文章目录
- 1. 题目
- 2. 添加松弛变量
- 3. 大M法
- 4. 两阶段法
1. 题目
目标函数:
minz=4x1+x2\min z = 4x_1 + x_2 minz=4x1+x2
约束条件:
s.t.{3x1+x2=34x1+3x2≥6x1+2x2≤4x1,x2≥0\text{s.t.} \begin{cases} 3x_1 + x_2 = 3 \\ 4x_1 + 3x_2 \geq 6 \\ x_1 + 2x_2 \leq 4 \\ x_1, x_2 \geq 0 \end{cases} s.t.⎩⎪⎪⎪⎨⎪⎪⎪⎧3x1+x2=34x1+3x2≥6x1+2x2≤4x1,x2≥0
2. 添加松弛变量
minz=4x1+x2+0x3+0x4\min z = 4x_1 + x_2 + 0x_3 + 0x_4 minz=4x1+x2+0x3+0x4
s.t.{3x1+x2=34x1+3x2−x3=6x1+2x2+x4=4xi≥0,i=1,2,…,4\text{s.t.} \begin{cases} 3x_1 + x_2 = 3 \\ 4x_1 + 3x_2 - x_3 = 6 \\ x_1 + 2x_2 + x_4 = 4 \\ x_i \geq 0, i = 1,2,\dots, 4 \end{cases} s.t.⎩⎪⎪⎪⎨⎪⎪⎪⎧3x1+x2=34x1+3x2−x3=6x1+2x2+x4=4xi≥0,i=1,2,…,4
3. 大M法
max−z=−4x1−x2+0x3+0x4−Mx5−Mx6\max -z = -4x_1 - x_2 + 0x_3 + 0x_4 - Mx_5 - Mx_6 max−z=−4x1−x2+0x3+0x4−Mx5−Mx6
s.t.{3x1+x2+x5=34x1+3x2−x3+x6=6x1+2x2+x4=4xi≥0,i=1,2,…,6\text{s.t.} \begin{cases} 3x_1 + x_2 + x_5 = 3 \\ 4x_1 + 3x_2 - x_3 + x_6 = 6 \\ x_1 + 2x_2 + x_4 = 4 \\ x_i \geq 0, i = 1,2,\dots, 6 \end{cases} s.t.⎩⎪⎪⎪⎨⎪⎪⎪⎧3x1+x2+x5=34x1+3x2−x3+x6=6x1+2x2+x4=4xi≥0,i=1,2,…,6
单纯形表
. | CCC | . | -4 | -1 | 0 | 0 | -M | -M |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1↓x_1 \downarrowx1↓ | x2x_2x2 | x3x_3x3 | x4x_4x4 | x5x_5x5 | x6x_6x6 |
-M | ←x5\leftarrow x_5←x5 | 3 | [3] | 1 | 0 | 0 | 1 | 0 |
-M | x6x_6x6 | 6 | 4 | 3 | -1 | 0 | 0 | 1 |
0 | x4x_4x4 | 4 | 1 | 2 | 0 | 1 | 0 | 0 |
. | σ\sigmaσ | . | 7M-4 | 4M-1 | -M | 0 | 0 | 0 |
入基变量 x1x_1x1,出基变量 x5x_5x5;
. | CCC | . | -4 | -1 | 0 | 0 | -M | -M |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2↓x_2 \downarrowx2↓ | x3x_3x3 | x4x_4x4 | x5x_5x5 | x6x_6x6 |
-4 | x1x_1x1 | 1 | 1 | 13\frac{1}{3}31 | 0 | 0 | 13\frac{1}{3}31 | 0 |
-M | ←x6\leftarrow x_6←x6 | 2 | 0 | [53\frac{5}{3}35] | -1 | 0 | -43\frac{4}{3}34 | 1 |
0 | x4x_4x4 | 3 | 0 | 53\frac{5}{3}35 | 0 | 1 | -13\frac{1}{3}31 | 0 |
. | σ\sigmaσ | . | 0 | 53\frac{5}{3}35M+13\frac{1}{3}31 | -M | 0 | -73\frac{7}{3}37M+43\frac{4}{3}34 | 0 |
入基变量 x2x_2x2,出基变量 x6x_6x6;
. | CCC | . | -4 | -1 | 0 | 0 | -M | -M |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2x_2x2 | x3↓x_3 \downarrowx3↓ | x4x_4x4 | x5x_5x5 | x6x_6x6 |
-4 | x1x_1x1 | 35\frac{3}{5}53 | 1 | 0 | 15\frac{1}{5}51 | 0 | 115\frac{1}{15}151 | -15\frac{1}{5}51 |
-1 | x2x_2x2 | 65\frac{6}{5}56 | 0 | 1 | −35-\frac{3}{5}−53 | 0 | −45-\frac{4}{5}−54 | 35\frac{3}{5}53 |
0 | ←x4\leftarrow x_4←x4 | 1 | 0 | 0 | [1] | 1 | 1 | -1 |
. | σ\sigmaσ | . | 0 | 0 | 15\frac{1}{5}51 | 0 | -M-815\frac{8}{15}158 | -M-15\frac{1}{5}51 |
入基变量 x3x_3x3,出基变量 x4x_4x4;
. | CCC | . | -4 | -1 | 0 | 0 | -M | -M |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2x_2x2 | x3x_3x3 | x4x_4x4 | x5x_5x5 | x6x_6x6 |
-4 | x1x_1x1 | 25\frac{2}{5}52 | 1 | 0 | 0 | -15\frac{1}{5}51 | -215\frac{2}{15}152 | 0 |
-1 | x2x_2x2 | 95\frac{9}{5}59 | 0 | 1 | 0 | 35\frac{3}{5}53 | −15-\frac{1}{5}−51 | 0 |
0 | x3x_3x3 | 1 | 0 | 0 | 1 | 1 | 1 | -1 |
. | σ\sigmaσ | . | 0 | 0 | 0 | −15-\frac{1}{5}−51 | -M-1115\frac{11}{15}1511 | -M |
所有的 σj≤0\sigma_j \leq 0σj≤0,且所有的人工变量都是非基变量。
得到最优解:
x∗=(25,95,1,0)T,x^* = (\frac{2}{5}, \frac{9}{5}, 1, 0)^T, x∗=(52,59,1,0)T,
z∗=4x1+x2=4∗25+95=175.z* = 4x_1 + x_2 = 4*\frac{2}{5} + \frac{9}{5} = \frac{17}{5}. z∗=4x1+x2=4∗52+59=517.
4. 两阶段法
- 第一阶段:
minw=0x1+0x2+0x3+0x4+x5+x6\min w = 0x_1 + 0x_2 + 0x_3 + 0x_4 + x_5 + x_6 minw=0x1+0x2+0x3+0x4+x5+x6
⇔\Leftrightarrow ⇔
max−w=0x1+0x2+0x3+0x4−x5−x6\max -w = 0x_1 + 0x_2 + 0x_3 + 0x_4 - x_5 - x_6 max−w=0x1+0x2+0x3+0x4−x5−x6
s.t.{3x1+x2+x5=34x1+3x2−x3+x6=6x1+2x2+x4=4xi≥0,i=1,2,…,6\text{s.t.} \begin{cases} 3x_1 + x_2 + x_5 = 3 \\ 4x_1 + 3x_2 - x_3 + x_6 = 6 \\ x_1 + 2x_2 + x_4 = 4 \\ x_i \geq 0, i = 1,2,\dots, 6 \end{cases} s.t.⎩⎪⎪⎪⎨⎪⎪⎪⎧3x1+x2+x5=34x1+3x2−x3+x6=6x1+2x2+x4=4xi≥0,i=1,2,…,6
单纯形表
. | CCC | . | 0 | 0 | 0 | 0 | -1 | -1 |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1↓x_1 \downarrowx1↓ | x2x_2x2 | x3x_3x3 | x4x_4x4 | x5x_5x5 | x6x_6x6 |
-1 | ←x5\leftarrow x_5←x5 | 3 | [3] | 1 | 0 | 0 | 1 | 0 |
-1 | x6x_6x6 | 6 | 4 | 3 | -1 | 0 | 0 | 1 |
0 | x4x_4x4 | 4 | 1 | 2 | 0 | 1 | 0 | 0 |
. | σ\sigmaσ | . | 7 | 4 | -1 | 0 | 0 | 0 |
入基变量 x1x_1x1,出基变量 x5x_5x5;
. | CCC | . | 0 | 0 | 0 | 0 | -1 | -1 |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2↓x_2 \downarrowx2↓ | x3x_3x3 | x4x_4x4 | x5x_5x5 | x6x_6x6 |
0 | x1x_1x1 | 1 | 1 | 13\frac{1}{3}31 | 0 | 0 | 13\frac{1}{3}31 | 0 |
-1 | ←x6\leftarrow x_6←x6 | 2 | 0 | [53\frac{5}{3}35] | -1 | 0 | -43\frac{4}{3}34 | 1 |
0 | x4x_4x4 | 3 | 0 | 53\frac{5}{3}35 | 0 | 1 | -13\frac{1}{3}31 | 0 |
. | σ\sigmaσ | . | 0 | 53\frac{5}{3}35 | -1 | 0 | -73\frac{7}{3}37 | 0 |
入基变量 x2x_2x2,出基变量 x6x_6x6;
. | CCC | . | 0 | 0 | 0 | 0 | -1 | -1 |
---|---|---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2x_2x2 | x3x_3x3 | x4x_4x4 | x5x_5x5 | x6x_6x6 |
0 | x1x_1x1 | 35\frac{3}{5}53 | 1 | 0 | 15\frac{1}{5}51 | 0 | 115\frac{1}{15}151 | -15\frac{1}{5}51 |
0 | x2x_2x2 | 65\frac{6}{5}56 | 0 | 1 | −35-\frac{3}{5}−53 | 0 | −45-\frac{4}{5}−54 | 35\frac{3}{5}53 |
0 | x4x_4x4 | 1 | 0 | 0 | 1 | 1 | 1 | -1 |
. | σ\sigmaσ | . | 0 | 0 | 0 | 0 | 0 | 0 |
第一阶段结束。
- 第二阶段
max−z=−4x1−x2+0x3+0x4\max -z = -4x_1 - x_2 + 0x_3 + 0x_4 max−z=−4x1−x2+0x3+0x4
. | CCC | . | -4 | -1 | 0 | 0 |
---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2x_2x2 | x3↓x_3 \downarrowx3↓ | x4x_4x4 |
-4 | x1x_1x1 | 35\frac{3}{5}53 | 1 | 0 | 15\frac{1}{5}51 | 0 |
-1 | x2x_2x2 | 65\frac{6}{5}56 | 0 | 1 | −35-\frac{3}{5}−53 | 0 |
0 | ←x4\leftarrow x_4←x4 | 1 | 0 | 0 | [1] | 1 |
. | σ\sigmaσ | . | 0 | 0 | 15\frac{1}{5}51 | 0 |
入基变量 x3x_3x3,出基变量 x4x_4x4;
. | CCC | . | -4 | -1 | 0 | 0 |
---|---|---|---|---|---|---|
CBC_BCB | 基 | bbb | x1x_1x1 | x2x_2x2 | x3x_3x3 | x4x_4x4 |
-4 | x1x_1x1 | 25\frac{2}{5}52 | 1 | 0 | 0 | -15\frac{1}{5}51 |
-1 | x2x_2x2 | 95\frac{9}{5}59 | 0 | 1 | 0 | 35\frac{3}{5}53 |
0 | x3x_3x3 | 1 | 0 | 0 | 1 | 1 |
. | σ\sigmaσ | . | 0 | 0 | 0 | −15-\frac{1}{5}−51 |
第二阶段结束。
最优解
x∗=(25,95,1,0)T,x^* = (\frac{2}{5}, \frac{9}{5}, 1, 0)^T, x∗=(52,59,1,0)T,
z∗=4x1+x2=4∗25+95=175.z^* = 4x_1 + x_2 = 4*\frac{2}{5} + \frac{9}{5} = \frac{17}{5}. z∗=4x1+x2=4∗52+59=517.