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97 2 La Handout 07
97 2 La Handout 07
線性規劃
7-1 線性規劃問題
7-2 線性系統與不等式系統
7-3 單形法步驟
7-4 另一種單形表
7-5 單形
16 6 x1 3 x2 60
目標函數: z 3 x1 2 x2
12
限制式: x1 2 x2 16 8
x1 2 x2 16 4
6 x1 3 x2 60
x1 0, x2 0 -4 4 8 12 16 20 x1
-4 z 12 z 24
max z 3 x1 2 x2 max z 3 x1 2 x2 0 s1 0 s2
s.t.
s.t.
x1 2 x2 16 x1 2 x2 s1 16
6 x1 3 x2 60 6 x1 3 x2 s2 60
x1 0, x2 0 x1 0, x2 0, s1 0, s2 0
x2
x1 0
20
16 6 x1 3 x2 60
s2 0
12
8
D x1 2 x2 16
4
C s1 0
A B
-4 4 8 12 16 20 x1
-4 x2 0
©2009 陳欣得 線性代數—07線性規劃 3
基解、角點解
x1 2 x2 s1 16
1 2 1 0 16
6 x1 3 x2 s2 60 6 3 0 1 60
x1 0, x2 0, s1 0, s2 0
1 2 s1 16
x2
x1 0 6 x1 3 x2 s 60
2
20
16 6 x1 3 x2 60
s2 0
12
8
D x1 2 x2 16
4
C s1 0
A B
-4 4 8 12 16 20 x1
-4 x2 0
1 2 1 0 16 12 1 1
2 0 8
6 3 0 1 60 9 3
2 0 2 1 36
12 12 x2 8
9 x1 3 s1
x2 2 2 s2 36
x1 0
20
16 6 x1 3x2 60
s2 0
12
8
D x1 2 x2 16
4
C s1 0
A B
-4 4 8 12 16 20 x1
-4 x2 0
1 2 1 0 16 1 2 s1 16
6 3 0 1 60 6 x1 3 x2 s 60
2
x2
x1 0
z 3 x1 2 x2 0 s1 0 s2 20
6 x1 3x2 60
16
s2 0
s1
3x1 2 x2 0 0
12
s2 8
4
D x1 2 x2 16
C s1 0
16 1 2
A B
3x1 2 x2 0 0 x1 x2
-4 4 8 12 16 20 x1
-4 x2 0
60 6 3
1 2 16
3 0 0 x1 2 0 0 x2 0 0
6 3 60
3x1 2 x2 0
12 1 1
2 0 8 12 12 x2 8
9 3 9 x1 3 s1
2 0 2 1 36 2 2 s2 36
x2
x1 0
z 3 x1 2 x2 0 s1 0s2 20
6 x1 3x2 60
16
s2 0
x2
3x1 0s1 2 0
12
s2 8
D x1 2 x2 16
4
C s1 0
8 12 12 A B
s2 -4 x2 0
16 1 2
3x1 2 x2 0 0 x1 x2
60 6 3
1 2 16
3 0 0 x1 2 0 0 x2 0 0
6 3 60
3x1 2 x2 0
©2009 陳欣得 線性代數—07線性規劃 8
單形表
x2
MAX X1 X2 S1 S2 x1 0
Cj 3 2 0 0 20
X2 2 1/2 1 1/2 0 8
16 6 x1 3x2 60
S2 0 9/2 0 -3/2 1 36
s2 0
Zj 1 2 1 0 16
12
Cj - Zj 2 0 -1 0
8
D
z 3 x1 2 x2 0 s1 0s2 4
x1 2 x2 16
C s1 0
x2 A B
3x1 0s1 2 0 -4 4 8 12 16 20 x1
s
2 x2 0
-4
8 12 12
3x1 0s1 2 0 9 x1 3 s1
36 2
2
12 12 8
3 2 0 9 x1 2 2 0 3 s1 2 0
2 36
2
2 x1 1s1 16
©2009 陳欣得 線性代數—07線性規劃 9
7-3 單形法步驟
x2 x1 0
MAX X1 X2 S1 S2
Cj 3 2 0 0
20
S1 0 1 2 1 0 16
16 6 x1 3x2 60
S2 0 6 3 0 1 60 s2 0
Zj 0 0 0 0 0 12
Cj - Zj 3 2 0 0
8
D x1 2 x2 16
1 2 s1 16 4
C s1 0
6 1 3 2 s 60
x x A B
2
-4 4 8 12 16 20 x1
-4 x2 0
x2 x1 0
20
16 6 x1 3x2 60
s2 0
12
8
D x1 2 x2 16
4
C s1 0
A B
-4 4 8 12 16 20 x1
-4 x2 0
x2 x1 0
20
16 6 x1 3 x2 60
s2 0
12
8
D x1 2 x2 16
4
C s1 0
A B
-4 4 8 12 16 20 x1
-4 x2 0
max z 3 x1 2 x2 z 3 x1 2 x2 0
s.t.
x1 2 x2 s1 16
x1 2 x2 s1 16 6 x1 3 x2 s2 60
6 x1 3 x2 s2 60
x1 0, x2 0, s1 0, s2 0
MAX X1 X2 S1 S2
Zj -3 -2 0 0 0
S1 1 2 1 0 16
S2 6 3 0 1 60
1 3 2 0 0 0 1 2 0 1 0 16
0 1 2 1 0 16
0 12 1 12 0 8
0 6 3 0 1 60 0 92 0 3 2 1 36
MAX X1 X2 S1 S2
Cj 3 2 0 0
X2 2 1/2 1 1/2 0 8
S2 0 9/2 0 -3/2 1 36
Zj 1 2 1 0 16
Cj - Zj 2 0 -1 0
x4
x1 x2 x3 x2
x2 x3
x2 x1 0
20
16 6 x1 3x2 60
s2 0
12
8
D x1 2 x2 16
4
C s1 0
A B
-4 4 8 12 16 20 x1
-4 x2 0
©2009 陳欣得 線性代數—07線性規劃 17