ()

D.1.3 





 P
 (
)θ, 

Q = θP = (θp1 , θp2 , · · · , θpn )

P θ   . ,  P , S
 θ, γ,

θ(P + S) = θP + θS (
)
θ(γP ) = (θγ)P ()

D.1.4 



 P 1 , P 2 , · · · , P n




, 


n
θj P j = 0 ⇒ θj = 0, j = 1, 2, · · · , n
j=1
844

D 





n
θj P j = 0,  θj = 0
j=1





. , 

P 1 = (1, 2), P 2 = (2, 4)

,  θ1 = 2
θ2 = −1, 

θ1 P 1 + θ2 P 2 = 0

D.2

D.2.1




.  A 
aij  i  j . 
m 
n  m × n  () . , 
 (4 × 3) 
⎛ ⎞
a11 a12 a13
⎜ a21 a22 a23 ⎟
⎜ ⎟
A=⎜ ⎟ = aij 4×3
⎝ a31 a32 a33 ⎠
a41 a42 a43

D.2.2 

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

 1, 



 0. 
 (3 × 3) 
⎛ ⎞
1 0 0
⎜ ⎟
I3 = ⎝ 0 1 0⎠
0 0 1

(3) 


 1  n .
(4) 


 m  1 .
(5)  AT  A 
(transpose), 
 i
j, A 
aij

AT 
aji . ,
⎛ ⎞
1 4  
⎜ ⎟ 1 2 3
A = ⎝2 5 ⎠ ⇒ AT =
4 5 6
3 6

(6)  B = 0

(zero matrix),  B 



.
(7)  A = aij , B = bij  
, 

, 

 i, j
 aij = bij .
 D.2

845

D.2.3




  ()
. , 


 (


D.2.6).

 ()  A = aij 
B = bij , 

(m × n) ,


,
 D = A + B 

 .  

dij m×n = aij + bij m×n

 A, B, C , 

A+B =B+A ()

A ± (B ± C) = (A ± B) ± C ()
(A ± B)T = AT ± B T



 A = aij 
B = bij , 
 A 

 B , 

 D = AB .  A
(m × r) , B
(r × n) ,  D
(m × n)
,  m
n 
.

, D 


r
dij = aik bkj , 
 i
j
k=1

,     
1 3 5 7 9
A= , B=
2 4 6 8 0


    
1 3 5 7 9 1×5+3×6 1×7+3×8 1×9+3×0
D= =
2 4 6 8 0 2×5+4×6 2×7+4×8 2×9+4×0
 
23 31 9
=
34 46 18

, AB = BA, 
BA .


I m A = AI n = A, I m , I n 
(AB)C = A(BC)
C(A ± B) = CA ± CB
(A ± B)C = AC ± BC
αAB = (αA)B = A(αB), α
 



 A
 (m × r) , B
 (r × n) ,  A
B 

 ⎛ ⎞
  B 11 B 12
A11 A12 A13 ⎜ ⎟
A= , B = ⎝ B 21 B 22 ⎠
A21 A22 A23
B 31 B 32
846

D 



, 
 i, j, Aij 

 B ij , 
 
A11 B 11 + A12 B 12 + A13 B 31 A11 B 12 + A12 B 22 + A13 B 32
A×B =
A21 B 11 + A22 B 21 + A23 B 31 A21 B 12 + A22 B 22 + A23 B 32

,
⎛   ⎞ ⎛ ⎞
⎛ ⎞⎛ ⎞ 1 ⎛ ⎞
1 2 3 4 ⎜ (1)(4) + ( 2 3 ) 8 ⎟ ⎜ ⎟ 30
⎜ ⎟⎜ ⎟ ⎜ ⎟ ⎜ 4 + 2 + 24 ⎟ ⎜ ⎟
⎝1 0 5⎠⎝1⎠ = ⎜      ⎟ = ⎜     ⎟ = ⎝ 44 ⎠
⎝ 1 0 5 1 ⎠ ⎝ 4 40 ⎠
2 5 6 8 (4) + + 61
2 5 0 8 8 53

D.2.4


 n  ⎛ ⎞
a11 a12 ··· a1n
⎜ ⎟
⎜ a21 a22 ··· a2n ⎟
A=⎜
⎜ .. .. .. ⎟
⎟
⎝ . . . ⎠
an1 an2 ··· ann
, 
Pj1 j2 ···jn = a1j1 a2j2 · · · anjn

 A 

 j1 , j2 , · · · , jn 

. 

1, j1 j2 · · · jn


∈j1 j2 ···jn =
0, j1 j2 · · · jn
 

 ρ

 n!  
,  A  


∈j1 j2 ···jn Pj1 j2 ···jn
ρ

 detA  |A|.
 ⎛ ⎞
a11 a12 a13
⎜ ⎟
A = ⎝ a21 a22 a23 ⎠
a31 a32 a33

|A| = a11 (a22 a33 − a23 a32 ) − a12 (a21 a33 − a31 a23 ) + a13 (a21 a32 − a22 a31 )

 .
(1) 

, 
.
(2) |A| = |AT |.
(3)  B
 A

 ,  |B| = −|A|.
(4)  A  () ,  |A| = 0.
(5)   α 
 ()  ,  |A| .
 D.2

847

(6) 


  α, 


 .
(7)  A
B
 n , 

|AB| = |A||B|


 |A| 

aij 
 Mij
 A
  i 
 j 
 . ,  ⎛ ⎞
a11 a12 a13
⎜ ⎟
A = ⎝ a21 a22 a23 ⎠
a31 a32 a33
   
 a22 a23  a a13 
M11 =   , M22 =  11 ,···
a32 a  33
a
31 a  33

i+j


 Aij = (−1) Mij  B 
aij (cofactor),
 A  ||Aij || , 
⎛ ⎞
A11 A21 ··· An1
⎜ ⎟
⎜ A 12 A22 ··· An2 ⎟
adj A = Aij T = ⎜
⎜ .. .. .. ⎟
⎟
⎝ . . . ⎠
A1n A2n ··· Ann
,  ⎛ ⎞
1 2 3
⎜ ⎟
A = ⎝2 3 2⎠
3 3 4
2 3
 A11 = (−1) (3 × 4 − 2 × 3) = 6, A12 = (−1) (2 × 4 − 3 × 2) = −2, · · · , 
⎛ ⎞
6 1 −5
⎜ ⎟
adj A = ⎝ −2 −5 4 ⎠
−3 3 −1

D.2.5 



r, 
 r. 

 (full-rank) 
 (nonsingular) . 
⎛ ⎞
1 2 3
⎜ ⎟
A = ⎝2 3 4⎠
3 5 7
A

 (singular) , 

|A| = 1 × (21 − 20) − 2 × (14 − 12) + 3 × (10 − 9) = 0

 A  r = 2,   
1 2
  = −1 = 0
2 3
848

D 



D.2.6 




 B
C
 n ,
 BC = CB = I,  B
C , 
C 
B
. 

B −1
C −1 .

BC = I, 
B

,  C = B −1 , 





.


BC = I
 
B −1 BC = B −1 I

IC = B −1

C = B −1


, 
 .
(1)  A
B  n ,  (AB)−1 = B −1 A−1 .
(2)  A ,  AB = AC
 B = C.

 n . 
⎛ ⎞⎛ ⎞ ⎛ ⎞
a11 a12 · · · a1n x1 b1
⎜ ⎟⎜ ⎟ ⎜ ⎟
⎜ a21 a22 · · · a2n ⎟ ⎜ x2 ⎟ ⎜ b2 ⎟
⎜ . .. ⎟ ⎜ ⎟ ⎜ ⎟
⎜ . .. ⎟⎜ . ⎟ = ⎜ . ⎟
⎝ . . . ⎠ ⎝ .. ⎠ ⎝ .. ⎠
an1 an2 · · · ann xn bn

 xi
 , aij
bi 
.  n 



AX = b


,

A .  

A−1 AX = A−1 b


X = A−1 b

D.2.7







  A
n ,
⎛ ⎞
A11 A21 ··· An1
⎜ ⎟
1 1 ⎜ A12 A22 ··· An2 ⎟
A−1 = adj A = ⎜ . .. .. ⎟
|A| |A| ⎜ . ⎟
⎝ . . . ⎠
A1n A2n ··· Ann

TORA 


 LU
.
Press
 (1986).
 D.2

849

,  ⎛ ⎞
1 2 3
⎜ ⎟
A = ⎝2 3 2⎠
3 3 4
⎛ ⎞
6 1 −5
⎜ ⎟
adj A = ⎝ −2 −5 4 ⎠ , |A| = −7
−3 3 −1
 
⎛ ⎞ ⎛ ⎞
6 1 −5 − 76 − 71 5
7
1 ⎜ ⎟ ⎜ ⎟
A−1 = ⎝ −2 −5 4 ⎠=⎝ 2 5
− 47 ⎠
−7 7 7
3
−3 3 −1 7
− 73 1
7


(–
)  
 (A|I),  A .  A−1 , 


(A−1 A|A−1 I) = (I|A−1 )

 ,
,  A  I, I  A−1 .  , 

 ⎛ ⎞⎛ ⎛ ⎞ ⎞
1 2 3 x1 3
⎜ ⎟⎜ ⎟ ⎜ ⎟
⎝2 3 2 ⎠ ⎝ x2 ⎠ = ⎝ 4 ⎠
3 3 4 x3 5
X 


 

A−1 (A|I|b) = (I|A−1 |A−1 b)


 


0 ⎛   ⎞
1 2 3  1 0 0  3
⎜   ⎟
A = ⎝2 3 2 0 1 0 4⎠
 
3 3 4 0 0 1 5

1  
⎛ ⎞
1 2 3  1 0 0  3
⎜   ⎟
A=⎝ 0 −1 −4  −2 1 0  −2 ⎠
 
0 −3 −5  −3 0 1  −4

2  
⎛ ⎞
1 0 −5  −3 2 0  −1
⎜   ⎟
A=⎝ 0 1 4  2 −1 0  2 ⎠
 
0 0 7  3 −3 1  2

3  
⎛ ⎞
1 0 0  − 67 − 17 5
7


3
7
⎜  2 5 4  6 ⎟
A=⎝ 0 1 0  −7  ⎠
 7 7  7
0 0 1  3
7
− 37 1
7
 2
7
850

D 



3

 x1 = 7
, x2 = 67 , x3 = 2
7
. A , 
.




 
 B
B next , . 
, B −1 ,  B −1
next
 

B −1
next = EB
−1

 E  B  P j  P r
 B next ,  E 

 m  r  
⎛ −(B −1 P ) ⎞
j 1
⎜ −(B −1 P j )2 ⎟
⎜ ⎟
⎜ .. ⎟
⎜ ⎟
1 ⎜ . ⎟
ξ= ⎜ ⎟ , (B −1 P j )r = 0
(B −1 P j )r ⎜ +1 ⎟ ←  r 
⎜ ⎟
⎜ .. ⎟
⎝ . ⎠
−(B −1 P j )m

 (B −1 P j )r = 0,  B −1
next 
.
 B −1
next .  F  m ,  r  (B
−1
P j)

, 
F = (e1 , · · · , er−1 , B −1 P j , er+1 , · · · , em )
 B next B 
 r  B −1 P j , 

B next = BF

 ,
B −1
next = (BF )
−1
= F −1 B −1
 E = F −1 ,  .
 
  B .  B 0 = I = B −1
0 
,  B 1 ,  B 
, 

B −1 −1
1 = E 1B 0 = E 1I = E 1

,  B i ,  i  B  i  , 

B −1
i = E i B −1 −1
i−1 = E i E i−1 B i−2 = · · · = E i E i−1 · · · E 1


  B,
B −1 = E n E n−1 · · · E 1

 . 
⎛ ⎞
2 1 0
⎜ ⎟
B = ⎝0 2 0⎠
4 0 1
 D.2

851

0 ⎛ ⎞
1 0 0
⎜ ⎟
B 0 = B −1
0 = ⎝0 1 0⎠
0 0 1

1
⎛ ⎞ ⎛ ⎞←r=1
2 0 0 2
⎜ ⎟ ⎜ ⎟
B1 = ⎝ 0 1 0⎠, B −1
0 P 1 = P 1 = ⎝ 0⎠
4 0 1 4
⎛ ⎞ ⎛ 1 ⎞
+ 21 0 0 2
0 0
⎜ 0 ⎟ ⎜ ⎟
E1 = ⎝ −2 1 0⎠, B −1
1 = ⎝ 0 1 0 ⎠
− 24 0 1 −2 0 1

2
⎛ ⎞
2 1 0
⎜ ⎟
B2 = ⎝ 0 2 0⎠ = B
4 0 1
⎛ 1
⎞⎛ ⎞ ⎛ 1 ⎞
2
0 0 1 2
⎜ ⎟⎜ ⎟ ⎜ ⎟
B −1
1 P2 =⎝ 0 1 0 ⎠⎝2⎠ = ⎝ 2 ⎠ ← r = 2
−2 0 1 0 −2
⎛ 1 ⎞ ⎛ ⎞
1 −22
0 1 − 14 0
⎜ ⎟ ⎜ ⎟
E2 = ⎝ 0 + 21 0⎠ = ⎝ 0 1
2
0 ⎠
0 − −2
2
1 0 1 1
⎛ ⎞⎛ ⎞ ⎛ ⎞
1 − 14 0 1
2
0 0 1
2
− 14 0
⎜ ⎟⎜ ⎟ ⎜ ⎟
B −1 = B −1 −1
2 = E 2B 1 = ⎝ 0
1
2
0 ⎠⎝ 0 1 0 ⎠=⎝ 0 1
2
0 ⎠
0 1 1 −2 0 1 −2 1 1

  n  A
B, 


⎛ ⎞
A11 A12
⎜ (p × p) (p × q) ⎟
⎜ ⎟
A=⎜ ⎟ , A11 
⎝ A21 A22 ⎠
(q × p) (q × q)
⎛ ⎞
B 11 B 12
⎜ (p × p) (p × q) ⎟
⎜ ⎟
B=⎜ ⎟,
⎝ B 21 B 22 ⎠
(q × p) (q × q)
 B
A ,  AB = I n , 


A11 B 11 + A12 B 21 = I p
A11 B 12 + B 12 A22 = 0
852

D 



 BA = I n , 


B 21 A11 + B 22 A21 = 0
B 21 A12 + B 22 A22 = I q

 A11 , 
A−1

11 .  B 11 , B 12 , B 21 , B 22 , 


B 11 = A−1 −1
11 + (A 11 A12 )D
−1
(A21 A−1
11 )

B 12 = −(A−1
11 A 12 )D
−1

B 21 = −D −1 (A21 A−1
11 )

B 22 = D −1


D = A22 − A21 (A−1
11 A 12 )

  
, 

⎛ ⎞
1 2 3
⎜ ⎟
A = ⎝2 3 2⎠
3 3 4
    
2 3 2
A11 = (1), A12 = (2, 3), A21 = , A22 =
3 3 4



, A−1
11 = 1, 

     
3 2 2 −1 −4
D= − (1)(2, 3) =
3 4 3 −3 −5



5
−1 1 −5 4 7
− 47
D =− =
7 3 −1 − 37 1
7

 
     

2 5
6 1 5 7 7
− 47
B 11 = − , B 12 = − , B 21 = 3
, B 22 =
7 7 7 7 − 37 1
7

  B = A−1 .

D.2.8  Excel 


 Excel 

(1) ; (2) ;
(3) ; (4) .
 D.1

( excelMatManip.xls).
 1() , A

(2 × 3) , 


A4:C5. Transpose(A),  AT , 


 E4:F6 , 

 D.3    853

 D.1  Excel  ( excel Mat Manip.xls)

(1)
E4 

 =TRANSPOSE(A4:C5);
(2)
 () 
 E4:F6;
(3)  F2 ;
(4)  CTRL+SHIFT+ENTER .

 2 , 

 A
B 


A10:C13
A16:A18 , 
 E10:E13. 

E10 
 =MMULT(A10:C13, A16:A18), 
 1  2   4  ( E4:F6  E10:E13). 
MMULT(A16:A18,
A10:C13) .
 3 , 
 A22:C24 
E22 

=MINVERSE(A22:C24)  E22:G24 ,   1  2   4 . 
,
 4 ,

E28 
 =MDETERM(A28:C30), 
 A28:C30 
.

D.3   

X = (x1 , x2 , · · · , xn )T
854

D 



⎛ ⎞
a11 a12 ··· a1n
⎜ ⎟
⎜ a21 a22 ··· a2n ⎟
A=⎜
⎜ .. .. .. ⎟
⎟
⎝ . . . ⎠
an1 an2 ··· ann


n 
n
Q(X) = X T AX = aij xi xj
i=1 j=1

. 
 A
,  aij
aji (i = j) 



aij +aji

 2

 Q(X) .
 . 
⎛ ⎞⎛ ⎞
1 0 1 x1
⎜ ⎟⎜ ⎟
Q(X) = (x1 , x2 , x3 ) ⎝ 2 7 6 ⎠ ⎝ x2 ⎠
3 0 2 x3

 ⎛ ⎞⎛ ⎞
1 1 2 x1
⎜ ⎟⎜ ⎟
Q(X) = (x1 , x2 , x3 ) ⎝ 1 7 3 ⎠ ⎝ x2 ⎠
2 3 2 x3

,
 2
, A
. 
 A
.


(1) 
, 
 X = 0,  Q(X) > 0.
(2) 
, 
 X, Q(X)  0, 

X = 0,
 Q(X) = 0.
(3) 
,  −Q(X)
.
(4) 
,  −Q(X)
.
(5) 
,

.


, 


.


(1) Q(X)
 (),  A 


 ( ) .


,  A 
 ().
(2) Q(X)
,  A  k 

(−1)k , k = 1, 2, · · · , n.


,  A 
 ().
(3) Q(X)
 ,  A  k 
, 
(−1)k , k =
1, 2, · · · , n.

An×n  k 

 
 a11 a12 · · · a1k 
 
 a21 a22 · · · a2k 

 . .. ..  , k = 1, 2, · · · , n.
 .
 . . . 

a a ··· akk 
k1 k2
 D.4  855

D.4 




 f (X ) 

, 
 X 1
X 2 , 

f (λX 1 + (1 − λ)X 2 ) < λf (X 1 ) + (1 − λ)f (X 2 )

 0 < λ < 1. ,  f (X ) 
,  −f (X)

.

 () 

 (

D.3)

f (X ) = CX + X T AX

 C

, A .

,  A
,  f (X)



,  A
,  f (X)

.


1. 

⎛ ⎞ ⎛ ⎞
⎛ ⎞ ⎛ ⎞ ⎛ ⎞ 2 4
1 −2 1 ⎜ ⎟ ⎜ ⎟
⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ −3 ⎟ ⎜ −6 ⎟
(a) ⎝ −2 ⎠ ⎝ 4 ⎠ ⎝ −2 ⎠ (b) ⎜ ⎟ ⎜ ⎟
⎜ 4 ⎟ ⎜ 8 ⎟
⎝ ⎠ ⎝ ⎠
3 −2 −1
5 10
2.  ⎛ ⎞ ⎛ ⎞
1 4 9 7 −1 2
⎜ ⎟ ⎜ ⎟
A=⎝ 2 5 −8 ⎠ , B = ⎝ 9 4 8 ⎠
3 7 2 3 6 10

(a) A + 7B (b) 2A − 3B (c) (A + 7B)T
3.
 2 ,  AB = BA.
4. 
 ⎛ ⎞
1 5 7 ⎛ ⎞
⎜ ⎟ 2 3 −4 5
⎜ 2 −6 ⎟
9 ⎟ ⎜ ⎟
A=⎜
⎜ 3 , B = ⎝ 1 2 6 7 ⎠
⎝ 7 2 ⎟
⎠
3 1 0 9
4 9 1

 AB.
5.
 2 ,  A−1
B −1 .
(a) . (b) .
(c)  . (d)
.
6.  ⎛ ⎞ ⎛ ⎞
5
2 1 2 4
− 85 − 83
⎜ ⎟ ⎜ ⎟
B = ⎝0 2 1 ⎠ , B −1 = ⎝ 1
2
1
4
− 41 ⎠
1 1
4 0 5 −1 2 2
856

D 



 3  P 3  V 3 = P 1 + 2P 2
, 

 
. 
 
.
7.  

.
(a) x1 + 2x2 = 3 (b) x1 + 2x2 = 5
x1 + 4x2 = 2 −x1 − 2x2 = −5
(c) x1 + 7x2 + x3 = 5
4x1 + x2 + 3x3 = 8
x1 + 3x2 − 2x3 = 3
8. 
B.2.7 
 .
9.   
1 G
A= , B
H B
10. 


27
Q(x1 , x2 ) = 6x1 + 3x2 − 4x1 x2 − 2x21 − 3x22 −
4

11. 



Q(x1 , x2 , x3 ) = 2x21 + 2x22 + 3x23 + 2x1 x2 + 2x2 x3

12.  f (x) = ex


.

13. 
f (x1 , x2 , x3 ) = 5x21 + 5x22 + 4x23 + 4x1 x2 + 2x2 x3


.
14.
 13 ,  −f (x1 , x2 , x3 )

.

   
Hadley, G., Matrix Algebra, Addison-Wesley, Reading, MA, 1961.
Hohn, F., Elementary Matrix Algebra, 2nd ed., Macmillan, New York, 1964.
Press, W., B. Flannery, B. Teukolsky, and W. Vetterling, Numerical Recipes: The Art of
Scientific Computing, Cambridge University Press, Cambridge, England, 1986.