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1、 第一章 線性規(guī)劃及單純形法1用xj(j=1.25)分別代表5中飼料的采購(gòu)數(shù),線性規(guī)劃模型:2.解:設(shè)x表示在第i個(gè)時(shí)期初開始工作的護(hù)士人數(shù),z表示所需的總?cè)藬?shù),則3解:設(shè)用i=1,2,3分別表示商品a,b,c,j=1,2,3分別代表前,中,后艙,xij表示裝于j艙的i種商品的數(shù)量,z表示總運(yùn)費(fèi)收入則:5. (1) z = 4 (2)解:如圖:由圖可得:即該問(wèn)題具有唯一最優(yōu)解(3)無(wú)可行解(4)如圖:由圖知,該問(wèn)題具有無(wú)界解。6(1)(2)71)系數(shù)矩陣a: (b,b)= y1=(0,16/3,-7/6,0,0,0)t同理y2=(0,10,0,-7,0,0)t y3=(0, 3,0,0,7/2
2、,0)t y4=(7/4,-4,0,0,0,21/4)t y5=(0,0,-5/2,8,0,0)t y6=(0,0,3/2,0,8,0)t y7=(1,0,-1/2,0,0,3)t y8=(0,0,0,3,5,0)t y9=(5/4,0,0,-2,0,15/4)t y10=(0, 3,-7/6,0,0,0)t y11=(0,0,-5/2,8,0,0)t y12=(0,0,-5/2,3,5,0)t y13=(4/3,0,0,0,2,3/4)t y14=(0,10,0,-7,0,0)t y15=(0, 3,0,0,7/3,0)t y16=(0,0,3/2,0,8,0)t 基可行解:(每個(gè)x值都大于
3、0),(y3,y6,y8,y12,y13,y15,y16) 最優(yōu)解:(y3,y6, y15,y16) zmax=3p2 p3 p4,p2 p3 p5,p3 p4 p5,p2 p4 p5為奇異,只有16個(gè)基。解:(2)該線性問(wèn)題最多有個(gè)基本解?;窘?z基本可行解最優(yōu)解1x1x2x3x42-411/20032/5011/503-1/30011/6401/22050-1/202600118.基的定義 x1 x2 x3所對(duì)應(yīng)的列向量可以構(gòu)成基 b 由 x1 x2 x3 列向量構(gòu)成 = n 由 非基變量對(duì)應(yīng)的向量構(gòu)成 = (b,b)= b對(duì)應(yīng)的基解:(-13/5,37/5,0,0,3/5)9解:(1)
4、由圖知: 單純形法:化為標(biāo)準(zhǔn)形如下:c10500bcbxbx1x2x3xr0x3341090xr52018檢驗(yàn)數(shù)1050000x3014/51-3/521/510x112/50-1/58/5檢驗(yàn)數(shù)010-2-165x2015/14-3/143/210x110-1/73/70檢驗(yàn)數(shù)00-5/14-25/14-35/2所以:其中: 9.2) a點(diǎn)最大 z= 8 化為標(biāo)準(zhǔn)形:c2-100bcbxbx1x2x3x40x33510150x4620124檢驗(yàn)數(shù)2-1000x3041-1/23x111/301/64檢驗(yàn)數(shù)0-10-1/3-8 0點(diǎn)(0,0,15,24) a點(diǎn)(4,0,3,0) zmax=81
5、0.解1)要使a(0,0)成為最優(yōu)解則需c0且d0; 2)要使b(8/5,0)成為最優(yōu)解則 c0且d=0或c0且d0; 3)要使c(1,3/2)成為最優(yōu)解則 -5/2-c/d-3/4且cd0;即5/2c/d3/4且cd0;4)要使d(0,9/4)成為最優(yōu)解則c0或c=0,d011.(1)化為標(biāo)準(zhǔn)型: c2-11000bcbxbx1x2x3x4x5x60x4311100600x51-12010100x611-100120檢驗(yàn)數(shù)2-1100000x404-51-30302x11-12010100x602-30-1110檢驗(yàn)數(shù)01-30-20-200x40011-1-2102x1101/201/21
6、/215-1x201-3/20-1/21/25檢驗(yàn)數(shù)00-3/20-3/2-1/2-25(2)c2350000bcbxbx1x2x3x4x5x6x70x42231000120x5122010080x64060010160x7043000112檢驗(yàn)數(shù)235000000x402010-1/2040x5-1/32001-1/303/85x32/301001/603/80x7-24000-1/214檢驗(yàn)數(shù)-4/33000-5/60-40/30x410010-1/4-1/220x52/30001-1/12-1/22/35x32/301001/608/33x2-1/21000-1/81/41檢驗(yàn)數(shù)1/60
7、000-11/24-3/4-49/30x40001-2/3-1/81/412x110002/3-1/8-3/415x30010-11/41/223x201003/4-3/16-1/83/2檢驗(yàn)數(shù)0000-1/4-7/16-5/8-33/2(3)標(biāo)準(zhǔn)型:c35000bcbxbx1x2x3x4x50x31010040x402010120x53200118檢驗(yàn)數(shù)350000x3101004x20101/206x5300-116檢驗(yàn)數(shù)300-5/20-30x30011/3-1/32x20101/206x1100-1/31/32檢驗(yàn)數(shù)000-3/2-1-36(4)標(biāo)準(zhǔn)型c-11-1-11-11-11-m
8、-m-m0bcbxbx1x2x3x4x4“x5x5“x6x6“x7x8x9x10-mx71001-1001-110009-mx831-400002-201002-mx91.200-112-2001060x10043000000000112檢驗(yàn)數(shù)5m-1m+1-1-2mm-11-mm+11+m5m-11-5m000017m-mx70-1/34/31-1001/3-1/31-1/30028/3-1x111/3-4/300002/3-2/301/3002/3-mx90-1/310/300-114/3-4/30-1/31016/30x10043000000000112檢驗(yàn)數(shù)04/3-2/3m14/5m
9、-7/3m-11-mm-1m+15/3m-1/3-5/3m+1/30-5/3m+1/300-41/3m-2/3-mx70-1/501-12/5-2/5-1/51/51-1/5-2/5031/5-1x111/5000-2/52/56/5-6/501/52/5014/5-1x30-1/10100-3/103/102/5-2/50-1/103/1008/50x10043/100009/10-9/10-6/56/503/10-9/10136/5檢驗(yàn)數(shù)0-1/5m+11/100m-11-m2/5m-17/10-2/5m+17/103/5-1/5m1/5m-3/50-6/5m-7/5m0-31m/5-22
10、/5(5)解:標(biāo)準(zhǔn)化:c62108000bcbxbx1x2x3x4x5x6x70x556-4-4100200x63-328010250x74-21300110檢驗(yàn)數(shù)6210800000x521-208114600x6-510200-2510x34-21300110檢驗(yàn)數(shù)-34220-2200-10-1000x5110012120702x2-510201-2510x3-601702-320檢驗(yàn)數(shù)7600-660-2234-210由表可得, 因此問(wèn)題的解無(wú)界。(6)化為:標(biāo)準(zhǔn)形:z=-z(i)c-x-1-1000bcbxbx1x2x3x4x5x6-xx1100-40-25-1x20102-313-
11、1x30012-565檢驗(yàn)數(shù)0004-4x-87-2x5x+8 如圖:1. 1. x7/2 時(shí),檢驗(yàn)數(shù)0 ,最優(yōu)解:(5,3,5,0,0)t2. 2. 1x7/2時(shí),4-4x0由(i)得:c-x-1-1000bcbxbx1x2x3x4x5x6-xx1101/3-10/3-5/3020/3-1x201-1/65/3-13/6013/60x6001/61/3-5/615/6檢驗(yàn)數(shù)00x/3-7/6-10x/3+5/3-5x/3-13/6020x/3+13/63. x -2x+70 c-x-1-1000bcbxbx1x2x3x4x5x6-xx11200-6011-1x201/201-3/21/23/
12、2-1x30-110-252檢驗(yàn)數(shù)02x-200-6x-2511x+2檢驗(yàn)數(shù)0,列系數(shù)0,所以解無(wú)界。4.-3/2x4-4x0c-x-1-1000bcbxbx1x2x3x4x5x6-xx1100-10/3-5/3020/3-1x20105/3-13/6013/6-1x60011/3-5/615/6檢驗(yàn)數(shù)x/3-7/6-10x/3+5/3-5x/3-13/620x/3+13/6判斷檢驗(yàn)數(shù)的符號(hào):1)1/2x 1 ,所有檢驗(yàn)數(shù) 0(1/2x2)-1.3x1/2時(shí)表(a)c-x-1-1000bcbxbx1x2x3x4x5x6-xx11200-600110x403/5-1/101-13/100013/
13、100x60-1/51/50-2/5112/5檢驗(yàn)數(shù)02x-1-10-6x011x對(duì)-6x討論,令-6x=0 x=01 0x1/2時(shí), 檢驗(yàn)數(shù)0 (0x1/2)2-1.3x0 又 x5列的系數(shù) 0 ,所以解無(wú)界3) -1.5x0 ,又 x5的列的系數(shù)0,所以解無(wú)界(7)解:化為標(biāo)準(zhǔn)形:c164000000-m-m-mbcbxbx1x2x3x4x5x6x7x8x9x10x11x120x4-122100000000130x54-41010000000200x612100110000017-mx101000000001001-mx110100000-100102-mx1200100000-10013
14、檢驗(yàn)數(shù)1+m6+m4+m000-m-m-m0000x4-1021000200-2090x54010100-40040260x61010010200-2013-mx10100000-10010016x20100000-100102-mx1200100000-10013檢驗(yàn)數(shù)1+m04+m000-m6-m0-6-m00x4-1001000220-2-230x54000100-4104-1250x61000010210-2-110-mx10100000-10010016x20100000-1001024x300100000-10013檢驗(yàn)數(shù)1+m00000-m6410-6-m-4-m0x400010
15、0-1221-2-240x500001004-41-44-1210x6000001121-1-2-191x1100000-10010016x20100000-1001024x300100000-10013檢驗(yàn)數(shù)0000001640x80001/200-1/2111/2-1-120x5000210205-20-5290x6000-10120-1-20151x1100000-10010016x20101/200-1/2011/21/2-144x300100000-10013檢驗(yàn)數(shù)000-30040-20x80001/401/4013/40-1-3/413/40x500031-100600-6240
16、x7000-1/201/210-1/2-101/25/21x1100-1/201/200-1/2001/27/26x20101/401/4003/400-3/421/44x300100000-10013檢驗(yàn)數(shù)000-10-2000-47即:(8)解:化為標(biāo)準(zhǔn)形:c1-11-31-1-3-m-m-m-mbcbxbx1x2x3x4x5x6x7x8x9x10x11-mx8003011010006-mx9012-1000010010-mx10-100001000100-mx11001001100016檢驗(yàn)數(shù)1-mm-16m+1-m-31+m-1+3m3+m00001x30011/31/301/3000
17、2-mx9010-1-2/3-2/30-2/31006-mx10-100001000100-mx110000-1/32/31-1/30014檢驗(yàn)數(shù)1-mm-10-m-32/3-mm-1/3m-30001x300101/31/301/30002-1x2010-1-2/3-2/3001006-mx10-1000010-2/30100-mx110000-1/32/31-1/30014檢驗(yàn)數(shù)1-m00-45/3m-2m-3001x300101/20-1/21/200-1/20-1x2010-1-101-110110-mx10-10001/20-3/21/201-1/2-61x60000-1/213/2
18、-1/2003/26檢驗(yàn)數(shù)1-m00-41/2m-1001x3111000100-110-1x2-200-100-2012-2-21x5-200010-3102-3-12-1x6-10000100100檢驗(yàn)數(shù)-100-400-312(1)解:標(biāo)準(zhǔn)形:1c2-12000-m-m-mbcbxbx1x2x3x4x5x6x7x8x9-mx7111-1001006-mx8-1010-100102-mx902-100-10010檢驗(yàn)數(shù)2-1+3m2+m-m-m-m000-mx7103/2-101/210-1/26-mx8-1010-100102-1x201-1/200-1/2001/20檢驗(yàn)數(shù)205/2m
19、+3/2-m-m1/2m-1/200-mx75/200-13/21/21-3/2-1/232x3-1010-100102-1x2-1100-1/2-1/201/21/21檢驗(yàn)數(shù)5/2m+7/200-m3/2m1/2m02x1100-2/53/51/52/5-3/5-1/56/52x3001-2/5-2/51/52/52/5-1/516/5-1x2010-1/5-1/5-2/51/51/52/58/5檢驗(yàn)數(shù)0007/5-3/5-6/5由表可知此題解無(wú)界。2得一輔助問(wèn)題:c000000-1-1-1bcbxbx1x2x3x4x5x6x7x8x9-1x7111-1001006-1x8-1010-100
20、102-1x902-100-10010檢驗(yàn)數(shù)031-1-1-1000-1x7103/2-101/210-1/26-1x8-1010-1001020x201-1/200-1/2001/20檢驗(yàn)數(shù)005/2-1-11/200-3/2-1x75/200-13/21/21-3/2-1/230x3-1010-1001020x2-1100-1/2-1/201/21/21檢驗(yàn)數(shù)5/200-13/200x1100-2/53/51/52/5-3/5-1/56/50x3001-2/5-2/51/52/52/5-1/516/50x2010-1/5-1/5-2/51/51/52/58/5檢驗(yàn)數(shù)000000-1-1-1
21、0c2-12000bcbxbx1x2x3x4x5x62x1100-2/53/51/5-1x3001-2/5-2/51/52x2010-1/5-1/5-2/5檢驗(yàn)數(shù)0-334/5由表知此題屬于解無(wú)界(2)大m法,先化為標(biāo)準(zhǔn)形:z=-zc-4-100-m-mbcbxbx1x2x3x4x5x60x41201004-mx51100103-mx643-10016檢驗(yàn)數(shù)5m-44m-1-m0009m0x405/41/4105/2-mx501/41/4013/2-4x113/4-1/4003/2檢驗(yàn)數(shù)0m/4+2m/4-1003m/2+6-1x2011/54/502-mx5001/5-1/511-4x110
22、-2/5-3/500檢驗(yàn)數(shù)00m/5-7/5-m/5-8/50m+2-1x2010110x3001-15-4x1100-12000-39 原問(wèn)題唯一最優(yōu)解二階段法:引入人工變量 x5 x6得原問(wèn)題的一個(gè)輔助問(wèn)題:c0000-1-1bcbxbx1x2x3x4x5x60x41201004-mx51100103-mx643-10016檢驗(yàn)數(shù)54-100090x405/41/4105/2-mx501/41/4013/2-4x113/4-1/4003/2檢驗(yàn)數(shù)01/41/4003/2-1x2011/54/502-mx5001/5-1/511-4x110-2/5-3/500檢驗(yàn)數(shù)001/5-1/501-1
23、x2010110x3001-15-4x1100-12檢驗(yàn)數(shù)000-10c-4-100bcbxbx1x2x3x4-1x2001-150x301011-4x1100-12檢驗(yàn)數(shù)000-39(3)標(biāo)準(zhǔn)形:c-23-1000-m-mbcbxbx1x2x3x4x5x6x7x8-mx7142-100108-mx83200-10016檢驗(yàn)數(shù)-2-4m6m+32m-1-m-m0003x21/411/2-1/4001/402-mx85/20-11/2-10-1/212檢驗(yàn)數(shù)5/2m-11/40-m-5/21/2m+3/4-m003x2013/5-3/101/1003/10-1/109/5-2x110-2/51/
24、5-2/50-1/52/54/5檢驗(yàn)數(shù)00-18/513/1003x25/2100-1/2001/230x450-21-20-124檢驗(yàn)數(shù)0-103/20-m-m由表知此題解無(wú)界;(6)兩階段法:c000000-1-1bcbxbx1x2x3x4x5x6x7x8-1x7142-100108-1x83200-10016檢驗(yàn)數(shù)462-1-10000x21/411/2-1/4001/402-1x85/20-11/2-10-1/212檢驗(yàn)數(shù)5/2m-11/40-m-5/21/2m+3/4-m000x2013/5-3/101/1003/10-1/109/50x110-2/51/5-2/50-1/52/54
25、/5檢驗(yàn)數(shù)000000-1-1c-23-1000bcbxbx1x2x3x4x5x63x2013/5-3/101/1009/5-2x110-2/51/5-2/504/5檢驗(yàn)數(shù)00-18/513/1003x25/2100-1/2030x450-21-204檢驗(yàn)數(shù)0-103/20由表知此題為解無(wú)界;(4)化為標(biāo)準(zhǔn)形:c101512000-mbcbxbx1x2x3x4x5x6x70x4531100090x5-5615010015-mx721100-1152m+10m+1512+m00-m010x113/51/51/50009/50x50916110024-mx70-1/53/5-2/50-112/50
26、3/5m0010x1139/80015/80-1/800015/1012x309/1611/161/16003/2-mx70-43/800-35/80-3/80-111/200013(1) (2) (3)14c2-11000bcbxbx1x2x3x4x5x60x4311100600x51-12010100x601-1001202-110000x404-51-30302x11-12010100x602-30-111001-30-200x40011-1-2102x1101/201/21/215-1x201-3/20-1/21/2500-3/20-3/2-1/2-2515.c2-11000bcbxb
27、x1x2x3x4x5x60x22/3101/3008/30x5-4/3052/31014/30x65/304-5/30129/3-1/30-4-5/300-1x22/3101/3008/31x3-4/15012/151/5014/150x641/1500-33/15-4/5184/1544/15003/15-1/5016.17.解:由表知:(1) d=1,e=0,b=-6,f=1/3,g=0,a=7; (2)由表知所有18.證明:20解(1)第二章 線性規(guī)劃的對(duì)偶理論1.解:設(shè)分別表示a、b、c各產(chǎn)品的數(shù)量,z 表示總產(chǎn)值則: 經(jīng)濟(jì)解釋:y1,y2,y3分別表示給別人代工時(shí)所得收入,對(duì)廠方而言
28、,w越大越好,但定價(jià)不能太高,要對(duì)方容易接受,應(yīng)考慮使總收入即對(duì)方的總支出盡可能少才比較合理,廠方不會(huì)吃虧,對(duì)方也容易接受。23.證明: 是線性問(wèn)題的可行解,即該問(wèn)題存在可行解; 又其對(duì)偶問(wèn)題為:4.證明:該線性問(wèn)題的對(duì)偶問(wèn)題為: 5.證明:對(duì)偶問(wèn)題7. 7. 1)對(duì)偶問(wèn)題: 2)由題知原問(wèn)題的最優(yōu)解為 由互補(bǔ)松弛定理得:在對(duì)偶問(wèn)題中對(duì)應(yīng)第一,二個(gè)約束為緊,第三個(gè)約束條件為松,即, 對(duì)偶規(guī)劃問(wèn)題的最優(yōu)解 3)影子價(jià)格為 y1 = 4 :8解:先寫出其對(duì)偶問(wèn)題。 對(duì)偶規(guī)劃問(wèn)題的最優(yōu)解 原對(duì)偶規(guī)劃問(wèn)題的最優(yōu)解 9. 10解11解(1)設(shè)分別表示甲、乙、丙各產(chǎn)品的數(shù)量,z 表示總產(chǎn)值則: 化為標(biāo)準(zhǔn)形
29、:c32100bcbxbx1x2x3x4x50x4121104000x521201500檢驗(yàn)數(shù)321000x403/201-1/21503x111/2101/2250檢驗(yàn)數(shù)01/2-20-3/22502x20102/3-1/31003x1101-1/32/3200檢驗(yàn)數(shù)00-2-1/3-4/3-800此時(shí),y1,y2分別表示出租a,b設(shè)備所得利潤(rùn),由(1)中的最優(yōu)表得=1/3,即如出租a設(shè)備可獲得1000/3元,而1000/3350所以不合算。 12.解:(1)由影子價(jià)格的定義可得: (2)由(1)可知y1只與bi的值有關(guān)當(dāng)x1的系數(shù)由3變?yōu)閤的系數(shù)1/3時(shí),yi的值并不發(fā)生變化; x1不可能在最優(yōu)基中出現(xiàn), x也不可能在最優(yōu)基中出現(xiàn)(3)(4)不會(huì)。13.解:1)解
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