第一章运筹学和线性规划浅析.ppt

Operations Research;Textbook： Reference:;The origins of Operations Research;运筹学的定义;运筹学的定义;早期运筹学思想;Overview of the OR modeling Approach;Main contents;Main contents;Algorithms and OR courseware;Introduction to Linear Programming;1.1The simplification of Prototype Example: The WYNDOR GLASS CO. produces a high-quality glass products and wants to launch two new products. It has 3 plants and product 1 need plants 1 and 3, while products 2 needs plants 2 and 3.All the products (1 and 2) can be sold and table 3.1 on page 27 summarizes the data gathered by the OR team. The goal of the company is to get the maximum profit from the sold products 1 and 2.;Formulation as a linear programming problem (LP);To summarize, we get;1.2 Graphical Solution to Example 1.1;We can get:;1.3 Another examples for Graphical Solution;We can get:;1.4 Another examples for Graphical Solution ;1.5 Another examples for Graphical Solution;Just one optimal solution, it must be a CPF solution; Multiple optimal solutions, at least two must be CPF solutions; Just has feasible solution but no optimal solution; No feasible solution. ;享觳鳢绫烁娘欧胃玛赶睽杵萎卉憎盒浈聊瑾率竿邰岚忽崾瓞建瑷荨蓥酽渤溅辚伞扑枢钡邛麈忍谧煎俦拓籀窘宰恣鸿;A linear programming problem (LP) is an optimization problem for which we do the following: 1 We attempt to maximize pr minimize a linear function of the decision variables. The function that is to be maximized is called the objective function. 2 The values of the decision variables must satisfy a set of constraints. Each constraint must be a linear equation or linear inequality. 3 A sign restriction is associated with each variable. For any variable ;Special Cases: 1 Some LPs have an infinite number of optimal solutions (alternative or multiple optimal solutions). 2 Some LPs have no feasible solutions (infeasible LPs). 3 Some LPs are unbounded: There are points in the feasible region with arbitrarily large (in a max problem) z-values.;1.1 Example for Investment over time : We are going to manage an inv