1

1.1

, , ,

.
,
, .

.

.

.
,
, C, D.
(mg)
:

0,2

10

20

20

10

200

10

50

15

 ,
C D 1mg, 50mg 10mg.

, ,

, .

. .
:
= 5 + 50 + 15
:
0,2 +2 +10 1

( )

20 +20 +10 50 ( C)
2 +200 +10 10 ( D)
0,

0,

, , .

.

.

,

.

, .


, , , ,
, ,
. .
150, 350 280
, 100, 130, 160, 210,
150 . , ,
:

10

22

14

12

16

26

20

19

18

21

15

11

17

(
)

Xij

i j

Xij ,

i , , j 1, 2, 3, 4, 5.
( ), ,
Z = 10 XA1 + 22 XA2 + 8 XA3 +14 XA4 + 9XA5 +
+ 12 X1 + 16 X2 + 26 X3 + 20 X4 + 19 X5 +
+ 18 X1 + 21 X2 + 15 X3 + 11 X4 + 17 X5

.
:

x A1 + x A2 + x A3 + x A4 + x A5 150

( )

x B1 + x B2 + x B3 + x B4 + x B5 350

( )

x 1 + x 2 + x 3 + x 4 + x 5 280

( )

.
:

x A1 + x 1 + x 1 = 100

( 1)

x A2 + x 2 + x 2 = 130

( 2)

x A3 + x 3 + x 3 = 160

( 3)

x A4 + x 4 + x 4 = 210

( 4)

x A5 + x 5 + x 5 = 150

( 5)

Xij

0,

i = , , ,

j = 1, 2, 3, 4, 5

1.2

x1 , x2 ,..., xr

z = f ( x ) = c x + c x + ... + c x
1

a11 x1 + a12 x2 + a13 x3 + ... + a1r xr { ,=, } b1

a21 x1 + a22 x2 + a23 x3 + ... + a2 r xr { ,=, } b2

a31 x + a32 x2 + a33 x3 + ... + a3r xr { ,=, } b3

....
....
am1 x1 + am 2 x2 + am3 x3 + ... + amr xr { ,=, } bm
1

xj 0, j = 1, 2,..., r

ij ,bi, cj . :
r

f ( x) = cjxj
j =1

(objective function).
xj, j=1,2,,r. ,
xj, j=1,2,,r. O cj,
j=1,2r
. xj 0, j = 1, 2,..., r
.

xj, j=1,2,,r. .

.


.

.
,

:

z = m ax f ( x ) = c T x
Ax { , = , } b
x 0
:
x1

x2
x = . M r1 ,

.
x
r

c1

c2
c = . M r1 ,

.
c
r

0

0
0 = . M r1 ,

.
0

b1

b2
b = . M m1

.
b
m

a11 a1r

A=
M m r
a
amr
m1

M mr m r .

,
, , .

1.3

.

.
: ) )
) .

,
x1 , x2 ,..., xr .

, y r a1 , a2 ,..., ar
, :

y(a1 x1 + 2 x2 + ... + r xr ) = a1 y( x1 ) + 2 y( x2 ) + ... + r y( xr )

.

( ) .

.
:
) ,
,

 .
.
) (.. 0 1)

.

.
.


.

1.4

..

max z = 5 x1 + 3x2
:
3 x1 + 5 x2 15
5 x1 + 2 x2 10

x1 0, x2 0
, x1, x2

. x1, x2

x1 0, x2 0

. ,
.

,
3x1 + 5 x2 15 5 x1 + 2 x2 10 .

.

X2

2
3X1+5X2=15

5X1+2X2=10
1

z=10

z=235/19

z=16

0
0

X1

3x1 + 5 x2 = 15 .
5 x1 + 2 x2 = 10

.
.

.
.
z z = 5 x1 + 3x2
z .
z,
.
z z2
3x1 + 5 x2 = 15 5 x1 + 2 x2 = 10 .
x1 =

20
45
x2 =

19
19

z =

235
.
19

10

max z = 2.5x1 + x2
:
3 x1 + 5 x2 15
5 x1 + 2 x2 10

x1 0, x2 0

12
10
8
X2

6
4

z=10

2
z=5
0
0

B2

z=3

3X1+5X2=15

5X1+2X2=10
3

X1

z=5 .

. x1 , x2
z.
. z ,
.
.
3x1 + 5 x2 = 15 5 x1 + 2 x2 = 10

11

x1 =

20
45
x2 =
maxz=5. .
19
19

,

.

:
min z=2 x1 +3 x2
:

2 x1 + x2 10
x1 + x2 4
3 x1 + 2 x2 6
x2 2

x1 0, x2 0
:

12
10
2X2-3X1=6
8
X2

6
4
z=16
2X1+X2=10
x2=2

z=10

z=5

0
0

X1

z z=10

x1 = 2 x2 = 2 , x1 + x2 = 4 , x2 = 2 .

12

max z = 2 x1 + 2 x2

x1 x2 1
0.5 x1 + x2 2

x1 0, x2 0
:
7
6
5

X1-X2=-1

-0,5X1+X2=2

X2
3
2

z=12

z=10

z=8
0

X1

z
. z
z.
.

z.

13

 .
:

max z = 3x1 + 2 x2
:

x1 x2 0
x1 3

x1 0, x2 0
:

X1=3

12

z=10
10
z=5

8
X2

z=1

6
4

X1-X2=0

2
0
0

X1

x1 .

..:

max z = x1 + 2 x2
:
x1 x2 1
0.5 x1 + x2 2

x1 0, x2 0
14

7
z=8

6
5

X1-X2=-1
z=5

-0.5X1+X2=2

z=2

X2

2
1
0
0

X1

z
z=4
.

-
..:

max z = 2 x1 + 3x2
:
2 x1 + x2 10
x1 + x2 4
3 x1 + 2 x2 6

x1 0, x2 0
:

15

12
10
2X2-3X1=6
8
X2

6
4
z=16
2X1+X2=10

z=10

z=5

0
0

X1

. ( x1 , x2 )
.

.
. ,
.

16

1.5

Simplex,

/.
.
:

z = max f (x) = cT x
Ax { , = , } b
x 0

x M r 1 , c M r1 , 0 M r1 , b M m1 , A M mr ,

z = max f (x) = cT x
Ax=b
x 0

x M r1 , c M r1 , 0 M r1 , b M m1 , A M mr b 0 .

m<r

17

.
.
.

kj

j =1

x j bk xr + k 0 ,

xr + k = bk akj x j
j =1

:
r

kj

j =1

x j + xr + k = bk

xr + k .

x1 + 5 x2 + 7 x3 6

x1 + 5 x2 + 7 x3 + x4 = 6 x4 0 .

a
j =1

kj

x j bk xr + k 0

xr + k = akj x j bk
j =1

:
18

a
j =1

kj

x j xr + k = bk

xr + k .
, x1 + 3x2 + 5 x3 10
x1 + 3x2 + 5 x3 x4 = 10 x4 0 .

f ( x )

f ( x ) = - g ( x ) g ( x ) .

min f ( x ) = max g ( x ) .

min z = f ( x) = x1 + 2 x2 + 5x3

Maxz = g ( x) = x1 2 x2 5 x3 .

xi

xi 0 .

xi = xi+ xi xi+ , xi 0 . x j ,
x j = x +j , x j 0 .
x1 + 3x2 + 5 x3 = 10 x1 , x2 0 x3

x3 = x3+ x3

x1 + 3x2 + 5 x3+ 5 x3 = 10 .

(-1) .
x1 + 3x2 + 5 x3 = 10 x1 3x2 5 x3 = 10

Ax=b r
m m<r.

19

 r-m

m
m ()
.
m m
. m m ,
m
m
. r-m
.
m , det(B) 0,

XB

=B-1b,

XB

. .

.
m

xi . , m
xi .

: S

x,y S, [0,1], x + (1-)y S

1:

u,v . Au=b, u0 v=b, v0. 01

u + (1-)v .
u + (1-)v0
(u + (1-)v)= u+(1-)Av=b+(1-)b=b.

20

 u + (1-)v .

: x S (extreme

point) u,v S , x= u + (1-)v

0<<1.
:

W = x

a x
ij

( = )bi , i=1,2,...,m

2: U={x R r Ax=b, x 0}

. f(x)=cT x
U.

U f
x U. x ,
. x ,
x U.
x j U
n

j =1

x=

x
j =1

, j 0

= 1.
f ( x p ) = max f ( x j ) .
j

f ( x ) = 1 f ( x1 ) + 2 f ( x2 ) + ... + n f ( xn ) 1 f ( x p ) + 2 f ( x p ) + ... + n f ( x p ) = f ( x p )
f ( x ) f ( x ), x U f ( x ) = f ( x p )
x p
.

21

 A = ( A1 A2 ... Ar ) , Aj j Aj
m.

3:( )

x U (x)= { j 1 j r, x j > 0} . x U, x 0
U j , j I(x) ,
x .

x j, j I(x)
x= u + (1-)v , 01, u,v U. j I(x) xj=0 uj=vj=0
u=Av=b A(u-v)=0 (u j -v j )A j =0 uj=vj j I(x), j,
j I(x) . u=v x U.
x , j, j I(x)
.

uA

jI ( x )

= 0 u j .

u uj=0 j I(x) u 0 u=0.

xj>0 j I(x) 0 x u0.
(x u)=x+u=Ax=b x u U.
x=1/2(x+u)+1/2(x-u), u0 x
U.

.
.

22

 Simplex

. simplex

.
simplex
,
.

.
.
simplex
:

z = max f (x) = cT x
Ax=b
x 0

.
. .

.
,
,
.

Simplex
T simplex :
1. xB,
,
.

23

2.

yj

: y j = B 1 Aj , Aj j .
3. z j

z j = cTB y j

4. z j - c j . j z j - c j 0,

5. z j - c j <0, a k
, :

zk ck = min z j c j z j c j < 0
j

6. yik 0 , .

yik > 0 , b r

xBi

xBr
=
min
,
>
0
=
y

:
ik
i
yrk
y
ik

7. B
b r a k .
xB , :

xBi = xBi xBr

xBr =

yij
yrj

, ir

xBr
yrj

yij , z j - c j z .
8. .

24

 Simplex
simplex
,
simplex ,
. :

c1

c2

cB

xB

y1

y2

c B1

b1

x B1

y11

y12

c B2

b2

x B2

y 21

y 22

c Bm

bm

x Bm

y m1

y m2

cm

ym

y1m
y 2m

y mm

z 1 c 1 z2 c2 . . . zm cm . . .

cn
yn
y1n
y 2n

y mn

zn cn

c1
y1

xB

. ck
. yk

.
.

cn
yn

cB

cB1

b1

xB1 y1k

yr 1
yrk

y11 y1k

yr 1
yrk

y1n y1k

yrn
yrk

cB 2

b2

x B 2 y2 k

xBr
xrk

y21 y2 k

yr 1
yrk

y2 n y 2 k

yrn
yrk

cBr

br = ak

xBr
xrk

yr 1
yrk

yrn
yrk

cBm

bm

xBr
y
( zk ck ) ( z1 c1 ) r1 ( zk ck ) .
yrk
yrk

. ( zn cn )

xBm y2 m
z

xBr
xrk

ym1 ymk

yr 1
yrk

ymn ymk

yrn
yrk

yrn
( zk ck )
yrk

25

 Simplex .
,
Simplex . 1979
Khachiyan

,

Simplex. 1984 Karmarkar

Simplex.

26

1.6

.

Microsoft Excel
Solver. Solver
(Answer Report), (Sensitivity Report)
(Limits Report).

Excel

.
,
.

, , ,
.

27

 .
, ,
. ,
() ( ).
binding ()
.
.
{}
{}
,
.
not binding ( )
{} ,
. {}

.
.

.

Solver .
(Changing Cells) (Constraints).

28

 . ,
, , (Reduced Cost),
(Objective Coefficient)
.
x j 0 , j=1,2,,r (
),
, x j 1 ,
(Reduced cost).
(allowable increase) (allowable
decrease)

.
.

R.H Side

,
. :
(Shadow price)
.
,

. shadow prices


.
R.H Side .

.
29

max z = 1.5 x1 + x2
:

x1 + x2 8
3x1 + x2 18
x2 6
x1 , x2 0
:
9
3x1+x2=18

8
7
x2=6

6
5
X2
4
D

3
2
1

x1+x2=8

0
0

4
X1

D x1 = 5 x2 = 3 .
x1 + x2 8 .
x1 + x2 9 .

30


D D x1 = 4.5 x2 = 4.5 .
x1 0.5
x2 1.5. :
-(0.5)*1.5+(1.5)*1=0.75
.
, ,

x1 + x2 7 , D D x1 = 5.5 , x2 = 1.5
0.75.
:
9
3x1+x2=18

8
7
x2=6

6
5

D'

X2
4
3
2

D'
'

x1+x2=9

x1+x2=8
x1+x2=7

0
0

4
X1

x2 6 .
, x2 7 x2 5
x2 6
(not binding). x2
.

31

.
.
9
3x1+x2=18

8
x2=7

x2=6

6
x2=5

5
X2
4
D

3
2
1

x1+x2=8

0
0

4
X1

32

1.7

: , , C D.

2 , 1
10. 1 , 3
5. C
2.5 , 2.5
2. , D 5 ,
12.
1200 1600 .
, 10000.
40, 24,
36 D 23. ,
200 C 160. D
. D
100 , . ,
.

,
=
=
C= C
D= D

33

2XA +1XB +2.5XC +5X D 1200

1X A +3XB +2.5XC +0XD 1600

10X A +5X B +2XC +12XD 10000

200
C 160
D 100

.
ax Z = f(x) = 40 +24 +36 C+23 D

Solver Excel ( )

X A = 100, XB = 500, XC =0, X D = 100 18300.

,
, ,
.

34

Solver.

1)

) ,

) )
1;

1200 1201 ()
. 19,2.
18300 18319,2.
)

1600 1601
1.6 .
18300 18301,6

35

10000 10001.
.

2)

130 100.
;

100
130, .
33.33. 30
D
33.33 .
,
73. 30
30*(73)=2190 18300-2190=16110

3)

C 46 36.

) , ) ;

C 36 46

10 C .

16.
10, .
)

: ax Z = f(x) = 40 +24 +46 C+23 D. , , C,

D .
C .

36

4)

2 , 5 , 20
. 50.
;

.

. :
1= ( )*( )=19.2*2 = 38.4
2= ( )*( )=1.6*5=8
3= ( )*( )=0*20=0
:
= 1+ 2+ 3=46,4


.
46.4<50.
.
E
.

37

,
.
.
, .
. ,

.
. ,
Lagrange.
.

.

(quadratic programming)
.

2.1

, :
1. .
2. .

.
3.
.
.
4. 1 3 ,

38

5.
.

.
.
Solver
.

39


1.

., , .., 2004.

2.

., ., ,
.

3.

., , 1980

4.

., ,
, .., 2004.

5.

C.P. Bonini, W.H. Hausman, H. Bierman., Quantitive Analysis for

Management 9th edition, IRWIN.

6.

Gass S.I, .,
1974.

7.

Luenberger D., Introduction to Linear and Nonlinear Programming,

Addison Wesley, 1973

40