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Considerm problema:
inf c f x A x b, x Rn , xk Z, k
K
unde:
A Rmn , b Rm , c Rn , rang A m n.
K 1, 2,K , n
K 1, 2,K , n
Notaii:
1, 2,K , n
(P*)
P0 x Rn A x b, x 0
Evident,
P * x P0 xk Z, k K
P0 P *
inf c f x x P0
(P*)
inf c f x x P *
x P *, atunci x
P0 P *
Demonstraie.
Avem:
c f x inf c x x
P0 inf c f x x P * c f x
Pe de alt parte,
Rezult,
c f x inf c x x
P * . (q.e.d.)
x P *
Soluia optim.
i=0
Rezolv (Pi )
c x inf c x
f
xPi
Determin
x P *
Stop
nu
Pi 1 Pi I i
x Pi 1
ii+1
Observaie:
P0 P1 L Pi Pi1 L P *.
Cursul 9
xsk xk ykj x j
Avem:
jR
xk xk f k 0
ykj ykj f kj
Introducem notaiile:
Rezult,
xsk Z.
unde 0 f k 0 1,
unde 0 f kj 1.
xsk xk ykj x j f k 0 f kj x j 0 1.
jR
Dar, x P *
n plus, avem:
jR
f
jR
Se adaug restricia:
kj
x j 0 & f k 0 0,1
f x
jR
kj
fk 0 .
Cursul 9
xB
x
x
0
xR
x nu verific restricia
0 f kj x j f k 0 0 .
Contradicie!
jR
Pi 1 Pi I i x Pi
f x
jR
kj
y i 1 f k 0 , y i 1
Cursul 9
Implementare.
Fie B(i) o baz optim pentru (Pi ). Pentru (Pi+1 ) considerm matricea:
B i
B i 1 f
0
Bi 11
Bi 1 0
0f 1
1
1
b
x i
B
B
0
i
i b i
i
1
x i 1 B i 1 b i 1
0
f
0f 1
f
f
k 0
k0
k0
j
j
1
A
Y
B
0
i
i
i
Y ij1 Bi 11 A ji 1
0f 1 f f
kj
kj
j
Y
i
i 1
i
f
j
z j c j cB i1 Y i 1 c j cB i , 0
cj zj cj 0
f
k 0
i
x
i 1
i 1
i
f
z
cB i1 x
cB i , 0
f
k 0
Cursul 9
Tabloul simplex:
x si
xj
xp
y i 1
x i
x sk
x k f k0
y i 1
y ij
y ip
y kj f kj
y kp f kp
f k0
f kj
f kp
zj cj
zp cp
Cursul 9
min 2x1 x2
Exemplu.
n raport cu
x1
x1
2 x1
x2
x2
1
3
x1 , x2 Z
Rezolvare grafic:
Cursul 9
x x 1 x 2 x 3 x 4 x 5
x1 x2 x3 x4 x5
7
2
1
2
x3 1 1 1
x3
x4 3
x4
1
2
1
2
x5 5
x1
5
2
1
2
5 0
0 1
x1 x2 x3 x4 x5
x1 x2 x3 x4 x5 y
x3
1 1 1
x3
1 1 1 0
x2
1
2
1
2
x2
1
2
1
2
x1
5
2
1
2
x1
5
2
1
2
11
2
0 1
1
2
1
2
1
2
11
2
0 1
1
2
Cursul 9
x1 x2 x3 x4 x5 y
x3
1 1 1 0
x2
1
2
1
2
x1
5
2
1
2
11
2
0 1
x1 x2 x3 x4 x5
y
1
2
x3
1 1 0
x2
0 1
1
2
x1
1
2
x5
1 2
1
2
5 0
0 1 0 1
Cursul 9