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البرمجة الخطية
البرمجة الخطية
) (
) (
.
425
.
.
) (
"
) .( :
) .( :
).(Operation Research
426
.
) (Kantor Vitch
) (George Dantzig
.
(Computable General
)Equilibrium Model
:
)(Maximization
) .(Minimization
:
.
.
.
427
:
.
- :
. :
- :
- :
428
a i1 X 1 a i 2 X 2 ..... a ij X j ... a in X n ri
.
a m1 X 1 a m 2 X 2 ..... a mj X j ... a mn X n rm
: X 1 , X 2 ,....., X j ,...., X n 0
Max( X ) c j X j
j 1
st : a ij X j ri
i 1,..., m
j 1
Xj 0
429
A(m,n)
X(n,1) =
X1
X
2
.
X j
.
X n
a11
a 21
.
a
i1
.
a m1
r(m,1)=
a m 2 ..... a mj ........ a mn
r1
r
2
.
ri
.
rm
C(n,1)=
c1
c
2
.
c j
.
c n
A( m , n) . X ( n,1) R ( m ,1)
X 1
X
2
'
..... c n .
.
X n
:
:
430
a 11
a 21
a i1
a m1
X ( N ,1) 0 ( N ,1)
a 12 .... a 1 j ....... a 1n
a 22 ....... a 2 j ....... a 2 n
a i 2 ...... a ij ......... a in
a m 2 ..... a mj ........ a mn
X 1
X r1
2 r
2
.
X j .
rm
X n
X 1 0
X
2 0
. .
. .
X n 0
Min f ( X ) c ij X j
j 1
st : a ij X j ri
j 1
X j 0
431
.
.
.
.
.Lindo
- :
432
. .
: .
.
.
.
.
433
X1
X2
:
:
Max 4 X 1 3 X 2
st : X 1 X 2 4
2X1 X 2 6
X1, X 2 0
434
X1 X 2 4
2X1 X 2 6
X2
) (-:
X1
X2
)C(0,6
)A(0,6
)E(2,2
X1
)D(3,0
)B(4,0
)(-
X1 X 2 4
:
)A(0,4
)B(4,0
X 2 4,
X 1 4,
2X1 X 2 6
:
435
X1 0
X2 0
X1 0
)C (0,6
X 2 6,
)D(3,0
X 1 3,
X2 0
) (AB ) (OAB
) (CD ) .(OCD
) (AED ) .(OAED
)) (OAED (
.
) (
.
:
:
) (-4/3
436
4 X 1 3X 2
3X 2 4 X 1
4
X 2 X1
3 3
4
X1
3
. X 2
.
:
) (OAED
.
):(0,0
):A(0,4
):E(2,2
):D(3,0
o 4(0) 3(0) 0
A 4(0) 3(4) 12
E 4(2) 3(2) 14
D 4(3) 3(0) 12
437
)E(2,2
X1 X 2 4
2X1 X 2 6
_____________
X1
2, X 2 2
) E(2,2
438
X1
X2
439
MinC 2 X 1 4 X 2
2 X 1 X 2 14
: X 1 X 2 12
X 1 3 X 2 18
X1, X 2 0
14
2 X 1 X 2
.
)X 2 14, : A(0,14
)X 1 7, : B(7,0
12
X1 0
X2 0
X 1 X 2
.
)X 2 12, : C(0,12
X1 0
)X 1 12, : D (12,0
X2 0
18
X 1 3 X 2
.
)X 2 6, : E (0,6
440
X1 0
)X 1 18, : F (18,0
X2 0
H :
2 X 1 X 2 14
X 1 X 2 12
____________
X 1 2,
X 2 10,
)H (2,10
G :
X2
)A(0,14
)C(0,12
)H(2,10
10
)E (0,6
)G(9,3
X1
0
)F(18,0
441
)D(12,0
)B(7,0
(-) :
X 1 X 2 12
X 1 3 X 2 18
)G (9,3
_____________
X 2 3,
X 1 9,
AB .
CD .
EF
.
442
AHGF .
.
.
C A 2(0) 4(14) 56
C H 2(2) 4(10) 44
C G 2(9) 4(3) 30
C F 2(18) 4(0) 36
- )(:
443
.
:
:
Max 4 X 1 3 X 2
st : X 1 X 2 4
2X1 X 2 6
X1, X 2 0
"
" ) (Standard Form
) (Slack Variables
.
444
4 X 1 3X 2 0
X 1 X 2 S1 4
2X1 X 2 S2 6
X 1 , X 2 , S1 , S 2 0
:
X1
1 1 1 0 X 2 4
2 1 0 1 S 6
1
S 2
:
S2 Constants
0
4
6
0
S1
1
X2
1
Tab.1 X1
R1
1
R2
-3
-4
R3
:
445
) (0 )
) .(OAED
) 0
) 6
( X 1 0, X 2
( S1 4, S 2
) 0
. (
):(Pivot variable
) (
)(X1
) (-4 ) .(4
.
446
) ( X 1
.
.
) ( . :
:
:
C
S2
X2
S1
447
X1
Tab.2
1
3
-0.5
0.5
1
0
0.5
0.5
0
1
12
-1
R1 R1 R2
R2 R2 2
)(X1
R3 R3 4R 2
) (S2
) (X 2
) (
: ,
: ,
) (0.5
) (X 2
) ( S1
.
448
S2
-1
1
2
2
14
X2
X1
Tab.3
S1
2
-1
1
0
0
1
R1 R1 0.5
R 2 R2 0.5 R1
R R R
1
) (Optimization
) (X 2
) ( S1
)(X1
) (S2
:
:
4X1 3X 2
4(2) 3(2) 14
X 1 X 2 S1 4
2 2 S1 4
S1 0
2X1 X 2 S2 6
2( 2) 2 S 2 6
S2 0
449
) (
) ( S1
. ) (
) (S2
.
:
K
L
K
L
MVK .K MVL .L
) 2(4) 1(6
8 6 14
) (
)(
.
)(Shadow price
). (Marginal Value
450
- :
) (Artificial Variables
. .
,
451
X1
2.5
20
X2
30
X3
16
452
MinC 20 X 1 30 X 2 16 X 3
St : 2.5 X 1 3 X 2 X 3 3
X 1 3X 2 2 X 3 4
X1, X 2 , X 3 0
) ( S i
) 0
. ( Ai
2.5 X 1 3 X 2 X 3 S1 A1 3
X 1 3 X 2 2 X 3 S 2 A2 4
:
X1
X
2
X 3
- 1 0 1 0 3
S1
0 - 1 0 1 4
S
2
A1
A
2
2.5 3 1
1
3 2
453
A2
C
3
4
A1
0
1
-M
S2
S1
X3
X2
Tab.0 X1
1
0
0
-1
-1
0
1
2
3
3
2.5
1
r1
r2
-M
-16
-30
-20
r3
) (0
) (-M .
.
) M (r1 r2
) . (r3 ) (:
S2 A1 A2 C
S1
X3
X2
X1
Tab.1
1 0 3
-1
2.5
R1 r1
0 1 4
-1
R2 r2
0 0 7M
-M
454
:
X 1 , X 2 , X 3 , S1 , S 2 0
)( A1 3, A2 4
) .(7M
.
.
.
) (X
) . (M
) (M
) (6
) (X 2
) .(6
:
4
3
3
1,
3
) ( .
) ( .
) (:
455
A2
A1
S2
X3
S1
X2
Tab.2
X1
R1 R1 3
0
1
1
1
3
1
3
-1
-1
1
3
5
6
R2 R2 3R1
3
0
1
2
)(1.5M 5) 0 (M - 6
-
R3 R3 (6M 30) R1
M 30
) ( .
) (M
) ( )(M-6 (M-
) .10
) . ( X 3
1
3,
3
1 1 1
)(3
) .(
.
) ( .
456
) ( R1 , R3
:
C
A2
A1
S2
2
3
1
3
2
3
-1
-1
1
3
2
3
S1
X3
X2
X1
Tab.3
4
3
3
2
1
R1 R1 R 2
3
)(-M 6
)(-M 4
-6
-4
R 2 R2
R 3 R3 ( M 6) R 2 (4) 0
:
) ( X 1 0
)( X 3 1
2
) (X 2
3
) (4), (6
) . (S1 0), (S 2 0
457
.
:
2
C 20 X 1 30 X 2 16 X 3 20(0) 30( ) 16(1) 0 20 16 36
3
2
2.5 X 1 3 X 2 X 3 S1 2.5(0) 3( ) 1(1) 0 0 2 1 0 3
3
2
X 1 3 X 2 2 X 3 S 2 0 3( ) 2(1) 0 0 2 2 0 4
3
:
MC X 1 . X 1 MC X 2 . X 2 MC X 3 . X 3 C
C
C
C
X1
X2
X3 C
X 1
X 2
X 3
0 4(3) 6(4) 12 24 36
: ):(Basis Theorem
.
458
m n
) (n>m
)(m=2 ) (n=3
. ) (m ) (n
) (n>m )(n-m
. ) (n-m
.
) (m ) (m
. :
!n
!)m!(n m
2.5 X 1 X 2 S1 20
3 X 1 3 X 2 S 2 30
X 1 2 X 2 S 3 16
.
:
459
- .
).(5-3=2
!5
10 :
!3!.2
) (n-m )(n-m
. ) (m
) .(m
.
.
: (Dual Model) :
) ( )
( .
) (Primal Model (Dual
) .Model
460
)
( ) (
.
461
) (Primal
) .(Dual
.
:
Max g1 X 1 g 2 X 2 g 3 X
a11 X 1 a12 X 2 a13 X 3 b1
St :
a 21 X 1 a 22 X 2 a 23 X 3 b2
a31 X 1 a 32 X 2 a 33 X 3 b3
X1, X 2 , X 3 0
:
MinC b1 Z1 b2 Z 2 b3 Z 3
a11 Z 1 a 21 Z 2 a31 Z 3 g 1
St :
a12 Z1 a 22 Z 2 a32 Z 3 g 2
a13 Z 1 a 23 Z 2 a33 Z 3 g 3
Z1 , Z 2 , Z 3 0
.
462
) ( X j ) . ( Z i
:
) (i
.
) (Z i
) (i
.
.
bi Z b1 Z 1 b2 Z 2 b3 Z 3
i 1
) (b1 , b2 , b3:
Z1 ,
Z2,
Z3
b1
b2
b3
463
) (b1 , b2 , b3
)(E.Dowling, ch. 15
) ( Z1 , Z 2 , Z 3
:
Max 5 X 1 3 X 2
St : 6 X 1 2 X 2 36
5 X 1 5 X 2 40
2X 1 4 X 2 28
X 1, X 2 0
:
MinC 36 Z1 40 Z 2 28Z 3
St : 6Z 1 5Z 2 2 Z 3 5
2Z1 5Z 2 4 Z 3 3
Z1 , Z 2 Z 3 0
464
) 0
( X 1 , X 2
) 0
( S1 , S 2 .
) 0
( S1 , S 2
) 0
. (X1X 2
:
Max 15 X 1 20 X 2 24 X 3
St : 3 X 1 X 2 3 X 3 120
X 1 5 X 2 2 X 3 60
X 1, X 2 0
)(
)( :
) (Max ).(Min
465
)(
)(
:
) (MinC
) ( Max
) (Z j
) (Xi
X1
3 120
X2
2 60
X 3
2 1
1 5
466
1
15
Z1
5 20
Z
2 2 24
2
1
:
MinC 120 Z1 60Z 2
2Z1 Z 2 15
Z 1 5Z 2 20
St :
3Z1 2Z 2 24
Z1 , Z 2 0
.
MinC 36 X 1 30 X 2 40 X 3
2 X 1 5 X 2 8 X 3 40
6 X 1 3 X 2 2 X 3 50
X1, X 2 , X 3 0
467
St :
:
X1
8 40
X2
2 50
X 3
2
6
5
3
:
6
36
Z1
3 30
Z
2 2 40
2
5
:
Max 40Z 1 50Z 2
2Z 1 6 Z 2 36
St :
5Z1 3Z 2 30
8Z1 2 Z 2 40
Z1 , Z 2 0
) A(0,6
).B(18,0
468
) C(0,10
).D(6,0
) E(0,20
).F(5,0
).H(3,5
).G(4.3, 2.9
) .K(3.8, 4.7
).(OAHGF
) (H
)( Z1 3, Z 2 5
.C=370
) (-:
X2
)E(0,20
)C(0,10
)A(0,6
)K(3.8,4.7
H
G
X1
)F(5,0) D(6,0
)B(18,0
469
)(-
.
.
) (A ).(B
):(A
):(B
2 X 1 5 X 2 8 X 3 S1 40
6 X 1 3 X 2 2 X 3 S 2 50
2Z 1 6Z 2 t1 36
5Z1 3Z 2 t 2 30
8Z1 2Z 2 t 3 40
470
) (B
) 5
( Z1 3, Z 2 ) : (t i
2(3) 6(5) t1 36 t1 0
5(3) 3(5) t 2 30 t 2 0
8(3) 2(5) t 3 40 t 3 6 0
)(t1 0, t 2 0
)(B
)( X 1 0, X 2 0
)(t 3 0
)( X 3 0
.
)(X3
)( Z1 3 0, Z 2 5 0
)( S1 0, S 2 0
) (A:
2 X 1 5 X 2 8(0) 0 40 2 X 1 5 X 2 40
6 X 1 3 X 2 2(0) 0 50 6 X 1 3 X 2 50
( X 1 5.42, X 2 5.83, X 3 0) :
471
).(B
:
:
Max 14 X 1 12 X 2 18 X 3
St : 2X 1 X 2 X 3 2
X 1 X 2 3X 3 4
X 1, X 2 , X 3 0
) ( :
MinC 2Z 1 4 Z 2
St : 2 Z1 Z 2 14
Z1 Z 2 12
Z 1 3Z 2 18
Z1 , Z 2 0
:
Z 1 9, Z 2 3, C 30
) (A
2 X 1 X 2 X 3 S1 2
X 1 X 2 3X 3 S 2 4
472
) (Si
) (t j:
2Z 1 Z 2 t1 14
Z 1 Z 2 t 2 12
Z 1 3Z 2 t 3 18
(t):
2(9) 3 t1 14 t1 7
9 3 t 2 12
t2 0
9 3(3) t 3 18 t 3 0
)(t 2 0, t 3 0
) . ( X 2 , X 3 0
)(t1 0
). ( X 1 0
)( Z1 , Z 2 0
)( S1 , S 2 0
X1 0
X2 X3 2
X 2 3X 3 4
) 1, X 3 1
.(X 2
.
: :
.
.
Max 9 X 1 7 X 2
St : 10 X 1 5 X 2 50
6 X 1 6 X 2 36
4.5 X 1 18 X 2 81
X 1, X 2 0
.
) : (X1, X 2
10 X 1 5 X 2 S1 50
6 X 1 6 X 2 S 2 36
4.5 X 1 18 X 2 S 3 81
474
)(X1
)(9
) (X 2
) (7 .
:
:
:
)(X1
50
5
10
36
6
6
81
18
4.5
) (
)(
) ( .
) (5
)( X 1 5, X 2 0
S1 50 10 X 1 5 X 2 50 10(5) 5(0) 0
S 2 36 6 X 1 6 X 2 36 6(5) 6(0) 6
S 3 81 4.5 X 1 18 X 2 81 4.5(5) 18(0) 58.5
475
) (6
) (58.5
.
) . ( X 1
) ( X 1
) (X 2
) (X 2
)(X1
) (
) (S 2 , S3
) (:
S1 50 10 X 1 5 X 2
X 1 5 0.5 X 2 0.1S1
)(X1
:
S 2 36 6 X 1 6 X 2
)(X1
:
S 3 81 4.5 X 1 18 X 2
) ( X 1 , S 2 , S3
45
) ( X 2
0.9
) . ( X 1
X 1 5 0.5 X 2 0.1S1
)(10
)(X1
S 2 6 3 X 2 0.6S1 :
) (X 2
)(X1
) (S2
5
) 10
0. 5
(.
:
) (X 2
) (S2
) (2 ) . ( 6 2
3
) (2
) ( ) ( S1 0:
X 1 5 0.5 X 2 0.1S1
X 5 0.5(2) 0.1(0) 4
477
)(4
.
)( :
S 2 6 3 X 2 0.6 S1
S 2 6 3(2) 0.6(0) 0
9X1 7X 2
9(4) 7(2) 50
) ( )(
) (27 )
( :
)( X 1 4, X 2 2, 50
) (S3
) (27
) (:
S 3 81 4.5 X 1 18 X 2
S 3 81 4.5(4) 18(2) 27
478