maxZ?10x1?15x2?5x1?3x2?9?(3)??5x1?6x2?15??2x1?x2?5?x、x、x?023?1
【解】大M法。数学模型为
maxZ?10x1?15x2?Mx6?5x1?3x2?x3?9???5x1?6x2?x4?15?2x?x2?x5?x6?5?1?xj?0,j?1,2,?,6?
C(j) Basis C(i) X3 X4 X6 0 0 -M 10 X1 [5] -5 2 10 2 1 0 0 0 15 X2 3 6 1 15 1 3/5 9 -1/5 9 0 X3 1 0 0 0 0 0 X4 0 1 0 0 0 0 1 0 0 0 0 X5 0 0 -1 0 -1 0 0 -1 0 -1 -M X6 0 0 1 0 0 0 0 1 0 0 R. H. S. Ratio 9 15 5 0 0 9/5 24 7/5 18 0 1.8 M 2.5 C(j)-Z(j) * Big M X1 X4 X6 10 0 -M C(j)-Z(j) * Big M 0 -1/5 因为X6>0,原问题无可行解。 两阶段法
第一阶段:数学模型为
minZ?x61/5 1 -2/5 -2 -2/5 ?5x1?3x2?x3?9???5x1?6x2?x4?15 ?2x?x2?x5?x6?5?1?xj?0,j?1,2,?,6?C(j) Basis C(i) X3 X4 X6 X1 X4 0 0 1 0 0 0 X1 [5] -5 2 -2 1 0 0 X2 3 6 1 -1 3/5 9 0 X3 1 0 0 0 0 X4 0 1 0 0 0 1 0 X5 0 0 -1 1 0 0 1 X6 0 0 1 0 0 0 R. H. S. Ratio 9 15 5 5 9/5 24 1.8 M 2.5 14 C(j)-Z(j) 1/5 1 X6 1 0 -1/5 -2/5 0 0 -1 1 1 0 7/5 C(j)-Z(j) 0 1/5 2/5 因为X6>0,原问题无可行解。图解法如下:
maxZ?4x1?2x2?5x3?6x1?x2?4x3?10? (4) ?3x1?3x2?5x3?8?x?2x2?x3?20?1?xj?0,j?1,2,3?
【解】大M法。X7是人工变量,数学模型为
maxZ?4x1?2x2?5x3?Mx7?6x1?x2?4x3?x4?10? ?3x1?3x2?5x3?x5?8?x?2x2?2x3?x6?x7?20?1?xj?0,j?1,2,?,7?Cj CB 0 0 XB X4 X5 4 X1 2 X2 5 X3 0 X4 0 X5 0 X6 -M X7 R.H.S. Ratio 10 6 3 1 4 M -1 -3 [2] 2 2M 4 -5 1 5 M 1 -M X7 C(j)-Z(j) * Big M 1 -1 1 -1 10 8 20 0 0 2 X4 13/2 X5 X2 9/2 1/2 3 C(j)-Z(j) * Big M 5 0 2 X3 13/9 X5 86/9 X2 -2/9 -25/9 C(j)-Z(j) * Big M 1 1 [9/2] -7/2 1/2 4 1 1 2/9 7/9 -1/9 -8/9 1 1 -1/2 -3/2 -1/2 1 1/2 3/2 1/2 -1 -1 1/9 4/9 -1 20 38 10 -1/9 -4/9 40/9 70/9 -17/9 17/9 482/9 13/9 -13/9 无界解。 两阶段法。第一阶段: minZ?x7?6x1?x2?4x3?x4?10? ?3x1?3x2?5x3?x5?8?x?2x2?x3?x6?x7?20?1?xj?0,j?1,2,?,7?Cj CB 0 0 1 XB X4 X5 X7 X1 X2 X3 0 X4 0 X5 0 X6 1 X7 R.H.S. Ratio 10 6 3 1 -1 13/2 9/2 1/2 -1 -3 [2] 4 -5 1 C(j)-Z(j) 0 0 2 X4 X5 X2 1 -2 -1 C(j)-Z(j) 1 [9/2] -7/2 1/2 1 1 1 -1 1 -1/2 -3/2 -1/2 1 1/2 3/2 1/2 1 10 8 20 20 38 10 第二阶段: Cj CB 0 0 1 XB X4 X5 X2 4 X1 2 X2 5 X3 0 X4 0 X5 0 X6 R.H.S. Ratio 13/2 9/2 1/2 C(j)-Z(j) 0 0 2 X3 X5 X2 C(j)-Z(j) 7/2 13/9 86/9 -2/9 -3 1 1 [9/2] -7/2 1/2 1 9/2 1 2/9 7/9 -1/9 -1 1 1 -1/2 -3/2 -1/2 20 38 10 1/2 -1/9 40/9 -17/9 482/9 -4/9 70/9 1 原问题无界解。
?21.13 在第1.9题中,对于基B???41??,求所有变量的检验数?j(j?1,?,4),并判断B是不0?是最优基.
??0???1??1?4??, 1??2???1【解】B??4,B?1??C?CBBA??0?(5,2,0,0)?(5,0)??1???(5,2,0,0)?(5,?51?4??2??1??4?2??3?2100?? 1?595,0,)?(0,,0,?)2424??(0,92,0,?54), B不是最优基,可以证明B是可行基。
1.14已知线性规划
maxz?5x1?8x2?7x3?4x4?2x1?3x2?3x3?2x4?20??3x1?5x2?4x3?2x4?30?x?0,j?1,?,4?j
?2的最优基为B???23??,试用矩阵公式求(1)最优解;(2)单纯形乘子;5?(3)N1及N3;(4)?1和?3。 【解】
?5?4????1?2??3?4??,CB?(c4,c2)?(4,8,),则 1??2?T?1B?1(1)XB?(x4,x2)?Bb?(,5),最优解X?(0,5,0,),Z?50
225T5T(2)??CBB(3)
?1?(1,1)
?5?4?1N1?BP1????1??2?5?4?1N3?BP3????1?2??3??1?4??2??4???????1??3??1??2???2??3??3?4??3??4???????1??4??1???2??2??
?(4)
?1??4??1?c1?CBN1?5?(4,8)???5?5?0?1???2???3??4??3?c3?CBN3?7?(4,8)???7?7?0?1???2??
注:该题有多重解:
X(1)=(0,5,0,5/2)
X(2)=(0,10/3,10/3,0)
X(3)=(10,0,0,0),x2是基变量,X(3)是退化基本可行解 Z=50
1.15 已知某线性规划的单纯形表1-28, 求价值系数向量C及目标函数值Z.
表1-28 Cj CB 3 4 0 λj ic1 XB x4 x1 x6 x1 0 1 0 0 c2 x2 1 0 -1 -1 c3 x3 2 -1 4 -1 c4 x4 1 0 0 0 c5 x5 -3 2 -4 1 c6 x6 0 0 1 0 c7 x7 2 -1 2 -2 b 4 0 3/2 【解】由?j?cj??ciaij有cj??j??ciaij
ic2=-1+(3×1+4×0+0×(-1))=2 c3=-1+(3×2+4×(-1)+0×4)=1 c5=1+(3×(-3)+4×2+0×(-4))=0 则λ=(4,2,1,3,0,0,0,),Z=CBXB=12
1.16 已知线性规划
maxZ?c1x1?c2x2?c3x3
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