看看而已03.LP2(ORModels线性规划问题的模型以及分析,大家有时间学习1到2个).pptVIP

Lecture 3 – Classic LP Examples Topics Employee scheduling problem Energy distribution problem Feed mix problem Cutting stock problem Regression analysis Model Transformations Employee Scheduling Constraints for Employee Scheduling Feed Mix Problem Constraints Costs and Notation LP Formulation of Feed Mix Problem Generalization of feed Mix Problem GivesBlending Problems Trim-Loss or Cutting Stock problem Patterns Possible Alternative Formulation Minimizing Piecewise Linear Convex Functions Definition of convexity Examples of objective functions 1. f (x) = maxk=1,…,p (ckx + dk) 2. f (x) = ?j=1,n cj|xj|, cj 0 for all j 3. f (x) = separable, piecewise linear, convex Definition of a Convex/Concave Function A function f : ?n ? ? is called convex if for every x and y ? ?n, and every ? ?[0,1], we have f (?x + (1 – ?)y) ≤ ?f (x) + (1 – ?)f (y) A function f : ?n ? ? is called concave if for every x and y ? ?n, and every ? ?[0,1], we have f (?x + (1 – ?)y) ≥ ?f (x) + (1 – ?)f (y) If f (x) is convex, then –f (x) is concave Minimizing the Maximum of Several Affine Functions Problem: min maxk=1,…,p (ckx + dk) s.t. Ax ≥ b Transformed problem: min z s.t. z ≥ ckx + dk, k = 1,…,p Ax ≥ b Problems Involving Absolute Values: Minimizing the L1-Norm Problem: min ?j=1,n cj|xj|, cj 0 for all j s.t. Ax ≥ b Data Fitting Example Problem: We are given p data points of the form (ak, bk), k = 1,…,p, where ak ? ?n and bk ? ?, and wish to build a model that predicts the value of the variable b from knowledge of the vector a. Assume a linear model: b = ax + x0, where (x, x0) is a parameter vector to be determined. Error: Given a particular values of (x, x0), the residual (predictive error) at the k th data point is defined by |akx + x0 – bk|. Objective: Find values of (x, x0) that best explain the available data; i.e., minimize the error. Data Fitting Example (cont’d) Model 1: Minimize the largest residual min maxk |akx + x0 – bk| Transformed model 1: min z s.t. z