4、用单纯形法求解下述LP问题。
max z?2.5x1?x2?3x1?5x2?15 ?s.. t?5x1?2x2?10?x,x?0?12解:引入松弛变量x3、x4,化为标准形式:
max z?2.5x1?x2?3x1?5x2?x3?15 ?s.. t?5x1?2x2?x4?10?x,x,x,x?0?1234构造单纯形表,计算如下: cj 2.5 1 0 0 cB 0 0 0 2.5 1 2.5 XB x3 x4 b 15 10 9 2 45/19 20/19 x1 3 [5] 2.5 0 1 0 0 1 0 x2 5 2 1 [19/5] 2/5 0 1 0 0 x3 1 0 0 1 0 0 5/19 -2/19 0 x4 0 1 0 -3/5 1/5 -1/2 -3/19 5/19 -1/2 ?i 5 2 45/19 5 ?j x3 x1 ?j x2 x1 ?j 由单纯形表,可得两个最优解X(1)?(2,0,9,0)T、
X(2)?(20/19,45/19,0,0)T,所以两点之间的所有解都是最优解,即最优解集合为:?X(1)?(1??)X(2),其中0???1。
5、用单纯形法求解下述线性规划
max z?x1?2x2?3x3??2x1?x2?8x3?8??x1?3x2?10x3?4 s.t.??x1?x2?4x3?8??x1,x2,x3?0解:引入松弛变量x4、x5和x6,列单纯形表计算如下:
cB 0 0 0 0 3 0 0 1 0 0 1 -2 cj XB x4 x5 x6 1 b 8 4 8 x1 -2 1 1 -2 x2 1 -3 -1 3 0 0 0 x3 8 [10] -4 x4 1 0 0 0 1 0 0 0 1 0 0 0 1 0 0 0 x5 0 1 0 0 -4/5 1/10 2/5 -3/10 2 1 -1 -1 -1/2 -1/2 -1/2 -1/2 x6 0 0 1 0 0 0 1 0 0 0 1 0 5/2 3/2 1/2 -1/2 ?i 1 1/3 4 48/7 ?j -2 1 3 x4 24/5 -14/5 17/5 0 x3 2/5 [1/10] -3/10 1 x6 48/5 7/5 -11/5 0 ?j 7/10 -11/10 0 x4 16 0 -5 28 x1 4 1 -3 10 x6 4 0 [2] -14 ?j 0 1 -7 x4 26 0 0 -7 x1 10 1 0 -11 x2 2 0 1 -7 ?j 0 0 0 故,原问题的最优解为X*?(10?11x3,2?7x3,x3,26?7x3,0,0)T,
z*?6,其中x3?0。
7、用单纯形法求解下述LP问题。
min z??3x1?4x2?2x1?x2?x3?40 ?s.. t?x1?3x2?x4?30?x,x,x,x?0?1234解:构造单纯形表计算如下:
cj -3 -4 0 0 cB 0 0 XB b 40 30 x1 2 1 x2 1 [3] x3 1 0 x4 0 1 ?i 40 10 x3 x4 ?j 0 -4 -3 30 10 [5/3] 1/3 -5/3 18 4 1 0 0 -4 0 1 0 0 1 0 0 1 0 0 3/5 -1/5 1 0 -1/3 1/3 4/3 -1/5 -2/5 1 18 30 x3 x2 ?j -3 -4 x1 x2 ?j z*??3*18?4*4??70。
故,最优解为X*?(18, 4, 0, 0)T,目标函数值为8、用大M法求解下述LP问题
max z?2x1?3x2?5x3?x1?x2?x3?7 ?s..t?2x1?5x2?x3?10?x,x,x?0?123解:先将原问题化为标准型,引入松弛变量x4,得:
max z?2x1?3x2?5x3?x1?x2?x3?7 ?s..t?2x1?5x2?x3?x4?10?x,x,x,x?0?1234再引入人工变量x5、x6,得:
max z?2x1?3x2?5x3?Mx5?Mx6?x1?x2?x3?x5?7?s..t?2x1?5x2?x3?x4?x6?10?x,x,x,x,x,x?0?123456构造单纯形表计算如下:
cj 2 3 -5 0 -M -M cB XB b x1 x2 x3 x4 x5 x6 ?i -M -M x5 x6 7 10 1 [2] 3M+2 1 -5 3-4M [7/2] -5/2 7M/2+8 1 0 0 1 1 2M-5 1/2 1/2 M/2-6 1/7 6/7 -50/7 0 -1 -M 1/2 -1/2 M/2+1 1/7 -1/7 -1/7 1 0 0 1 0 0 2/7 5/7 -M-16/7 0 1 0 -1/2 1/2 -3M/2-1 -1/7 1/7 -M+1/7 7 5 4/7 - ?j -M 2 x5 x1 2 5 0 1 0 0 1 0 ?j 3 2 x2 4/7 x1 45/7 ?j 由此得,原问题的最优解为X*?(102/7。
9、用两阶段法求解下述LP问题
454, , 0)T,目标函数最优值为77max z?2x1?3x2?5x3?x1?x2?x3?7 ?s..t?2x1?5x2?x3?10?x,x,x?0?123解:先将原问题化为标准型,引入松弛变量x4,得:
max z?2x1?3x2?5x3?x1?x2?x3?7 ?s..t?2x1?5x2?x3?x4?10?x,x,x,x?0?1234再引入人工变量x5、x6,得第一阶段的模型为:
min z?x5?x6?x1?x2?x3?x5?7 ?s..t?2x1?5x2?x3?x4?x6?10?x,x,x,x,x,x?0?123456构造单纯形表,计算如下:
cj 0 0 0 0 1 1 cB 1 1 XB b 7 10 x1 1 [2] -3 x2 1 -5 4 [7/2] -5/2 -7/2 1 0 0 x3 1 1 -2 1/2 1/2 -1/2 1/7 6/7 0 x4 0 -1 1 1/2 -1/2 -1/2 1/7 -1/7 0 x5 1 0 0 1 0 0 2/7 5/7 1 x6 0 1 0 -1/2 1/2 3/2 -1/7 1/7 1 ?i 7 5 4/7 - x5 x6 ?j 1 0 x5 x1 2 5 0 1 0 ?j 3 2 x2 x1 4/7 45/7 0 1 0 ?j 由此可得第一阶段的最优解,转入第二阶段,单纯形表如下:
cj 2 3 -5 0 cB 3 XB x2 b 4/7 x1 0 x2 1 x3 1/7 x4 1/7 ?i